WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 27, 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 : 502,691: 121,966 100,117 151,298 194,814 200,685 468,078 452,101: 34,613 50,590
Old : 485,120: 122,975 102,742 144,593 186,364 192,529 453,931 439,864: 31,188 45,256
Other: 17,571: 4,085 2,469 1,611 8,450 8,157 14,146 12,237: 3,425 5,334
: : :
: : Changes in Commitments from: May 20, 2014 :
: -2,107: 386 5,319 -13,078 12,215 4,864 -478 -2,896: -1,629 789
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 19.9 30.1 38.8 39.9 93.1 89.9: 6.9 10.1
Old : 100.0: 25.3 21.2 29.8 38.4 39.7 93.6 90.7: 6.4 9.3
Other: 100.0: 23.3 14.1 9.2 48.1 46.4 80.5 69.6: 19.5 30.4
: : :
:# Traders : Number of Traders in Each Category :
All : 367: 114 119 149 90 107 291 298:
Old : 365: 117 118 142 88 106 282 295:
Other: 106: 17 22 11 25 56 53 82:
:----------------------------------------------------------------------------------------------------
: 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 : 15.4 13.2 23.6 22.5 11.7 10.5 19.0 16.2
Old : 15.8 13.6 24.2 23.0 12.2 11.3 19.8 17.1
Other: 27.6 23.4 42.7 34.5 26.2 20.4 39.3 30.2
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 27, 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 : 158,381: 49,247 24,423 21,574 70,086 84,921 140,908 130,919: 17,474 27,463
Old : 154,833: 49,286 24,629 21,049 67,993 83,794 138,327 129,471: 16,506 25,361
Other: 3,549: 349 182 138 2,093 1,127 2,580 1,447: 968 2,101
: : :
: : Changes in Commitments from: May 20, 2014 :
: -5,280: -2,998 -1,017 -4,247 2,894 -1,020 -4,351 -6,285: -929 1,005
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 15.4 13.6 44.3 53.6 89.0 82.7: 11.0 17.3
Old : 100.0: 31.8 15.9 13.6 43.9 54.1 89.3 83.6: 10.7 16.4
Other: 100.0: 9.8 5.1 3.9 59.0 31.8 72.7 40.8: 27.3 59.2
: : :
:# Traders : Number of Traders in Each Category :
All : 179: 52 41 43 55 66 131 131:
Old : 179: 51 44 41 54 66 129 130:
Other: 55: 9 8 7 10 31 19 46:
:----------------------------------------------------------------------------------------------------
: 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 22.6 33.2 33.3 17.7 18.8 27.1 27.7
Old : 22.6 23.0 32.9 33.9 17.4 19.1 26.5 28.2
Other: 58.2 14.3 67.5 22.1 58.2 14.3 66.1 22.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 27, 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 : 1,747,759: 409,703 156,318 457,711 740,057 822,088 1,607,472 1,436,118: 140,288 311,642
Old : 965,402: 309,566 233,822 169,587 419,692 436,976 898,846 840,386: 66,557 125,016
Other: 782,357: 240,497 62,856 147,764 320,365 385,112 708,626 595,732: 73,731 186,625
: : :
: : Changes in Commitments from: May 20, 2014 :
: -11,145: -3,298 23,518 -14,020 8,627 -24,337 -8,691 -14,839: -2,453 3,695
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 8.9 26.2 42.3 47.0 92.0 82.2: 8.0 17.8
Old : 100.0: 32.1 24.2 17.6 43.5 45.3 93.1 87.1: 6.9 12.9
Other: 100.0: 30.7 8.0 18.9 40.9 49.2 90.6 76.1: 9.4 23.9
: : :
:# Traders : Number of Traders in Each Category :
All : 769: 191 156 225 300 369 601 649:
Old : 712: 145 174 158 252 333 492 572:
Other: 644: 150 106 131 218 337 420 523:
:----------------------------------------------------------------------------------------------------
: 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 : 10.6 11.8 17.7 18.1 8.8 8.0 14.9 12.5
Old : 14.9 12.8 24.8 21.6 12.8 11.8 22.2 18.5
Other: 12.8 16.7 23.2 22.5 12.0 12.6 20.2 17.4
CORN CSO - CHICAGO BOARD OF TRADE Code-00260C
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 27, 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 : 9,844: 3,662 583 2,746 2,724 5,274 9,132 8,603: 711 1,241
Old : 9,761: 3,663 583 2,722 2,724 5,274 9,109 8,579: 653 1,183
Other: 82: 0 1 24 0 0 24 24: 58 58
: : :
: : Changes in Commitments from: May 20, 2014 :
: -885: 1,388 -134 -814 -1,894 -252 -1,319 -1,200: 434 315
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.2 5.9 27.9 27.7 53.6 92.8 87.4: 7.2 12.6
Old : 100.0: 37.5 6.0 27.9 27.9 54.0 93.3 87.9: 6.7 12.1
