WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 13, 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 : 490,108: 129,255 86,012 150,290 173,476 204,081 453,020 440,382: 37,087 49,726
Old : 476,408: 129,353 87,809 146,163 166,250 196,976 441,766 430,949: 34,642 45,459
Other: 13,699: 2,867 1,167 1,161 7,226 7,105 11,254 9,433: 2,445 4,266
: : :
: : Changes in Commitments from: May 6, 2014 :
: 9,174: 7,549 3,227 9,432 -5,395 -4,009 11,586 8,651: -2,412 523
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 17.5 30.7 35.4 41.6 92.4 89.9: 7.6 10.1
Old : 100.0: 27.2 18.4 30.7 34.9 41.3 92.7 90.5: 7.3 9.5
Other: 100.0: 20.9 8.5 8.5 52.7 51.9 82.1 68.9: 17.9 31.1
: : :
:# Traders : Number of Traders in Each Category :
All : 391: 127 135 151 84 113 299 315:
Old : 390: 129 133 150 83 112 297 313:
Other: 108: 23 18 8 21 58 50 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 : 13.8 13.5 22.7 22.5 12.0 11.0 19.6 16.9
Old : 14.0 13.6 23.1 22.8 12.4 11.7 20.1 17.8
Other: 38.6 25.5 53.8 35.9 35.4 20.6 48.1 30.8
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 13, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 162,703: 52,957 25,927 24,650 64,972 85,470 142,579 136,047: 20,124 26,656
Old : 159,708: 53,013 25,962 24,312 62,983 84,584 140,308 134,859: 19,400 24,849
Other: 2,995: 141 161 141 1,989 886 2,271 1,189: 724 1,807
: : :
: : Changes in Commitments from: May 6, 2014 :
: -4,166: -577 3,453 -1,011 -2,780 -6,869 -4,369 -4,427: 203 262
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.5 15.9 15.2 39.9 52.5 87.6 83.6: 12.4 16.4
Old : 100.0: 33.2 16.3 15.2 39.4 53.0 87.9 84.4: 12.1 15.6
Other: 100.0: 4.7 5.4 4.7 66.4 29.6 75.8 39.7: 24.2 60.3
: : :
:# Traders : Number of Traders in Each Category :
All : 175: 53 44 39 47 60 125 120:
Old : 175: 52 45 38 45 60 123 119:
Other: 51: 7 9 7 11 29 20 43:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.7 25.0 33.2 35.0 16.2 17.3 24.9 25.2
Old : 21.5 25.5 32.8 35.5 16.3 17.6 24.8 25.5
Other: 62.1 14.1 71.9 23.0 62.1 14.1 68.4 23.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 13, 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 : 1,758,862: 450,258 113,674 450,872 712,736 888,752 1,613,866 1,453,298: 144,996 305,565
Old : 1,006,332: 350,557 194,830 166,562 409,591 517,973 926,710 879,364: 79,623 126,968
Other: 752,530: 243,358 62,500 140,654 303,145 370,779 687,156 573,933: 65,373 178,597
: : :
: : Changes in Commitments from: May 6, 2014 :
: -7,028: 4,316 10,428 -9,000 -1,270 -8,471 -5,955 -7,043: -1,074 14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 6.5 25.6 40.5 50.5 91.8 82.6: 8.2 17.4
Old : 100.0: 34.8 19.4 16.6 40.7 51.5 92.1 87.4: 7.9 12.6
Other: 100.0: 32.3 8.3 18.7 40.3 49.3 91.3 76.3: 8.7 23.7
: : :
:# Traders : Number of Traders in Each Category :
All : 786: 195 159 221 281 385 596 656:
Old : 726: 159 165 146 242 354 488 578:
Other: 649: 153 109 133 199 340 406 529:
:----------------------------------------------------------------------------------------------------
: 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 12.8 17.0 18.8 8.4 9.1 14.6 13.5
Old : 13.9 13.5 23.2 21.6 12.3 13.2 20.9 20.6
Other: 13.1 16.3 23.8 22.2 12.2 12.3 20.6 16.8
CORN CSO - CHICAGO BOARD OF TRADE Code-00260C
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 13, 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 : 9,371: 2,418 435 3,076 3,623 5,266 9,117 8,777: 255 595
Old : 9,291: 2,427 435 3,046 3,623 5,266 9,097 8,747: 195 544
Other: 80: 0 10 20 0 0 20 30: 60 51
: : :
: : Changes in Commitments from: May 6, 2014 :
: 74: 186 55 -72 -56 87 58 70: 16 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 4.6 32.8 38.7 56.2 97.3 93.7: 2.7 6.3
Old : 100.0: 26.1 4.7 32.8 39.0 56.7 97.9 94.1: 2.1 5.9
