WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 8, 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 : 524,939: 121,152 84,645 178,403 186,174 213,788 485,729 476,836: 39,209 48,103
Old : 185,201: 65,567 51,367 47,911 53,118 72,131 166,595 171,409: 18,606 13,792
Other: 339,738: 83,843 61,535 102,235 133,056 141,657 319,134 305,427: 20,604 34,311
: : :
: : Changes in Commitments from: April 1, 2014 :
: 12,957: 284 3,816 6,797 2,534 3,723 9,614 14,335: 3,343 -1,379
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 16.1 34.0 35.5 40.7 92.5 90.8: 7.5 9.2
Old : 100.0: 35.4 27.7 25.9 28.7 38.9 90.0 92.6: 10.0 7.4
Other: 100.0: 24.7 18.1 30.1 39.2 41.7 93.9 89.9: 6.1 10.1
: : :
:# Traders : Number of Traders in Each Category :
All : 375: 106 130 157 92 113 301 314:
Old : 307: 112 87 83 70 78 220 210:
Other: 312: 80 118 118 77 101 237 259:
:----------------------------------------------------------------------------------------------------
: 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 : 13.9 13.5 22.3 21.3 11.3 11.1 18.1 15.9
Old : 14.0 20.9 24.5 31.4 12.4 20.7 22.3 28.3
Other: 15.4 11.1 24.5 20.0 12.7 8.5 20.3 14.0
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 8, 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 : 161,047: 52,809 22,014 22,020 66,976 87,811 141,805 131,846: 19,242 29,201
Old : 50,978: 25,431 9,910 4,086 14,954 29,917 44,472 43,913: 6,506 7,065
Other: 110,069: 32,330 17,057 12,982 52,021 57,894 97,333 87,933: 12,735 22,136
: : :
: : Changes in Commitments from: April 1, 2014 :
: -836: -3,132 3,178 -1,356 2,885 -3,279 -1,603 -1,457: 767 621
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.8 13.7 13.7 41.6 54.5 88.1 81.9: 11.9 18.1
Old : 100.0: 49.9 19.4 8.0 29.3 58.7 87.2 86.1: 12.8 13.9
Other: 100.0: 29.4 15.5 11.8 47.3 52.6 88.4 79.9: 11.6 20.1
: : :
:# Traders : Number of Traders in Each Category :
All : 176: 48 44 42 54 61 127 126:
Old : 144: 39 30 18 39 49 88 87:
Other: 163: 41 41 29 48 56 106 111:
:----------------------------------------------------------------------------------------------------
: 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 : 20.4 27.5 31.9 36.0 16.1 19.2 25.9 26.4
Old : 25.0 41.3 37.2 48.9 25.0 41.3 37.1 48.9
Other: 22.7 24.3 35.3 33.0 15.2 13.3 25.0 21.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 8, 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 : 1,867,590: 432,082 101,080 513,460 746,030 931,436 1,691,572 1,545,975: 176,018 321,615
Old : 1,223,195: 354,568 188,051 253,952 498,161 612,983 1,106,681 1,054,986: 116,514 168,208
Other: 644,395: 209,173 44,688 127,849 247,869 318,452 584,891 490,989: 59,504 153,406
: : :
: : Changes in Commitments from: April 1, 2014 :
: 62,553: 7,767 2,109 32,353 18,600 23,241 58,720 57,702: 3,833 4,850
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 5.4 27.5 39.9 49.9 90.6 82.8: 9.4 17.2
Old : 100.0: 29.0 15.4 20.8 40.7 50.1 90.5 86.2: 9.5 13.8
Other: 100.0: 32.5 6.9 19.8 38.5 49.4 90.8 76.2: 9.2 23.8
: : :
:# Traders : Number of Traders in Each Category :
All : 768: 186 152 219 299 374 611 634:
Old : 721: 156 161 175 269 350 538 578:
Other: 598: 138 82 124 181 330 369 488:
:----------------------------------------------------------------------------------------------------
: 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 12.3 16.7 18.6 7.6 8.9 13.5 13.1
Old : 12.9 12.5 21.3 20.2 10.9 11.8 18.9 17.4
Other: 14.0 16.5 25.0 23.5 13.2 12.7 22.3 17.2
CORN CSO - CHICAGO BOARD OF TRADE Code-00260C
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 8, 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 : 10,293: 1,916 811 3,201 4,861 5,490 9,978 9,502: 314 791
Old : 10,225: 1,933 811 3,168 4,861 5,490 9,962 9,469: 262 755
Other: 68: 0 17 16 0 0 16 33: 52 35
: : :
: : Changes in Commitments from: April 1, 2014 :
