WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 18, 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 : 556,645: 120,615 153,992 172,555 224,449 181,145 517,619 507,691: 39,027 48,954
Old : 344,095: 103,595 143,642 80,713 134,907 91,689 319,215 316,044: 24,879 28,051
Other: 212,551: 55,595 48,925 53,267 89,542 89,456 198,404 191,647: 14,147 20,903
: : :
: : Changes in Commitments from: February 11, 2014 :
: -13,106: -3,439 -15,232 -164 -9,467 4,124 -13,069 -11,271: -37 -1,835
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 27.7 31.0 40.3 32.5 93.0 91.2: 7.0 8.8
Old : 100.0: 30.1 41.7 23.5 39.2 26.6 92.8 91.8: 7.2 8.2
Other: 100.0: 26.2 23.0 25.1 42.1 42.1 93.3 90.2: 6.7 9.8
: : :
:# Traders : Number of Traders in Each Category :
All : 395: 124 136 150 110 107 318 322:
Old : 368: 128 120 109 97 89 277 267:
Other: 261: 56 95 78 72 87 187 207:
:----------------------------------------------------------------------------------------------------
: 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 : 15.1 10.9 23.8 18.6 12.2 9.3 18.4 15.2
Old : 14.9 14.9 24.3 24.6 14.1 14.1 22.5 23.5
Other: 23.1 16.0 33.6 26.3 14.7 10.6 23.3 15.6
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 18, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 155,198: 48,662 33,719 22,310 67,480 70,633 138,452 126,662: 16,746 28,536
Old : 97,688: 43,243 24,119 9,191 35,305 48,257 87,739 81,568: 9,949 16,120
Other: 57,510: 12,646 16,826 5,892 32,175 22,376 50,713 45,094: 6,797 12,416
: : :
: : Changes in Commitments from: February 11, 2014 :
: -2,237: 1,635 -5,049 543 -3,373 1,754 -1,195 -2,752: -1,042 515
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 21.7 14.4 43.5 45.5 89.2 81.6: 10.8 18.4
Old : 100.0: 44.3 24.7 9.4 36.1 49.4 89.8 83.5: 10.2 16.5
Other: 100.0: 22.0 29.3 10.2 55.9 38.9 88.2 78.4: 11.8 21.6
: : :
:# Traders : Number of Traders in Each Category :
All : 181: 50 53 45 56 58 134 131:
Old : 166: 52 41 28 47 50 113 105:
Other: 131: 18 42 19 43 49 76 96:
:----------------------------------------------------------------------------------------------------
: 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 : 17.3 23.6 28.8 31.7 16.1 19.0 26.2 25.8
Old : 22.6 31.8 34.0 40.1 21.2 31.3 31.8 39.2
Other: 26.8 21.2 41.6 30.1 26.4 19.9 40.9 28.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 18, 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 : 1,774,313: 355,348 247,299 488,278 761,323 732,255 1,604,949 1,467,832: 169,364 306,482
Old : 1,356,096: 305,310 277,296 317,999 599,374 567,998 1,222,683 1,163,293: 133,413 192,804
Other: 418,217: 130,550 50,515 89,767 161,949 164,258 382,266 304,539: 35,951 113,678
: : :
: : Changes in Commitments from: February 11, 2014 :
: 44,570: 7,163 -8,903 7,903 26,672 53,110 41,738 52,110: 2,832 -7,540
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 13.9 27.5 42.9 41.3 90.5 82.7: 9.5 17.3
Old : 100.0: 22.5 20.4 23.4 44.2 41.9 90.2 85.8: 9.8 14.2
Other: 100.0: 31.2 12.1 21.5 38.7 39.3 91.4 72.8: 8.6 27.2
: : :
:# Traders : Number of Traders in Each Category :
All : 761: 175 178 221 292 341 602 624:
Old : 736: 156 189 190 283 321 565 583:
Other: 526: 109 92 102 134 277 285 434:
:----------------------------------------------------------------------------------------------------
: 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 : 10.1 11.3 17.0 16.7 8.0 7.4 14.2 11.3
Old : 11.5 11.3 19.2 17.2 9.4 8.2 16.8 12.7
Other: 15.1 15.3 25.1 22.1 13.8 12.6 22.8 17.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 18, 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 : 13,755: 3,054 413 1,906 5,811 8,989 10,772 11,309: 2,983 2,446