Other: 100.0: 0.0 0.8 28.8 0.0 0.0 28.8 29.6: 71.2 70.4
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 7 6 9 7 10 16 23:
Old : 25: 7 6 9 7 10 16 23:
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 : 51.5 43.7 78.3 62.5 35.0 42.0 51.9 48.2
Old : 51.6 44.1 78.7 62.7 35.3 42.4 52.4 48.6
Other: 28.8 29.6 28.8 29.6 0.0 0.8 0.0 0.8
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 27, 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 : 8,666: 1,658 720 1,220 3,753 5,579 6,631 7,519: 2,035 1,147
Old : 8,666: 1,658 720 1,220 3,753 5,579 6,631 7,519: 2,035 1,147
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2014 :
: 89: 74 23 -60 -54 58 -41 21: 130 68
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 8.3 14.1 43.3 64.4 76.5 86.8: 23.5 13.2
Old : 100.0: 19.1 8.3 14.1 43.3 64.4 76.5 86.8: 23.5 13.2
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 : 36: 13 7 9 15 11 33 22:
Old : 36: 13 7 9 15 11 33 22:
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 : 28.3 50.1 47.3 73.4 27.9 40.0 36.6 54.0
Old : 28.3 50.1 47.3 73.4 27.9 40.0 36.6 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 27, 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 : 816,108: 223,497 81,707 220,685 312,388 391,451 756,570 693,843: 59,538 122,265
Old : 383,423: 158,655 45,383 77,597 116,835 222,603 353,087 345,583: 30,336 37,840
Other: 432,685: 90,319 61,802 117,611 195,553 168,848 403,483 348,260: 29,202 84,425
: : :
: : Changes in Commitments from: May 20, 2014 :
: 17,830: 3,616 -6,073 3,960 9,285 15,099 16,861 12,985: 969 4,845
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 10.0 27.0 38.3 48.0 92.7 85.0: 7.3 15.0
Old : 100.0: 41.4 11.8 20.2 30.5 58.1 92.1 90.1: 7.9 9.9
Other: 100.0: 20.9 14.3 27.2 45.2 39.0 93.3 80.5: 6.7 19.5
: : :
:# Traders : Number of Traders in Each Category :
All : 640: 198 185 224 162 232 486 527:
Old : 554: 157 165 141 124 187 364 412:
Other: 532: 156 144 154 122 201 357 424:
:----------------------------------------------------------------------------------------------------
: 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 : 9.2 12.5 16.3 20.1 7.4 8.1 13.6 12.0
Old : 11.4 18.0 20.8 26.5 11.3 14.7 20.1 21.7
Other: 12.5 13.5 20.5 20.5 11.0 7.8 17.4 11.7
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 27, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 1,000 Bushels) :
: : :
All : 21,237: 14,977 925 38 14 4,909 15,029 5,872: 6,208 15,365
Old : 3,026: 2,313 162 0 14 685 2,327 847: 699 2,179
Other: 18,211: 12,694 793 8 0 4,224 12,702 5,025: 5,509 13,186
: : :
: : Changes in Commitments from: May 20, 2014 :
: 2,125: 1,833 21 -23 -5 631 1,805 629: 320 1,496
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.5 4.4 0.2 0.1 23.1 70.8 27.6: 29.2 72.4
Old : 100.0: 76.4 5.4 0.0 0.5 22.6 76.9 28.0: 23.1 72.0
Other: 100.0: 69.7 4.4 0.0 0.0 23.2 69.7 27.6: 30.3 72.4
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 4 3 2 2 14 7 18:
Old : 20: 4 2 0 2 13 6 15:
Other: 19: 2 3 2 0 14 3 18:
:----------------------------------------------------------------------------------------------------
: 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 : 70.5 13.2 70.8 19.3 70.5 13.2 70.5 19.0
Old : 76.4 24.8 76.9 27.0 76.4 24.5 76.7 26.8
Other: 69.7 11.9 69.7 18.4 69.7 11.9 69.7 18.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 27, 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 : 354,371: 94,161 87,484 61,521 166,985 172,039 322,667 321,044: 31,704 33,327
Old : 221,954: 74,752 91,432 29,871 99,393 75,975 204,016 197,278: 17,938 24,676
Other: 132,417: 37,268 13,910 13,791 67,592 96,064 118,651 123,766: 13,766 8,651
: : :
: : Changes in Commitments from: May 20, 2014 :
: -2,899: 2,943 -505 -1,563 -3,122 -2,337 -1,742 -4,405: -1,157 1,506
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 24.7 17.4 47.1 48.5 91.1 90.6: 8.9 9.4
Old : 100.0: 33.7 41.2 13.5 44.8 34.2 91.9 88.9: 8.1 11.1
Other: 100.0: 28.1 10.5 10.4 51.0 72.5 89.6 93.5: 10.4 6.5
: : :
:# Traders : Number of Traders in Each Category :
