WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 4, 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 : 570,981: 125,994 178,752 167,703 237,102 173,727 530,799 520,182: 40,182 50,799
Old : 381,143: 112,569 170,188 88,266 153,648 89,978 354,483 348,433: 26,660 32,710
Other: 189,837: 41,911 37,050 50,950 83,455 83,749 176,316 171,749: 13,522 18,089
: : :
: : Changes in Commitments from: January 28, 2014 :
: -962: 3,335 -2,308 -8,828 3,031 11,079 -2,462 -56: 1,501 -905
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 31.3 29.4 41.5 30.4 93.0 91.1: 7.0 8.9
Old : 100.0: 29.5 44.7 23.2 40.3 23.6 93.0 91.4: 7.0 8.6
Other: 100.0: 22.1 19.5 26.8 44.0 44.1 92.9 90.5: 7.1 9.5
: : :
:# Traders : Number of Traders in Each Category :
All : 412: 124 149 155 112 102 331 327:
Old : 395: 130 140 116 99 86 295 279:
Other: 251: 61 81 73 74 82 181 195:
:----------------------------------------------------------------------------------------------------
: 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 : 14.4 11.2 23.5 19.1 11.6 8.6 18.3 15.1
Old : 15.0 14.4 25.8 24.4 13.2 12.7 22.3 21.4
Other: 24.4 18.2 35.3 29.9 16.6 11.9 25.3 18.3
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 4, 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 : 170,510: 49,359 44,461 27,026 77,060 71,670 153,445 143,157: 17,065 27,353
Old : 116,427: 47,088 38,191 11,820 46,745 50,004 105,653 100,015: 10,775 16,412
Other: 54,083: 11,612 15,611 5,865 30,315 21,666 47,792 43,142: 6,291 10,941
: : :
: : Changes in Commitments from: January 28, 2014 :
: -959: -499 -856 -3,250 2,307 3,363 -1,442 -743: 483 -217
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 26.1 15.8 45.2 42.0 90.0 84.0: 10.0 16.0
Old : 100.0: 40.4 32.8 10.2 40.1 42.9 90.7 85.9: 9.3 14.1
Other: 100.0: 21.5 28.9 10.8 56.1 40.1 88.4 79.8: 11.6 20.2
: : :
:# Traders : Number of Traders in Each Category :
All : 192: 52 57 53 57 57 139 143:
Old : 181: 55 48 39 54 50 127 121:
Other: 126: 21 35 17 39 47 72 89:
:----------------------------------------------------------------------------------------------------
: 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 : 16.6 23.2 27.2 32.8 14.6 19.2 23.4 26.7
Old : 23.5 30.5 33.9 39.3 21.3 30.5 31.4 38.6
Other: 27.6 28.0 42.9 38.0 27.6 26.4 42.1 35.3
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 4, 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 : 1,686,048: 341,549 285,223 449,560 726,761 640,151 1,517,870 1,374,934: 168,178 311,114
Old : 1,304,765: 299,131 314,497 289,975 581,609 497,943 1,170,715 1,102,416: 134,050 202,350
Other: 381,283: 122,413 50,720 79,590 145,152 142,208 347,155 272,518: 34,128 108,765
: : :
: : Changes in Commitments from: January 28, 2014 :
: 25,573: 19,316 -36,726 16,362 -11,421 44,186 24,257 23,823: 1,316 1,750
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 16.9 26.7 43.1 38.0 90.0 81.5: 10.0 18.5
Old : 100.0: 22.9 24.1 22.2 44.6 38.2 89.7 84.5: 10.3 15.5
Other: 100.0: 32.1 13.3 20.9 38.1 37.3 91.0 71.5: 9.0 28.5
: : :
:# Traders : Number of Traders in Each Category :
All : 738: 168 188 211 292 332 585 614:
Old : 719: 150 196 180 284 312 550 576:
Other: 501: 103 89 89 125 265 261 414:
:----------------------------------------------------------------------------------------------------
: 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 17.8 15.6 8.6 7.7 15.1 12.0
Old : 11.5 8.9 19.6 15.7 9.8 8.2 17.6 13.2
Other: 16.6 16.7 26.1 24.1 14.9 14.0 23.4 18.5
