WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 492,513: 111,619 91,567 163,192 179,479 188,442 454,290 443,201: 38,223 49,312
Old : 238,674: 72,220 74,307 66,970 79,987 77,687 219,176 218,964: 19,498 19,710
Other: 253,839: 61,357 39,217 74,265 99,492 110,755 235,114 224,237: 18,725 29,602
: : :
: : Changes in Commitments from: March 11, 2014 :
: 33,550: 372 -8,841 31,983 3,036 9,864 35,391 33,006: -1,840 544
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 18.6 33.1 36.4 38.3 92.2 90.0: 7.8 10.0
Old : 100.0: 30.3 31.1 28.1 33.5 32.5 91.8 91.7: 8.2 8.3
Other: 100.0: 24.2 15.4 29.3 39.2 43.6 92.6 88.3: 7.4 11.7
: : :
:# Traders : Number of Traders in Each Category :
All : 371: 110 127 153 91 106 290 311:
Old : 328: 105 111 96 70 79 224 237:
Other: 283: 79 93 94 68 90 200 229:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.8 13.0 23.4 21.3 12.8 11.3 19.8 17.0
Old : 17.2 20.9 27.3 31.3 16.8 19.6 26.2 28.2
Other: 18.1 11.1 27.2 19.0 13.2 7.6 20.9 13.0
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 147,581: 50,620 21,460 18,497 60,940 79,180 130,057 119,137: 17,525 28,444
Old : 71,996: 37,525 14,471 3,781 23,160 43,105 64,465 61,357: 7,531 10,639
Other: 75,586: 20,096 13,990 7,716 37,780 36,075 65,592 57,781: 9,994 17,805
: : :
: : Changes in Commitments from: March 11, 2014 :
: 9,025: 1,190 -2,301 3,207 2,576 5,981 6,974 6,887: 2,052 2,139
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 14.5 12.5 41.3 53.7 88.1 80.7: 11.9 19.3
Old : 100.0: 52.1 20.1 5.3 32.2 59.9 89.5 85.2: 10.5 14.8
Other: 100.0: 26.6 18.5 10.2 50.0 47.7 86.8 76.4: 13.2 23.6
: : :
:# Traders : Number of Traders in Each Category :
All : 170: 52 40 32 55 59 123 116:
Old : 153: 46 33 17 35 48 92 87:
Other: 135: 26 33 19 48 55 83 98:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.9 25.7 31.7 33.8 18.8 19.6 28.4 26.6
Old : 25.1 36.4 37.3 44.9 25.1 36.0 37.3 44.5
Other: 23.1 23.6 36.4 32.5 19.7 17.3 32.2 23.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 1,753,857: 414,132 130,011 473,943 707,949 838,626 1,596,023 1,442,580: 157,833 311,277
Old : 1,209,194: 351,807 196,688 254,343 493,946 593,287 1,100,096 1,044,318: 109,098 164,876
Other: 544,662: 170,813 41,812 111,112 214,002 245,339 495,927 398,262: 48,735 146,400
: : :
: : Changes in Commitments from: March 11, 2014 :
: 26,826: -3,205 -13,237 19,210 9,416 14,971 25,421 20,943: 1,406 5,883
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 7.4 27.0 40.4 47.8 91.0 82.3: 9.0 17.7
Old : 100.0: 29.1 16.3 21.0 40.8 49.1 91.0 86.4: 9.0 13.6
Other: 100.0: 31.4 7.7 20.4 39.3 45.0 91.1 73.1: 8.9 26.9
: : :
:# Traders : Number of Traders in Each Category :
All : 776: 188 157 219 287 369 595 641:
Old : 740: 162 170 170 264 348 527 590:
Other: 579: 128 87 112 156 320 328 478:
:----------------------------------------------------------------------------------------------------
: 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 : 9.8 11.6 16.3 17.6 8.3 8.9 14.0 12.7
Old : 12.4 11.9 20.1 18.4 11.1 11.0 18.4 15.8
Other: 14.3 15.3 24.8 22.3 13.5 12.2 22.6 16.5
CORN CSO - CHICAGO BOARD OF TRADE Code-00260C
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 6,301: 1,883 680 1,120 2,918 4,123 5,921 5,923: 380 378
Old : 6,270: 1,906 678 1,095 2,918 4,123 5,918 5,896: 353 375
Other: 31: 0 24 3 0 0 3 27: 28 3
: : :
: : Changes in Commitments from: March 11, 2014 :
: 33: -102 55 -12 155 -32 42 11: -9 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 10.8 17.8 46.3 65.4 94.0 94.0: 6.0 6.0
Old : 100.0: 30.4 10.8 17.5 46.5 65.8 94.4 94.0: 5.6 6.0
Other: 100.0: 0.0 79.3 9.4 0.0 0.0 9.4 88.7: 90.6 11.3
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 4 7 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 : 60.1 53.4 85.4 73.2 52.2 45.7 63.3 59.6
