WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 1, 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 : 511,982: 120,868 80,829 171,606 183,641 210,065 476,115 462,500: 35,867 49,482
Old : 213,203: 79,072 61,335 51,331 66,489 83,754 196,892 196,420: 16,311 16,783
Other: 298,780: 70,538 48,235 91,534 117,152 126,312 279,224 266,081: 19,556 32,699
: : :
: : Changes in Commitments from: March 25, 2014 :
: 7,093: 2,472 -5,313 1,513 4,994 11,760 8,979 7,960: -1,886 -867
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 15.8 33.5 35.9 41.0 93.0 90.3: 7.0 9.7
Old : 100.0: 37.1 28.8 24.1 31.2 39.3 92.3 92.1: 7.7 7.9
Other: 100.0: 23.6 16.1 30.6 39.2 42.3 93.5 89.1: 6.5 10.9
: : :
:# Traders : Number of Traders in Each Category :
All : 370: 117 118 149 94 114 299 304:
Old : 321: 108 100 88 72 83 228 223:
Other: 293: 83 94 96 76 100 215 237:
:----------------------------------------------------------------------------------------------------
: 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 : 13.8 13.2 22.2 21.4 11.3 11.6 18.2 16.9
Old : 15.5 22.1 25.5 33.2 14.6 22.0 23.0 31.2
Other: 14.9 11.1 24.0 19.8 11.7 8.5 18.9 13.1
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 1, 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 : 161,883: 55,940 18,836 23,377 64,090 91,090 143,408 133,302: 18,475 28,580
Old : 64,371: 35,654 11,316 4,226 17,424 40,160 57,304 55,702: 7,067 8,669
Other: 97,511: 29,018 16,251 10,420 46,666 50,930 86,104 77,600: 11,408 19,911
: : :
: : Changes in Commitments from: March 25, 2014 :
: -192: 1,690 -2,110 1,119 -2,625 686 184 -305: -376 114
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.6 11.6 14.4 39.6 56.3 88.6 82.3: 11.4 17.7
Old : 100.0: 55.4 17.6 6.6 27.1 62.4 89.0 86.5: 11.0 13.5
Other: 100.0: 29.8 16.7 10.7 47.9 52.2 88.3 79.6: 11.7 20.4
: : :
:# Traders : Number of Traders in Each Category :
All : 171: 53 38 38 52 60 127 117:
Old : 148: 49 26 20 35 49 94 85:
Other: 148: 35 37 22 46 55 94 101:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.2 27.9 32.4 35.9 16.7 20.3 26.3 27.0
Old : 25.6 41.1 39.4 49.5 25.6 41.1 39.3 49.3
Other: 24.6 23.5 36.5 32.3 16.4 13.5 26.6 20.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 1, 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 : 1,805,037: 424,315 98,971 481,107 727,430 908,195 1,632,852 1,488,273: 172,185 316,765
Old : 1,207,010: 351,908 179,406 243,696 497,840 619,468 1,093,444 1,042,571: 113,566 164,439
Other: 598,027: 191,365 38,524 118,452 229,591 288,726 539,408 445,702: 58,619 152,325
: : :
: : Changes in Commitments from: March 25, 2014 :
: 87,963: 9,766 -23,881 32,343 34,854 78,716 76,962 87,178: 11,000 785
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 5.5 26.7 40.3 50.3 90.5 82.5: 9.5 17.5
Old : 100.0: 29.2 14.9 20.2 41.2 51.3 90.6 86.4: 9.4 13.6
Other: 100.0: 32.0 6.4 19.8 38.4 48.3 90.2 74.5: 9.8 25.5
: : :
:# Traders : Number of Traders in Each Category :
All : 768: 192 144 209 300 380 602 634:
Old : 726: 150 164 172 271 357 532 586:
Other: 594: 135 81 118 172 335 353 490:
:----------------------------------------------------------------------------------------------------
: 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 12.2 16.7 18.4 8.1 8.9 14.1 13.3
Old : 12.8 12.6 21.2 19.8 11.1 11.8 19.2 17.1
Other: 14.4 15.7 25.5 22.5 13.7 12.0 22.9 16.4
CORN CSO - CHICAGO BOARD OF TRADE Code-00260C
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 1, 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 : 8,891: 2,575 571 2,243 3,757 5,452 8,575 8,267: 316 624
Old : 8,823: 2,594 571 2,210 3,757 5,452 8,560 8,233: 263 590
Other: 68: 0 18 15 0 0 15 34: 53 34
: : :
: : Changes in Commitments from: March 25, 2014 :
: 2,298: 385 -43 1,029 1,013 1,114 2,427 2,100: -129 198