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 4, 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 : 13,341: 3,239 382 1,914 5,580 8,667 10,732 10,963: 2,609 2,378
Old : 10,713: 3,502 367 1,190 3,885 7,155 8,576 8,711: 2,136 2,001
Other: 2,628: 86 364 375 1,695 1,513 2,156 2,252: 473 376
: : :
: : Changes in Commitments from: January 28, 2014 :
: -34: -272 49 -17 687 14 399 46: -432 -79
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 2.9 14.3 41.8 65.0 80.4 82.2: 19.6 17.8
Old : 100.0: 32.7 3.4 11.1 36.3 66.8 80.1 81.3: 19.9 18.7
Other: 100.0: 3.3 13.9 14.3 64.5 57.5 82.0 85.7: 18.0 14.3
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 16 10 10 17 16 41 28:
Old : 49: 16 10 7 17 15 40 25:
Other: 24: 4 6 7 10 11 18 20:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.3 36.6 49.4 55.1 29.0 33.4 37.5 44.3
Old : 36.6 39.5 50.8 57.3 32.9 39.4 45.6 52.9
Other: 59.5 55.7 74.5 77.2 51.6 46.1 55.0 58.3
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 4, 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 : 778,519: 237,402 67,227 212,823 270,515 389,818 720,740 669,868: 57,779 108,651
Old : 596,143: 212,655 49,993 140,749 200,860 337,015 554,264 527,757: 41,879 68,386
Other: 182,376: 53,360 45,846 43,462 69,655 52,803 166,476 142,111: 15,900 40,265
: : :
: : Changes in Commitments from: January 28, 2014 :
: 35,439: 13,072 -8,731 13,676 7,688 26,231 34,436 31,176: 1,003 4,263
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 8.6 27.3 34.7 50.1 92.6 86.0: 7.4 14.0
Old : 100.0: 35.7 8.4 23.6 33.7 56.5 93.0 88.5: 7.0 11.5
Other: 100.0: 29.3 25.1 23.8 38.2 29.0 91.3 77.9: 8.7 22.1
: : :
:# Traders : Number of Traders in Each Category :
All : 538: 181 153 213 142 178 435 445:
Old : 518: 182 138 194 127 169 400 418:
Other: 347: 84 99 95 94 120 232 266:
:----------------------------------------------------------------------------------------------------
: 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 : 7.6 17.7 14.6 24.0 7.0 14.1 13.2 18.2
Old : 9.6 21.4 17.8 28.3 9.2 17.2 17.2 22.9
Other: 12.8 15.7 22.0 23.6 12.5 12.7 20.4 18.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 4, 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 : 400,437: 82,922 131,127 70,236 211,012 160,236 364,170 361,599: 36,267 38,838
Old : 360,761: 82,883 131,185 57,259 190,489 136,865 330,631 325,308: 30,130 35,453
Other: 39,676: 7,923 7,827 5,093 20,522 23,371 33,539 36,291: 6,138 3,385
: : :
: : Changes in Commitments from: January 28, 2014 :
: -6,062: -2,485 -8,085 1,717 -5,951 2,912 -6,719 -3,456: 657 -2,605
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 32.7 17.5 52.7 40.0 90.9 90.3: 9.1 9.7
Old : 100.0: 23.0 36.4 15.9 52.8 37.9 91.6 90.2: 8.4 9.8
Other: 100.0: 20.0 19.7 12.8 51.7 58.9 84.5 91.5: 15.5 8.5
: : :
:# Traders : Number of Traders in Each Category :
All : 308: 69 123 93 89 72 223 233:
Old : 307: 76 122 86 87 71 220 226:
Other: 107: 24 26 22 46 23 82 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 : 12.3 19.4 20.2 26.9 10.6 11.7 17.6 18.0
Old : 13.3 17.0 21.3 24.6 11.4 12.0 19.0 18.5
Other: 22.0 45.7 35.6 60.7 18.7 41.0 31.1 52.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 4, 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 : 814,933: 83,820 58,300 96,840 467,209 473,366 647,868 628,505: 167,065 186,428
Old : 814,933: 83,820 58,300 96,840 467,209 473,366 647,868 628,505: 167,065 186,428
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2014 :
: 68,240: -33,284 -215 46,058 35,732 9,568 48,505 55,411: 19,734 12,829
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 7.2 11.9 57.3 58.1 79.5 77.1: 20.5 22.9
