WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 28, 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 : 571,942: 122,659 181,060 176,530 234,072 162,648 533,261 520,238: 38,681 51,704
Old : 392,828: 114,478 173,955 95,870 155,766 87,804 366,114 357,630: 26,714 35,198
Other: 179,115: 38,698 37,621 50,143 78,305 74,844 167,147 162,608: 11,968 16,507
: : :
: : Changes in Commitments from: January 21, 2014 :
: -297: -790 5,280 -8,254 8,576 6,592 -468 3,618: 171 -3,915
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 31.7 30.9 40.9 28.4 93.2 91.0: 6.8 9.0
Old : 100.0: 29.1 44.3 24.4 39.7 22.4 93.2 91.0: 6.8 9.0
Other: 100.0: 21.6 21.0 28.0 43.7 41.8 93.3 90.8: 6.7 9.2
: : :
:# Traders : Number of Traders in Each Category :
All : 410: 131 140 159 112 103 325 335:
Old : 393: 134 131 120 101 85 292 284:
Other: 246: 63 73 69 73 82 174 192:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.2 10.6 23.9 18.6 11.4 8.1 18.5 14.8
Old : 15.4 12.1 26.3 21.9 13.3 11.3 22.8 20.5
Other: 25.0 22.1 37.3 33.4 17.8 12.9 27.3 18.8
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 28, 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 : 171,469: 49,858 45,317 30,275 74,753 68,307 154,887 143,900: 16,583 27,570
Old : 118,787: 49,832 41,452 12,835 45,236 47,560 107,903 101,848: 10,884 16,940
Other: 52,682: 11,796 15,635 5,669 29,518 20,747 46,983 42,052: 5,699 10,630
: : :
: : Changes in Commitments from: January 21, 2014 :
: 676: -324 813 417 575 -260 668 970: 8 -294
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 26.4 17.7 43.6 39.8 90.3 83.9: 9.7 16.1
Old : 100.0: 42.0 34.9 10.8 38.1 40.0 90.8 85.7: 9.2 14.3
Other: 100.0: 22.4 29.7 10.8 56.0 39.4 89.2 79.8: 10.8 20.2
: : :
:# Traders : Number of Traders in Each Category :
All : 203: 55 58 60 60 58 151 150:
Old : 194: 61 52 43 60 49 144 123:
Other: 134: 27 37 18 37 49 71 97:
:----------------------------------------------------------------------------------------------------
: 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 : 17.4 23.6 27.8 32.9 14.5 18.9 23.5 26.4
Old : 24.2 30.3 34.8 38.9 23.0 30.3 32.6 38.6
Other: 28.4 29.0 43.4 39.0 28.4 28.2 42.8 36.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 28, 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 : 1,660,475: 322,233 321,949 433,197 738,182 595,965 1,493,613 1,351,111: 166,862 309,364
Old : 1,295,872: 284,532 341,154 281,464 594,248 469,376 1,160,244 1,091,993: 135,628 203,879
Other: 364,603: 110,089 53,184 79,345 143,935 126,589 333,369 259,118: 31,234 105,485
: : :
: : Changes in Commitments from: January 21, 2014 :
: -20,197: -1,712 -14,755 -26,748 6,225 21,097 -22,234 -20,406: 2,037 209
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 19.4 26.1 44.5 35.9 90.0 81.4: 10.0 18.6
Old : 100.0: 22.0 26.3 21.7 45.9 36.2 89.5 84.3: 10.5 15.7
Other: 100.0: 30.2 14.6 21.8 39.5 34.7 91.4 71.1: 8.6 28.9
: : :
:# Traders : Number of Traders in Each Category :
All : 725: 152 201 210 285 314 567 607:
Old : 707: 140 207 180 279 295 534 572:
Other: 477: 97 88 87 116 249 248 392:
:----------------------------------------------------------------------------------------------------
: 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 9.8 17.9 15.5 8.7 7.8 15.7 11.9
Old : 11.5 9.2 19.7 15.5 9.8 8.0 18.0 12.9
Other: 17.6 16.6 27.0 24.1 15.8 13.7 24.0 18.2
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 28, 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 : 13,375: 3,511 334 1,930 4,892 8,653 10,333 10,917: 3,041 2,457