: 1,402: -659 240 957 1,105 38 1,403 1,235: -1 166
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 7.9 31.1 47.2 53.3 96.9 92.3: 3.1 7.7
Old : 100.0: 18.9 7.9 31.0 47.5 53.7 97.4 92.6: 2.6 7.4
Other: 100.0: 0.0 25.1 23.2 0.0 0.0 23.2 48.3: 76.8 51.7
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 8 5 9 5 8 14 21:
Old : 23: 8 5 9 5 8 14 21:
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 : 50.2 45.6 79.9 64.7 38.2 36.2 50.0 46.4
Old : 50.5 45.6 80.3 64.9 38.5 36.5 50.5 46.7
Other: 23.2 48.3 23.2 48.3 0.0 25.1 0.0 25.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 8, 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 : 10,312: 1,786 598 1,633 4,437 6,701 7,857 8,932: 2,456 1,380
Old : 4,136: 1,135 384 482 1,234 2,586 2,851 3,451: 1,286 685
Other: 6,176: 744 307 1,058 3,203 4,115 5,006 5,480: 1,170 695
: : :
: : Changes in Commitments from: April 1, 2014 :
: -422: -199 -319 95 -226 182 -330 -42: -92 -380
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 5.8 15.8 43.0 65.0 76.2 86.6: 23.8 13.4
Old : 100.0: 27.4 9.3 11.7 29.8 62.5 68.9 83.4: 31.1 16.6
Other: 100.0: 12.1 5.0 17.1 51.9 66.6 81.1 88.7: 18.9 11.3
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 13 6 9 13 12 31 23:
Old : 27: 7 6 6 8 10 18 19:
Other: 34: 12 5 8 12 11 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 : 30.7 40.8 47.5 66.4 27.8 38.8 36.4 52.0
Old : 36.2 44.0 52.4 63.5 34.4 43.6 47.6 56.4
Other: 37.3 49.6 59.1 75.2 35.0 45.5 43.7 56.7
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 8, 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 : 848,303: 257,020 68,520 235,243 291,390 431,454 783,653 735,218: 64,650 113,086
Old : 545,696: 206,933 51,178 139,912 153,818 305,187 500,662 496,277: 45,034 49,419
Other: 302,607: 73,842 41,097 71,576 137,572 126,267 282,991 238,941: 19,616 63,666
: : :
: : Changes in Commitments from: April 1, 2014 :
: 14,634: -8,275 6,512 11,287 6,682 -5,327 9,694 12,472: 4,940 2,162
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 8.1 27.7 34.3 50.9 92.4 86.7: 7.6 13.3
Old : 100.0: 37.9 9.4 25.6 28.2 55.9 91.7 90.9: 8.3 9.1
Other: 100.0: 24.4 13.6 23.7 45.5 41.7 93.5 79.0: 6.5 21.0
: : :
:# Traders : Number of Traders in Each Category :
All : 593: 197 171 222 143 204 463 483:
Old : 549: 188 145 178 123 191 400 428:
Other: 433: 119 119 125 105 161 293 342:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 8.5 13.9 16.1 21.5 6.9 10.1 13.0 15.0
Old : 10.5 15.6 18.9 23.9 9.5 13.3 16.5 20.4
Other: 14.3 15.6 23.9 23.1 14.2 11.3 21.8 16.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 8, 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 : 376,121: 94,856 69,114 68,733 175,199 209,464 338,789 347,311: 37,331 28,809
Old : 284,396: 82,850 75,431 45,294 128,847 139,562 256,991 260,287: 27,405 24,110
Other: 91,724: 26,831 8,508 8,615 46,353 69,902 81,798 87,025: 9,926 4,700
: : :
: : Changes in Commitments from: April 1, 2014 :
: 14,409: 808 -5,431 4,862 9,076 13,216 14,746 12,648: -337 1,761
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 18.4 18.3 46.6 55.7 90.1 92.3: 9.9 7.7
Old : 100.0: 29.1 26.5 15.9 45.3 49.1 90.4 91.5: 9.6 8.5
Other: 100.0: 29.3 9.3 9.4 50.5 76.2 89.2 94.9: 10.8 5.1
: : :
:# Traders : Number of Traders in Each Category :
All : 281: 86 78 82 86 79 220 200:
Old : 269: 84 74 69 82 77 199 193:
Other: 151: 47 36 28 53 38 121 81:
:----------------------------------------------------------------------------------------------------
: 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 : 14.1 29.9 22.1 38.9 9.2 20.4 16.1 28.9
Old : 17.0 23.1 26.6 31.8 11.3 18.1 19.5 25.0
Other: 20.3 55.3 31.2 66.0 20.3 52.4 31.2 61.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 8, 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 : 816,830: 85,658 60,429 56,268 495,443 526,092 637,369 642,789: 179,460 174,040