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 6.4 25.2 42.3 61.3 96.5 93.0: 3.5 7.0
Old : 100.0: 29.4 6.5 25.0 42.6 61.8 97.0 93.3: 3.0 6.7
Other: 100.0: 0.0 27.0 22.5 0.0 0.0 22.5 49.6: 77.5 50.4
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 7 5 8 5 8 13 20:
Old : 22: 7 5 8 5 8 13 20:
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 : 56.7 47.8 84.8 69.4 37.7 40.7 50.6 50.1
Old : 57.2 47.7 85.3 69.5 38.0 41.0 51.2 50.5
Other: 22.5 49.6 22.5 49.6 0.0 27.0 0.0 27.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 1, 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 : 10,734: 1,986 917 1,538 4,663 6,519 8,186 8,974: 2,548 1,760
Old : 4,926: 1,410 841 483 1,438 2,641 3,331 3,965: 1,595 961
Other: 5,808: 687 187 944 3,225 3,877 4,856 5,009: 952 799
: : :
: : Changes in Commitments from: March 25, 2014 :
: 23: -422 -158 328 217 -304 124 -134: -101 157
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 8.5 14.3 43.4 60.7 76.3 83.6: 23.7 16.4
Old : 100.0: 28.6 17.1 9.8 29.2 53.6 67.6 80.5: 32.4 19.5
Other: 100.0: 11.8 3.2 16.3 55.5 66.8 83.6 86.2: 16.4 13.8
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 12 9 9 14 13 32 25:
Old : 31: 8 7 6 10 10 21 20:
Other: 33: 10 5 8 13 12 27 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 : 31.2 38.1 46.8 60.9 28.0 36.7 37.3 50.3
Old : 34.6 38.2 48.6 61.0 32.7 38.2 44.8 57.0
Other: 39.8 48.1 61.5 69.9 38.1 44.6 49.3 55.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 1, 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 : 833,669: 265,296 62,008 223,956 284,708 436,781 773,959 722,746: 59,710 110,924
Old : 546,882: 223,027 47,575 130,985 151,237 318,172 505,248 496,732: 41,634 50,151
Other: 286,787: 69,022 41,186 66,218 133,471 118,610 268,711 226,014: 18,076 60,773
: : :
: : Changes in Commitments from: March 25, 2014 :
: 37,847: 10,522 -505 15,913 13,014 22,544 39,449 37,952: -1,603 -105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.8 7.4 26.9 34.2 52.4 92.8 86.7: 7.2 13.3
Old : 100.0: 40.8 8.7 24.0 27.7 58.2 92.4 90.8: 7.6 9.2
Other: 100.0: 24.1 14.4 23.1 46.5 41.4 93.7 78.8: 6.3 21.2
: : :
:# Traders : Number of Traders in Each Category :
All : 594: 200 166 225 149 200 472 481:
Old : 554: 183 155 185 129 183 414 425:
Other: 426: 119 116 124 103 159 288 337:
:----------------------------------------------------------------------------------------------------
: 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 : 8.3 14.7 15.6 22.0 6.8 10.8 13.0 15.9
Old : 10.1 16.9 18.7 25.3 9.7 14.3 17.7 20.8
Other: 15.2 15.2 24.6 22.8 15.2 10.7 22.3 16.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 1, 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 : 361,712: 94,048 74,545 63,871 166,124 196,247 324,043 334,664: 37,669 27,048
Old : 279,822: 82,156 77,647 44,206 125,631 134,814 251,993 256,668: 27,828 23,154
Other: 81,890: 23,519 8,525 8,038 40,493 61,433 72,050 77,996: 9,840 3,894
: : :
: : Changes in Commitments from: March 25, 2014 :
: 17,599: -458 5,915 4,887 9,999 6,763 14,427 17,564: 3,172 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 20.6 17.7 45.9 54.3 89.6 92.5: 10.4 7.5
Old : 100.0: 29.4 27.7 15.8 44.9 48.2 90.1 91.7: 9.9 8.3
Other: 100.0: 28.7 10.4 9.8 49.4 75.0 88.0 95.2: 12.0 4.8
: : :
:# Traders : Number of Traders in Each Category :
All : 278: 84 74 80 86 82 212 204:
Old : 269: 75 79 68 81 78 194 193:
Other: 142: 43 31 28 53 38 114 79:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.7 27.9 20.7 37.5 9.6 19.9 16.6 28.9
Old : 15.2 22.3 24.9 31.5 11.9 18.5 20.3 25.7
Other: 20.4 52.6 32.1 64.3 20.4 49.3 32.0 59.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 1, 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 : 830,966: 101,827 85,639 61,757 501,766 509,223 665,350 656,618: 165,616 174,348
Old : 830,966: 101,827 85,639 61,757 501,766 509,223 665,350 656,618: 165,616 174,348