Old : 11,026: 3,761 336 1,232 3,616 7,432 8,609 9,000: 2,417 2,026
Other: 2,348: 101 349 347 1,277 1,221 1,724 1,917: 624 431
: : :
: : Changes in Commitments from: January 21, 2014 :
: 741: -60 -131 192 32 218 164 280: 577 462
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 2.5 14.4 36.6 64.7 77.3 81.6: 22.7 18.4
Old : 100.0: 34.1 3.0 11.2 32.8 67.4 78.1 81.6: 21.9 18.4
Other: 100.0: 4.3 14.9 14.8 54.4 52.0 73.4 81.6: 26.6 18.4
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 18 8 9 15 15 38 28:
Old : 49: 19 7 7 15 14 38 25:
Other: 20: 5 3 7 9 9 16 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 : 31.9 37.2 46.3 54.1 28.8 35.3 38.2 45.8
Old : 33.5 39.8 48.1 56.5 32.3 39.8 44.0 52.5
Other: 54.5 51.7 66.4 72.4 45.3 45.8 49.5 58.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 28, 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 : 743,080: 224,330 75,958 199,147 262,827 363,587 686,304 638,692: 56,776 104,388
Old : 570,446: 202,703 59,796 128,709 197,051 316,081 528,462 504,586: 41,983 65,860
Other: 172,634: 51,124 45,659 40,941 65,776 47,506 157,842 134,106: 14,792 38,528
: : :
: : Changes in Commitments from: January 21, 2014 :
: -21,609: -10,618 -4,918 -7,278 -2,458 -13,151 -20,353 -25,347: -1,255 3,739
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 10.2 26.8 35.4 48.9 92.4 86.0: 7.6 14.0
Old : 100.0: 35.5 10.5 22.6 34.5 55.4 92.6 88.5: 7.4 11.5
Other: 100.0: 29.6 26.4 23.7 38.1 27.5 91.4 77.7: 8.6 22.3
: : :
:# Traders : Number of Traders in Each Category :
All : 541: 162 170 203 140 184 415 454:
Old : 522: 167 149 191 127 177 386 433:
Other: 340: 77 108 85 84 122 211 266:
:----------------------------------------------------------------------------------------------------
: 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 : 8.4 17.5 15.9 24.0 7.4 13.5 13.9 18.3
Old : 10.5 21.0 19.6 28.4 9.6 16.4 18.0 22.6
Other: 13.5 16.3 23.2 23.9 13.2 13.4 21.6 19.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 28, 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 : 406,499: 85,407 139,213 68,519 216,963 157,324 370,889 365,056: 35,610 41,443
Old : 365,428: 86,670 138,957 54,900 194,573 133,376 336,142 327,232: 29,285 38,195
Other: 41,071: 6,847 8,366 5,509 22,390 23,948 34,746 37,823: 6,325 3,248
: : :
: : Changes in Commitments from: January 21, 2014 :
: 725: -795 -2,599 473 3,366 6,386 3,044 4,260: -2,320 -3,536
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 34.2 16.9 53.4 38.7 91.2 89.8: 8.8 10.2
Old : 100.0: 23.7 38.0 15.0 53.2 36.5 92.0 89.5: 8.0 10.5
Other: 100.0: 16.7 20.4 13.4 54.5 58.3 84.6 92.1: 15.4 7.9
: : :
:# Traders : Number of Traders in Each Category :
All : 319: 73 119 98 89 76 230 242:
Old : 317: 80 118 89 87 73 224 233:
Other: 104: 22 24 23 44 23 80 58:
:----------------------------------------------------------------------------------------------------
: 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 : 12.3 18.7 19.9 25.9 9.0 9.5 16.2 15.9
Old : 13.2 16.3 21.0 23.7 9.7 10.0 17.2 16.5
Other: 23.8 46.0 37.5 60.4 19.2 40.9 30.3 51.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 28, 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 : 746,694: 117,105 58,515 50,781 431,477 463,798 599,363 573,094: 147,331 173,599
Old : 746,694: 117,105 58,515 50,781 431,477 463,798 599,363 573,094: 147,331 173,599
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2014 :
: -4,232: -15,905 -13,481 4,127 9,153 18,654 -2,625 9,300: -1,607 -13,532
