WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 11, 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 : 458,963: 111,247 100,407 131,209 176,443 178,578 418,899 410,195: 40,064 48,768
Old : 229,006: 76,154 80,500 49,156 82,576 77,640 207,886 207,297: 21,120 21,709
Other: 229,957: 57,170 41,983 59,977 93,867 100,938 211,013 202,897: 18,943 27,060
: : :
: : Changes in Commitments from: March 4, 2014 :
: 6,769: 457 -13,825 5,414 -4,322 14,205 1,549 5,794: 5,220 975
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 21.9 28.6 38.4 38.9 91.3 89.4: 8.7 10.6
Old : 100.0: 33.3 35.2 21.5 36.1 33.9 90.8 90.5: 9.2 9.5
Other: 100.0: 24.9 18.3 26.1 40.8 43.9 91.8 88.2: 8.2 11.8
: : :
:# Traders : Number of Traders in Each Category :
All : 350: 101 121 132 89 99 267 289:
Old : 312: 104 100 81 68 78 207 224:
Other: 263: 66 93 86 68 84 188 213:
:----------------------------------------------------------------------------------------------------
: 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 : 15.8 12.9 24.9 21.1 13.9 12.3 21.5 17.5
Old : 18.4 21.1 29.2 31.1 18.1 20.6 28.4 30.6
Other: 20.0 11.6 29.9 19.5 14.5 7.2 22.9 13.5
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 11, 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 : 138,556: 49,430 23,762 15,290 58,364 73,200 123,083 112,251: 15,473 26,305
Old : 72,905: 38,095 15,934 3,282 24,700 43,482 66,076 62,697: 6,829 10,209
Other: 65,651: 17,521 14,015 5,821 33,664 29,718 57,007 49,554: 8,644 16,097
: : :
: : Changes in Commitments from: March 4, 2014 :
: 1,027: 226 -3,758 1,453 -2,122 2,125 -443 -180: 1,469 1,206
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.7 17.1 11.0 42.1 52.8 88.8 81.0: 11.2 19.0
Old : 100.0: 52.3 21.9 4.5 33.9 59.6 90.6 86.0: 9.4 14.0
Other: 100.0: 26.7 21.3 8.9 51.3 45.3 86.8 75.5: 13.2 24.5
: : :
:# Traders : Number of Traders in Each Category :
All : 170: 49 41 34 53 57 118 119:
Old : 152: 39 40 20 37 46 90 92:
Other: 135: 27 34 16 45 52 79 95:
:----------------------------------------------------------------------------------------------------
: 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 : 21.0 25.2 32.0 32.9 19.9 21.3 30.5 27.8
Old : 25.7 35.3 38.7 43.3 25.7 35.0 38.7 43.0
Other: 20.0 20.6 34.7 30.7 19.7 17.4 34.2 25.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 11, 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 : 1,727,031: 417,337 143,248 454,733 698,533 823,655 1,570,603 1,421,637: 156,428 305,394
Old : 1,205,809: 357,089 211,326 247,894 491,291 582,011 1,096,274 1,041,231: 109,534 164,578
Other: 521,222: 166,710 38,385 100,377 207,242 241,645 474,328 380,406: 46,893 140,816
: : :
: : Changes in Commitments from: March 4, 2014 :
: 37,485: 21,485 -28,677 3,996 11,321 54,767 36,802 30,086: 683 7,399
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 8.3 26.3 40.4 47.7 90.9 82.3: 9.1 17.7
Old : 100.0: 29.6 17.5 20.6 40.7 48.3 90.9 86.4: 9.1 13.6
Other: 100.0: 32.0 7.4 19.3 39.8 46.4 91.0 73.0: 9.0 27.0
: : :
:# Traders : Number of Traders in Each Category :
All : 782: 184 165 210 297 374 601 642:
Old : 746: 159 176 162 272 355 534 592:
Other: 581: 122 87 115 161 326 327 487:
:----------------------------------------------------------------------------------------------------
: 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 11.3 16.5 17.3 8.3 8.6 14.2 12.5
Old : 12.4 11.1 20.2 17.5 11.0 10.1 18.6 14.6
Other: 13.8 16.2 24.6 23.1 13.0 12.9 22.5 17.3
CORN CSO - CHICAGO BOARD OF TRADE Code-00260C
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 11, 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 : 6,268: 1,985 625 1,132 2,762 4,155 5,879 5,912: 389 356
Old : 6,239: 2,007 625 1,106 2,762 4,155 5,876 5,886: 363 353
Other: 29: 0 23 3 0 0 3 26: 26 3
: : :
: : Changes in Commitments from: March 4, 2014 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 10.0 18.1 44.1 66.3 93.8 94.3: 6.2 5.7
