WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 24, 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 : 457,050: 98,735 128,593 114,295 203,958 165,275 416,988 408,163: 40,062 48,887
Old : 430,059: 89,188 130,865 107,447 195,844 149,281 392,480 387,594: 37,579 42,465
Other: 26,991: 14,309 2,489 2,086 8,113 15,994 24,509 20,569: 2,483 6,422
: : :
: : Changes in Commitments from: June 17, 2014 :
: -103,384: -104 10,428 -77,550 -27,103 -33,710 -104,757 -100,832: 1,373 -2,552
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 28.1 25.0 44.6 36.2 91.2 89.3: 8.8 10.7
Old : 100.0: 20.7 30.4 25.0 45.5 34.7 91.3 90.1: 8.7 9.9
Other: 100.0: 53.0 9.2 7.7 30.1 59.3 90.8 76.2: 9.2 23.8
: : :
:# Traders : Number of Traders in Each Category :
All : 362: 110 121 130 106 102 286 291:
Old : 360: 113 121 125 104 101 280 287:
Other: 110: 12 27 15 27 57 54 86:
:----------------------------------------------------------------------------------------------------
: 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 : 16.4 11.6 25.0 19.3 14.4 10.5 22.6 16.6
Old : 17.1 12.3 25.5 20.1 15.5 11.5 23.5 18.0
Other: 60.4 25.4 70.6 41.7 60.3 24.0 67.9 36.2
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 24, 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 : 147,685: 51,653 30,840 17,044 61,684 74,492 130,381 122,375: 17,305 25,310
Old : 141,069: 50,832 30,783 15,107 58,436 72,968 124,374 118,858: 16,694 22,211
Other: 6,617: 2,507 1,742 251 3,248 1,524 6,007 3,518: 610 3,099
: : :
: : Changes in Commitments from: June 17, 2014 :
: -8,777: 3,745 788 -7,866 -4,818 1,200 -8,939 -5,878: 161 -2,899
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.0 20.9 11.5 41.8 50.4 88.3 82.9: 11.7 17.1
Old : 100.0: 36.0 21.8 10.7 41.4 51.7 88.2 84.3: 11.8 15.7
Other: 100.0: 37.9 26.3 3.8 49.1 23.0 90.8 53.2: 9.2 46.8
: : :
:# Traders : Number of Traders in Each Category :
All : 182: 52 47 43 57 60 132 134:
Old : 181: 53 49 42 57 60 131 133:
Other: 60: 10 13 9 10 29 22 50:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.7 20.1 30.1 30.4 17.7 18.4 27.1 27.4
Old : 21.4 20.8 30.1 31.4 18.5 19.2 27.2 28.6
Other: 77.5 22.1 85.5 31.5 77.5 22.1 84.4 31.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 24, 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 : 1,756,425: 433,453 255,273 444,484 729,481 742,579 1,607,418 1,442,336: 149,007 314,090
Old : 764,443: 235,917 235,122 126,034 342,890 312,818 704,841 673,974: 59,602 90,469
Other: 991,982: 324,859 147,473 191,128 386,591 429,761 902,578 768,361: 89,404 223,621
: : :
: : Changes in Commitments from: June 17, 2014 :
: -141,493: 5,965 26,274 -100,256 -47,649 -58,345 -141,940 -132,327: 447 -9,166
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 14.5 25.3 41.5 42.3 91.5 82.1: 8.5 17.9
Old : 100.0: 30.9 30.8 16.5 44.9 40.9 92.2 88.2: 7.8 11.8
Other: 100.0: 32.7 14.9 19.3 39.0 43.3 91.0 77.5: 9.0 22.5
: : :
:# Traders : Number of Traders in Each Category :
All : 746: 177 166 230 301 336 600 628:
Old : 637: 135 143 138 237 283 447 498:
Other: 673: 178 122 157 234 314 469 538:
:----------------------------------------------------------------------------------------------------
: 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 : 10.4 12.4 17.1 18.0 8.9 8.8 15.0 12.8
Old : 13.8 14.1 23.9 23.1 12.3 12.9 22.4 21.2
Other: 10.2 15.9 18.7 21.1 9.2 13.1 16.4 17.4
CORN CONSECUTIVE CSO - CHICAGO BOARD OF TRADE Code-00260B
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 24, 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 : 7,512: 3,377 2,009 2,100 1,681 2,663 7,157 6,772: 355 740
Old : 7,048: 3,439 1,957 1,854 1,428 2,529 6,722 6,340: 327 708
Other: 464: 0 115 183 253 134 436 432: 28 32
: : :
