WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 25, 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 : 504,890: 118,396 86,141 170,094 178,647 198,305 467,137 454,541: 37,753 50,349
Old : 225,213: 77,919 71,086 55,956 73,660 79,225 207,535 206,267: 17,679 18,947
Other: 279,676: 65,545 40,123 89,070 104,987 119,081 259,602 248,274: 20,075 31,403
: : :
: : Changes in Commitments from: March 18, 2014 :
: 12,376: 6,777 -5,425 6,902 -832 9,863 12,847 11,340: -470 1,037
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 17.1 33.7 35.4 39.3 92.5 90.0: 7.5 10.0
Old : 100.0: 34.6 31.6 24.8 32.7 35.2 92.2 91.6: 7.8 8.4
Other: 100.0: 23.4 14.3 31.8 37.5 42.6 92.8 88.8: 7.2 11.2
: : :
:# Traders : Number of Traders in Each Category :
All : 356: 107 118 147 89 111 279 304:
Old : 309: 101 100 90 70 72 214 220:
Other: 285: 77 93 98 73 97 207 235:
:----------------------------------------------------------------------------------------------------
: 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 : 14.0 12.1 22.7 20.7 12.2 10.9 19.1 16.2
Old : 16.9 20.3 27.1 31.0 16.6 19.7 25.8 28.8
Other: 15.1 11.1 24.0 19.5 12.0 7.6 19.0 12.4
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 25, 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 : 162,074: 54,250 20,946 22,258 66,715 90,404 143,223 133,608: 18,851 28,466
Old : 70,523: 36,078 14,566 4,061 22,164 42,021 62,303 60,648: 8,220 9,875
Other: 91,551: 26,525 14,733 9,844 44,551 48,383 80,920 72,960: 10,631 18,591
: : :
: : Changes in Commitments from: March 18, 2014 :
: 14,493: 3,630 -514 3,761 5,775 11,224 13,166 14,470: 1,326 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.5 12.9 13.7 41.2 55.8 88.4 82.4: 11.6 17.6
Old : 100.0: 51.2 20.7 5.8 31.4 59.6 88.3 86.0: 11.7 14.0
Other: 100.0: 29.0 16.1 10.8 48.7 52.8 88.4 79.7: 11.6 20.3
: : :
:# Traders : Number of Traders in Each Category :
All : 177: 56 39 36 50 62 123 122:
Old : 152: 44 34 18 33 51 88 92:
Other: 149: 36 34 23 45 59 91 106:
:----------------------------------------------------------------------------------------------------
: 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 28.2 32.2 36.3 17.1 19.5 26.3 26.6
Old : 25.1 37.8 38.0 45.6 25.1 37.8 38.0 45.2
Other: 27.3 24.2 39.0 34.3 18.4 14.9 28.2 22.3
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 25, 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 : 1,717,075: 414,549 122,852 448,764 692,577 829,478 1,555,890 1,401,095: 161,185 315,980
Old : 1,154,402: 351,374 192,714 218,015 475,290 578,441 1,044,679 989,170: 109,724 165,233
Other: 562,672: 175,803 42,767 118,121 217,287 251,037 511,211 411,925: 51,461 150,747
: : :
: : Changes in Commitments from: March 18, 2014 :
: -36,782: 417 -7,159 -25,178 -15,372 -9,148 -40,133 -41,485: 3,351 4,703
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 7.2 26.1 40.3 48.3 90.6 81.6: 9.4 18.4
Old : 100.0: 30.4 16.7 18.9 41.2 50.1 90.5 85.7: 9.5 14.3
Other: 100.0: 31.2 7.6 21.0 38.6 44.6 90.9 73.2: 9.1 26.8
: : :
:# Traders : Number of Traders in Each Category :
All : 750: 179 150 210 287 366 582 628:
Old : 709: 150 163 160 261 347 509 575:
Other: 576: 130 82 113 159 318 330 476:
:----------------------------------------------------------------------------------------------------
: 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 11.8 16.6 17.8 8.3 9.1 14.6 12.9
Old : 12.8 12.3 21.2 19.2 11.4 11.6 19.8 16.7
Other: 14.1 15.3 24.6 22.3 13.3 11.9 21.9 16.3
CORN CSO - CHICAGO BOARD OF TRADE Code-00260C
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 25, 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 : 6,593: 2,190 614 1,215 2,743 4,338 6,148 6,167: 444 426
Old : 6,561: 2,215 614 1,187 2,743 4,338 6,146 6,139: 416 422
Other: 31: 0 25 3 0 0 3 28: 29 3
: : :
: : Changes in Commitments from: March 18, 2014 :