Old : 60.4 53.7 85.8 73.1 52.5 45.9 64.0 59.9
Other: 9.4 88.7 9.4 88.7 0.0 79.3 0.0 79.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 11,266: 3,153 921 1,187 4,107 7,286 8,447 9,393: 2,819 1,873
Old : 7,430: 2,965 1,052 511 2,093 4,643 5,570 6,206: 1,860 1,224
Other: 3,836: 394 75 469 2,014 2,643 2,878 3,187: 959 649
: : :
: : Changes in Commitments from: March 11, 2014 :
: 90: 9 110 133 -134 57 8 300: 81 -210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 8.2 10.5 36.5 64.7 75.0 83.4: 25.0 16.6
Old : 100.0: 39.9 14.2 6.9 28.2 62.5 75.0 83.5: 25.0 16.5
Other: 100.0: 10.3 2.0 12.2 52.5 68.9 75.0 83.1: 25.0 16.9
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 11 10 10 13 13 31 26:
Old : 36: 10 9 6 11 11 25 22:
Other: 26: 8 4 7 9 12 19 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 : 34.6 40.5 50.3 61.8 31.0 38.1 41.4 49.4
Old : 38.1 48.4 55.0 66.8 38.0 45.1 53.5 63.4
Other: 49.9 52.9 62.7 66.0 42.2 46.5 49.4 55.3
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 842,042: 270,638 68,042 227,976 286,093 438,844 784,707 734,862: 57,335 107,180
Old : 579,568: 243,540 56,027 137,590 158,200 334,142 539,330 527,760: 40,239 51,809
Other: 262,474: 58,953 43,870 58,531 127,893 104,701 245,378 207,102: 17,096 55,372
: : :
: : Changes in Commitments from: March 11, 2014 :
: -7,696: -9,015 202 2,502 -636 -10,247 -7,149 -7,543: -548 -153
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 8.1 27.1 34.0 52.1 93.2 87.3: 6.8 12.7
Old : 100.0: 42.0 9.7 23.7 27.3 57.7 93.1 91.1: 6.9 8.9
Other: 100.0: 22.5 16.7 22.3 48.7 39.9 93.5 78.9: 6.5 21.1
: : :
:# Traders : Number of Traders in Each Category :
All : 603: 205 169 223 145 202 466 488:
Old : 567: 189 161 185 119 185 404 438:
Other: 422: 117 110 112 103 158 277 327:
:----------------------------------------------------------------------------------------------------
: 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 : 7.3 14.4 14.1 21.8 6.6 10.9 12.3 16.3
Old : 9.4 16.4 17.4 25.4 9.1 14.2 16.7 21.8
Other: 15.2 17.5 24.2 25.7 14.7 13.6 21.8 19.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 346,861: 103,353 59,593 62,174 145,234 198,992 310,760 320,759: 36,101 26,102
Old : 276,401: 91,579 63,932 42,341 115,402 147,848 249,322 254,121: 27,079 22,280
Other: 70,460: 24,053 7,941 7,553 29,833 51,145 61,439 66,639: 9,022 3,822
: : :
: : Changes in Commitments from: March 11, 2014 :
: 714: 1,425 652 1,874 -1,678 -1,544 1,621 982: -908 -268
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 17.2 17.9 41.9 57.4 89.6 92.5: 10.4 7.5
Old : 100.0: 33.1 23.1 15.3 41.8 53.5 90.2 91.9: 9.8 8.1
Other: 100.0: 34.1 11.3 10.7 42.3 72.6 87.2 94.6: 12.8 5.4
: : :
:# Traders : Number of Traders in Each Category :
All : 271: 94 63 75 81 78 209 190:
Old : 265: 90 66 64 78 77 195 184:
Other: 136: 47 25 29 47 32 109 72:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 10.5 30.2 18.5 39.3 10.0 25.6 17.3 34.1
Old : 12.5 26.4 21.6 35.4 12.3 22.7 20.7 31.0
Other: 15.4 47.7 26.7 60.4 15.4 43.9 26.7 55.2
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 824,326: 95,306 60,001 58,359 506,813 526,761 660,478 645,121: 163,848 179,205
Old : 824,326: 95,306 60,001 58,359 506,813 526,761 660,478 645,121: 163,848 179,205
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2014 :
: 50,275: 13,314 -3,079 4,511 22,874 44,023 40,699 45,454: 9,576 4,821
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 7.3 7.1 61.5 63.9 80.1 78.3: 19.9 21.7
Old : 100.0: 11.6 7.3 7.1 61.5 63.9 80.1 78.3: 19.9 21.7
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 : 176: 34 32 40 82 94 136 146:
Old : 176: 34 32 40 82 94 136 146:
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 : 20.6 14.8 30.9 22.4 17.5 11.2 23.9 17.7
Old : 20.6 14.8 30.9 22.4 17.5 11.2 23.9 17.7
