WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 6, 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 : 480,934: 121,706 82,784 140,857 178,871 208,089 441,434 431,731: 39,499 49,203
Old : 469,714: 121,680 83,976 138,313 172,430 202,035 432,423 424,324: 37,291 45,390
Other: 11,220: 1,743 525 828 6,441 6,054 9,011 7,407: 2,209 3,813
: : :
: : Changes in Commitments from: April 29, 2014 :
: 15,494: 1,557 -396 9,831 -1,319 4,036 10,069 13,471: 5,425 2,023
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 17.2 29.3 37.2 43.3 91.8 89.8: 8.2 10.2
Old : 100.0: 25.9 17.9 29.4 36.7 43.0 92.1 90.3: 7.9 9.7
Other: 100.0: 15.5 4.7 7.4 57.4 54.0 80.3 66.0: 19.7 34.0
: : :
:# Traders : Number of Traders in Each Category :
All : 375: 116 128 140 84 114 288 299:
Old : 374: 118 127 140 83 114 287 298:
Other: 89: 14 12 5 20 57 36 73:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.2 14.5 22.8 22.9 12.7 12.3 20.4 17.3
Old : 14.4 14.6 23.1 23.2 13.2 12.9 20.8 18.3
Other: 44.5 27.0 61.5 38.2 42.7 20.5 57.0 30.8
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 6, 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 : 166,869: 53,534 22,473 25,662 67,752 92,339 146,948 140,475: 19,921 26,394
Old : 164,403: 53,665 22,525 25,367 66,030 91,582 145,062 139,474: 19,341 24,929
Other: 2,466: 129 208 35 1,722 758 1,886 1,001: 580 1,465
: : :
: : Changes in Commitments from: April 29, 2014 :
: 11,387: 1,710 -934 5,373 1,642 6,216 8,725 10,654: 2,662 733
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 13.5 15.4 40.6 55.3 88.1 84.2: 11.9 15.8
Old : 100.0: 32.6 13.7 15.4 40.2 55.7 88.2 84.8: 11.8 15.2
Other: 100.0: 5.2 8.4 1.4 69.8 30.7 76.5 40.6: 23.5 59.4
: : :
:# Traders : Number of Traders in Each Category :
All : 183: 58 40 38 51 60 131 121:
Old : 183: 58 41 37 49 60 129 120:
Other: 48: 6 9 7 9 27 17 41:
:----------------------------------------------------------------------------------------------------
: 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 : 23.0 26.2 35.6 37.1 16.1 17.4 25.2 25.1
Old : 22.8 26.6 35.3 37.5 16.2 17.5 25.1 25.8
Other: 66.0 16.1 74.3 26.6 66.0 16.1 73.6 26.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 6, 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 : 1,765,891: 445,943 103,246 459,872 714,006 897,223 1,619,821 1,460,340: 146,070 305,551
Old : 1,048,236: 354,698 197,390 176,539 435,185 543,117 966,421 917,046: 81,815 131,190
Other: 717,654: 245,487 60,098 129,090 278,822 354,106 653,399 543,294: 64,255 174,360
: : :
: : Changes in Commitments from: April 29, 2014 :
: -3,862: 5,082 -2,195 6,795 -8,553 -6,159 3,324 -1,559: -7,187 -2,303
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 5.8 26.0 40.4 50.8 91.7 82.7: 8.3 17.3
Old : 100.0: 33.8 18.8 16.8 41.5 51.8 92.2 87.5: 7.8 12.5
Other: 100.0: 34.2 8.4 18.0 38.9 49.3 91.0 75.7: 9.0 24.3
: : :
:# Traders : Number of Traders in Each Category :
All : 787: 200 151 217 282 385 596 652:
Old : 730: 155 168 149 241 358 490 582:
Other: 645: 160 98 129 195 341 402 522:
:----------------------------------------------------------------------------------------------------
: 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 : 10.1 12.5 17.0 18.6 8.3 8.8 14.5 13.2
Old : 14.3 13.5 23.8 21.6 12.4 12.9 21.2 20.5
Other: 13.4 15.8 23.9 22.2 12.5 11.8 20.7 16.4
CORN CSO - CHICAGO BOARD OF TRADE Code-00260C
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 6, 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 : 9,298: 2,232 380 3,148 3,679 5,179 9,059 8,707: 238 590
Old : 9,227: 2,245 380 3,118 3,679 5,179 9,042 8,677: 185 550
Other: 71: 0 13 17 0 0 17 30: 53 40
: : :
: : Changes in Commitments from: April 29, 2014 :
: -28: -209 11 276 -52 -331 16 -43: -44 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 4.1 33.9 39.6 55.7 97.4 93.6: 2.6 6.4