Other: 100.0: 0.0 12.0 25.1 0.0 0.0 25.1 37.1: 74.9 62.9
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 5 7 8 7 10 15 22:
Old : 24: 5 7 8 7 10 15 22:
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 : 57.4 45.1 84.8 67.2 35.3 37.4 48.2 45.0
Old : 57.7 45.1 85.3 67.5 35.7 37.8 48.7 45.4
Other: 25.1 37.1 25.1 37.1 0.0 12.0 0.0 12.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 13, 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 : 8,116: 1,680 634 1,085 3,170 5,310 5,935 7,029: 2,181 1,087
Old : 8,116: 1,680 634 1,085 3,170 5,310 5,935 7,029: 2,181 1,087
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2014 :
: -71: 143 118 -32 -186 -222 -74 -136: 3 65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 7.8 13.4 39.1 65.4 73.1 86.6: 26.9 13.4
Old : 100.0: 20.7 7.8 13.4 39.1 65.4 73.1 86.6: 26.9 13.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 13 6 8 13 10 31 19:
Old : 34: 13 6 8 13 10 31 19:
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 : 27.9 51.4 46.1 75.5 25.8 40.6 33.0 55.1
Old : 27.9 51.4 46.1 75.5 25.8 40.6 33.0 55.1
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 13, 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 : 781,803: 226,262 86,984 206,319 293,392 372,715 725,973 666,019: 55,829 115,784
Old : 399,036: 165,753 48,011 82,241 120,944 229,252 368,939 359,504: 30,097 39,532
Other: 382,767: 84,928 63,393 99,659 172,448 143,463 357,035 306,515: 25,732 76,252
: : :
: : Changes in Commitments from: May 6, 2014 :
: 21,471: 5,798 6,460 9,021 8,230 4,471 23,048 19,952: -1,577 1,519
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 11.1 26.4 37.5 47.7 92.9 85.2: 7.1 14.8
Old : 100.0: 41.5 12.0 20.6 30.3 57.5 92.5 90.1: 7.5 9.9
Other: 100.0: 22.2 16.6 26.0 45.1 37.5 93.3 80.1: 6.7 19.9
: : :
:# Traders : Number of Traders in Each Category :
All : 608: 195 175 221 147 207 470 489:
Old : 539: 158 162 149 118 177 370 398:
Other: 494: 142 135 140 121 174 338 383:
:----------------------------------------------------------------------------------------------------
: 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 : 8.9 12.8 16.3 20.4 7.1 9.0 13.1 13.2
Old : 11.7 18.6 21.1 28.1 11.7 15.5 20.1 23.8
Other: 12.1 13.3 20.9 20.4 10.5 7.8 17.7 11.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 13, 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 : 350,380: 95,328 75,536 62,709 158,667 182,053 316,704 320,298: 33,677 30,082
Old : 229,835: 77,055 77,442 33,718 99,365 95,880 210,138 207,041: 19,697 22,794
Other: 120,545: 34,655 14,476 12,609 59,301 86,173 106,566 113,258: 13,980 7,288
: : :
: : Changes in Commitments from: May 6, 2014 :
: -3,949: 1,309 6,279 -287 -4,241 -8,371 -3,218 -2,379: -731 -1,570
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 21.6 17.9 45.3 52.0 90.4 91.4: 9.6 8.6
Old : 100.0: 33.5 33.7 14.7 43.2 41.7 91.4 90.1: 8.6 9.9
Other: 100.0: 28.7 12.0 10.5 49.2 71.5 88.4 94.0: 11.6 6.0
: : :
:# Traders : Number of Traders in Each Category :
All : 274: 84 83 79 80 73 210 195:
Old : 259: 72 86 56 76 70 181 182:
Other: 173: 59 34 34 58 47 133 100:
:----------------------------------------------------------------------------------------------------
: 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 : 11.9 26.4 20.1 35.5 10.6 21.5 18.2 29.1
Old : 13.2 19.7 24.0 27.7 12.7 19.3 22.5 26.8
Other: 17.0 44.9 27.4 58.3 15.4 42.3 25.6 54.2
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 13, 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 : 857,857: 119,330 54,459 62,911 484,020 538,836 666,261 656,206: 191,596 201,651
Old : 857,857: 119,330 54,459 62,911 484,020 538,836 666,261 656,206: 191,596 201,651
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2014 :