Old : 816,830: 85,658 60,429 56,268 495,443 526,092 637,369 642,789: 179,460 174,040
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 1, 2014 :
: -14,137: -16,169 -25,209 -5,489 -6,323 16,869 -27,980 -13,829: 13,844 -308
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 7.4 6.9 60.7 64.4 78.0 78.7: 22.0 21.3
Old : 100.0: 10.5 7.4 6.9 60.7 64.4 78.0 78.7: 22.0 21.3
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 : 178: 35 31 42 86 92 140 146:
Old : 178: 35 31 42 86 92 140 146:
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 : 20.5 14.4 30.2 22.4 19.2 8.5 24.5 15.1
Old : 20.5 14.4 30.2 22.4 19.2 8.5 24.5 15.1
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 8, 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 : 483,447: 49,023 57,765 2,653 340,679 332,488 392,355 392,906: 91,092 90,541
Old : 483,447: 49,023 57,765 2,653 340,679 332,488 392,355 392,906: 91,092 90,541
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 1, 2014 :
: 1,313: -1,734 2,151 -411 1,665 -10,529 -481 -8,789: 1,794 10,102
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 11.9 0.5 70.5 68.8 81.2 81.3: 18.8 18.7
Old : 100.0: 10.1 11.9 0.5 70.5 68.8 81.2 81.3: 18.8 18.7
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 15 9 44 44 58 62:
Old : 83: 8 15 9 44 44 58 62:
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 : 26.9 36.2 43.2 49.1 23.6 34.2 36.2 44.0
Old : 26.9 36.2 43.2 49.1 23.6 34.2 36.2 44.0
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 8, 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 : 6,476: 991 852 1,016 4,037 4,293 6,044 6,161: 432 315
Old : 6,476: 991 852 1,016 4,037 4,293 6,044 6,161: 432 315
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 1, 2014 :
: 813: 91 -73 -21 776 856 846 762: -33 51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 13.2 15.7 62.3 66.3 93.3 95.1: 6.7 4.9
Old : 100.0: 15.3 13.2 15.7 62.3 66.3 93.3 95.1: 6.7 4.9
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 : 45: 14 7 6 17 19 34 30:
Old : 45: 14 7 6 17 19 34 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.8 38.2 65.0 58.0 22.4 22.3 31.0 32.5
Old : 44.8 38.2 65.0 58.0 22.4 22.3 31.0 32.5
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 8, 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 : 388,805: 111,080 55,058 69,851 150,462 234,008 331,393 358,917: 57,412 29,888
Old : 287,329: 97,396 47,531 51,210 94,402 166,749 243,008 265,490: 44,320 21,839
Other: 101,476: 19,999 13,843 12,326 56,060 67,259 88,384 93,428: 13,092 8,048
: : :
: : Changes in Commitments from: April 1, 2014 :
: 9,641: -456 251 3,833 3,276 2,611 6,652 6,694: 2,989 2,947
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 14.2 18.0 38.7 60.2 85.2 92.3: 14.8 7.7
Old : 100.0: 33.9 16.5 17.8 32.9 58.0 84.6 92.4: 15.4 7.6
Other: 100.0: 19.7 13.6 12.1 55.2 66.3 87.1 92.1: 12.9 7.9
: : :
:# Traders : Number of Traders in Each Category :
All : 279: 87 63 74 99 103 233 201:
Old : 270: 90 53 67 93 95 218 188:
Other: 156: 36 33 25 68 58 118 102:
:----------------------------------------------------------------------------------------------------
: 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 27.4 16.7 38.4 7.1 22.9 12.6 29.4
Old : 11.0 26.5 19.2 35.8 9.7 24.0 16.4 30.9
Other: 17.6 38.0 30.4 52.4 16.4 32.2 26.9 43.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 8, 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 : 9,411: 1,480 741 1,075 4,493 6,361 7,048 8,176: 2,364 1,235
Old : 7,554: 1,397 910 767 3,618 4,995 5,781 6,672: 1,773 882
Other: 1,857: 253 1 138 875 1,365 1,267 1,504: 591 353
: : :
: : Changes in Commitments from: April 1, 2014 :
: 429: 456 -122 -43 -144 429 269 264: 161 165
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 7.9 11.4 47.7 67.6 74.9 86.9: 25.1 13.1
Old : 100.0: 18.5 12.0 10.2 47.9 66.1 76.5 88.3: 23.5 11.7