All : 278: 74 90 82 83 78 213 203:
Old : 262: 66 93 54 74 71 175 185:
Other: 185: 71 30 39 61 47 147 102:
:----------------------------------------------------------------------------------------------------
: 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 : 10.9 23.2 19.0 32.2 9.4 19.7 16.8 25.7
Old : 14.7 16.3 26.1 25.2 14.6 15.5 26.0 24.1
Other: 15.9 43.5 25.3 58.7 14.4 40.6 23.8 54.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 27, 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 : 893,254: 107,300 55,124 75,293 521,594 545,389 704,187 675,807: 189,067 217,447
Old : 893,254: 107,300 55,124 75,293 521,594 545,389 704,187 675,807: 189,067 217,447
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2014 :
: -54,733: -11,091 -1,929 -8,976 -8,082 -26,094 -28,149 -36,999: -26,584 -17,733
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 6.2 8.4 58.4 61.1 78.8 75.7: 21.2 24.3
Old : 100.0: 12.0 6.2 8.4 58.4 61.1 78.8 75.7: 21.2 24.3
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 : 168: 33 26 35 85 91 136 134:
Old : 168: 33 26 35 85 91 136 134:
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 : 15.7 14.0 26.9 23.5 13.7 11.1 20.4 18.4
Old : 15.7 14.0 26.9 23.5 13.7 11.1 20.4 18.4
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 27, 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 : 526,252: 56,713 46,425 11,659 350,839 361,845 419,212 419,930: 107,040 106,323
Old : 526,252: 56,713 46,425 11,659 350,839 361,845 419,212 419,930: 107,040 106,323
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2014 :
: 21,010: 1,273 -4,719 6,453 11,655 1,095 19,381 2,829: 1,629 18,181
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 8.8 2.2 66.7 68.8 79.7 79.8: 20.3 20.2
Old : 100.0: 10.8 8.8 2.2 66.7 68.8 79.7 79.8: 20.3 20.2
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 : 82: 11 13 11 47 40 66 57:
Old : 82: 11 13 11 47 40 66 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 : 24.9 39.1 39.2 51.1 22.0 37.0 32.7 44.8
Old : 24.9 39.1 39.2 51.1 22.0 37.0 32.7 44.8
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 27, 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 : 7,130: 1,513 1,013 945 4,232 4,908 6,690 6,866: 440 264
Old : 7,130: 1,513 1,013 945 4,232 4,908 6,690 6,866: 440 264
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2014 :
: -95: 242 13 0 -232 -107 10 -94: -105 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 14.2 13.3 59.4 68.8 93.8 96.3: 6.2 3.7
Old : 100.0: 21.2 14.2 13.3 59.4 68.8 93.8 96.3: 6.2 3.7
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 : 42: 14 5 6 16 18 32 28:
Old : 42: 14 5 6 16 18 32 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 : 41.1 45.3 62.4 66.9 18.9 23.8 28.6 33.8
Old : 41.1 45.3 62.4 66.9 18.9 23.8 28.6 33.8
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 27, 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 : 393,610: 115,764 48,692 72,574 150,373 241,073 338,710 362,338: 54,900 31,271
Old : 249,082: 95,746 35,526 42,023 75,996 153,709 213,764 231,258: 35,318 17,824
Other: 144,528: 29,021 22,169 21,547 74,377 87,364 124,946 131,080: 19,582 13,448
: : :
: : Changes in Commitments from: May 20, 2014 :
: 8,985: 1,334 -1,711 2,873 4,672 5,478 8,879 6,640: 106 2,345
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 12.4 18.4 38.2 61.2 86.1 92.1: 13.9 7.9
Old : 100.0: 38.4 14.3 16.9 30.5 61.7 85.8 92.8: 14.2 7.2
Other: 100.0: 20.1 15.3 14.9 51.5 60.4 86.5 90.7: 13.5 9.3
: : :
:# Traders : Number of Traders in Each Category :
All : 267: 93 60 74 87 95 221 193:
Old : 246: 88 50 57 78 84 196 163:
Other: 184: 52 39 34 71 67 137 126:
:----------------------------------------------------------------------------------------------------
: 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 : 9.6 24.8 16.6 36.7 6.7 20.8 11.6 28.1
Old : 12.0 26.1 20.8 36.5 10.8 23.8 17.8 30.9
Other: 15.5 30.7 27.0 43.5 15.1 27.2 24.1 35.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 27, 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 : 8,841: 1,642 834 1,012 4,168 5,465 6,822 7,311: 2,019 1,530