Old : 10,615: 3,118 388 1,286 3,913 6,934 8,318 8,608: 2,297 2,007
Other: 3,140: 192 281 364 1,898 2,056 2,454 2,701: 686 439
: : :
: : Changes in Commitments from: February 11, 2014 :
: 42: 203 -28 -108 -163 126 -68 -10: 110 51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 3.0 13.9 42.2 65.4 78.3 82.2: 21.7 17.8
Old : 100.0: 29.4 3.7 12.1 36.9 65.3 78.4 81.1: 21.6 18.9
Other: 100.0: 6.1 9.0 11.6 60.4 65.5 78.2 86.0: 21.8 14.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 14 8 10 16 15 36 27:
Old : 42: 15 7 7 15 15 34 25:
Other: 25: 5 7 7 8 11 17 21:
:----------------------------------------------------------------------------------------------------
: 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 : 35.2 38.7 49.4 57.3 27.2 31.1 35.6 43.7
Old : 35.0 42.2 48.8 59.1 31.9 38.7 43.5 51.1
Other: 53.6 51.7 71.0 72.0 44.5 43.5 49.8 55.8
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 18, 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 : 858,410: 280,432 63,692 233,455 276,660 443,016 790,547 740,162: 67,863 118,248
Old : 651,389: 261,754 50,252 152,290 186,600 375,464 600,644 578,006: 50,745 73,383
Other: 207,021: 54,127 48,888 45,716 90,060 67,551 189,903 162,156: 17,118 44,865
: : :
: : Changes in Commitments from: February 11, 2014 :
: 22,565: 15,926 1,822 2,290 -154 14,697 18,062 18,809: 4,503 3,756
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 7.4 27.2 32.2 51.6 92.1 86.2: 7.9 13.8
Old : 100.0: 40.2 7.7 23.4 28.6 57.6 92.2 88.7: 7.8 11.3
Other: 100.0: 26.1 23.6 22.1 43.5 32.6 91.7 78.3: 8.3 21.7
: : :
:# Traders : Number of Traders in Each Category :
All : 590: 195 175 232 144 193 469 491:
Old : 567: 190 160 209 128 186 426 466:
Other: 376: 97 105 105 101 127 255 285:
:----------------------------------------------------------------------------------------------------
: 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 : 7.1 15.6 13.6 23.3 6.7 13.2 12.2 19.1
Old : 8.9 18.3 16.9 27.7 8.8 16.1 16.0 24.7
Other: 14.0 15.5 23.7 24.2 13.4 12.5 21.7 19.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 18, 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 : 384,216: 89,507 104,176 77,592 180,466 164,945 347,565 346,713: 36,652 37,504
Old : 336,728: 87,580 104,418 65,341 153,814 133,607 306,735 303,366: 29,993 33,363
Other: 47,488: 9,244 7,075 4,934 26,652 31,338 40,830 43,347: 6,658 4,141
: : :
: : Changes in Commitments from: February 11, 2014 :
: 4,440: 9,285 -11,665 7,822 -11,453 10,197 5,655 6,354: -1,215 -1,914
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 27.1 20.2 47.0 42.9 90.5 90.2: 9.5 9.8
Old : 100.0: 26.0 31.0 19.4 45.7 39.7 91.1 90.1: 8.9 9.9
Other: 100.0: 19.5 14.9 10.4 56.1 66.0 86.0 91.3: 14.0 8.7
: : :
:# Traders : Number of Traders in Each Category :
All : 309: 69 103 100 90 82 234 238:
Old : 307: 75 104 93 88 80 229 231:
Other: 111: 24 28 24 46 25 85 63:
:----------------------------------------------------------------------------------------------------
: 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 : 11.4 19.1 19.0 26.9 10.8 14.7 18.1 21.5
Old : 11.6 15.3 20.1 23.3 11.0 11.9 19.1 19.5
Other: 19.8 47.6 32.5 59.7 16.4 41.9 28.4 52.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 18, 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 : 811,461: 87,719 42,862 61,874 488,954 512,137 638,546 616,873: 172,915 194,588
Old : 811,461: 87,719 42,862 61,874 488,954 512,137 638,546 616,873: 172,915 194,588
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2014 :
: -2,644: -2,267 -18,148 -19,230 17,709 35,485 -3,788 -1,893: 1,144 -751
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 5.3 7.6 60.3 63.1 78.7 76.0: 21.3 24.0