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 7.8 6.8 57.8 62.1 80.3 76.8: 19.7 23.2
Old : 100.0: 15.7 7.8 6.8 57.8 62.1 80.3 76.8: 19.7 23.2
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 : 171: 37 26 36 80 91 133 137:
Old : 171: 37 26 36 80 91 133 137:
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 : 19.4 12.5 31.7 21.9 17.5 10.5 24.1 17.3
Old : 19.4 12.5 31.7 21.9 17.5 10.5 24.1 17.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 28, 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 : 466,626: 50,356 61,624 2,467 332,415 314,897 385,237 378,989: 81,389 87,638
Old : 466,626: 50,356 61,624 2,467 332,415 314,897 385,237 378,989: 81,389 87,638
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2014 :
: -1,435: -3,936 -8,620 192 -392 8,652 -4,136 224: 2,702 -1,659
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 13.2 0.5 71.2 67.5 82.6 81.2: 17.4 18.8
Old : 100.0: 10.8 13.2 0.5 71.2 67.5 82.6 81.2: 17.4 18.8
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 : 81: 9 15 8 41 39 55 57:
Old : 81: 9 15 8 41 39 55 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 : 26.6 33.6 42.6 48.8 22.9 32.7 35.9 45.8
Old : 26.6 33.6 42.6 48.8 22.9 32.7 35.9 45.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 28, 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 : 4,594: 1,110 944 345 2,491 3,060 3,946 4,349: 648 245
Old : 4,594: 1,110 944 345 2,491 3,060 3,946 4,349: 648 245
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2014 :
: 569: 15 238 70 430 312 515 620: 54 -51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 20.5 7.5 54.2 66.6 85.9 94.7: 14.1 5.3
Old : 100.0: 24.2 20.5 7.5 54.2 66.6 85.9 94.7: 14.1 5.3
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 : 38: 11 6 6 17 17 33 25:
Old : 38: 11 6 6 17 17 33 25:
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 51.0 53.3 70.0 24.7 35.1 34.5 50.7
Old : 33.8 51.0 53.3 70.0 24.7 35.1 34.5 50.7
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, January 28, 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 : 321,825: 100,886 53,302 51,827 115,990 184,602 268,703 289,731: 53,122 32,094
Old : 279,132: 93,825 47,920 44,900 94,822 158,507 233,547 251,327: 45,585 27,805
Other: 42,694: 9,284 7,604 4,705 21,168 26,095 35,157 38,404: 7,537 4,290
: : :
: : Changes in Commitments from: January 21, 2014 :
: 6,999: -1,992 -2,303 -96 6,039 7,598 3,951 5,199: 3,048 1,800
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 16.6 16.1 36.0 57.4 83.5 90.0: 16.5 10.0
Old : 100.0: 33.6 17.2 16.1 34.0 56.8 83.7 90.0: 16.3 10.0
Other: 100.0: 21.7 17.8 11.0 49.6 61.1 82.3 90.0: 17.7 10.0
: : :
:# Traders : Number of Traders in Each Category :
All : 247: 79 54 63 82 85 196 175:
Old : 241: 79 50 62 79 85 189 173:
Other: 97: 18 24 18 43 29 73 59:
:----------------------------------------------------------------------------------------------------
: 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 : 8.0 29.0 14.7 37.1 7.1 24.6 13.5 31.2
Old : 8.1 27.7 15.5 36.8 8.1 25.2 15.3 32.3
Other: 18.4 37.5 31.6 58.5 17.0 28.6 27.9 45.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 28, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 7,766: 1,009 915 464 4,514 5,104 5,987 6,483: 1,779 1,283
Old : 7,320: 944 929 445 4,355 4,803 5,744 6,177: 1,576 1,143
Other: 447: 79 0 5 159 301 243 307: 204 140
: : :
: : Changes in Commitments from: January 21, 2014 :
: 327: -136 -41 141 308 129 313 229: 14 98
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 11.8 6.0 58.1 65.7 77.1 83.5: 22.9 16.5