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: 30,995: 11,087 16,295 8,585 13,856 11,077 33,528 35,957: -2,533 -4,962
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 10.3 7.4 60.4 61.3 80.1 79.0: 19.9 21.0
Old : 100.0: 12.3 10.3 7.4 60.4 61.3 80.1 79.0: 19.9 21.0
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 : 179: 31 36 43 86 94 141 149:
Old : 179: 31 36 43 86 94 141 149:
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 13.5 31.4 21.7 18.7 9.0 24.2 15.8
Old : 20.6 13.5 31.4 21.7 18.7 9.0 24.2 15.8
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, April 1, 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 : 482,134: 50,757 55,614 3,064 339,015 343,017 392,836 401,695: 89,298 80,439
Old : 482,134: 50,757 55,614 3,064 339,015 343,017 392,836 401,695: 89,298 80,439
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: 480: 939 -6,106 1,548 -3,150 6,876 -663 2,318: 1,143 -1,838
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 11.5 0.6 70.3 71.1 81.5 83.3: 18.5 16.7
Old : 100.0: 10.5 11.5 0.6 70.3 71.1 81.5 83.3: 18.5 16.7
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 : 83: 8 14 9 44 44 58 61:
Old : 83: 8 14 9 44 44 58 61:
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 : 26.6 36.4 42.9 49.3 23.4 34.8 36.1 44.7
Old : 26.6 36.4 42.9 49.3 23.4 34.8 36.1 44.7
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, April 1, 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 : 5,663: 900 925 1,037 3,261 3,437 5,198 5,399: 465 264
Old : 5,663: 900 925 1,037 3,261 3,437 5,198 5,399: 465 264
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: 406: 83 -133 210 228 426 521 503: -115 -97
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 16.3 18.3 57.6 60.7 91.8 95.3: 8.2 4.7
Old : 100.0: 15.9 16.3 18.3 57.6 60.7 91.8 95.3: 8.2 4.7
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 : 44: 14 6 6 15 20 31 31:
Old : 44: 14 6 6 15 20 31 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 : 45.3 40.1 64.0 60.9 22.0 25.5 30.9 34.5
Old : 45.3 40.1 64.0 60.9 22.0 25.5 30.9 34.5
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, April 1, 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 : 379,164: 111,536 54,807 66,018 147,186 231,398 324,740 352,223: 54,423 26,941
Old : 286,643: 98,629 47,589 50,020 96,278 168,238 244,927 265,848: 41,716 20,796
Other: 92,521: 17,985 12,295 10,921 50,908 63,159 79,814 86,375: 12,707 6,145
: : :
: : Changes in Commitments from: March 25, 2014 :
: 16,345: 2,234 -378 5,356 8,473 10,578 16,063 15,557: 282 788
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 14.5 17.4 38.8 61.0 85.6 92.9: 14.4 7.1
Old : 100.0: 34.4 16.6 17.5 33.6 58.7 85.4 92.7: 14.6 7.3
Other: 100.0: 19.4 13.3 11.8 55.0 68.3 86.3 93.4: 13.7 6.6
: : :
:# Traders : Number of Traders in Each Category :
All : 272: 83 61 66 100 102 223 194:
Old : 266: 85 55 59 94 95 209 184:
Other: 153: 31 33 24 69 57 115 99:
:----------------------------------------------------------------------------------------------------
: 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 : 10.0 28.5 16.8 39.8 7.3 23.8 13.0 30.5
Old : 11.0 27.3 19.2 36.3 9.6 24.8 16.6 31.4
Other: 18.6 38.0 31.1 54.8 17.0 32.8 26.4 44.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 1, 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 : 8,982: 1,024 863 1,118 4,637 5,932 6,779 7,913: 2,203 1,070
Old : 7,306: 936 998 832 3,798 4,689 5,566 6,520: 1,741 787
Other: 1,676: 231 8 143 839 1,242 1,213 1,393: 463 283
: : :
: : Changes in Commitments from: March 25, 2014 :
: 497: 111 -520 584 -133 415 562 479: -65 18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 9.6 12.4 51.6 66.0 75.5 88.1: 24.5 11.9
Old : 100.0: 12.8 13.7 11.4 52.0 64.2 76.2 89.2: 23.8 10.8