Old : 100.0: 10.3 7.2 11.9 57.3 58.1 79.5 77.1: 20.5 22.9
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 : 164: 33 25 39 82 88 131 137:
Old : 164: 33 25 39 82 88 131 137:
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 : 18.5 13.9 28.7 22.2 16.1 9.5 21.7 15.5
Old : 18.5 13.9 28.7 22.2 16.1 9.5 21.7 15.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 4, 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 : 458,261: 48,544 60,902 2,975 330,307 304,162 381,825 368,039: 76,436 90,222
Old : 458,261: 48,544 60,902 2,975 330,307 304,162 381,825 368,039: 76,436 90,222
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2014 :
: -8,365: -1,812 -722 507 -2,108 -10,735 -3,412 -10,949: -4,953 2,584
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 13.3 0.6 72.1 66.4 83.3 80.3: 16.7 19.7
Old : 100.0: 10.6 13.3 0.6 72.1 66.4 83.3 80.3: 16.7 19.7
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 : 79: 8 15 7 42 40 54 58:
Old : 79: 8 15 7 42 40 54 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 : 27.2 31.6 43.5 46.2 23.4 30.5 36.6 42.9
Old : 27.2 31.6 43.5 46.2 23.4 30.5 36.6 42.9
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, February 4, 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 : 5,166: 1,096 1,240 295 3,109 3,296 4,500 4,831: 666 335
Old : 5,166: 1,096 1,240 295 3,109 3,296 4,500 4,831: 666 335
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2014 :
: 572: -14 296 -50 618 236 554 482: 18 90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 24.0 5.7 60.2 63.8 87.1 93.5: 12.9 6.5
Old : 100.0: 21.2 24.0 5.7 60.2 63.8 87.1 93.5: 12.9 6.5
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 : 36: 11 4 4 16 17 30 23:
Old : 36: 11 4 4 16 17 30 23:
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 : 36.3 51.8 55.9 73.4 22.9 36.8 34.7 50.4
Old : 36.3 51.8 55.9 73.4 22.9 36.8 34.7 50.4
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, February 4, 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 : 339,571: 109,665 54,830 52,326 121,376 201,824 283,367 308,980: 56,204 30,591
Old : 291,741: 102,636 50,061 43,848 96,783 172,022 243,268 265,931: 48,474 25,810
Other: 47,830: 10,091 7,831 5,415 24,593 29,802 40,099 43,049: 7,731 4,781
: : :
: : Changes in Commitments from: January 28, 2014 :
: 17,746: 8,779 1,528 499 5,386 17,222 14,664 19,249: 3,082 -1,503
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.3 16.1 15.4 35.7 59.4 83.4 91.0: 16.6 9.0
Old : 100.0: 35.2 17.2 15.0 33.2 59.0 83.4 91.2: 16.6 8.8
Other: 100.0: 21.1 16.4 11.3 51.4 62.3 83.8 90.0: 16.2 10.0
: : :
:# Traders : Number of Traders in Each Category :
All : 264: 89 55 69 82 90 212 182:
Old : 260: 92 52 67 79 89 205 180:
Other: 106: 18 27 22 46 34 80 68:
:----------------------------------------------------------------------------------------------------
: 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 : 7.9 30.1 14.5 38.4 7.2 25.5 13.3 32.2
Old : 8.3 28.8 15.6 37.9 8.2 25.9 15.2 33.2
Other: 19.1 38.2 32.7 58.1 17.1 29.2 28.2 44.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 4, 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 : 8,587: 820 1,161 821 5,043 4,898 6,684 6,880: 1,904 1,707
Old : 7,869: 757 1,214 752 4,691 4,411 6,201 6,378: 1,668 1,491
Other: 719: 116 0 16 351 487 483 502: 236 216
: : :
: : Changes in Commitments from: January 28, 2014 :
: 821: -188 246 357 529 -206 697 397: 124 424
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 13.5 9.6 58.7 57.0 77.8 80.1: 22.2 19.9