Old : 100.0: 10.8 5.3 7.6 60.3 63.1 78.7 76.0: 21.3 24.0
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 : 162: 27 30 38 79 87 128 133:
Old : 162: 27 30 38 79 87 128 133:
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 : 20.2 17.1 29.2 24.6 17.2 14.1 23.5 20.1
Old : 20.2 17.1 29.2 24.6 17.2 14.1 23.5 20.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 18, 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 : 452,579: 45,210 59,596 922 327,325 298,481 373,458 358,999: 79,121 93,579
Old : 452,579: 45,210 59,596 922 327,325 298,481 373,458 358,999: 79,121 93,579
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2014 :
: -5,963: -575 -580 -1,644 -2,293 -6,619 -4,511 -8,843: -1,452 2,880
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 13.2 0.2 72.3 66.0 82.5 79.3: 17.5 20.7
Old : 100.0: 10.0 13.2 0.2 72.3 66.0 82.5 79.3: 17.5 20.7
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 : 78: 7 13 6 45 41 56 56:
Old : 78: 7 13 6 45 41 56 56:
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 : 26.8 32.8 43.7 47.5 23.5 32.2 36.1 43.2
Old : 26.8 32.8 43.7 47.5 23.5 32.2 36.1 43.2
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 18, 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 : 5,566: 1,067 1,462 277 3,579 3,507 4,923 5,246: 643 320
Old : 5,566: 1,067 1,462 277 3,579 3,507 4,923 5,246: 643 320
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2014 :
: 407: 34 88 16 391 373 441 477: -34 -70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 26.3 5.0 64.3 63.0 88.4 94.3: 11.6 5.7
Old : 100.0: 19.2 26.3 5.0 64.3 63.0 88.4 94.3: 11.6 5.7
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 : 38: 10 5 3 17 18 30 25:
Old : 38: 10 5 3 17 18 30 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 : 40.2 49.2 56.7 74.9 23.0 41.0 35.6 50.9
Old : 40.2 49.2 56.7 74.9 23.0 41.0 35.6 50.9
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 18, 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 : 363,227: 115,714 53,644 55,700 133,203 220,735 304,616 330,078: 58,610 33,148
Old : 303,667: 108,082 49,449 44,941 100,761 182,075 253,785 276,465: 49,882 27,202
Other: 59,560: 11,236 7,799 7,154 32,441 38,660 50,831 53,613: 8,729 5,946
: : :
: : Changes in Commitments from: February 11, 2014 :
: 17,556: 2,870 -2,061 5,243 5,946 12,814 14,059 15,996: 3,498 1,560
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 14.8 15.3 36.7 60.8 83.9 90.9: 16.1 9.1
Old : 100.0: 35.6 16.3 14.8 33.2 60.0 83.6 91.0: 16.4 9.0
Other: 100.0: 18.9 13.1 12.0 54.5 64.9 85.3 90.0: 14.7 10.0
: : :
:# Traders : Number of Traders in Each Category :
All : 266: 94 51 67 88 92 218 181:
Old : 259: 94 48 59 83 89 203 176:
Other: 126: 20 27 21 61 47 97 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 : 8.5 29.0 15.1 38.0 7.0 24.6 13.0 31.4
Old : 8.8 27.3 16.0 36.8 8.3 25.0 15.1 32.0
Other: 17.8 37.8 31.1 55.6 16.6 28.3 27.5 43.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 18, 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 : 8,489: 972 1,213 588 4,820 5,007 6,380 6,808: 2,110 1,682
Old : 7,652: 877 1,213 558 4,393 4,452 5,829 6,223: 1,823 1,429
Other: 838: 96 1 28 427 556 551 585: 287 253
: : :
: : Changes in Commitments from: February 11, 2014 :
: -276: 53 -169 -191 -336 22 -474 -339: 197 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 14.3 6.9 56.8 59.0 75.1 80.2: 24.9 19.8
Old : 100.0: 11.5 15.9 7.3 57.4 58.2 76.2 81.3: 23.8 18.7
Other: 100.0: 11.5 0.2 3.3 50.9 66.3 65.8 69.8: 34.2 30.2
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 13 5 8 19 13 33 26:
Old : 40: 13 5 8 16 11 30 24:
Other: 12: 2 1 2 6 6 9 8:
:----------------------------------------------------------------------------------------------------