Other: 100.0: 13.8 0.5 8.5 50.0 74.1 72.4 83.1: 27.6 16.9
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 14 9 10 21 16 41 31:
Old : 46: 12 11 10 16 14 35 29:
Other: 25: 7 2 6 12 10 21 16:
:----------------------------------------------------------------------------------------------------
: 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 : 32.6 54.1 45.5 66.0 29.0 48.7 36.0 55.8
Old : 38.5 59.5 49.0 72.2 38.2 56.4 46.9 65.8
Other: 41.4 61.4 54.9 75.8 37.2 55.1 46.3 61.7
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 1, 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 : 1,083,188: 166,342 206,228 59,071 758,331 680,966 983,744 946,265: 99,444 136,923
Old : 1,083,188: 166,342 206,228 59,071 758,331 680,966 983,744 946,265: 99,444 136,923
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: 38,460: -3,771 34,465 -2,460 39,955 -4,240 33,723 27,764: 4,737 10,696
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 19.0 5.5 70.0 62.9 90.8 87.4: 9.2 12.6
Old : 100.0: 15.4 19.0 5.5 70.0 62.9 90.8 87.4: 9.2 12.6
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 : 229: 42 33 32 99 119 152 173:
Old : 229: 42 33 32 99 119 152 173:
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 : 29.6 19.0 38.9 28.7 27.0 17.9 33.5 27.1
Old : 29.6 19.0 38.9 28.7 27.0 17.9 33.5 27.1
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, April 1, 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 : 3,070,409: 324,275 379,528 305,389 2,162,208 1,879,348 2,791,873 2,564,266: 278,536 506,143
Old : 3,070,409: 324,275 379,528 305,389 2,162,208 1,879,348 2,791,873 2,564,266: 278,536 506,143
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: 67,557: 15,690 12,759 18,659 51,647 13,113 85,996 44,531: -18,439 23,025
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 12.4 9.9 70.4 61.2 90.9 83.5: 9.1 16.5
Old : 100.0: 10.6 12.4 9.9 70.4 61.2 90.9 83.5: 9.1 16.5
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 : 359: 65 84 88 159 183 276 303:
Old : 359: 65 84 88 159 183 276 303:
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 : 28.7 19.6 39.4 24.6 28.1 17.0 37.0 20.2
Old : 28.7 19.6 39.4 24.6 28.1 17.0 37.0 20.2
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, April 1, 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 : 2,266,232: 258,638 383,751 175,871 1,643,685 1,311,145 2,078,194 1,870,767: 188,039 395,466
Old : 2,266,232: 258,638 383,751 175,871 1,643,685 1,311,145 2,078,194 1,870,767: 188,039 395,466
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: -37,561: 13,974 -20,326 10,073 -53,006 -8,603 -28,959 -18,856: -8,602 -18,705
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 16.9 7.8 72.5 57.9 91.7 82.5: 8.3 17.5
Old : 100.0: 11.4 16.9 7.8 72.5 57.9 91.7 82.5: 8.3 17.5
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 : 277: 34 71 51 108 149 176 237:
Old : 277: 34 71 51 108 149 176 237:
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 : 33.7 12.5 45.2 19.8 32.8 10.5 42.5 15.0
Old : 33.7 12.5 45.2 19.8 32.8 10.5 42.5 15.0
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, April 1, 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 : 293,044: 10,169 56,202 48,454 202,963 131,556 261,585 236,212: 31,459 56,832
Old : 293,044: 10,169 56,202 48,454 202,963 131,556 261,585 236,212: 31,459 56,832
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: -42,974: -16,367 -5,154 -4,480 -22,587 -37,599 -43,434 -47,232: 460 4,259
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 19.2 16.5 69.3 44.9 89.3 80.6: 10.7 19.4
Old : 100.0: 3.5 19.2 16.5 69.3 44.9 89.3 80.6: 10.7 19.4
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 : 74: 9 27 21 32 34 56 68:
Old : 74: 9 27 21 32 34 56 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 : 46.6 20.1 56.0 29.0 37.9 15.3 44.2 21.8
Old : 46.6 20.1 56.0 29.0 37.9 15.3 44.2 21.8