Old : 100.0: 12.9 12.7 6.1 59.5 65.6 78.5 84.4: 21.5 15.6
Other: 100.0: 17.6 0.0 1.2 35.6 67.5 54.4 68.6: 45.6 31.4
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 12 6 7 18 11 32 23:
Old : 39: 10 8 7 16 9 30 21:
Other: 10: 3 0 2 3 5 6 7:
:----------------------------------------------------------------------------------------------------
: 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 : 38.6 61.2 51.1 71.6 37.8 57.8 49.6 66.8
Old : 41.0 63.4 54.2 74.2 41.0 60.9 53.4 69.5
Other: 49.0 61.4 54.4 68.6 48.1 61.4 50.8 65.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 28, 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 : 968,734: 171,163 172,772 25,191 661,002 652,245 857,356 850,209: 111,378 118,525
Old : 968,734: 171,163 172,772 25,191 661,002 652,245 857,356 850,209: 111,378 118,525
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2014 :
: 40,916: 9,731 8,143 5,006 20,688 25,934 35,425 39,083: 5,492 1,833
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 17.8 2.6 68.2 67.3 88.5 87.8: 11.5 12.2
Old : 100.0: 17.7 17.8 2.6 68.2 67.3 88.5 87.8: 11.5 12.2
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 : 212: 43 36 25 90 98 142 150:
Old : 212: 43 36 25 90 98 142 150:
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 : 23.5 30.5 34.5 41.4 19.3 24.5 28.1 34.2
Old : 23.5 30.5 34.5 41.4 19.3 24.5 28.1 34.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 28, 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 : 2,776,132: 293,177 369,172 259,917 1,934,539 1,672,995 2,487,633 2,302,083: 288,499 474,049
Old : 2,776,132: 293,177 369,172 259,917 1,934,539 1,672,995 2,487,633 2,302,083: 288,499 474,049
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2014 :
: 53,055: 1,249 28,093 1,812 35,595 60,848 38,657 90,754: 14,398 -37,698
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 13.3 9.4 69.7 60.3 89.6 82.9: 10.4 17.1
Old : 100.0: 10.6 13.3 9.4 69.7 60.3 89.6 82.9: 10.4 17.1
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 : 347: 66 75 80 166 178 275 290:
Old : 347: 66 75 80 166 178 275 290:
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 : 25.2 15.4 37.1 21.3 22.6 12.3 33.9 17.6
Old : 25.2 15.4 37.1 21.3 22.6 12.3 33.9 17.6
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, January 28, 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 : 2,174,207: 234,224 340,407 135,986 1,578,926 1,320,341 1,949,136 1,796,733: 225,071 377,474
Old : 2,174,207: 234,224 340,407 135,986 1,578,926 1,320,341 1,949,136 1,796,733: 225,071 377,474
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2014 :
: -49,579: -6,454 22,421 -14,847 -38,216 -35,865 -59,517 -28,290: 9,938 -21,289
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 15.7 6.3 72.6 60.7 89.6 82.6: 10.4 17.4
Old : 100.0: 10.8 15.7 6.3 72.6 60.7 89.6 82.6: 10.4 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 : 264: 33 62 50 112 145 180 223:
Old : 264: 33 62 50 112 145 180 223:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.6 12.7 44.1 21.5 30.4 12.2 40.6 19.4
Old : 31.6 12.7 44.1 21.5 30.4 12.2 40.6 19.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 28, 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 : 291,905: 13,390 47,555 40,174 209,068 150,531 262,632 238,261: 29,273 53,644
Old : 291,905: 13,390 47,555 40,174 209,068 150,531 262,632 238,261: 29,273 53,644
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2014 :
: 11,855: 1,633 -3,536 -967 12,908 10,417 13,574 5,915: -1,719 5,940
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 16.3 13.8 71.6 51.6 90.0 81.6: 10.0 18.4