Old : 100.0: 32.2 10.0 17.7 44.3 66.6 94.2 94.3: 5.8 5.7
Other: 100.0: 0.0 78.8 10.6 0.0 0.0 10.6 89.4: 89.4 10.6
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 5 6 6 4 7 11 17:
Old : 20: 5 6 6 4 7 11 17:
Other: 1: 0 1 1 0 0 1 1:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.2 54.0 85.1 74.1 52.3 47.0 63.4 60.6
Old : 61.5 54.3 85.4 74.1 52.6 47.2 64.0 60.9
Other: 10.6 89.4 10.6 89.4 0.0 78.8 0.0 78.8
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 11, 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 : 11,177: 3,144 812 1,054 4,241 7,228 8,439 9,094: 2,738 2,083
Old : 7,420: 2,900 789 496 2,131 4,709 5,527 5,994: 1,892 1,426
Other: 3,757: 344 123 458 2,110 2,519 2,912 3,100: 845 656
: : :
: : Changes in Commitments from: March 4, 2014 :
: 61: -169 -143 46 -18 148 -141 51: 201 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 7.3 9.4 37.9 64.7 75.5 81.4: 24.5 18.6
Old : 100.0: 39.1 10.6 6.7 28.7 63.5 74.5 80.8: 25.5 19.2
Other: 100.0: 9.2 3.3 12.2 56.2 67.1 77.5 82.5: 22.5 17.5
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 11 9 8 12 11 29 22:
Old : 34: 10 8 6 10 11 23 22:
Other: 24: 5 6 6 8 11 17 19:
:----------------------------------------------------------------------------------------------------
: 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 : 36.8 41.6 52.8 62.8 32.5 38.7 42.9 49.5
Old : 40.0 49.7 57.0 66.1 40.0 45.7 54.9 60.9
Other: 52.0 56.9 67.0 69.7 44.7 45.4 50.5 54.5
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 11, 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 : 849,739: 279,653 67,840 225,474 286,729 449,091 791,856 742,405: 57,883 107,333
Old : 597,106: 248,834 54,265 139,507 167,448 349,977 555,789 543,749: 41,317 53,357
Other: 252,632: 62,524 45,281 54,261 119,281 99,114 236,067 198,656: 16,566 53,976
: : :
: : Changes in Commitments from: March 4, 2014 :
: 18,518: -10,813 4,285 15,454 12,403 1,885 17,043 21,623: 1,475 -3,105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 8.0 26.5 33.7 52.9 93.2 87.4: 6.8 12.6
Old : 100.0: 41.7 9.1 23.4 28.0 58.6 93.1 91.1: 6.9 8.9
Other: 100.0: 24.7 17.9 21.5 47.2 39.2 93.4 78.6: 6.6 21.4
: : :
:# Traders : Number of Traders in Each Category :
All : 600: 217 151 218 147 204 476 474:
Old : 574: 217 139 183 120 193 415 440:
Other: 419: 111 112 114 108 158 284 323:
:----------------------------------------------------------------------------------------------------
: 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 15.2 13.8 23.3 6.6 11.9 12.2 18.1
Old : 9.3 18.1 17.2 28.1 9.0 15.9 16.5 24.6
Other: 14.5 17.6 23.1 25.1 14.0 13.5 21.2 19.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 11, 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 : 346,147: 101,927 58,942 60,300 146,912 200,536 309,139 319,778: 37,009 26,370
Old : 278,560: 90,412 62,323 41,596 117,781 152,628 249,788 256,547: 28,772 22,013
Other: 67,588: 22,192 7,294 8,028 29,131 47,908 59,351 63,230: 8,237 4,357
: : :
: : Changes in Commitments from: March 4, 2014 :
: 7,959: 8,745 -17,755 6,402 -11,869 23,365 3,279 12,013: 4,680 -4,054
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 17.0 17.4 42.4 57.9 89.3 92.4: 10.7 7.6
Old : 100.0: 32.5 22.4 14.9 42.3 54.8 89.7 92.1: 10.3 7.9
Other: 100.0: 32.8 10.8 11.9 43.1 70.9 87.8 93.6: 12.2 6.4
: : :
:# Traders : Number of Traders in Each Category :
All : 272: 87 72 77 80 81 206 195:
Old : 267: 80 76 68 78 80 195 190:
Other: 135: 44 26 32 45 30 106 73:
:----------------------------------------------------------------------------------------------------
: 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 : 10.3 29.9 18.2 38.8 10.1 25.9 17.8 34.4
Old : 11.9 26.7 20.9 36.0 11.9 23.1 20.9 32.0
Other: 15.6 45.9 27.0 58.4 15.6 41.7 27.0 52.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 11, 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 : 774,051: 81,992 63,080 53,848 483,939 482,739 619,779 599,666: 154,273 174,385