: 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 : 37.3 55.1 51.2 68.4 34.2 52.1 42.8 61.2
Old : 39.0 58.9 52.9 72.9 38.9 55.5 48.5 65.3
Other: 59.0 57.6 65.5 69.8 54.2 57.4 57.8 61.8
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 18, 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 : 959,505: 178,928 176,739 41,339 624,625 630,181 844,892 848,259: 114,612 111,246
Old : 959,505: 178,928 176,739 41,339 624,625 630,181 844,892 848,259: 114,612 111,246
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2014 :
: 24,448: -1,040 20,949 4,863 18,554 -10,752 22,377 15,059: 2,071 9,388
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 18.4 4.3 65.1 65.7 88.1 88.4: 11.9 11.6
Old : 100.0: 18.6 18.4 4.3 65.1 65.7 88.1 88.4: 11.9 11.6
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 : 225: 46 37 28 94 110 153 162:
Old : 225: 46 37 28 94 110 153 162:
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 : 20.2 24.8 30.4 35.5 15.1 20.4 22.5 29.0
Old : 20.2 24.8 30.4 35.5 15.1 20.4 22.5 29.0
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 18, 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 : 3,068,183: 367,343 375,377 335,884 2,059,099 1,885,113 2,762,326 2,596,374: 305,857 471,809
Old : 3,068,183: 367,343 375,377 335,884 2,059,099 1,885,113 2,762,326 2,596,374: 305,857 471,809
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2014 :
: -20,118: 59,235 -10,208 -37,148 -75,105 32,423 -53,019 -14,933: 32,900 -5,185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 12.2 10.9 67.1 61.4 90.0 84.6: 10.0 15.4
Old : 100.0: 12.0 12.2 10.9 67.1 61.4 90.0 84.6: 10.0 15.4
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 : 369: 64 85 81 174 197 287 314:
Old : 369: 64 85 81 174 197 287 314:
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 : 24.4 14.0 34.6 20.6 21.9 10.1 31.3 14.4
Old : 24.4 14.0 34.6 20.6 21.9 10.1 31.3 14.4
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, February 18, 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 : 2,345,706: 258,424 309,371 215,844 1,640,616 1,464,830 2,114,884 1,990,045: 230,823 355,661
Old : 2,345,706: 258,424 309,371 215,844 1,640,616 1,464,830 2,114,884 1,990,045: 230,823 355,661
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2014 :
: 91,769: 50,596 -1,593 21,340 26,834 80,323 98,771 100,070: -7,002 -8,301
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 13.2 9.2 69.9 62.4 90.2 84.8: 9.8 15.2
Old : 100.0: 11.0 13.2 9.2 69.9 62.4 90.2 84.8: 9.8 15.2
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 : 273: 39 56 49 109 155 176 233:
Old : 273: 39 56 49 109 155 176 233:
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 : 30.3 15.3 41.1 22.9 28.8 13.8 36.6 19.5
Old : 30.3 15.3 41.1 22.9 28.8 13.8 36.6 19.5
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 18, 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 : 315,545: 15,227 47,562 45,890 223,518 176,124 284,636 269,576: 30,909 45,969
Old : 315,545: 15,227 47,562 45,890 223,518 176,124 284,636 269,576: 30,909 45,969
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2014 :
: 20,967: 3,926 -2,687 5,197 11,682 17,993 20,805 20,503: 161 464
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 15.1 14.5 70.8 55.8 90.2 85.4: 9.8 14.6
Old : 100.0: 4.8 15.1 14.5 70.8 55.8 90.2 85.4: 9.8 14.6
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 : 69: 10 16 15 33 41 52 63:
Old : 69: 10 16 15 33 41 52 63:
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 23.4 56.6 35.7 30.7 20.0 40.7 27.3
Old : 42.6 23.4 56.6 35.7 30.7 20.0 40.7 27.3
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 18, 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 : 58,327: 12,759 13,509 1,270 34,955 36,260 48,985 51,039: 9,343 7,289