: : Changes in Commitments from: June 17, 2014 :
: -1,768: 75 -303 -1,083 -854 -334 -1,861 -1,720: 93 -48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.0 26.7 27.9 22.4 35.5 95.3 90.1: 4.7 9.9
Old : 100.0: 48.8 27.8 26.3 20.3 35.9 95.4 90.0: 4.6 10.0
Other: 100.0: 0.0 24.8 39.4 54.6 29.0 93.9 93.1: 6.1 6.9
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 6 7 11 7 6 18 19:
Old : 19: 7 5 10 7 6 18 17:
Other: 6: 0 4 2 2 1 4 5:
:----------------------------------------------------------------------------------------------------
: 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 : 60.7 60.4 82.0 79.5 43.1 48.8 57.6 53.1
Old : 59.9 63.1 82.5 81.3 45.2 52.0 60.0 56.1
Other: 93.9 92.5 93.9 93.1 34.6 33.2 34.6 33.8
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 24, 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 : 8,563: 3,054 444 574 2,609 6,317 6,237 7,334: 2,326 1,229
Old : 8,563: 3,054 444 574 2,609 6,317 6,237 7,334: 2,326 1,229
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2014 :
: -463: 419 -217 -588 -616 177 -785 -628: 322 165
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.7 5.2 6.7 30.5 73.8 72.8 85.6: 27.2 14.4
Old : 100.0: 35.7 5.2 6.7 30.5 73.8 72.8 85.6: 27.2 14.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 15 5 7 12 11 32 18:
Old : 36: 15 5 7 12 11 32 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 : 35.8 55.5 48.9 74.1 33.8 47.0 42.6 63.0
Old : 35.8 55.5 48.9 74.1 33.8 47.0 42.6 63.0
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, June 24, 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 : 764,084: 196,151 141,265 202,563 313,236 293,390 711,950 637,217: 52,135 126,867
Old : 138,619: 45,226 22,384 22,256 57,714 73,481 125,196 118,122: 13,424 20,498
Other: 625,465: 183,174 151,129 148,057 255,522 219,909 586,754 519,096: 38,711 106,369
: : :
: : Changes in Commitments from: June 17, 2014 :
: -88,282: -2,387 599 -55,358 -26,833 -27,476 -84,578 -82,235: -3,703 -6,046
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 18.5 26.5 41.0 38.4 93.2 83.4: 6.8 16.6
Old : 100.0: 32.6 16.1 16.1 41.6 53.0 90.3 85.2: 9.7 14.8
Other: 100.0: 29.3 24.2 23.7 40.9 35.2 93.8 83.0: 6.2 17.0
: : :
:# Traders : Number of Traders in Each Category :
All : 660: 199 199 241 177 228 516 545:
Old : 441: 114 115 97 127 147 295 310:
Other: 629: 199 186 194 123 208 426 494:
:----------------------------------------------------------------------------------------------------
: 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 : 9.4 10.8 17.0 17.0 8.5 8.0 15.1 12.5
Old : 20.4 15.8 28.3 24.1 19.6 14.4 26.4 22.4
Other: 10.4 11.6 18.3 17.8 9.8 8.6 17.2 13.8
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 24, 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 : 22,748: 16,373 944 64 2 5,026 16,439 6,034: 6,309 16,714
Old : 2,901: 2,471 6 0 2 172 2,473 178: 428 2,723
Other: 19,847: 13,937 973 29 0 4,854 13,966 5,856: 5,881 13,991
: : :
: : Changes in Commitments from: June 17, 2014 :
: 304: 169 13 39 0 287 208 339: 96 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.0 4.1 0.3 0.0 22.1 72.3 26.5: 27.7 73.5
Old : 100.0: 85.2 0.2 0.0 0.1 5.9 85.2 6.1: 14.8 93.9
Other: 100.0: 70.2 4.9 0.1 0.0 24.5 70.4 29.5: 29.6 70.5
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 3 3 2 1 16 5 20:
Old : 18: 3 2 0 1 12 4 14:
Other: 22: 3 3 2 0 16 4 20:
:----------------------------------------------------------------------------------------------------
: 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 : 72.3 11.1 72.3 17.1 72.0 10.9 72.0 16.8
Old : 85.2 4.7 85.2 5.6 85.2 4.7 85.2 5.6