Other: 100.0: 13.6 0.1 7.4 47.1 73.5 68.2 81.0: 31.8 19.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 12 9 10 20 17 41 30:
Old : 45: 12 10 10 15 15 35 28:
Other: 25: 8 1 5 13 10 22 15:
:----------------------------------------------------------------------------------------------------
: 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 : 29.9 53.6 46.9 68.4 28.6 47.3 35.2 54.4
Old : 36.0 59.4 51.4 73.3 35.4 55.8 46.7 64.1
Other: 37.1 59.3 49.4 73.7 32.6 53.0 41.7 60.6
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 8, 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 : 1,127,482: 149,284 226,009 63,253 816,127 713,910 1,028,664 1,003,171: 98,817 124,310
Old : 1,127,482: 149,284 226,009 63,253 816,127 713,910 1,028,664 1,003,171: 98,817 124,310
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 1, 2014 :
: 44,293: -17,058 19,780 4,182 57,796 32,944 44,921 56,906: -627 -12,613
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 20.0 5.6 72.4 63.3 91.2 89.0: 8.8 11.0
Old : 100.0: 13.2 20.0 5.6 72.4 63.3 91.2 89.0: 8.8 11.0
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 : 245: 42 44 33 95 128 151 191:
Old : 245: 42 44 33 95 128 151 191:
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 : 32.8 19.0 42.8 28.1 30.8 18.1 37.3 26.7
Old : 32.8 19.0 42.8 28.1 30.8 18.1 37.3 26.7
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, April 8, 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 : 3,120,478: 289,209 392,727 326,123 2,219,572 1,908,384 2,834,904 2,627,234: 285,574 493,244
Old : 3,120,478: 289,209 392,727 326,123 2,219,572 1,908,384 2,834,904 2,627,234: 285,574 493,244
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 1, 2014 :
: 50,069: -35,066 13,199 20,733 57,364 29,036 43,031 62,968: 7,038 -12,899
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 12.6 10.5 71.1 61.2 90.8 84.2: 9.2 15.8
Old : 100.0: 9.3 12.6 10.5 71.1 61.2 90.8 84.2: 9.2 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 : 371: 65 91 90 159 192 279 318:
Old : 371: 65 91 90 159 192 279 318:
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 : 27.5 17.2 38.6 22.7 27.0 15.1 36.1 18.5
Old : 27.5 17.2 38.6 22.7 27.0 15.1 36.1 18.5
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 8, 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 : 2,322,029: 251,869 359,753 155,895 1,706,169 1,412,155 2,113,933 1,927,803: 208,096 394,226
Old : 2,322,029: 251,869 359,753 155,895 1,706,169 1,412,155 2,113,933 1,927,803: 208,096 394,226
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 1, 2014 :
: 55,797: -6,769 -23,998 -19,976 62,485 101,010 35,739 57,036: 20,058 -1,239
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 15.5 6.7 73.5 60.8 91.0 83.0: 9.0 17.0
Old : 100.0: 10.8 15.5 6.7 73.5 60.8 91.0 83.0: 9.0 17.0
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 : 285: 40 67 46 114 152 180 239:
Old : 285: 40 67 46 114 152 180 239:
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 : 33.0 15.6 44.8 24.0 31.7 14.2 41.0 19.8
Old : 33.0 15.6 44.8 24.0 31.7 14.2 41.0 19.8
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, April 8, 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 : 312,252: 10,956 68,369 51,896 217,902 134,798 280,755 255,063: 31,498 57,189
Old : 312,252: 10,956 68,369 51,896 217,902 134,798 280,755 255,063: 31,498 57,189
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 1, 2014 :
: 19,208: 788 12,167 3,443 14,939 3,242 19,169 18,851: 39 357
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 21.9 16.6 69.8 43.2 89.9 81.7: 10.1 18.3
Old : 100.0: 3.5 21.9 16.6 69.8 43.2 89.9 81.7: 10.1 18.3
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 : 76: 11 25 21 36 35 60 68:
Old : 76: 11 25 21 36 35 60 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 : 46.1 20.5 55.8 29.5 38.1 15.9 44.1 22.1