Old : 100.0: 24.3 4.1 33.8 39.9 56.1 98.0 94.0: 2.0 6.0
Other: 100.0: 0.0 18.8 24.3 0.0 0.0 24.3 43.1: 75.7 56.9
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 5 6 8 6 9 14 20:
Old : 22: 5 6 8 6 9 14 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 45.9 84.0 68.8 33.8 38.4 46.2 44.8
Old : 56.9 45.9 84.5 69.0 34.2 38.7 46.7 45.1
Other: 24.3 43.1 24.3 43.1 0.0 18.8 0.0 18.8
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 6, 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 : 8,187: 1,538 515 1,116 3,355 5,533 6,009 7,165: 2,178 1,022
Old : 8,187: 1,538 515 1,116 3,355 5,533 6,009 7,165: 2,178 1,022
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2014 :
: -23: 86 77 -48 2 -68 41 -38: -64 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 6.3 13.6 41.0 67.6 73.4 87.5: 26.6 12.5
Old : 100.0: 18.8 6.3 13.6 41.0 67.6 73.4 87.5: 26.6 12.5
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 : 32: 12 5 7 13 10 29 18:
Old : 32: 12 5 7 13 10 29 18:
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 : 29.5 48.1 48.8 74.8 27.1 38.8 34.2 54.0
Old : 29.5 48.1 48.8 74.8 27.1 38.8 34.2 54.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 6, 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 : 760,332: 220,464 80,524 197,298 285,163 368,244 702,925 646,067: 57,406 114,265
Old : 405,983: 165,065 49,951 81,080 127,329 234,495 373,474 365,526: 32,509 40,458
Other: 354,348: 79,714 54,888 91,903 157,834 133,750 329,452 280,541: 24,897 73,807
: : :
: : Changes in Commitments from: April 29, 2014 :
: -27,866: -22,127 12,129 -5,255 2,022 -34,666 -25,360 -27,793: -2,506 -73
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 10.6 25.9 37.5 48.4 92.4 85.0: 7.6 15.0
Old : 100.0: 40.7 12.3 20.0 31.4 57.8 92.0 90.0: 8.0 10.0
Other: 100.0: 22.5 15.5 25.9 44.5 37.7 93.0 79.2: 7.0 20.8
: : :
:# Traders : Number of Traders in Each Category :
All : 590: 195 161 214 144 204 453 480:
Old : 522: 169 142 142 118 172 363 383:
Other: 473: 141 125 139 114 171 325 371:
:----------------------------------------------------------------------------------------------------
: 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 : 8.6 13.8 16.2 20.9 7.2 10.4 13.7 14.8
Old : 12.3 18.8 21.1 27.9 12.2 16.6 20.2 24.7
Other: 12.2 13.6 21.2 20.2 11.2 8.5 18.6 12.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 6, 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 : 354,329: 94,018 69,257 62,996 162,907 190,424 319,921 322,677: 34,408 31,652
Old : 234,201: 74,675 72,619 32,068 106,390 105,265 213,133 209,951: 21,069 24,250
Other: 120,128: 36,910 14,205 13,361 56,518 85,159 106,789 112,725: 13,339 7,402
: : :
: : Changes in Commitments from: April 29, 2014 :
: 13,545: -1,751 11,142 4,863 11,641 -6,289 14,753 9,717: -1,208 3,828
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 19.5 17.8 46.0 53.7 90.3 91.1: 9.7 8.9
Old : 100.0: 31.9 31.0 13.7 45.4 44.9 91.0 89.6: 9.0 10.4
Other: 100.0: 30.7 11.8 11.1 47.0 70.9 88.9 93.8: 11.1 6.2
: : :
:# Traders : Number of Traders in Each Category :
All : 260: 74 77 71 82 74 197 185:
Old : 250: 71 75 53 78 73 174 177:
Other: 163: 52 36 30 56 46 125 95:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.2 28.0 21.3 37.0 10.9 22.0 18.4 29.4
Old : 15.2 21.6 26.1 29.6 14.3 20.8 24.7 28.4
Other: 17.3 47.3 27.9 60.9 14.9 44.7 25.3 55.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 6, 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 : 847,125: 103,044 64,077 64,237 493,753 511,791 661,033 640,105: 186,092 207,020
Old : 847,125: 103,044 64,077 64,237 493,753 511,791 661,033 640,105: 186,092 207,020
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2014 :
: 26,372: 1,801 -1,897 8,234 7,950 5,259 17,985 11,596: 8,387 14,776