: 291: 307 -65 94 -174 215 228 244: 64 47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 9.3 18.4 41.6 65.8 93.3 93.5: 6.7 6.5
Old : 100.0: 33.8 9.4 18.1 41.8 66.1 93.7 93.6: 6.3 6.4
Other: 100.0: 0.0 80.2 9.0 0.0 0.0 9.0 89.2: 91.0 10.8
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 6 5 6 4 7 11 17:
Old : 20: 6 5 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 : 59.7 53.1 85.0 73.6 49.3 47.9 62.8 60.7
Old : 60.0 53.4 85.4 73.5 49.6 48.1 63.4 61.0
Other: 9.0 89.2 9.0 89.2 0.0 80.2 0.0 80.2
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 25, 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 : 10,711: 2,407 1,076 1,210 4,445 6,822 8,063 9,108: 2,649 1,603
Old : 6,420: 2,276 1,211 483 2,058 3,818 4,817 5,512: 1,603 908
Other: 4,291: 344 77 514 2,387 3,004 3,245 3,596: 1,046 695
: : :
: : Changes in Commitments from: March 18, 2014 :
: -555: -746 154 23 338 -463 -385 -285: -170 -270
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 10.0 11.3 41.5 63.7 75.3 85.0: 24.7 15.0
Old : 100.0: 35.4 18.9 7.5 32.1 59.5 75.0 85.9: 25.0 14.1
Other: 100.0: 8.0 1.8 12.0 55.6 70.0 75.6 83.8: 24.4 16.2
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 9 11 9 13 12 29 25:
Old : 34: 9 9 6 11 9 24 20:
Other: 26: 5 6 8 10 12 20 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 : 33.8 40.5 50.1 62.5 29.0 40.3 41.0 53.0
Old : 34.5 44.9 52.8 67.2 34.2 44.7 50.5 62.7
Other: 51.9 50.7 65.0 67.6 43.6 45.3 51.2 56.2
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 25, 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 : 795,823: 254,773 62,514 208,043 271,694 414,237 734,510 684,794: 61,312 111,029
Old : 525,967: 222,628 47,576 116,327 144,637 309,904 483,592 473,807: 42,375 52,160
Other: 269,855: 61,513 44,305 62,348 127,057 104,333 250,918 210,986: 18,937 58,869
: : :
: : Changes in Commitments from: March 18, 2014 :
: -46,220: -15,865 -5,528 -19,933 -14,399 -24,607 -50,197 -50,068: 3,977 3,849
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 7.9 26.1 34.1 52.1 92.3 86.0: 7.7 14.0
Old : 100.0: 42.3 9.0 22.1 27.5 58.9 91.9 90.1: 8.1 9.9
Other: 100.0: 22.8 16.4 23.1 47.1 38.7 93.0 78.2: 7.0 21.8
: : :
:# Traders : Number of Traders in Each Category :
All : 572: 189 158 210 141 197 440 467:
Old : 538: 178 142 174 118 183 384 419:
Other: 415: 110 110 111 102 155 271 324:
:----------------------------------------------------------------------------------------------------
: 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 : 7.8 14.8 14.9 21.7 7.0 11.0 13.1 16.1
Old : 10.1 17.6 18.6 25.6 9.9 14.9 18.1 21.9
Other: 13.5 15.8 22.6 22.9 13.5 11.5 20.8 17.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 25, 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 : 344,112: 94,507 68,630 58,985 156,125 189,485 309,616 317,100: 34,496 27,013
Old : 270,548: 82,350 72,300 39,244 124,308 136,320 245,902 247,864: 24,646 22,684
Other: 73,564: 24,115 8,290 7,782 31,817 53,165 63,714 69,236: 9,850 4,328
: : :
: : Changes in Commitments from: March 18, 2014 :
: -2,749: -8,846 9,037 -3,189 10,891 -9,507 -1,144 -3,659: -1,605 910
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 19.9 17.1 45.4 55.1 90.0 92.2: 10.0 7.8
Old : 100.0: 30.4 26.7 14.5 45.9 50.4 90.9 91.6: 9.1 8.4
Other: 100.0: 32.8 11.3 10.6 43.3 72.3 86.6 94.1: 13.4 5.9
: : :
:# Traders : Number of Traders in Each Category :
All : 269: 85 72 79 81 76 202 199:
Old : 262: 74 81 64 77 72 183 189:
Other: 137: 48 27 30 47 34 110 76:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.2 28.6 20.7 37.5 10.0 21.9 17.3 30.1
Old : 14.7 23.8 24.1 33.0 12.2 18.7 20.7 26.0
Other: 16.3 49.0 28.0 61.6 16.3 45.7 28.0 56.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 25, 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 : 799,971: 90,740 69,344 53,172 487,910 498,146 631,822 620,661: 168,149 179,310