Old : 100.0: 4.6 16.3 13.8 71.6 51.6 90.0 81.6: 10.0 18.4
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 : 62: 8 16 12 34 33 51 52:
Old : 62: 8 16 12 34 33 51 52:
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 : 42.6 27.9 56.6 41.5 31.1 23.8 39.5 30.1
Old : 42.6 27.9 56.6 41.5 31.1 23.8 39.5 30.1
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, January 28, 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 : 64,108: 16,027 10,854 1,508 38,518 44,967 56,053 57,329: 8,055 6,779
Old : 64,108: 16,027 10,854 1,508 38,518 44,967 56,053 57,329: 8,055 6,779
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2014 :
: -3,887: -3,412 800 635 174 -3,650 -2,604 -2,215: -1,283 -1,671
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 16.9 2.4 60.1 70.1 87.4 89.4: 12.6 10.6
Old : 100.0: 25.0 16.9 2.4 60.1 70.1 87.4 89.4: 12.6 10.6
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 : 103: 30 17 11 43 24 78 47:
Old : 103: 30 17 11 43 24 78 47:
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 : 21.3 45.4 36.0 68.8 21.3 45.2 36.0 68.6
Old : 21.3 45.4 36.0 68.8 21.3 45.2 36.0 68.6
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, January 28, 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 : 128,217: 32,054 21,708 3,017 77,036 89,934 112,107 114,659: 16,110 13,558
Old : 128,217: 32,054 21,708 3,017 77,036 89,934 112,107 114,659: 16,110 13,558
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2014 :
: -7,773: -6,824 1,600 1,269 348 -7,300 -5,207 -4,430: -2,566 -3,343
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 16.9 2.4 60.1 70.1 87.4 89.4: 12.6 10.6
Old : 100.0: 25.0 16.9 2.4 60.1 70.1 87.4 89.4: 12.6 10.6
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 : 103: 30 17 11 43 24 78 47:
Old : 103: 30 17 11 43 24 78 47:
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 : 21.3 45.4 36.0 68.8 21.3 45.2 36.0 68.6
Old : 21.3 45.4 36.0 68.8 21.3 45.2 36.0 68.6
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, January 28, 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 : 54,477: 1,001 22,068 152 53,274 32,066 54,427 54,286: 50 191
Old : 54,477: 1,001 22,068 152 53,274 32,066 54,427 54,286: 50 191
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2014 :
: -529: -326 -355 125 -374 -355 -575 -585: 46 56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 40.5 0.3 97.8 58.9 99.9 99.6: 0.1 0.4
Old : 100.0: 1.8 40.5 0.3 97.8 58.9 99.9 99.6: 0.1 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 2 18 1 12 17 14 36:
Old : 47: 2 18 1 12 17 14 36:
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 : 87.7 45.8 99.0 67.4 83.4 36.0 89.3 57.6
Old : 87.7 45.8 99.0 67.4 83.4 36.0 89.3 57.6
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, January 28, 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 : 33,770: 971 21,950 20 32,770 11,741 33,761 33,711: 9 59
Old : 33,770: 971 21,950 20 32,770 11,741 33,761 33,711: 9 59
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2014 :
: 1,177: 388 546 20 780 605 1,188 1,171: -11 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 65.0 0.1 97.0 34.8 100.0 99.8: 0.0 0.2
Old : 100.0: 2.9 65.0 0.1 97.0 34.8 100.0 99.8: 0.0 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 : 36: 2 16 1 7 13 9 30:
Old : 36: 2 16 1 7 13 9 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 : 84.9 56.6 99.9 76.7 84.0 56.6 94.1 73.6
Old : 84.9 56.6 99.9 76.7 84.0 56.6 94.1 73.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 31, 2014