Old : 58,327: 12,759 13,509 1,270 34,955 36,260 48,985 51,039: 9,343 7,289
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2014 :
: -11,004: 2,517 1,682 -2,989 -9,311 -8,544 -9,782 -9,851: -1,222 -1,153
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 23.2 2.2 59.9 62.2 84.0 87.5: 16.0 12.5
Old : 100.0: 21.9 23.2 2.2 59.9 62.2 84.0 87.5: 16.0 12.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 100: 26 23 11 40 21 71 50:
Old : 100: 26 23 11 40 21 71 50:
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 : 21.9 44.4 35.4 63.6 21.9 44.1 35.4 63.3
Old : 21.9 44.4 35.4 63.6 21.9 44.1 35.4 63.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 18, 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 : 116,655: 25,519 27,017 2,540 69,910 72,520 97,969 102,078: 18,685 14,577
Old : 116,655: 25,519 27,017 2,540 69,910 72,520 97,969 102,078: 18,685 14,577
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2014 :
: 4,771: 6,965 -1,496 -117 -1,704 5,598 5,144 3,984: -373 786
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 23.2 2.2 59.9 62.2 84.0 87.5: 16.0 12.5
Old : 100.0: 21.9 23.2 2.2 59.9 62.2 84.0 87.5: 16.0 12.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 100: 26 23 11 40 21 71 50:
Old : 100: 26 23 11 40 21 71 50:
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 : 21.9 44.4 35.4 63.6 21.9 44.1 35.4 63.3
Old : 21.9 44.4 35.4 63.6 21.9 44.1 35.4 63.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 18, 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 : 9,349: 7,537 7,728 1,205 577 347 9,319 9,280: 30 69
Old : 9,349: 7,537 7,728 1,205 577 347 9,319 9,280: 30 69
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2014 :
: 389: 395 351 -6 0 0 389 345: 0 44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.6 82.7 12.9 6.2 3.7 99.7 99.3: 0.3 0.7
Old : 100.0: 80.6 82.7 12.9 6.2 3.7 99.7 99.3: 0.3 0.7
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 : 21: 13 6 3 1 1 15 9:
Old : 21: 13 6 3 1 1 15 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.8 88.1 83.0 98.5 54.2 83.3 74.2 86.4
Old : 59.8 88.1 83.0 98.5 54.2 83.3 74.2 86.4
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 18, 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 : 45,168: 1,176 20,654 0 43,925 24,331 45,101 44,985: 67 183
Old : 45,168: 1,176 20,654 0 43,925 24,331 45,101 44,985: 67 183
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2014 :
: -444: 213 -96 0 -651 -360 -438 -456: -6 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 45.7 0.0 97.2 53.9 99.9 99.6: 0.1 0.4
Old : 100.0: 2.6 45.7 0.0 97.2 53.9 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 : 48: 4 16 0 13 17 17 33:
Old : 48: 4 16 0 13 17 17 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 : 82.3 47.6 97.6 70.5 78.3 35.8 86.7 58.7
Old : 82.3 47.6 97.6 70.5 78.3 35.8 86.7 58.7
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 18, 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 : 26,983: 935 18,229 405 25,578 8,234 26,918 26,868: 65 115
Old : 26,983: 935 18,229 405 25,578 8,234 26,918 26,868: 65 115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2014 :
: 210: 22 545 -15 171 -319 178 211: 32 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 67.6 1.5 94.8 30.5 99.8 99.6: 0.2 0.4
Old : 100.0: 3.5 67.6 1.5 94.8 30.5 99.8 99.6: 0.2 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 : 36: 4 14 1 8 12 12 27:
Old : 36: 4 14 1 8 12 12 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 : 94.0 55.0 99.2 74.6 86.9 54.0 90.6 71.1
Old : 94.0 55.0 99.2 74.6 86.9 54.0 90.6 71.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 21, 2014