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 7.6 7.6 58.3 60.4 78.0 75.6: 22.0 24.4
Old : 100.0: 12.2 7.6 7.6 58.3 60.4 78.0 75.6: 22.0 24.4
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 : 173: 36 32 45 82 88 141 142:
Old : 173: 36 32 45 82 88 141 142:
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 : 19.7 17.7 29.1 25.5 17.5 11.8 23.9 18.6
Old : 19.7 17.7 29.1 25.5 17.5 11.8 23.9 18.6
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, May 6, 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 : 484,501: 56,194 47,878 2,370 328,604 342,471 387,168 392,718: 97,333 91,783
Old : 484,501: 56,194 47,878 2,370 328,604 342,471 387,168 392,718: 97,333 91,783
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2014 :
: 1,134: 4,400 -506 -164 -7,134 -5,417 -2,898 -6,087: 4,032 7,221
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 9.9 0.5 67.8 70.7 79.9 81.1: 20.1 18.9
Old : 100.0: 11.6 9.9 0.5 67.8 70.7 79.9 81.1: 20.1 18.9
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 : 82: 10 13 8 44 43 60 58:
Old : 82: 10 13 8 44 43 60 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.4 37.4 41.9 51.4 23.0 35.9 35.5 45.9
Old : 26.4 37.4 41.9 51.4 23.0 35.9 35.5 45.9
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, May 6, 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 : 7,184: 1,238 714 1,028 4,440 5,227 6,706 6,969: 478 215
Old : 7,184: 1,238 714 1,028 4,440 5,227 6,706 6,969: 478 215
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2014 :
: -166: 137 -184 10 -397 14 -250 -160: 84 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 9.9 14.3 61.8 72.8 93.3 97.0: 6.7 3.0
Old : 100.0: 17.2 9.9 14.3 61.8 72.8 93.3 97.0: 6.7 3.0
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 : 45: 15 5 5 14 20 31 30:
Old : 45: 15 5 5 14 20 31 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 : 43.7 46.5 65.3 64.1 16.5 22.9 23.9 30.6
Old : 43.7 46.5 65.3 64.1 16.5 22.9 23.9 30.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 6, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 366,543: 109,224 55,175 62,815 144,205 221,099 316,245 339,088: 50,298 27,454
Old : 244,843: 90,161 42,747 40,086 80,251 144,478 210,499 227,311: 34,345 17,532
Other: 121,699: 25,066 18,431 16,726 63,954 76,621 105,746 111,777: 15,953 9,922
: : :
: : Changes in Commitments from: April 29, 2014 :
: -9,261: -8,117 2,959 2,015 -652 -12,216 -6,754 -7,242: -2,507 -2,019
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 15.1 17.1 39.3 60.3 86.3 92.5: 13.7 7.5
Old : 100.0: 36.8 17.5 16.4 32.8 59.0 86.0 92.8: 14.0 7.2
Other: 100.0: 20.6 15.1 13.7 52.6 63.0 86.9 91.8: 13.1 8.2
: : :
:# Traders : Number of Traders in Each Category :
All : 272: 84 67 64 95 102 218 196:
Old : 258: 79 58 54 89 91 199 176:
Other: 177: 44 38 30 72 68 131 121:
:----------------------------------------------------------------------------------------------------
: 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 25.0 17.1 36.8 7.1 20.9 12.6 28.1
Old : 11.8 25.4 20.5 36.0 10.4 23.5 17.7 30.9
Other: 16.5 32.5 28.7 47.1 15.7 29.1 24.5 39.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 6, 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 : 8,630: 1,659 714 537 4,141 6,039 6,337 7,291: 2,293 1,339
Old : 6,097: 1,421 885 104 3,148 4,233 4,672 5,222: 1,425 875
Other: 2,532: 412 3 259 994 1,807 1,665 2,069: 868 464
: : :
: : Changes in Commitments from: April 29, 2014 :
: 80: 313 -42 79 -192 -34 199 3: -119 77
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 8.3 6.2 48.0 70.0 73.4 84.5: 26.6 15.5
Old : 100.0: 23.3 14.5 1.7 51.6 69.4 76.6 85.6: 23.4 14.4
Other: 100.0: 16.3 0.1 10.2 39.2 71.3 65.7 81.7: 34.3 18.3
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 15 3 4 21 17 36 24:
Old : 38: 10 5 4 16 12 28 19:
Other: 26: 7 1 4 14 13 22 17:
:----------------------------------------------------------------------------------------------------
: 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 : 32.1 53.1 49.1 67.1 32.1 50.6 42.3 59.6
Old : 40.9 64.3 58.8 76.1 40.9 62.6 58.7 74.2
Other: 34.5 54.3 46.5 68.5 30.0 50.3 39.4 61.6
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 6, 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 : 1,194,067: 195,476 199,406 68,124 817,723 787,876 1,081,323 1,055,406: 112,743 138,661
Old : 1,194,067: 195,476 199,406 68,124 817,723 787,876 1,081,323 1,055,406: 112,743 138,661
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2014 :
: 11,612: 8,857 -5,197 1,439 -155 2,680 10,141 -1,078: 1,471 12,690
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 16.7 5.7 68.5 66.0 90.6 88.4: 9.4 11.6
Old : 100.0: 16.4 16.7 5.7 68.5 66.0 90.6 88.4: 9.4 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 : 240: 42 40 33 89 131 145 190:
Old : 240: 42 40 33 89 131 145 190:
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 : 27.4 17.2 39.0 26.2 24.2 16.3 34.6 25.0
Old : 27.4 17.2 39.0 26.2 24.2 16.3 34.6 25.0
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, May 6, 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 : 3,162,269: 324,109 389,767 313,206 2,208,633 1,938,585 2,845,948 2,641,558: 316,321 520,711
Old : 3,162,269: 324,109 389,767 313,206 2,208,633 1,938,585 2,845,948 2,641,558: 316,321 520,711
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2014 :
: 134,595: -3,198 -771 26,094 93,121 81,650 116,017 106,974: 18,579 27,622
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 12.3 9.9 69.8 61.3 90.0 83.5: 10.0 16.5
Old : 100.0: 10.2 12.3 9.9 69.8 61.3 90.0 83.5: 10.0 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 : 367: 56 96 90 169 189 288 312:
Old : 367: 56 96 90 169 189 288 312:
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 : 28.1 15.4 39.1 21.1 25.8 13.2 36.1 17.3
Old : 28.1 15.4 39.1 21.1 25.8 13.2 36.1 17.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 6, 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 : 2,312,721: 226,051 328,140 145,168 1,724,457 1,460,163 2,095,675 1,933,471: 217,046 379,251
Old : 2,312,721: 226,051 328,140 145,168 1,724,457 1,460,163 2,095,675 1,933,471: 217,046 379,251
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2014 :
: -49,375: -25,804 -20,763 -6,237 -19,846 -21,961 -51,887 -48,960: 2,513 -414
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 14.2 6.3 74.6 63.1 90.6 83.6: 9.4 16.4
Old : 100.0: 9.8 14.2 6.3 74.6 63.1 90.6 83.6: 9.4 16.4
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 : 286: 35 66 39 126 159 187 238:
Old : 286: 35 66 39 126 159 187 238:
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 : 33.6 15.8 43.6 23.8 31.3 14.9 38.6 21.7
Old : 33.6 15.8 43.6 23.8 31.3 14.9 38.6 21.7
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, May 6, 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 : 325,525: 13,929 67,197 55,462 227,136 147,536 296,526 270,194: 28,999 55,331
Old : 325,525: 13,929 67,197 55,462 227,136 147,536 296,526 270,194: 28,999 55,331
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2014 :
: -34,189: -2,789 -24,226 800 -32,081 -9,291 -34,070 -32,716: -119 -1,473
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 20.6 17.0 69.8 45.3 91.1 83.0: 8.9 17.0
Old : 100.0: 4.3 20.6 17.0 69.8 45.3 91.1 83.0: 8.9 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 : 77: 11 26 19 36 37 58 71:
Old : 77: 11 26 19 36 37 58 71:
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 : 45.4 19.5 56.3 30.2 38.1 15.7 42.8 22.4
Old : 45.4 19.5 56.3 30.2 38.1 15.7 42.8 22.4