Old : 799,971: 90,740 69,344 53,172 487,910 498,146 631,822 620,661: 168,149 179,310
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2014 :
: -24,356: -4,566 9,343 -5,187 -18,903 -28,616 -28,656 -24,460: 4,301 105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 8.7 6.6 61.0 62.3 79.0 77.6: 21.0 22.4
Old : 100.0: 11.3 8.7 6.6 61.0 62.3 79.0 77.6: 21.0 22.4
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 : 172: 29 35 40 80 90 132 142:
Old : 172: 29 35 40 80 90 132 142:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.9 12.8 32.8 20.6 19.1 8.9 25.4 15.9
Old : 21.9 12.8 32.8 20.6 19.1 8.9 25.4 15.9
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 25, 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 : 481,655: 49,818 61,720 1,516 342,165 336,141 393,499 399,377: 88,156 82,277
Old : 481,655: 49,818 61,720 1,516 342,165 336,141 393,499 399,377: 88,156 82,277
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2014 :
: -8,540: 671 6,930 -311 -13,125 -7,129 -12,765 -510: 4,225 -8,031
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 12.8 0.3 71.0 69.8 81.7 82.9: 18.3 17.1
Old : 100.0: 10.3 12.8 0.3 71.0 69.8 81.7 82.9: 18.3 17.1
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 : 82: 8 16 9 44 40 58 59:
Old : 82: 8 16 9 44 40 58 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 : 25.9 36.8 42.1 51.2 22.8 35.5 34.0 47.3
Old : 25.9 36.8 42.1 51.2 22.8 35.5 34.0 47.3
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 25, 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 : 5,257: 817 1,058 827 3,033 3,011 4,677 4,896: 580 361
Old : 5,257: 817 1,058 827 3,033 3,011 4,677 4,896: 580 361
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2014 :
: -366: -137 -16 62 -240 -411 -315 -365: -51 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 20.1 15.7 57.7 57.3 89.0 93.1: 11.0 6.9
Old : 100.0: 15.5 20.1 15.7 57.7 57.3 89.0 93.1: 11.0 6.9
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 : 38: 10 8 6 13 16 28 27:
Old : 38: 10 8 6 13 16 28 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 : 43.3 44.3 64.9 64.9 23.4 28.2 34.0 37.1
Old : 43.3 44.3 64.9 64.9 23.4 28.2 34.0 37.1
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 25, 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 : 362,819: 109,302 55,185 60,662 138,713 220,819 308,677 336,666: 54,142 26,153
Old : 272,254: 97,928 48,516 43,694 89,316 160,282 230,938 252,492: 41,315 19,762
Other: 90,565: 16,971 12,266 11,371 49,397 60,537 77,739 84,174: 12,826 6,391
: : :
: : Changes in Commitments from: March 18, 2014 :
: -3,933: -3,287 -2,882 408 -2,730 -3,028 -5,609 -5,503: 1,676 1,569
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 15.2 16.7 38.2 60.9 85.1 92.8: 14.9 7.2
Old : 100.0: 36.0 17.8 16.0 32.8 58.9 84.8 92.7: 15.2 7.3
Other: 100.0: 18.7 13.5 12.6 54.5 66.8 85.8 92.9: 14.2 7.1
: : :
:# Traders : Number of Traders in Each Category :
All : 265: 82 60 64 89 98 207 189:
Old : 257: 86 52 60 82 92 193 181:
Other: 145: 27 35 25 64 53 108 96:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 9.8 30.3 16.5 39.8 7.7 24.8 13.7 31.3
Old : 11.1 28.5 19.6 37.7 10.1 26.4 17.8 33.1
Other: 18.2 35.7 30.4 52.8 16.2 29.7 25.2 41.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 25, 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 : 8,485: 913 1,383 534 4,770 5,517 6,217 7,433: 2,268 1,052
Old : 7,038: 862 1,449 355 4,033 4,438 5,250 6,241: 1,788 796
Other: 1,447: 136 19 95 737 1,079 968 1,192: 480 255
: : :
: : Changes in Commitments from: March 18, 2014 :
: 50: 61 -273 117 -151 281 27 125: 23 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 16.3 6.3 56.2 65.0 73.3 87.6: 26.7 12.4
Old : 100.0: 12.2 20.6 5.0 57.3 63.1 74.6 88.7: 25.4 11.3
Other: 100.0: 9.4 1.3 6.5 50.9 74.5 66.9 82.4: 33.1 17.6