Old : 100.0: 9.6 15.4 9.6 59.6 56.1 78.8 81.1: 21.2 18.9
Other: 100.0: 16.1 0.0 2.2 48.9 67.7 67.2 69.9: 32.8 30.1
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 11 7 7 20 13 33 26:
Old : 40: 8 11 7 16 11 29 24:
Other: 14: 4 0 2 7 7 11 9:
:----------------------------------------------------------------------------------------------------
: 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 : 40.6 54.4 53.1 64.3 38.2 48.7 46.9 56.2
Old : 43.2 57.6 56.3 68.1 42.6 52.3 51.9 61.2
Other: 54.6 58.8 63.6 69.2 51.3 58.5 59.3 62.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 4, 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 : 951,786: 184,160 157,342 32,081 614,111 654,095 830,352 843,518: 121,434 108,268
Old : 951,786: 184,160 157,342 32,081 614,111 654,095 830,352 843,518: 121,434 108,268
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2014 :
: -16,948: 12,997 -15,430 6,890 -46,890 1,850 -27,004 -6,691: 10,056 -10,257
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 16.5 3.4 64.5 68.7 87.2 88.6: 12.8 11.4
Old : 100.0: 19.3 16.5 3.4 64.5 68.7 87.2 88.6: 12.8 11.4
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 : 218: 43 37 26 94 101 150 151:
Old : 218: 43 37 26 94 101 150 151:
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 : 18.5 28.1 29.1 40.3 14.1 21.8 20.9 32.6
Old : 18.5 28.1 29.1 40.3 14.1 21.8 20.9 32.6
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, February 4, 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 : 3,008,627: 296,530 346,568 366,491 2,050,421 1,810,445 2,713,442 2,523,504: 295,185 485,122
Old : 3,008,627: 296,530 346,568 366,491 2,050,421 1,810,445 2,713,442 2,523,504: 295,185 485,122
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2014 :
: 232,494: 3,353 -22,604 106,574 115,882 137,451 225,809 221,421: 6,686 11,073
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 11.5 12.2 68.2 60.2 90.2 83.9: 9.8 16.1
Old : 100.0: 9.9 11.5 12.2 68.2 60.2 90.2 83.9: 9.8 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 : 367: 64 81 86 175 199 289 316:
Old : 367: 64 81 86 175 199 289 316:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.2 12.1 35.5 18.3 21.9 8.1 31.7 13.2
Old : 24.2 12.1 35.5 18.3 21.9 8.1 31.7 13.2
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, February 4, 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 : 2,208,537: 227,025 309,234 176,698 1,574,388 1,329,011 1,978,111 1,814,943: 230,427 393,595
Old : 2,208,537: 227,025 309,234 176,698 1,574,388 1,329,011 1,978,111 1,814,943: 230,427 393,595
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2014 :
: 34,330: -7,199 -31,172 40,712 -4,538 8,670 28,975 18,209: 5,356 16,121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 14.0 8.0 71.3 60.2 89.6 82.2: 10.4 17.8
Old : 100.0: 10.3 14.0 8.0 71.3 60.2 89.6 82.2: 10.4 17.8
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 : 263: 32 57 47 121 150 185 223:
Old : 263: 32 57 47 121 150 185 223:
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 : 29.8 13.5 41.3 21.7 28.4 13.0 37.3 19.1
Old : 29.8 13.5 41.3 21.7 28.4 13.0 37.3 19.1
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, February 4, 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 : 273,689: 12,532 44,451 37,930 192,261 144,851 242,723 227,232: 30,966 46,457
Old : 273,689: 12,532 44,451 37,930 192,261 144,851 242,723 227,232: 30,966 46,457
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2014 :
: -18,216: -858 -3,105 -2,244 -16,807 -5,680 -19,909 -11,029: 1,693 -7,188