Old : 774,051: 81,992 63,080 53,848 483,939 482,739 619,779 599,666: 154,273 174,385
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2014 :
: -27,162: 3,698 3,290 -6,589 -10,616 -2,814 -13,507 -6,113: -13,655 -21,049
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 8.1 7.0 62.5 62.4 80.1 77.5: 19.9 22.5
Old : 100.0: 10.6 8.1 7.0 62.5 62.4 80.1 77.5: 19.9 22.5
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 : 172: 26 37 40 85 93 137 144:
Old : 172: 26 37 40 85 93 137 144:
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 : 20.3 16.3 30.7 23.7 17.7 12.6 23.5 18.7
Old : 20.3 16.3 30.7 23.7 17.7 12.6 23.5 18.7
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 11, 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 : 493,867: 47,438 50,507 2,358 364,630 348,393 414,426 401,257: 79,441 92,610
Old : 493,867: 47,438 50,507 2,358 364,630 348,393 414,426 401,257: 79,441 92,610
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2014 :
: -14,964: -4,188 -4,520 -2,232 465 -4,760 -5,955 -11,512: -9,009 -3,451
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 10.2 0.5 73.8 70.5 83.9 81.2: 16.1 18.8
Old : 100.0: 9.6 10.2 0.5 73.8 70.5 83.9 81.2: 16.1 18.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 78: 7 13 8 44 40 56 56:
Old : 78: 7 13 8 44 40 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 : 24.9 37.8 42.3 51.0 21.7 30.5 34.3 41.1
Old : 24.9 37.8 42.3 51.0 21.7 30.5 34.3 41.1
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 11, 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 : 5,655: 1,077 1,097 687 3,423 3,602 5,187 5,386: 468 269
Old : 5,655: 1,077 1,097 687 3,423 3,602 5,187 5,386: 468 269
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2014 :
: -78: 9 -137 111 -125 -57 -5 -83: -73 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 19.4 12.1 60.5 63.7 91.7 95.2: 8.3 4.8
Old : 100.0: 19.0 19.4 12.1 60.5 63.7 91.7 95.2: 8.3 4.8
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 : 39: 14 6 6 14 16 32 25:
Old : 39: 14 6 6 14 16 32 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 : 41.4 44.8 63.9 70.9 20.0 28.3 28.9 37.8
Old : 41.4 44.8 63.9 70.9 20.0 28.3 28.9 37.8
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 11, 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 : 363,343: 113,399 58,527 57,404 142,466 222,562 313,269 338,494: 50,074 24,849
Old : 279,177: 102,236 52,380 41,659 96,263 165,850 240,158 259,889: 39,019 19,288
Other: 84,166: 15,836 10,820 11,073 46,203 56,712 73,111 78,605: 11,055 5,561
: : :
: : Changes in Commitments from: March 4, 2014 :
: 4,688: -3,360 1,475 6,087 1,629 -1,551 4,355 6,011: 333 -1,323
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 16.1 15.8 39.2 61.3 86.2 93.2: 13.8 6.8
Old : 100.0: 36.6 18.8 14.9 34.5 59.4 86.0 93.1: 14.0 6.9
Other: 100.0: 18.8 12.9 13.2 54.9 67.4 86.9 93.4: 13.1 6.6
: : :
:# Traders : Number of Traders in Each Category :
All : 280: 89 68 70 90 95 225 191:
Old : 273: 89 64 60 86 91 210 184:
Other: 141: 28 30 25 65 52 110 90:
:----------------------------------------------------------------------------------------------------
: 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 30.5 15.0 40.2 7.4 25.1 13.4 31.9
Old : 10.0 29.2 17.6 38.5 9.5 26.3 16.8 32.9
Other: 17.5 34.8 29.8 52.4 15.1 26.6 24.5 40.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 11, 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 : 8,209: 1,027 1,548 304 4,672 5,116 6,003 6,968: 2,206 1,241
Old : 6,944: 957 1,580 181 4,056 4,248 5,193 6,008: 1,751 936
Other: 1,264: 101 0 92 616 868 809 960: 455 305
: : :
: : Changes in Commitments from: March 4, 2014 :
: 423: -16 433 9 244 -112 237 330: 185 92
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 18.9 3.7 56.9 62.3 73.1 84.9: 26.9 15.1