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, April 1, 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 : 65,794: 17,979 12,863 723 38,772 44,470 57,474 58,055: 8,320 7,739
Old : 65,794: 17,979 12,863 723 38,772 44,470 57,474 58,055: 8,320 7,739
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: 289: 1,382 652 46 -567 -564 861 135: -572 155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 19.6 1.1 58.9 67.6 87.4 88.2: 12.6 11.8
Old : 100.0: 27.3 19.6 1.1 58.9 67.6 87.4 88.2: 12.6 11.8
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 : 109: 31 25 9 39 23 75 52:
Old : 109: 31 25 9 39 23 75 52:
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 : 22.7 45.9 36.0 63.9 22.7 45.6 36.0 63.6
Old : 22.7 45.9 36.0 63.9 22.7 45.6 36.0 63.6
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, April 1, 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 : 131,588: 35,958 25,726 1,446 77,544 88,939 114,948 116,111: 16,640 15,477
Old : 131,588: 35,958 25,726 1,446 77,544 88,939 114,948 116,111: 16,640 15,477
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: 579: 2,764 1,304 93 -1,134 -1,127 1,722 269: -1,143 309
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 19.6 1.1 58.9 67.6 87.4 88.2: 12.6 11.8
Old : 100.0: 27.3 19.6 1.1 58.9 67.6 87.4 88.2: 12.6 11.8
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 : 109: 31 25 9 39 23 75 52:
Old : 109: 31 25 9 39 23 75 52:
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 : 22.7 45.9 36.0 63.9 22.7 45.6 36.0 63.6
Old : 22.7 45.9 36.0 63.9 22.7 45.6 36.0 63.6
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, April 1, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 14,143: 11,528 12,742 1,092 1,504 306 14,124 14,140: 19 3
Old : 14,143: 11,528 12,742 1,092 1,504 306 14,124 14,140: 19 3
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: 549: 525 248 -5 37 306 557 549: -8 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.5 90.1 7.7 10.6 2.2 99.9 100.0: 0.1 0.0
Old : 100.0: 81.5 90.1 7.7 10.6 2.2 99.9 100.0: 0.1 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: 17 5 3 1 1 19 8:
Old : 24: 17 5 3 1 1 19 8:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.9 95.4 85.2 100.0 66.5 90.8 81.6 92.3
Old : 68.9 95.4 85.2 100.0 66.5 90.8 81.6 92.3
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, April 1, 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 : 40,441: 2,680 18,573 201 37,473 21,511 40,354 40,285: 87 156
Old : 40,441: 2,680 18,573 201 37,473 21,511 40,354 40,285: 87 156
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: 1,636: 1,195 1,273 4 428 350 1,627 1,627: 9 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 45.9 0.5 92.7 53.2 99.8 99.6: 0.2 0.4
Old : 100.0: 6.6 45.9 0.5 92.7 53.2 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 : 41: 5 13 1 12 13 17 27:
Old : 41: 5 13 1 12 13 17 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 : 81.3 53.9 97.6 75.9 78.6 42.0 85.9 63.9
Old : 81.3 53.9 97.6 75.9 78.6 42.0 85.9 63.9
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, April 1, 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 : 30,723: 221 24,738 122 30,348 5,709 30,691 30,569: 32 154
Old : 30,723: 221 24,738 122 30,348 5,709 30,691 30,569: 32 154
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: -615: -216 211 -33 -378 -853 -627 -675: 12 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 80.5 0.4 98.8 18.6 99.9 99.5: 0.1 0.5
Old : 100.0: 0.7 80.5 0.4 98.8 18.6 99.9 99.5: 0.1 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 : 35: 1 17 1 8 11 10 28:
Old : 35: 1 17 1 8 11 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 : 95.6 60.7 99.7 80.8 90.1 60.7 93.2 77.1
Old : 95.6 60.7 99.7 80.8 90.1 60.7 93.2 77.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 4, 2014