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 16.2 13.9 70.2 52.9 88.7 83.0: 11.3 17.0
Old : 100.0: 4.6 16.2 13.9 70.2 52.9 88.7 83.0: 11.3 17.0
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 : 64: 11 14 15 31 35 50 57:
Old : 64: 11 14 15 31 35 50 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 : 43.0 24.8 57.4 37.6 30.3 20.7 40.6 28.1
Old : 43.0 24.8 57.4 37.6 30.3 20.7 40.6 28.1
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, February 4, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 61,631: 14,250 9,468 1,655 36,638 45,686 52,543 56,808: 9,088 4,823
Old : 61,631: 14,250 9,468 1,655 36,638 45,686 52,543 56,808: 9,088 4,823
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2014 :
: -2,477: -1,777 -1,386 146 -1,880 719 -3,511 -521: 1,033 -1,956
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 15.4 2.7 59.4 74.1 85.3 92.2: 14.7 7.8
Old : 100.0: 23.1 15.4 2.7 59.4 74.1 85.3 92.2: 14.7 7.8
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 : 102: 32 15 10 43 22 78 44:
Old : 102: 32 15 10 43 22 78 44:
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 : 20.7 48.1 33.0 73.1 20.7 47.9 33.0 73.0
Old : 20.7 48.1 33.0 73.1 20.7 47.9 33.0 73.0
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, February 4, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 123,263: 28,500 18,935 3,309 73,276 91,372 105,086 113,617: 18,177 9,646
Old : 123,263: 28,500 18,935 3,309 73,276 91,372 105,086 113,617: 18,177 9,646
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2014 :
: -4,954: -3,554 -2,773 293 -3,760 1,438 -7,021 -1,042: 2,067 -3,912
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 15.4 2.7 59.4 74.1 85.3 92.2: 14.7 7.8
Old : 100.0: 23.1 15.4 2.7 59.4 74.1 85.3 92.2: 14.7 7.8
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 : 102: 32 15 10 43 22 78 44:
Old : 102: 32 15 10 43 22 78 44:
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 : 20.7 48.1 33.0 73.1 20.7 47.9 33.0 73.0
Old : 20.7 48.1 33.0 73.1 20.7 47.9 33.0 73.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 4, 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 : 48,526: 583 23,495 0 47,896 24,900 48,479 48,395: 47 131
Old : 48,526: 583 23,495 0 47,896 24,900 48,479 48,395: 47 131
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2014 :
: -5,951: -418 1,427 -152 -5,378 -7,166 -5,948 -5,891: -3 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 48.4 0.0 98.7 51.3 99.9 99.7: 0.1 0.3
Old : 100.0: 1.2 48.4 0.0 98.7 51.3 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 : 49: 2 18 0 12 19 14 37:
Old : 49: 2 18 0 12 19 14 37:
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 : 84.1 45.2 98.7 68.9 80.3 34.2 88.2 58.0
Old : 84.1 45.2 98.7 68.9 80.3 34.2 88.2 58.0
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, February 4, 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 : 26,976: 878 18,631 10 26,079 8,225 26,967 26,866: 9 110
Old : 26,976: 878 18,631 10 26,079 8,225 26,967 26,866: 9 110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2014 :
: -6,794: -93 -3,319 -10 -6,691 -3,516 -6,794 -6,845: 0 51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 69.1 0.0 96.7 30.5 100.0 99.6: 0.0 0.4
Old : 100.0: 3.3 69.1 0.0 96.7 30.5 100.0 99.6: 0.0 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 : 35: 3 15 1 7 12 11 27:
Old : 35: 3 15 1 7 12 11 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 : 91.0 54.6 99.7 74.3 83.7 54.0 92.5 70.3
Old : 91.0 54.6 99.7 74.3 83.7 54.0 92.5 70.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 7, 2014