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 12 10 7 19 13 35 27:
Old : 43: 11 10 7 14 10 30 23:
Other: 21: 5 2 4 10 8 16 13:
:----------------------------------------------------------------------------------------------------
: 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 : 34.8 57.6 45.8 69.9 31.5 54.5 39.4 62.7
Old : 40.7 64.2 50.3 76.9 40.7 60.5 49.8 73.0
Other: 44.9 62.6 57.0 78.4 38.4 58.7 48.5 65.7
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 25, 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 : 1,044,728: 170,113 171,763 61,531 718,377 685,207 950,021 918,501: 94,707 126,227
Old : 1,044,728: 170,113 171,763 61,531 718,377 685,207 950,021 918,501: 94,707 126,227
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2014 :
: 98,648: -6,711 603 21,372 96,000 65,545 110,661 87,520: -12,013 11,128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 16.4 5.9 68.8 65.6 90.9 87.9: 9.1 12.1
Old : 100.0: 16.3 16.4 5.9 68.8 65.6 90.9 87.9: 9.1 12.1
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 : 232: 42 31 31 99 121 152 172:
Old : 232: 42 31 31 99 121 152 172:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.5 21.1 36.9 31.5 23.5 19.8 31.3 28.7
Old : 26.5 21.1 36.9 31.5 23.5 19.8 31.3 28.7
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 25, 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 : 3,002,852: 308,585 366,769 286,731 2,110,561 1,866,235 2,705,877 2,519,734: 296,976 483,118
Old : 3,002,852: 308,585 366,769 286,731 2,110,561 1,866,235 2,705,877 2,519,734: 296,976 483,118
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2014 :
: -47,234: -40,979 3,728 -70,829 71,360 18,168 -40,448 -48,933: -6,786 1,699
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 12.2 9.5 70.3 62.1 90.1 83.9: 9.9 16.1
Old : 100.0: 10.3 12.2 9.5 70.3 62.1 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 : 348: 67 78 82 155 174 269 287:
Old : 348: 67 78 82 155 174 269 287:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.0 19.1 37.1 24.2 25.3 16.9 34.6 20.7
Old : 26.0 19.1 37.1 24.2 25.3 16.9 34.6 20.7
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 25, 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 : 2,303,793: 244,664 404,077 165,798 1,696,691 1,319,748 2,107,153 1,889,622: 196,641 414,171
Old : 2,303,793: 244,664 404,077 165,798 1,696,691 1,319,748 2,107,153 1,889,622: 196,641 414,171
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2014 :
: 134,927: 20,601 104,422 15,347 138,288 -56,555 174,237 63,214: -39,310 71,713
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 17.5 7.2 73.6 57.3 91.5 82.0: 8.5 18.0
Old : 100.0: 10.6 17.5 7.2 73.6 57.3 91.5 82.0: 8.5 18.0
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 : 280: 37 69 50 105 148 172 237:
Old : 280: 37 69 50 105 148 172 237:
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 : 35.1 13.7 46.3 20.4 33.4 10.8 43.4 15.8
Old : 35.1 13.7 46.3 20.4 33.4 10.8 43.4 15.8
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 25, 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 : 336,018: 26,536 61,356 52,933 225,550 169,155 305,019 283,444: 30,999 52,573
Old : 336,018: 26,536 61,356 52,933 225,550 169,155 305,019 283,444: 30,999 52,573
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2014 :
: 17,830: 2,395 6,655 3,250 7,824 3,147 13,469 13,052: 4,362 4,778
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 18.3 15.8 67.1 50.3 90.8 84.4: 9.2 15.6
Old : 100.0: 7.9 18.3 15.8 67.1 50.3 90.8 84.4: 9.2 15.6
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 : 79: 17 22 24 36 34 64 70:
Old : 79: 17 22 24 36 34 64 70:
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 : 42.5 23.2 53.6 33.1 34.7 18.8 42.4 26.7
Old : 42.5 23.2 53.6 33.1 34.7 18.8 42.4 26.7
