WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 452,194: 110,791 114,233 125,795 180,765 164,373 417,351 404,401: 34,843 47,793
Old : 234,837: 84,903 97,657 43,209 88,694 71,248 216,806 212,114: 18,031 22,723
Other: 217,357: 55,818 46,506 52,656 92,071 93,125 200,545 192,287: 16,812 25,070
: : :
: : Changes in Commitments from: February 25, 2014 :
: -21,559: -2,429 -17,036 -2,623 -15,376 -576 -20,428 -20,235: -1,130 -1,324
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 25.3 27.8 40.0 36.4 92.3 89.4: 7.7 10.6
Old : 100.0: 36.2 41.6 18.4 37.8 30.3 92.3 90.3: 7.7 9.7
Other: 100.0: 25.7 21.4 24.2 42.4 42.8 92.3 88.5: 7.7 11.5
: : :
:# Traders : Number of Traders in Each Category :
All : 346: 106 115 126 90 97 268 279:
Old : 313: 103 102 82 71 75 215 218:
Other: 250: 55 94 80 68 82 180 203:
:----------------------------------------------------------------------------------------------------
: 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 : 16.0 11.1 25.4 19.7 14.3 10.3 21.9 16.3
Old : 18.4 18.5 29.1 29.8 18.1 18.0 28.6 29.0
Other: 21.3 14.3 31.5 22.4 15.1 8.1 23.6 14.1
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 137,530: 49,203 27,520 13,837 60,486 71,074 123,526 112,431: 14,004 25,099
Old : 75,200: 38,269 17,890 3,175 26,968 43,895 68,412 64,960: 6,788 10,240
Other: 62,330: 16,270 14,966 5,326 33,518 27,179 55,114 47,471: 7,216 14,859
: : :
: : Changes in Commitments from: February 25, 2014 :
: -5,367: -488 -4,616 -2,005 -2,782 1,986 -5,274 -4,635: -93 -732
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.8 20.0 10.1 44.0 51.7 89.8 81.8: 10.2 18.2
Old : 100.0: 50.9 23.8 4.2 35.9 58.4 91.0 86.4: 9.0 13.6
Other: 100.0: 26.1 24.0 8.5 53.8 43.6 88.4 76.2: 11.6 23.8
: : :
:# Traders : Number of Traders in Each Category :
All : 173: 46 44 34 56 59 120 122:
Old : 157: 42 37 20 39 51 92 97:
Other: 135: 23 36 18 48 53 81 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 : 21.2 25.4 33.7 33.3 20.3 21.0 31.5 28.0
Old : 25.5 35.0 38.2 43.4 25.5 34.8 38.2 43.1
Other: 23.1 20.5 38.0 30.5 22.3 17.1 36.9 26.3
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 1,689,545: 395,852 171,925 450,737 687,212 768,889 1,533,801 1,391,551: 155,744 297,995
Old : 1,199,364: 337,697 227,177 253,083 495,171 556,175 1,085,951 1,036,435: 113,412 162,929
Other: 490,182: 159,742 46,335 96,067 192,041 212,714 447,849 355,116: 42,332 135,066
: : :
: : Changes in Commitments from: February 25, 2014 :
: 36,991: 17,224 -39,650 37,478 -11,980 49,711 42,722 47,539: -5,731 -10,548
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 10.2 26.7 40.7 45.5 90.8 82.4: 9.2 17.6
Old : 100.0: 28.2 18.9 21.1 41.3 46.4 90.5 86.4: 9.5 13.6
Other: 100.0: 32.6 9.5 19.6 39.2 43.4 91.4 72.4: 8.6 27.6
: : :
:# Traders : Number of Traders in Each Category :
All : 770: 172 180 207 276 359 577 630:
Old : 737: 151 190 161 257 342 521 581:
Other: 573: 115 99 108 144 319 307 480:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 9.9 11.4 16.7 17.2 8.5 8.9 14.5 13.0
Old : 12.2 11.1 20.1 17.5 10.9 9.5 18.5 14.0
Other: 13.0 15.9 23.0 22.2 12.3 13.6 20.4 18.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 11,116: 3,313 955 1,008 4,259 7,080 8,580 9,043: 2,536 2,073
Old : 7,443: 2,895 883 481 2,325 4,626 5,702 5,990: 1,742 1,453
Other: 3,673: 492 145 453 1,934 2,455 2,878 3,053: 794 620
: : :
: : Changes in Commitments from: February 25, 2014 :
: -726: 169 327 -15 -470 -521 -315 -209: -411 -517
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 8.6 9.1 38.3 63.7 77.2 81.3: 22.8 18.7