: 10,732: 16,286 -9,617 -1,326 -9,732 27,045 5,228 16,101: 5,504 -5,369
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 6.3 7.3 56.4 62.8 77.7 76.5: 22.3 23.5
Old : 100.0: 13.9 6.3 7.3 56.4 62.8 77.7 76.5: 22.3 23.5
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 : 175: 34 33 41 83 94 139 146:
Old : 175: 34 33 41 83 94 139 146:
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 : 17.8 16.5 27.8 24.7 15.5 10.7 22.4 18.1
Old : 17.8 16.5 27.8 24.7 15.5 10.7 22.4 18.1
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, May 13, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 490,764: 55,066 50,006 2,564 334,346 351,524 391,976 404,094: 98,788 86,670
Old : 490,764: 55,066 50,006 2,564 334,346 351,524 391,976 404,094: 98,788 86,670
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2014 :
: 6,263: -1,128 2,129 194 5,742 9,053 4,808 11,376: 1,455 -5,113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 10.2 0.5 68.1 71.6 79.9 82.3: 20.1 17.7
Old : 100.0: 11.2 10.2 0.5 68.1 71.6 79.9 82.3: 20.1 17.7
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 : 82: 9 13 10 45 44 62 59:
Old : 82: 9 13 10 45 44 62 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 : 26.3 39.0 41.7 53.1 22.5 39.0 34.7 48.3
Old : 26.3 39.0 41.7 53.1 22.5 39.0 34.7 48.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 13, 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 : 6,876: 1,288 922 920 4,178 4,741 6,386 6,583: 490 293
Old : 6,876: 1,288 922 920 4,178 4,741 6,386 6,583: 490 293
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2014 :
: -308: 50 208 -108 -262 -486 -320 -386: 12 78
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 13.4 13.4 60.8 68.9 92.9 95.7: 7.1 4.3
Old : 100.0: 18.7 13.4 13.4 60.8 68.9 92.9 95.7: 7.1 4.3
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 : 41: 14 5 4 14 18 29 27:
Old : 41: 14 5 4 14 18 29 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.2 46.6 66.3 67.0 19.7 25.2 27.9 34.8
Old : 43.2 46.6 66.3 67.0 19.7 25.2 27.9 34.8
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 13, 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 : 380,186: 115,467 53,275 67,208 144,991 230,278 327,666 350,761: 52,519 29,425
Old : 248,604: 97,782 40,334 39,109 75,431 151,038 212,323 230,481: 36,282 18,124
Other: 131,581: 26,746 22,002 19,038 69,559 79,240 115,343 120,280: 16,238 11,301
: : :
: : Changes in Commitments from: May 6, 2014 :
: 13,643: 6,243 -1,900 4,393 786 9,180 11,422 11,673: 2,221 1,970
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 14.0 17.7 38.1 60.6 86.2 92.3: 13.8 7.7
Old : 100.0: 39.3 16.2 15.7 30.3 60.8 85.4 92.7: 14.6 7.3
Other: 100.0: 20.3 16.7 14.5 52.9 60.2 87.7 91.4: 12.3 8.6
: : :
:# Traders : Number of Traders in Each Category :
All : 271: 90 69 75 88 93 224 192:
Old : 255: 84 60 57 83 83 201 168:
Other: 179: 46 45 34 68 62 133 122:
:----------------------------------------------------------------------------------------------------
: 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 24.8 16.9 37.1 7.0 21.0 12.3 28.2
Old : 12.1 26.6 21.0 37.5 10.6 24.7 17.9 32.4
Other: 16.6 30.2 29.3 44.5 15.9 27.2 25.3 36.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 13, 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 : 8,919: 1,744 729 665 4,390 6,064 6,800 7,458: 2,119 1,460
Old : 6,301: 1,528 973 151 3,288 4,191 4,967 5,315: 1,334 986
Other: 2,617: 465 5 266 1,102 1,873 1,833 2,143: 785 474
: : :
: : Changes in Commitments from: May 6, 2014 :
: 289: 85 15 128 249 24 463 168: -174 121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 8.2 7.5 49.2 68.0 76.2 83.6: 23.8 16.4
Old : 100.0: 24.2 15.4 2.4 52.2 66.5 78.8 84.3: 21.2 15.7