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 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 : 490,195: 49,148 54,790 1,827 355,290 343,270 406,264 399,887: 83,931 90,308
Old : 490,195: 49,148 54,790 1,827 355,290 343,270 406,264 399,887: 83,931 90,308
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2014 :
: -3,672: 1,709 4,284 -531 -9,340 -5,122 -8,161 -1,370: 4,489 -2,302
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 11.2 0.4 72.5 70.0 82.9 81.6: 17.1 18.4
Old : 100.0: 10.0 11.2 0.4 72.5 70.0 82.9 81.6: 17.1 18.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 78: 7 13 7 44 42 55 58:
Old : 78: 7 13 7 44 42 55 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.6 36.3 41.5 50.4 22.2 32.3 34.0 44.2
Old : 25.6 36.3 41.5 50.4 22.2 32.3 34.0 44.2
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, March 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 : 5,623: 954 1,074 765 3,273 3,422 4,992 5,261: 631 362
Old : 5,623: 954 1,074 765 3,273 3,422 4,992 5,261: 631 362
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2014 :
: -32: -123 -23 78 -150 -180 -195 -125: 163 93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 19.1 13.6 58.2 60.9 88.8 93.6: 11.2 6.4
Old : 100.0: 17.0 19.1 13.6 58.2 60.9 88.8 93.6: 11.2 6.4
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 : 37: 13 6 6 13 16 30 25:
Old : 37: 13 6 6 13 16 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 : 43.5 44.5 64.7 68.7 21.4 27.3 29.9 36.6
Old : 43.5 44.5 64.7 68.7 21.4 27.3 29.9 36.6
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 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 : 366,752: 112,590 58,067 60,254 141,442 223,847 314,286 342,169: 52,466 24,583
Old : 278,974: 100,961 52,326 43,312 94,524 164,444 238,797 260,082: 40,176 18,892
Other: 87,778: 16,708 10,820 11,863 46,918 59,403 75,489 82,087: 12,289 5,692
: : :
: : Changes in Commitments from: March 11, 2014 :
: 3,409: -809 -460 2,850 -1,024 1,285 1,017 3,675: 2,392 -266
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 15.8 16.4 38.6 61.0 85.7 93.3: 14.3 6.7
Old : 100.0: 36.2 18.8 15.5 33.9 58.9 85.6 93.2: 14.4 6.8
Other: 100.0: 19.0 12.3 13.5 53.5 67.7 86.0 93.5: 14.0 6.5
: : :
:# Traders : Number of Traders in Each Category :
All : 274: 85 65 64 89 94 217 186:
Old : 268: 86 59 59 85 90 206 180:
Other: 143: 27 32 25 63 53 107 94:
:----------------------------------------------------------------------------------------------------
: 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 : 9.4 30.8 15.7 40.3 7.4 25.5 13.2 32.2
Old : 10.6 29.2 18.3 38.3 9.8 27.1 17.0 33.9
Other: 18.0 36.2 30.4 53.2 15.9 29.5 25.0 41.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 8,435: 852 1,656 417 4,921 5,235 6,190 7,308: 2,245 1,127
Old : 7,104: 793 1,719 267 4,249 4,280 5,310 6,266: 1,794 838
Other: 1,331: 122 0 86 672 956 880 1,042: 451 288
: : :
: : Changes in Commitments from: March 11, 2014 :
: 226: -174 108 112 250 120 187 340: 39 -114
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 19.6 4.9 58.3 62.1 73.4 86.6: 26.6 13.4
Old : 100.0: 11.2 24.2 3.8 59.8 60.2 74.7 88.2: 25.3 11.8
Other: 100.0: 9.2 0.0 6.5 50.5 71.8 66.1 78.3: 33.9 21.7
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 13 7 6 19 13 33 25:
Old : 41: 11 9 6 14 9 28 21:
Other: 20: 6 0 4 10 8 16 12:
:----------------------------------------------------------------------------------------------------
: 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 : 36.4 60.4 48.0 71.5 33.2 57.4 42.2 64.4
Old : 42.7 67.2 52.7 78.2 42.7 64.0 52.7 75.0
Other: 46.2 62.7 57.6 75.9 39.2 61.1 48.6 64.9
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 946,080: 176,824 171,161 40,159 622,377 619,661 839,360 830,981: 106,720 115,099