Old : 100.0: 38.9 11.9 6.5 31.2 62.1 76.6 80.5: 23.4 19.5
Other: 100.0: 13.4 4.0 12.3 52.7 66.8 78.4 83.1: 21.6 16.9
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 15 9 9 14 13 34 26:
Old : 40: 10 11 7 12 12 27 25:
Other: 27: 8 5 5 9 12 19 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 : 35.4 40.7 50.9 60.7 31.0 36.9 41.9 47.6
Old : 38.9 47.5 56.2 63.0 38.6 43.6 54.7 57.8
Other: 48.3 55.2 65.3 67.9 43.1 45.5 51.3 54.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 831,220: 290,466 63,555 210,020 274,326 447,206 774,812 720,782: 56,408 110,439
Old : 597,448: 255,911 50,714 130,862 168,555 357,400 555,329 538,977: 42,120 58,472
Other: 233,772: 64,029 42,315 49,684 105,771 89,806 219,484 181,805: 14,288 51,967
: : :
: : Changes in Commitments from: February 25, 2014 :
: -3,052: 5,728 7,160 6,298 -3,184 -7,096 8,843 6,363: -11,894 -9,415
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.9 7.6 25.3 33.0 53.8 93.2 86.7: 6.8 13.3
Old : 100.0: 42.8 8.5 21.9 28.2 59.8 93.0 90.2: 7.0 9.8
Other: 100.0: 27.4 18.1 21.3 45.2 38.4 93.9 77.8: 6.1 22.2
: : :
:# Traders : Number of Traders in Each Category :
All : 586: 203 158 214 143 196 461 467:
Old : 565: 193 157 187 121 185 409 439:
Other: 403: 113 101 106 103 150 272 306:
:----------------------------------------------------------------------------------------------------
: 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 : 7.2 16.3 13.8 24.1 6.8 13.4 12.7 19.2
Old : 9.5 19.0 17.6 29.2 9.4 17.0 17.2 25.9
Other: 12.4 18.0 22.0 25.8 11.9 12.5 19.3 19.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 338,189: 93,182 76,697 53,898 158,781 177,171 305,860 307,765: 32,329 30,424
Old : 277,385: 83,495 78,660 38,049 130,917 135,214 252,461 251,922: 24,923 25,462
Other: 60,804: 20,160 8,510 5,376 27,863 41,957 53,399 55,842: 7,405 4,962
: : :
: : Changes in Commitments from: February 25, 2014 :
: 4,683: 6,828 -8,339 666 -729 15,257 6,765 7,583: -2,082 -2,900
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 22.7 15.9 47.0 52.4 90.4 91.0: 9.6 9.0
Old : 100.0: 30.1 28.4 13.7 47.2 48.7 91.0 90.8: 9.0 9.2
Other: 100.0: 33.2 14.0 8.8 45.8 69.0 87.8 91.8: 12.2 8.2
: : :
:# Traders : Number of Traders in Each Category :
All : 281: 78 84 74 84 81 207 202:
Old : 279: 81 83 61 82 79 197 194:
Other: 129: 38 27 23 45 29 98 65:
:----------------------------------------------------------------------------------------------------
: 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 : 10.8 25.1 19.3 33.5 10.0 19.4 17.8 27.6
Old : 11.3 21.4 20.6 30.3 11.3 16.4 20.2 25.0
Other: 18.3 43.3 29.9 56.4 17.3 38.3 28.3 50.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 801,213: 78,294 59,790 60,437 494,555 485,553 633,285 605,779: 167,927 195,434
Old : 801,213: 78,294 59,790 60,437 494,555 485,553 633,285 605,779: 167,927 195,434
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2014 :
: -34,722: -7,078 22,543 14,410 -5,169 -30,920 2,163 6,033: -36,885 -40,755
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 7.5 7.5 61.7 60.6 79.0 75.6: 21.0 24.4
Old : 100.0: 9.8 7.5 7.5 61.7 60.6 79.0 75.6: 21.0 24.4
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 : 159: 25 31 32 80 87 123 132:
Old : 159: 25 31 32 80 87 123 132:
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 : 20.8 15.8 30.6 23.7 18.5 12.8 24.2 19.3
Old : 20.8 15.8 30.6 23.7 18.5 12.8 24.2 19.3