Old : 46.1 20.5 55.8 29.5 38.1 15.9 44.1 22.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 8, 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 : 60,058: 13,709 14,521 699 37,449 37,726 51,857 52,945: 8,201 7,113
Old : 60,058: 13,709 14,521 699 37,449 37,726 51,857 52,945: 8,201 7,113
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 1, 2014 :
: -5,736: -4,270 1,658 -24 -1,323 -6,744 -5,617 -5,110: -119 -625
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 24.2 1.2 62.4 62.8 86.3 88.2: 13.7 11.8
Old : 100.0: 22.8 24.2 1.2 62.4 62.8 86.3 88.2: 13.7 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 : 107: 28 29 11 37 21 69 57:
Old : 107: 28 29 11 37 21 69 57:
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 43.7 37.5 61.7 23.6 43.5 37.5 61.6
Old : 23.6 43.7 37.5 61.7 23.6 43.5 37.5 61.6
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 8, 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 : 120,116: 27,419 29,041 1,398 74,898 75,451 103,714 105,890: 16,402 14,226
Old : 120,116: 27,419 29,041 1,398 74,898 75,451 103,714 105,890: 16,402 14,226
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 1, 2014 :
: -11,471: -8,539 3,315 -48 -2,647 -13,488 -11,234 -10,221: -238 -1,251
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 24.2 1.2 62.4 62.8 86.3 88.2: 13.7 11.8
Old : 100.0: 22.8 24.2 1.2 62.4 62.8 86.3 88.2: 13.7 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 : 107: 28 29 11 37 21 69 57:
Old : 107: 28 29 11 37 21 69 57:
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 43.7 37.5 61.7 23.6 43.5 37.5 61.6
Old : 23.6 43.7 37.5 61.7 23.6 43.5 37.5 61.6
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 8, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 15,669: 13,008 13,743 1,096 1,527 827 15,631 15,666: 38 3
Old : 15,669: 13,008 13,743 1,096 1,527 827 15,631 15,666: 38 3
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 1, 2014 :
: 1,526: 1,480 1,001 4 23 521 1,507 1,526: 19 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.0 87.7 7.0 9.7 5.3 99.8 100.0: 0.2 0.0
Old : 100.0: 83.0 87.7 7.0 9.7 5.3 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 1 1 18 8:
Old : 23: 16 5 3 1 1 18 8:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.8 95.6 83.8 100.0 62.7 91.7 80.8 93.0
Old : 64.8 95.6 83.8 100.0 62.7 91.7 80.8 93.0
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, April 8, 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 : 47,153: 2,612 15,445 201 44,241 31,371 47,054 47,017: 99 136
Old : 47,153: 2,612 15,445 201 44,241 31,371 47,054 47,017: 99 136
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 1, 2014 :
: 6,712: -68 -3,128 0 6,768 9,860 6,700 6,732: 12 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 32.8 0.4 93.8 66.5 99.8 99.7: 0.2 0.3
Old : 100.0: 5.5 32.8 0.4 93.8 66.5 99.8 99.7: 0.2 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 : 43: 5 11 1 13 16 18 28:
Old : 43: 5 11 1 13 16 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 : 83.0 48.1 98.0 71.3 80.7 38.7 87.9 61.1
Old : 83.0 48.1 98.0 71.3 80.7 38.7 87.9 61.1
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, April 8, 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 : 42,450: 775 14,500 634 41,007 27,126 42,416 42,260: 34 190
Old : 42,450: 775 14,500 634 41,007 27,126 42,416 42,260: 34 190
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 1, 2014 :
: 11,727: 554 -10,238 512 10,659 21,417 11,725 11,691: 2 36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 34.2 1.5 96.6 63.9 99.9 99.6: 0.1 0.4
Old : 100.0: 1.8 34.2 1.5 96.6 63.9 99.9 99.6: 0.1 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 : 36: 2 14 1 8 14 10 29:
Old : 36: 2 14 1 8 14 10 29:
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 : 91.1 65.4 99.7 82.3 90.2 65.4 93.7 80.9
Old : 91.1 65.4 99.7 82.3 90.2 65.4 93.7 80.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 11, 2014