Old : 946,080: 176,824 171,161 40,159 622,377 619,661 839,360 830,981: 106,720 115,099
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2014 :
: 435: -257 7,559 -261 2,447 -6,104 1,929 1,194: -1,494 -758
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 18.1 4.2 65.8 65.5 88.7 87.8: 11.3 12.2
Old : 100.0: 18.7 18.1 4.2 65.8 65.5 88.7 87.8: 11.3 12.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 221: 46 27 29 97 112 152 159:
Old : 221: 46 27 29 97 112 152 159:
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 : 21.7 26.6 32.1 36.6 16.8 22.4 24.3 31.1
Old : 21.7 26.6 32.1 36.6 16.8 22.4 24.3 31.1
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 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 : 3,050,086: 349,564 363,041 357,559 2,039,202 1,848,067 2,746,325 2,568,667: 303,762 481,419
Old : 3,050,086: 349,564 363,041 357,559 2,039,202 1,848,067 2,746,325 2,568,667: 303,762 481,419
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2014 :
: 25,114: 72,695 -40,316 1,637 -52,864 68,108 21,468 29,429: 3,646 -4,315
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 11.9 11.7 66.9 60.6 90.0 84.2: 10.0 15.8
Old : 100.0: 11.5 11.9 11.7 66.9 60.6 90.0 84.2: 10.0 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 : 380: 67 98 96 171 188 301 319:
Old : 380: 67 98 96 171 188 301 319:
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 : 23.6 17.6 33.8 23.2 22.6 14.9 31.0 18.3
Old : 23.6 17.6 33.8 23.2 22.6 14.9 31.0 18.3
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 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 : 2,168,866: 224,062 299,655 150,451 1,558,403 1,376,303 1,932,916 1,826,408: 235,950 342,458
Old : 2,168,866: 224,062 299,655 150,451 1,558,403 1,376,303 1,932,916 1,826,408: 235,950 342,458
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2014 :
: 18,448: 2,098 -19,807 2,779 -11,972 66,188 -7,096 49,160: 25,544 -30,711
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 13.8 6.9 71.9 63.5 89.1 84.2: 10.9 15.8
Old : 100.0: 10.3 13.8 6.9 71.9 63.5 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 : 262: 32 62 50 111 146 176 225:
Old : 262: 32 62 50 111 146 176 225:
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 : 34.2 16.7 45.0 24.1 32.5 14.2 41.3 20.2
Old : 34.2 16.7 45.0 24.1 32.5 14.2 41.3 20.2
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 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 : 318,187: 24,141 54,701 49,683 217,726 166,008 291,551 270,392: 26,637 47,795
Old : 318,187: 24,141 54,701 49,683 217,726 166,008 291,551 270,392: 26,637 47,795
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2014 :
: 19,923: 9,447 3,324 -2,028 12,691 16,972 20,110 18,268: -187 1,655
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 17.2 15.6 68.4 52.2 91.6 85.0: 8.4 15.0
Old : 100.0: 7.6 17.2 15.6 68.4 52.2 91.6 85.0: 8.4 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 : 77: 16 21 23 36 35 63 68:
Old : 77: 16 21 23 36 35 63 68:
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 24.0 54.6 34.6 35.7 20.8 43.3 29.3
Old : 43.3 24.0 54.6 34.6 35.7 20.8 43.3 29.3
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 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 : 93,931: 20,342 8,963 4,926 59,171 71,377 84,438 85,265: 9,492 8,665
Old : 93,931: 20,342 8,963 4,926 59,171 71,377 84,438 85,265: 9,492 8,665
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2014 :
: 27,608: 2,743 -4,133 3,889 20,643 26,263 27,275 26,019: 333 1,589
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 9.5 5.2 63.0 76.0 89.9 90.8: 10.1 9.2
Old : 100.0: 21.7 9.5 5.2 63.0 76.0 89.9 90.8: 10.1 9.2
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 : 116: 37 19 14 50 31 95 59:
Old : 116: 37 19 14 50 31 95 59:
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 : 21.2 41.8 33.2 64.1 19.4 36.1 30.2 54.6
Old : 21.2 41.8 33.2 64.1 19.4 36.1 30.2 54.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 14,126: 4,052 415 0 8,861 13,145 12,913 13,560: 1,213 566
Old : 14,126: 4,052 415 0 8,861 13,145 12,913 13,560: 1,213 566
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2014 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 2.9 0.0 62.7 93.1 91.4 96.0: 8.6 4.0
Old : 100.0: 28.7 2.9 0.0 62.7 93.1 91.4 96.0: 8.6 4.0
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 : 22: 5 1 0 7 9 12 10:
Old : 22: 5 1 0 7 9 12 10:
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 : 55.3 69.3 78.5 93.2 55.3 69.3 78.5 93.2
Old : 55.3 69.3 78.5 93.2 55.3 69.3 78.5 93.2
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 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 : 159,610: 37,753 22,267 4,679 100,619 116,464 143,051 143,411: 16,559 16,199
Old : 159,610: 37,753 22,267 4,679 100,619 116,464 143,051 143,411: 16,559 16,199
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2014 :
: 26,964: 2,554 -3,925 2,607 23,563 26,235 28,724 24,917: -1,760 2,047
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 14.0 2.9 63.0 73.0 89.6 89.9: 10.4 10.1
Old : 100.0: 23.7 14.0 2.9 63.0 73.0 89.6 89.9: 10.4 10.1
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 : 114: 35 20 12 48 29 90 56:
Old : 114: 35 20 12 48 29 90 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 : 19.6 45.8 32.4 63.8 18.4 39.5 30.1 54.6
Old : 19.6 45.8 32.4 63.8 18.4 39.5 30.1 54.6
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 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 : 19,431: 11,979 8,872 6,010 1,399 4,540 19,388 19,422: 43 9
Old : 19,431: 11,979 8,872 6,010 1,399 4,540 19,388 19,422: 43 9
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2014 :
: 4,181: -488 -332 4,812 -150 -230 4,174 4,250: 7 -69
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.6 45.7 30.9 7.2 23.4 99.8 100.0: 0.2 0.0
Old : 100.0: 61.6 45.7 30.9 7.2 23.4 99.8 100.0: 0.2 0.0
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 : 24: 16 6 5 1 1 20 9:
Old : 24: 16 6 5 1 1 20 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 : 70.6 93.7 84.3 99.6 50.1 67.2 61.0 69.0
Old : 70.6 93.7 84.3 99.6 50.1 67.2 61.0 69.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 38,618: 1,511 16,974 199 36,793 21,304 38,503 38,477: 115 141
Old : 38,618: 1,511 16,974 199 36,793 21,304 38,503 38,477: 115 141
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2014 :
: -6,935: 360 -1,461 199 -7,565 -5,684 -7,006 -6,946: 71 11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 44.0 0.5 95.3 55.2 99.7 99.6: 0.3 0.4
Old : 100.0: 3.9 44.0 0.5 95.3 55.2 99.7 99.6: 0.3 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 : 42: 5 13 1 12 14 17 28:
Old : 42: 5 13 1 12 14 17 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 : 81.8 54.4 97.6 76.9 78.9 41.9 85.2 64.4
Old : 81.8 54.4 97.6 76.9 78.9 41.9 85.2 64.4
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 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 : 30,554: 706 23,800 0 29,797 6,627 30,503 30,427: 51 127
Old : 30,554: 706 23,800 0 29,797 6,627 30,503 30,427: 51 127
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2014 :
: -15,144: -4,728 650 -1,226 -9,178 -14,612 -15,132 -15,188: -12 44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 77.9 0.0 97.5 21.7 99.8 99.6: 0.2 0.4
Old : 100.0: 2.3 77.9 0.0 97.5 21.7 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 : 34: 2 14 0 7 13 9 27:
Old : 34: 2 14 0 7 13 9 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 : 97.2 60.3 99.8 79.0 91.3 60.3 93.9 76.1
Old : 97.2 60.3 99.8 79.0 91.3 60.3 93.9 76.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 21, 2014