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, March 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 : 508,830: 51,627 55,027 4,589 364,164 353,153 420,380 412,769: 88,450 96,062
Old : 508,830: 51,627 55,027 4,589 364,164 353,153 420,380 412,769: 88,450 96,062
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2014 :
: 24,699: 5,330 -4,274 3,698 14,511 31,497 23,539 30,921: 1,160 -6,222
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 10.8 0.9 71.6 69.4 82.6 81.1: 17.4 18.9
Old : 100.0: 10.1 10.8 0.9 71.6 69.4 82.6 81.1: 17.4 18.9
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 : 85: 8 14 9 47 45 61 63:
Old : 85: 8 14 9 47 45 61 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 : 24.8 39.1 41.4 51.4 21.2 31.2 33.2 40.5
Old : 24.8 39.1 41.4 51.4 21.2 31.2 33.2 40.5
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, March 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 : 5,733: 1,068 1,234 576 3,548 3,659 5,192 5,469: 541 264
Old : 5,733: 1,068 1,234 576 3,548 3,659 5,192 5,469: 541 264
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2014 :
: 160: -22 -214 193 -27 83 144 62: 16 98
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 21.5 10.0 61.9 63.8 90.6 95.4: 9.4 4.6
Old : 100.0: 18.6 21.5 10.0 61.9 63.8 90.6 95.4: 9.4 4.6
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 : 41: 14 5 6 15 18 33 27:
Old : 41: 14 5 6 15 18 33 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 : 42.1 44.5 61.1 70.6 17.3 31.2 28.5 40.7
Old : 42.1 44.5 61.1 70.6 17.3 31.2 28.5 40.7
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, March 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 : 358,655: 116,759 57,052 51,318 140,837 224,113 308,914 332,482: 49,741 26,172
Old : 280,420: 105,857 51,372 36,459 97,743 172,427 240,059 260,258: 40,361 20,163
Other: 78,235: 15,089 9,866 10,672 43,094 51,686 68,855 72,225: 9,379 6,010
: : :
: : Changes in Commitments from: February 25, 2014 :
: 3,890: -486 3,155 1,568 6,601 3,662 7,684 8,385: -3,794 -4,496
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 15.9 14.3 39.3 62.5 86.1 92.7: 13.9 7.3
Old : 100.0: 37.7 18.3 13.0 34.9 61.5 85.6 92.8: 14.4 7.2
Other: 100.0: 19.3 12.6 13.6 55.1 66.1 88.0 92.3: 12.0 7.7
: : :
:# Traders : Number of Traders in Each Category :
All : 278: 91 61 62 88 101 215 192:
Old : 271: 93 55 55 83 98 202 186:
Other: 140: 25 30 24 64 51 107 88:
:----------------------------------------------------------------------------------------------------
: 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 : 8.7 30.0 15.4 40.4 7.6 24.0 13.7 31.5
Old : 10.0 29.8 17.5 39.1 9.6 25.7 16.9 33.1
Other: 17.1 34.1 29.5 52.0 14.8 25.5 25.3 38.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 7,786: 1,042 1,115 295 4,428 5,228 5,765 6,638: 2,021 1,148
Old : 6,696: 964 1,142 192 3,878 4,522 5,034 5,856: 1,661 840
Other: 1,090: 105 0 76 550 706 731 782: 359 309
: : :
: : Changes in Commitments from: February 25, 2014 :
: -155: -95 192 62 35 -124 2 130: -157 -285
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 14.3 3.8 56.9 67.1 74.0 85.3: 26.0 14.7
Old : 100.0: 14.4 17.0 2.9 57.9 67.5 75.2 87.5: 24.8 12.5
Other: 100.0: 9.6 0.0 7.0 50.4 64.7 67.0 71.7: 33.0 28.3
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 13 6 5 19 12 32 23:
Old : 40: 11 8 5 16 10 29 21:
Other: 15: 5 0 3 7 6 12 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 : 37.0 58.4 48.9 70.5 34.4 55.5 43.9 64.9
Old : 42.6 64.5 53.4 77.4 42.6 61.4 52.9 74.3
Other: 55.0 55.5 65.4 71.3 47.1 55.3 53.7 58.7