Other: 100.0: 17.8 0.2 10.2 42.1 71.6 70.0 81.9: 30.0 18.1
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 14 4 5 22 16 38 24:
Old : 39: 8 8 4 15 11 27 19:
Other: 28: 8 1 4 15 13 24 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 : 33.4 51.0 50.2 64.9 33.4 47.3 43.4 55.7
Old : 41.6 61.0 58.5 72.6 41.6 56.9 58.5 68.5
Other: 37.6 53.6 48.3 68.1 32.4 49.6 41.9 60.5
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 13, 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 : 1,208,014: 221,625 187,046 69,431 805,407 816,939 1,096,463 1,073,415: 111,551 134,599
Old : 1,208,014: 221,625 187,046 69,431 805,407 816,939 1,096,463 1,073,415: 111,551 134,599
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2014 :
: 13,947: 26,150 -12,360 1,306 -12,316 29,063 15,140 18,009: -1,192 -4,062
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 15.5 5.7 66.7 67.6 90.8 88.9: 9.2 11.1
Old : 100.0: 18.3 15.5 5.7 66.7 67.6 90.8 88.9: 9.2 11.1
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 : 247: 51 32 33 90 135 149 192:
Old : 247: 51 32 33 90 135 149 192:
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 17.4 38.4 26.5 24.9 16.5 33.2 25.1
Old : 28.7 17.4 38.4 26.5 24.9 16.5 33.2 25.1
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, May 13, 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 : 3,319,788: 402,752 378,804 337,394 2,264,298 2,082,727 3,004,444 2,798,926: 315,344 520,863
Old : 3,319,788: 402,752 378,804 337,394 2,264,298 2,082,727 3,004,444 2,798,926: 315,344 520,863
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2014 :
: 157,520: 78,643 -10,963 24,188 55,666 144,142 158,497 157,367: -977 152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 11.4 10.2 68.2 62.7 90.5 84.3: 9.5 15.7
Old : 100.0: 12.1 11.4 10.2 68.2 62.7 90.5 84.3: 9.5 15.7
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 : 388: 68 87 93 181 201 304 326:
Old : 388: 68 87 93 181 201 304 326:
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 : 29.2 16.4 38.9 22.1 26.7 14.1 35.5 18.3
Old : 29.2 16.4 38.9 22.1 26.7 14.1 35.5 18.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 13, 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 : 2,396,453: 277,829 318,460 163,213 1,726,803 1,522,709 2,167,845 2,004,382: 228,608 392,070
Old : 2,396,453: 277,829 318,460 163,213 1,726,803 1,522,709 2,167,845 2,004,382: 228,608 392,070
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2014 :
: 83,731: 51,778 -9,679 18,045 2,346 62,546 72,169 70,911: 11,562 12,820
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 13.3 6.8 72.1 63.5 90.5 83.6: 9.5 16.4
Old : 100.0: 11.6 13.3 6.8 72.1 63.5 90.5 83.6: 9.5 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 : 290: 36 67 43 131 162 196 243:
Old : 290: 36 67 43 131 162 196 243:
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 : 32.4 18.2 42.0 25.9 28.9 17.4 36.1 23.9
Old : 32.4 18.2 42.0 25.9 28.9 17.4 36.1 23.9
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 13, 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 : 340,927: 20,394 71,259 52,628 238,070 163,056 311,092 286,943: 29,835 53,984
Old : 340,927: 20,394 71,259 52,628 238,070 163,056 311,092 286,943: 29,835 53,984
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2014 :
: 15,402: 6,465 4,062 -2,834 10,934 15,520 14,566 16,749: 836 -1,347
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 20.9 15.4 69.8 47.8 91.2 84.2: 8.8 15.8
Old : 100.0: 6.0 20.9 15.4 69.8 47.8 91.2 84.2: 8.8 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 : 77: 12 25 18 35 37 56 71:
Old : 77: 12 25 18 35 37 56 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 : 44.6 19.9 55.4 32.2 37.7 16.9 42.2 24.6
Old : 44.6 19.9 55.4 32.2 37.7 16.9 42.2 24.6