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, May 6, 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 : 61,317: 15,289 13,372 895 37,653 38,689 53,837 52,956: 7,481 8,361
Old : 61,317: 15,289 13,372 895 37,653 38,689 53,837 52,956: 7,481 8,361
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2014 :
: -1,369: -930 1,920 85 -145 -3,331 -991 -1,326: -378 -43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 21.8 1.5 61.4 63.1 87.8 86.4: 12.2 13.6
Old : 100.0: 24.9 21.8 1.5 61.4 63.1 87.8 86.4: 12.2 13.6
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 : 108: 28 29 13 36 24 71 59:
Old : 108: 28 29 13 36 24 71 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 : 25.2 42.0 40.2 59.2 25.2 41.7 40.2 58.9
Old : 25.2 42.0 40.2 59.2 25.2 41.7 40.2 58.9
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, May 6, 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 : 122,635: 30,578 26,744 1,789 75,307 77,379 107,674 105,912: 14,961 16,723
Old : 122,635: 30,578 26,744 1,789 75,307 77,379 107,674 105,912: 14,961 16,723
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2014 :
: -2,737: -1,860 3,841 169 -290 -6,662 -1,982 -2,652: -755 -85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 21.8 1.5 61.4 63.1 87.8 86.4: 12.2 13.6
Old : 100.0: 24.9 21.8 1.5 61.4 63.1 87.8 86.4: 12.2 13.6
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 : 108: 28 29 13 36 24 71 59:
Old : 108: 28 29 13 36 24 71 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 : 25.2 42.0 40.2 59.2 25.2 41.7 40.2 58.9
Old : 25.2 42.0 40.2 59.2 25.2 41.7 40.2 58.9
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, May 6, 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 : 16,903: 13,703 15,781 1,105 2,027 0 16,835 16,886: 68 17
Old : 16,903: 13,703 15,781 1,105 2,027 0 16,835 16,886: 68 17
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2014 :
: 495: 278 1,606 5 199 -1,116 482 495: 13 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.1 93.4 6.5 12.0 0.0 99.6 99.9: 0.4 0.1
Old : 100.0: 81.1 93.4 6.5 12.0 0.0 99.6 99.9: 0.4 0.1
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 : 22: 16 4 3 2 0 19 6:
Old : 22: 16 4 3 2 0 19 6:
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 : 63.1 98.8 80.3 99.9 61.0 93.4 78.2 93.4
Old : 63.1 98.8 80.3 99.9 61.0 93.4 78.2 93.4
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, May 6, 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 : 52,926: 2,241 19,869 375 50,256 32,535 52,872 52,779: 54 147
Old : 52,926: 2,241 19,869 375 50,256 32,535 52,872 52,779: 54 147
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2014 :
: 1,540: 1,002 1,494 -4 536 67 1,534 1,557: 6 -17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 37.5 0.7 95.0 61.5 99.9 99.7: 0.1 0.3
Old : 100.0: 4.2 37.5 0.7 95.0 61.5 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 : 43: 4 13 1 13 14 17 28:
Old : 43: 4 13 1 13 14 17 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 82.7 49.3 98.1 74.9 80.5 43.0 88.8 65.7
Old : 82.7 49.3 98.1 74.9 80.5 43.0 88.8 65.7
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, May 6, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 45,851: 283 15,389 0 45,527 30,008 45,810 45,397: 41 454
Old : 45,851: 283 15,389 0 45,527 30,008 45,810 45,397: 41 454
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2014 :
: -838: 68 737 -246 -654 -1,382 -832 -891: -6 53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 33.6 0.0 99.3 65.4 99.9 99.0: 0.1 1.0
Old : 100.0: 0.6 33.6 0.0 99.3 65.4 99.9 99.0: 0.1 1.0
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 : 40: 2 17 0 7 15 9 32:
Old : 40: 2 17 0 7 15 9 32:
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 51.7 99.8 73.3 91.1 51.7 95.3 72.3
Old : 91.1 51.7 99.8 73.3 91.1 51.7 95.3 72.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 9, 2014