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 922,675: 195,192 168,753 40,505 571,729 605,273 807,427 814,532: 115,248 108,143
Old : 922,675: 195,192 168,753 40,505 571,729 605,273 807,427 814,532: 115,248 108,143
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2014 :
: -110,787: 1,307 -14,198 -5,058 -100,200 -78,584 -103,951 -97,841: -6,836 -12,946
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 18.3 4.4 62.0 65.6 87.5 88.3: 12.5 11.7
Old : 100.0: 21.2 18.3 4.4 62.0 65.6 87.5 88.3: 12.5 11.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 227: 46 32 30 94 113 152 163:
Old : 227: 46 32 30 94 113 152 163:
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 : 18.0 26.7 27.6 38.0 11.0 22.9 18.2 31.7
Old : 18.0 26.7 27.6 38.0 11.0 22.9 18.2 31.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 2,977,495: 297,467 387,653 323,327 2,032,081 1,797,548 2,652,875 2,508,528: 324,620 468,967
Old : 2,977,495: 297,467 387,653 323,327 2,032,081 1,797,548 2,652,875 2,508,528: 324,620 468,967
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2014 :
: 46,018: -31,399 47,352 77,928 22,516 -38,825 69,045 86,455: -23,027 -40,437
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 13.0 10.9 68.2 60.4 89.1 84.2: 10.9 15.8
Old : 100.0: 10.0 13.0 10.9 68.2 60.4 89.1 84.2: 10.9 15.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 361: 63 88 88 161 182 275 307:
Old : 361: 63 88 88 161 182 275 307:
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 : 23.9 16.2 35.7 22.4 23.2 12.7 33.2 16.7
Old : 23.9 16.2 35.7 22.4 23.2 12.7 33.2 16.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 2,162,497: 235,522 322,526 141,357 1,542,333 1,345,561 1,919,212 1,809,444: 243,285 353,053
Old : 2,162,497: 235,522 322,526 141,357 1,542,333 1,345,561 1,919,212 1,809,444: 243,285 353,053
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2014 :
: -141,928: 19,673 19,820 12,047 -88,529 -61,134 -56,808 -29,267: -85,120 -112,661
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 14.9 6.5 71.3 62.2 88.7 83.7: 11.3 16.3
Old : 100.0: 10.9 14.9 6.5 71.3 62.2 88.7 83.7: 11.3 16.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 260: 38 62 47 108 139 174 220:
Old : 260: 38 62 47 108 139 174 220:
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 : 33.6 16.7 43.3 24.1 32.3 12.8 39.8 18.2
Old : 33.6 16.7 43.3 24.1 32.3 12.8 39.8 18.2
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, March 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 : 295,385: 11,125 50,317 53,743 203,191 147,119 268,059 251,180: 27,326 44,205
Old : 295,385: 11,125 50,317 53,743 203,191 147,119 268,059 251,180: 27,326 44,205
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2014 :
: -31,461: -5,827 4,537 3,574 -26,673 -39,548 -28,926 -31,437: -2,535 -24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 17.0 18.2 68.8 49.8 90.7 85.0: 9.3 15.0
Old : 100.0: 3.8 17.0 18.2 68.8 49.8 90.7 85.0: 9.3 15.0
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 : 74: 10 21 19 33 39 55 67:
Old : 74: 10 21 19 33 39 55 67:
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 : 43.3 21.2 55.8 32.1 36.2 17.8 44.5 25.1
Old : 43.3 21.2 55.8 32.1 36.2 17.8 44.5 25.1
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, March 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 : 68,143: 19,295 12,104 826 38,591 47,479 58,711 60,409: 9,432 7,734
Old : 68,143: 19,295 12,104 826 38,591 47,479 58,711 60,409: 9,432 7,734
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2014 :