Old : 100.0: 13.8 22.7 2.6 58.4 61.2 74.8 86.5: 25.2 13.5
Other: 100.0: 8.0 0.0 7.3 48.7 68.6 64.0 75.9: 36.0 24.1
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 12 6 4 18 12 30 22:
Old : 38: 9 9 4 15 9 27 19:
Other: 17: 5 0 3 8 7 13 10:
:----------------------------------------------------------------------------------------------------
: 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 : 36.2 59.5 47.8 71.6 33.0 57.2 42.2 64.9
Old : 42.0 66.7 52.5 78.2 42.0 63.7 52.0 74.9
Other: 47.9 58.6 60.4 74.5 40.8 58.4 50.4 63.3
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 11, 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 : 945,645: 177,081 163,602 40,420 619,930 625,765 837,431 829,787: 108,213 115,857
Old : 945,645: 177,081 163,602 40,420 619,930 625,765 837,431 829,787: 108,213 115,857
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2014 :
: 22,970: -18,111 -5,151 -85 48,201 20,492 30,004 15,255: -7,035 7,715
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 17.3 4.3 65.6 66.2 88.6 87.7: 11.4 12.3
Old : 100.0: 18.7 17.3 4.3 65.6 66.2 88.6 87.7: 11.4 12.3
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 : 221: 46 27 29 96 110 153 156:
Old : 221: 46 27 29 96 110 153 156:
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 : 18.3 27.7 29.3 39.1 13.8 24.6 21.8 33.2
Old : 18.3 27.7 29.3 39.1 13.8 24.6 21.8 33.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 11, 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 : 3,024,972: 276,869 403,357 355,922 2,092,065 1,779,959 2,724,856 2,539,238: 300,116 485,734
Old : 3,024,972: 276,869 403,357 355,922 2,092,065 1,779,959 2,724,856 2,539,238: 300,116 485,734
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2014 :
: 47,477: -20,598 15,705 32,595 59,984 -17,589 71,981 30,711: -24,504 16,767
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 13.3 11.8 69.2 58.8 90.1 83.9: 9.9 16.1
Old : 100.0: 9.2 13.3 11.8 69.2 58.8 90.1 83.9: 9.9 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: 70 84 91 167 184 285 311:
Old : 367: 70 84 91 167 184 285 311:
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 : 22.8 17.1 34.7 23.2 21.9 14.5 32.3 18.0
Old : 22.8 17.1 34.7 23.2 21.9 14.5 32.3 18.0
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 11, 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 : 2,150,418: 221,965 319,462 147,672 1,570,375 1,310,115 1,940,012 1,777,249: 210,407 373,169
Old : 2,150,418: 221,965 319,462 147,672 1,570,375 1,310,115 1,940,012 1,777,249: 210,407 373,169
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2014 :
: -12,079: -13,557 -3,064 6,315 28,042 -35,446 20,800 -32,195: -32,878 20,117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 14.9 6.9 73.0 60.9 90.2 82.6: 9.8 17.4
Old : 100.0: 10.3 14.9 6.9 73.0 60.9 90.2 82.6: 9.8 17.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 256: 32 62 45 109 135 170 213:
Old : 256: 32 62 45 109 135 170 213:
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 : 34.3 15.4 43.9 22.7 32.9 12.3 41.0 18.2
Old : 34.3 15.4 43.9 22.7 32.9 12.3 41.0 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 11, 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 : 298,264: 14,694 51,377 51,711 205,035 149,036 271,440 252,125: 26,824 46,140
Old : 298,264: 14,694 51,377 51,711 205,035 149,036 271,440 252,125: 26,824 46,140
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2014 :
: 2,879: 3,569 1,060 -2,032 1,844 1,917 3,381 945: -502 1,934
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 17.2 17.3 68.7 50.0 91.0 84.5: 9.0 15.5
Old : 100.0: 4.9 17.2 17.3 68.7 50.0 91.0 84.5: 9.0 15.5
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 : 71: 13 18 19 33 35 56 63:
Old : 71: 13 18 19 33 35 56 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 : 43.7 21.5 55.9 32.8 34.9 17.9 43.4 26.3
Old : 43.7 21.5 55.9 32.8 34.9 17.9 43.4 26.3