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 13, 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 : 70,457: 21,769 13,581 869 39,100 45,051 61,738 59,501: 8,719 10,956
Old : 70,457: 21,769 13,581 869 39,100 45,051 61,738 59,501: 8,719 10,956
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2014 :
: 9,139: 6,480 209 -25 1,447 6,361 7,901 6,545: 1,238 2,594
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 19.3 1.2 55.5 63.9 87.6 84.5: 12.4 15.5
Old : 100.0: 30.9 19.3 1.2 55.5 63.9 87.6 84.5: 12.4 15.5
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 : 123: 38 32 13 35 27 80 65:
Old : 123: 38 32 13 35 27 80 65:
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 : 22.6 36.9 34.3 55.1 22.6 36.6 34.3 54.8
Old : 22.6 36.9 34.3 55.1 22.6 36.6 34.3 54.8
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 13, 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 : 140,914: 43,538 27,163 1,738 78,201 90,102 123,476 119,003: 17,437 21,911
Old : 140,914: 43,538 27,163 1,738 78,201 90,102 123,476 119,003: 17,437 21,911
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2014 :
: 18,279: 12,960 418 -51 2,894 12,723 15,803 13,090: 2,476 5,189
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 19.3 1.2 55.5 63.9 87.6 84.5: 12.4 15.5
Old : 100.0: 30.9 19.3 1.2 55.5 63.9 87.6 84.5: 12.4 15.5
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 : 123: 38 32 13 35 27 80 65:
Old : 123: 38 32 13 35 27 80 65:
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 : 22.6 36.9 34.3 55.1 22.6 36.6 34.3 54.8
Old : 22.6 36.9 34.3 55.1 22.6 36.6 34.3 54.8
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 13, 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 : 16,363: 13,254 15,280 1,066 1,977 0 16,297 16,346: 66 17
Old : 16,363: 13,254 15,280 1,066 1,977 0 16,297 16,346: 66 17
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2014 :
: -540: -449 -501 -39 -50 0 -538 -540: -2 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.0 93.4 6.5 12.1 0.0 99.6 99.9: 0.4 0.1
Old : 100.0: 81.0 93.4 6.5 12.1 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 : 67.3 98.8 82.6 99.9 65.4 93.4 79.7 93.4
Old : 67.3 98.8 82.6 99.9 65.4 93.4 79.7 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 13, 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 : 56,344: 4,564 19,954 375 51,319 35,898 56,258 56,227: 86 117
Old : 56,344: 4,564 19,954 375 51,319 35,898 56,258 56,227: 86 117
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2014 :
: 3,418: 2,323 85 0 1,063 3,363 3,386 3,448: 32 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 35.4 0.7 91.1 63.7 99.8 99.8: 0.2 0.2
Old : 100.0: 8.1 35.4 0.7 91.1 63.7 99.8 99.8: 0.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 4 12 1 13 12 17 25:
Old : 40: 4 12 1 13 12 17 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 79.8 52.9 98.1 77.1 78.4 44.3 89.2 68.5
Old : 79.8 52.9 98.1 77.1 78.4 44.3 89.2 68.5
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 13, 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 : 44,771: 482 15,788 0 44,171 28,624 44,653 44,412: 118 359
Old : 44,771: 482 15,788 0 44,171 28,624 44,653 44,412: 118 359
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2014 :
: -1,080: 199 399 0 -1,356 -1,384 -1,157 -985: 77 -95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 35.3 0.0 98.7 63.9 99.7 99.2: 0.3 0.8
Old : 100.0: 1.1 35.3 0.0 98.7 63.9 99.7 99.2: 0.3 0.8
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 : 39: 2 16 0 7 15 9 31:
Old : 39: 2 16 0 7 15 9 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 90.1 53.6 99.6 73.6 89.7 53.6 95.0 72.3
Old : 90.1 53.6 99.6 73.6 89.7 53.6 95.0 72.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 16, 2014