: 6,001: 4,214 736 98 2,208 4,401 6,520 5,235: -519 766
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 17.8 1.2 56.6 69.7 86.2 88.7: 13.8 11.3
Old : 100.0: 28.3 17.8 1.2 56.6 69.7 86.2 88.7: 13.8 11.3
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 : 109: 30 24 7 40 28 74 55:
Old : 109: 30 24 7 40 28 74 55:
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 : 23.3 44.2 38.3 63.2 23.3 43.9 38.3 62.9
Old : 23.3 44.2 38.3 63.2 23.3 43.9 38.3 62.9
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, March 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 : 136,286: 38,590 24,209 1,651 77,182 94,959 117,423 120,818: 18,864 15,468
Old : 136,286: 38,590 24,209 1,651 77,182 94,959 117,423 120,818: 18,864 15,468
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2014 :
: 12,001: 8,429 1,472 195 4,416 8,802 13,040 10,470: -1,039 1,532
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 17.8 1.2 56.6 69.7 86.2 88.7: 13.8 11.3
Old : 100.0: 28.3 17.8 1.2 56.6 69.7 86.2 88.7: 13.8 11.3
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 : 109: 30 24 7 40 28 74 55:
Old : 109: 30 24 7 40 28 74 55:
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 : 23.3 44.2 38.3 63.2 23.3 43.9 38.3 62.9
Old : 23.3 44.2 38.3 63.2 23.3 43.9 38.3 62.9
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, March 4, 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 : 14,421: 11,731 9,341 1,197 1,460 3,817 14,388 14,355: 33 66
Old : 14,421: 11,731 9,341 1,197 1,460 3,817 14,388 14,355: 33 66
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2014 :
: 4,055: 3,359 2,483 -9 702 1,584 4,052 4,058: 3 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.3 64.8 8.3 10.1 26.5 99.8 99.5: 0.2 0.5
Old : 100.0: 81.3 64.8 8.3 10.1 26.5 99.8 99.5: 0.2 0.5
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 : 23: 16 5 3 1 1 18 8:
Old : 23: 16 5 3 1 1 18 8:
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 : 66.6 92.9 84.9 99.5 63.6 89.6 80.7 91.2
Old : 66.6 92.9 84.9 99.5 63.6 89.6 80.7 91.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 44,964: 724 19,535 494 43,128 24,781 44,346 44,810: 618 154
Old : 44,964: 724 19,535 494 43,128 24,781 44,346 44,810: 618 154
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2014 :
: -188: -393 -1,205 494 -854 558 -753 -153: 565 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 43.4 1.1 95.9 55.1 98.6 99.7: 1.4 0.3
Old : 100.0: 1.6 43.4 1.1 95.9 55.1 98.6 99.7: 1.4 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 : 44: 5 13 1 13 16 18 30:
Old : 44: 5 13 1 13 16 18 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 : 83.4 51.0 96.7 74.0 79.4 39.2 84.3 62.2
Old : 83.4 51.0 96.7 74.0 79.4 39.2 84.3 62.2
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, March 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 : 27,290: 821 18,092 385 26,011 8,405 27,217 26,882: 73 408
Old : 27,290: 821 18,092 385 26,011 8,405 27,217 26,882: 73 408
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2014 :
: -617: -209 -267 -20 -393 -646 -622 -933: 5 316
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 66.3 1.4 95.3 30.8 99.7 98.5: 0.3 1.5
Old : 100.0: 3.0 66.3 1.4 95.3 30.8 99.7 98.5: 0.3 1.5
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 : 34: 2 14 2 8 13 12 27:
Old : 34: 2 14 2 8 13 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 : 94.8 52.1 99.4 70.5 88.1 50.2 91.5 67.6
Old : 94.8 52.1 99.4 70.5 88.1 50.2 91.5 67.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 7, 2014