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, March 11, 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 : 66,323: 17,600 13,096 1,036 38,528 45,114 57,164 59,247: 9,159 7,076
Old : 66,323: 17,600 13,096 1,036 38,528 45,114 57,164 59,247: 9,159 7,076
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2014 :
: -1,820: -1,696 992 211 -63 -2,365 -1,548 -1,162: -273 -658
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 19.7 1.6 58.1 68.0 86.2 89.3: 13.8 10.7
Old : 100.0: 26.5 19.7 1.6 58.1 68.0 86.2 89.3: 13.8 10.7
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 : 106: 30 24 9 39 25 73 54:
Old : 106: 30 24 9 39 25 73 54:
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 : 24.1 44.5 38.9 63.8 24.1 44.1 38.9 63.5
Old : 24.1 44.5 38.9 63.8 24.1 44.1 38.9 63.5
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 11, 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 : 132,646: 35,199 26,192 2,073 77,056 90,229 114,327 118,494: 18,318 14,152
Old : 132,646: 35,199 26,192 2,073 77,056 90,229 114,327 118,494: 18,318 14,152
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2014 :
: -3,641: -3,391 1,983 422 -126 -4,730 -3,095 -2,325: -545 -1,316
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 19.7 1.6 58.1 68.0 86.2 89.3: 13.8 10.7
Old : 100.0: 26.5 19.7 1.6 58.1 68.0 86.2 89.3: 13.8 10.7
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 : 106: 30 24 9 39 25 73 54:
Old : 106: 30 24 9 39 25 73 54:
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 : 24.1 44.5 38.9 63.8 24.1 44.1 38.9 63.5
Old : 24.1 44.5 38.9 63.8 24.1 44.1 38.9 63.5
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 11, 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 : 15,250: 12,467 9,204 1,198 1,549 4,770 15,214 15,172: 36 78
Old : 15,250: 12,467 9,204 1,198 1,549 4,770 15,214 15,172: 36 78
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2014 :
: 829: 736 -137 1 89 953 826 817: 3 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.8 60.4 7.9 10.2 31.3 99.8 99.5: 0.2 0.5
Old : 100.0: 81.8 60.4 7.9 10.2 31.3 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: 17 4 3 1 1 19 7:
Old : 23: 17 4 3 1 1 19 7:
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 : 68.1 93.9 83.4 99.5 65.1 90.8 78.9 91.6
Old : 68.1 93.9 83.4 99.5 65.1 90.8 78.9 91.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 11, 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 : 45,553: 1,151 18,435 0 44,358 26,988 45,509 45,423: 44 130
Old : 45,553: 1,151 18,435 0 44,358 26,988 45,509 45,423: 44 130
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2014 :
: 589: 427 -1,100 -494 1,230 2,207 1,163 613: -574 -24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 40.5 0.0 97.4 59.2 99.9 99.7: 0.1 0.3
Old : 100.0: 2.5 40.5 0.0 97.4 59.2 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 : 44: 5 13 0 14 17 19 30:
Old : 44: 5 13 0 14 17 19 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 84.7 50.4 98.1 71.8 77.2 39.8 82.9 61.0
Old : 84.7 50.4 98.1 71.8 77.2 39.8 82.9 61.0
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, March 11, 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 : 45,698: 5,434 23,150 1,226 38,975 21,239 45,635 45,615: 63 83
Old : 45,698: 5,434 23,150 1,226 38,975 21,239 45,635 45,615: 63 83
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2014 :
: 18,408: 4,613 5,058 841 12,964 12,834 18,418 18,733: -10 -325
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 50.7 2.7 85.3 46.5 99.9 99.8: 0.1 0.2
Old : 100.0: 11.9 50.7 2.7 85.3 46.5 99.9 99.8: 0.1 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 3 14 2 6 13 10 28:
Old : 33: 3 14 2 6 13 10 28:
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 : 90.0 66.9 99.8 81.8 61.7 40.3 63.1 50.7
Old : 90.0 66.9 99.8 81.8 61.7 40.3 63.1 50.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 18, 2014