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 25, 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 : 65,504: 16,597 12,211 677 39,339 45,033 56,613 57,921: 8,891 7,584
Old : 65,504: 16,597 12,211 677 39,339 45,033 56,613 57,921: 8,891 7,584
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2014 :
: -28,426: -3,745 3,248 -4,249 -19,831 -26,344 -27,826 -27,345: -601 -1,082
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 18.6 1.0 60.1 68.7 86.4 88.4: 13.6 11.6
Old : 100.0: 25.3 18.6 1.0 60.1 68.7 86.4 88.4: 13.6 11.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 104: 30 24 9 35 24 69 53:
Old : 104: 30 24 9 35 24 69 53:
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 : 24.6 48.9 38.5 66.3 24.6 48.9 38.5 66.2
Old : 24.6 48.9 38.5 66.3 24.6 48.9 38.5 66.2
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 25, 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 : 131,009: 33,194 24,421 1,353 78,678 90,067 113,226 115,841: 17,783 15,168
Old : 131,009: 33,194 24,421 1,353 78,678 90,067 113,226 115,841: 17,783 15,168
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2014 :
: -28,601: -4,558 2,154 -3,326 -21,941 -26,398 -29,825 -27,570: 1,224 -1,031
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 18.6 1.0 60.1 68.7 86.4 88.4: 13.6 11.6
Old : 100.0: 25.3 18.6 1.0 60.1 68.7 86.4 88.4: 13.6 11.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 104: 30 24 9 35 24 69 53:
Old : 104: 30 24 9 35 24 69 53:
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 : 24.6 48.9 38.5 66.3 24.6 48.9 38.5 66.2
Old : 24.6 48.9 38.5 66.3 24.6 48.9 38.5 66.2
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 25, 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 : 13,594: 11,003 12,494 1,097 1,467 0 13,567 13,591: 27 3
Old : 13,594: 11,003 12,494 1,097 1,467 0 13,567 13,591: 27 3
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2014 :
: -5,837: -976 3,622 -4,913 68 -4,540 -5,821 -5,831: -16 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.9 91.9 8.1 10.8 0.0 99.8 100.0: 0.2 0.0
Old : 100.0: 80.9 91.9 8.1 10.8 0.0 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 : 23: 16 5 3 2 0 19 7:
Old : 23: 16 5 3 2 0 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 : 67.7 97.5 84.6 100.0 65.1 91.3 80.2 91.9
Old : 67.7 97.5 84.6 100.0 65.1 91.3 80.2 91.9
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 25, 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 : 38,805: 1,485 17,300 197 37,045 21,161 38,727 38,658: 78 147
Old : 38,805: 1,485 17,300 197 37,045 21,161 38,727 38,658: 78 147
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2014 :
: 187: -26 326 -2 252 -143 224 181: -37 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 44.6 0.5 95.5 54.5 99.8 99.6: 0.2 0.4
Old : 100.0: 3.8 44.6 0.5 95.5 54.5 99.8 99.6: 0.2 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 5 13 1 13 14 18 28:
Old : 43: 5 13 1 13 14 18 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 : 83.4 54.1 97.1 76.6 80.6 41.6 84.7 64.1
Old : 83.4 54.1 97.1 76.6 80.6 41.6 84.7 64.1
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 25, 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 : 31,338: 437 24,527 155 30,726 6,562 31,318 31,244: 20 94
Old : 31,338: 437 24,527 155 30,726 6,562 31,318 31,244: 20 94
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2014 :
: 784: -269 727 155 929 -65 815 817: -31 -33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 78.3 0.5 98.0 20.9 99.9 99.7: 0.1 0.3
Old : 100.0: 1.4 78.3 0.5 98.0 20.9 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 : 37: 1 18 1 7 13 9 31:
Old : 37: 1 18 1 7 13 9 31:
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 : 96.7 58.8 99.9 77.3 90.6 58.8 93.3 74.3
Old : 96.7 58.8 99.9 77.3 90.6 58.8 93.3 74.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 28, 2014