Old : 5,690: 1,399 1,274 141 2,935 3,265 4,475 4,679: 1,215 1,011
Other: 3,151: 790 107 325 1,233 2,200 2,348 2,632: 804 519
: : :
: : Changes in Commitments from: May 20, 2014 :
: -452: -117 38 59 -315 -603 -373 -506: -78 55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 9.4 11.5 47.1 61.8 77.2 82.7: 22.8 17.3
Old : 100.0: 24.6 22.4 2.5 51.6 57.4 78.6 82.2: 21.4 17.8
Other: 100.0: 25.1 3.4 10.3 39.1 69.8 74.5 83.5: 25.5 16.5
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 15 6 7 22 16 41 27:
Old : 41: 11 9 5 15 9 29 20:
Other: 32: 10 2 5 16 13 27 19:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.9 46.5 47.0 59.8 31.9 43.5 41.9 52.9
Old : 41.4 55.5 55.7 67.3 41.4 55.4 55.7 66.3
Other: 39.7 48.1 51.6 64.4 34.9 45.1 46.0 59.5
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 27, 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 : 1,224,230: 252,840 197,567 75,939 779,221 805,134 1,108,000 1,078,641: 116,230 145,589
Old : 1,224,230: 252,840 197,567 75,939 779,221 805,134 1,108,000 1,078,641: 116,230 145,589
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2014 :
: -51,270: 11,624 4,728 -12,687 -40,257 -39,129 -41,321 -47,089: -9,949 -4,181
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 16.1 6.2 63.6 65.8 90.5 88.1: 9.5 11.9
Old : 100.0: 20.7 16.1 6.2 63.6 65.8 90.5 88.1: 9.5 11.9
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 : 253: 50 37 40 103 130 168 193:
Old : 253: 50 37 40 103 130 168 193:
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 : 27.0 18.1 35.8 28.4 21.9 17.2 30.1 26.2
Old : 27.0 18.1 35.8 28.4 21.9 17.2 30.1 26.2
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 27, 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 : 3,241,032: 380,302 357,426 242,961 2,223,006 2,070,512 2,846,269 2,670,899: 394,763 570,133
Old : 3,241,032: 380,302 357,426 242,961 2,223,006 2,070,512 2,846,269 2,670,899: 394,763 570,133
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2014 :
: -317,191: -51,867 -25,097 -171,332 -113,639 -154,561 -336,838 -350,991: 19,647 33,800
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 11.0 7.5 68.6 63.9 87.8 82.4: 12.2 17.6
Old : 100.0: 11.7 11.0 7.5 68.6 63.9 87.8 82.4: 12.2 17.6
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 : 355: 69 70 82 161 191 276 297:
Old : 355: 69 70 82 161 191 276 297:
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 15.8 38.3 21.9 27.4 13.8 34.9 19.1
Old : 29.5 15.8 38.3 21.9 27.4 13.8 34.9 19.1
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 27, 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 : 2,356,893: 255,008 295,643 159,319 1,649,419 1,483,054 2,063,745 1,938,015: 293,148 418,878
Old : 2,356,893: 255,008 295,643 159,319 1,649,419 1,483,054 2,063,745 1,938,015: 293,148 418,878
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2014 :
: -130,864: -24,167 17,473 -50,271 -59,249 -106,543 -133,687 -139,341: 2,823 8,477
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 12.5 6.8 70.0 62.9 87.6 82.2: 12.4 17.8
Old : 100.0: 10.8 12.5 6.8 70.0 62.9 87.6 82.2: 12.4 17.8
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 : 268: 31 58 46 122 151 187 221:
Old : 268: 31 58 46 122 151 187 221:
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 : 30.6 18.5 40.9 26.3 27.9 17.5 34.1 23.4
Old : 30.6 18.5 40.9 26.3 27.9 17.5 34.1 23.4
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 27, 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 : 368,565: 21,074 78,892 58,439 259,809 174,327 339,321 311,658: 29,243 56,907
Old : 368,565: 21,074 78,892 58,439 259,809 174,327 339,321 311,658: 29,243 56,907
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2014 :
: 6,113: 923 5,030 2,000 2,928 2,178 5,851 9,208: 262 -3,095
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 21.4 15.9 70.5 47.3 92.1 84.6: 7.9 15.4
Old : 100.0: 5.7 21.4 15.9 70.5 47.3 92.1 84.6: 7.9 15.4
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 : 80: 15 24 23 35 36 62 72:
Old : 80: 15 24 23 35 36 62 72:
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 : 46.2 19.7 56.4 32.3 40.2 17.2 44.5 24.7
Old : 46.2 19.7 56.4 32.3 40.2 17.2 44.5 24.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 27, 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 : 66,861: 18,398 13,813 1,329 38,640 43,093 58,367 58,235: 8,494 8,626
Old : 66,861: 18,398 13,813 1,329 38,640 43,093 58,367 58,235: 8,494 8,626
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2014 :
: 3,856: 2,094 -3,088 596 292 6,232 2,983 3,741: 873 115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 20.7 2.0 57.8 64.5 87.3 87.1: 12.7 12.9
Old : 100.0: 27.5 20.7 2.0 57.8 64.5 87.3 87.1: 12.7 12.9
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 : 117: 34 28 12 41 25 81 59:
Old : 117: 34 28 12 41 25 81 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 : 22.1 35.1 35.8 53.7 22.1 34.8 35.8 53.4
Old : 22.1 35.1 35.8 53.7 22.1 34.8 35.8 53.4
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 27, 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 : 133,721: 36,795 27,627 2,658 77,281 86,186 116,734 116,470: 16,988 17,252
Old : 133,721: 36,795 27,627 2,658 77,281 86,186 116,734 116,470: 16,988 17,252
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2014 :
: 7,711: 4,189 -6,176 1,193 585 12,464 5,966 7,481: 1,746 230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 20.7 2.0 57.8 64.5 87.3 87.1: 12.7 12.9
Old : 100.0: 27.5 20.7 2.0 57.8 64.5 87.3 87.1: 12.7 12.9
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 : 117: 34 28 12 41 25 81 59:
Old : 117: 34 28 12 41 25 81 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 : 22.1 35.1 35.8 53.7 22.1 34.8 35.8 53.4
Old : 22.1 35.1 35.8 53.7 22.1 34.8 35.8 53.4
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 27, 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 : 16,523: 13,219 15,465 1,040 2,209 0 16,468 16,505: 55 18
Old : 16,523: 13,219 15,465 1,040 2,209 0 16,468 16,505: 55 18
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2014 :
: -53: -515 -38 -16 486 0 -45 -54: -8 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.0 93.6 6.3 13.4 0.0 99.7 99.9: 0.3 0.1
Old : 100.0: 80.0 93.6 6.3 13.4 0.0 99.7 99.9: 0.3 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 : 23: 16 5 3 2 0 19 7:
Old : 23: 16 5 3 2 0 19 7:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.0 97.6 84.7 99.9 68.3 93.3 82.0 93.6
Old : 70.0 97.6 84.7 99.9 68.3 93.3 82.0 93.6
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 27, 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 : 54,786: 2,111 18,816 375 52,259 35,446 54,745 54,637: 41 149
Old : 54,786: 2,111 18,816 375 52,259 35,446 54,745 54,637: 41 149
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2014 :
: -2,728: -2,184 -1,181 0 -541 -1,583 -2,725 -2,764: -3 36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 34.3 0.7 95.4 64.7 99.9 99.7: 0.1 0.3
Old : 100.0: 3.9 34.3 0.7 95.4 64.7 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 : 42: 4 14 1 13 12 17 27:
Old : 42: 4 14 1 13 12 17 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 83.3 52.4 97.6 77.1 81.2 43.5 88.5 68.2
Old : 83.3 52.4 97.6 77.1 81.2 43.5 88.5 68.2
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 27, 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 : 43,604: 444 16,588 0 43,091 26,961 43,535 43,549: 69 55
Old : 43,604: 444 16,588 0 43,091 26,961 43,535 43,549: 69 55
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2014 :
: -1,366: -173 864 -107 -1,084 -1,771 -1,364 -1,014: -2 -352
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 38.0 0.0 98.8 61.8 99.8 99.9: 0.2 0.1
Old : 100.0: 1.0 38.0 0.0 98.8 61.8 99.8 99.9: 0.2 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 : 43: 2 20 0 7 15 9 35:
Old : 43: 2 20 0 7 15 9 35:
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 : 90.0 54.6 99.7 74.9 89.8 54.6 95.0 73.6
Old : 90.0 54.6 99.7 74.9 89.8 54.6 95.0 73.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 30, 2014