Other: 70.4 12.3 70.4 18.9 70.2 12.1 70.2 18.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 24, 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 : 364,536: 96,156 87,724 61,146 172,167 184,028 329,470 332,899: 35,066 31,637
Old : 120,922: 28,149 18,968 22,861 56,778 65,697 107,788 107,526: 13,134 13,396
Other: 243,614: 78,340 79,089 27,953 115,389 118,331 221,682 225,372: 21,932 18,241
: : :
: : Changes in Commitments from: June 17, 2014 :
: -27,718: 5,580 -17,817 -12,795 -20,278 6,520 -27,493 -24,092: -225 -3,626
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 24.1 16.8 47.2 50.5 90.4 91.3: 9.6 8.7
Old : 100.0: 23.3 15.7 18.9 47.0 54.3 89.1 88.9: 10.9 11.1
Other: 100.0: 32.2 32.5 11.5 47.4 48.6 91.0 92.5: 9.0 7.5
: : :
:# Traders : Number of Traders in Each Category :
All : 292: 75 95 86 81 79 213 216:
Old : 199: 48 52 44 63 70 141 141:
Other: 254: 74 83 63 70 53 175 172:
:----------------------------------------------------------------------------------------------------
: 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 : 11.2 25.7 20.2 34.1 9.8 19.3 17.9 26.8
Old : 22.1 20.9 31.6 31.2 17.2 16.6 24.6 23.8
Other: 14.6 28.1 25.4 39.1 14.5 24.8 25.3 35.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 24, 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 : 814,767: 78,963 66,650 43,517 525,232 528,219 647,712 638,386: 167,055 176,380
Old : 814,767: 78,963 66,650 43,517 525,232 528,219 647,712 638,386: 167,055 176,380
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2014 :
: -32,401: -3,138 -8,674 -7,786 -14,445 -15,385 -25,369 -31,845: -7,032 -556
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 8.2 5.3 64.5 64.8 79.5 78.4: 20.5 21.6
Old : 100.0: 9.7 8.2 5.3 64.5 64.8 79.5 78.4: 20.5 21.6
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 : 176: 32 28 33 86 94 130 143:
Old : 176: 32 28 33 86 94 130 143:
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 : 22.0 14.3 32.3 23.9 19.5 11.3 26.8 18.2
Old : 22.0 14.3 32.3 23.9 19.5 11.3 26.8 18.2
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, June 24, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 483,308: 49,524 37,855 5,095 326,653 350,081 381,271 393,031: 102,037 90,278
Old : 483,308: 49,524 37,855 5,095 326,653 350,081 381,271 393,031: 102,037 90,278
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2014 :
: -6,881: -1,331 431 -922 -3,754 -2,272 -6,007 -2,764: -874 -4,117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 7.8 1.1 67.6 72.4 78.9 81.3: 21.1 18.7
Old : 100.0: 10.2 7.8 1.1 67.6 72.4 78.9 81.3: 21.1 18.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 83: 12 13 8 45 44 63 59:
Old : 83: 12 13 8 45 44 63 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 : 27.3 41.9 43.0 53.7 23.6 39.8 34.3 47.8
Old : 27.3 41.9 43.0 53.7 23.6 39.8 34.3 47.8
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, June 24, 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 : 6,839: 1,449 938 714 4,149 4,935 6,312 6,587: 527 252
Old : 6,839: 1,449 938 714 4,149 4,935 6,312 6,587: 527 252
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2014 :
: 157: -24 -80 116 82 137 174 173: -17 -16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 13.7 10.4 60.7 72.2 92.3 96.3: 7.7 3.7
Old : 100.0: 21.2 13.7 10.4 60.7 72.2 92.3 96.3: 7.7 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 : 43: 11 8 5 18 22 33 32:
Old : 43: 11 8 5 18 22 33 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 : 39.4 51.6 61.1 69.4 19.8 22.9 29.5 30.0
Old : 39.4 51.6 61.1 69.4 19.8 22.9 29.5 30.0
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, June 24, 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 : 369,183: 93,789 54,755 65,576 159,906 217,297 319,271 337,628: 49,912 31,555
Old : 123,848: 26,262 10,579 21,061 54,643 78,376 101,966 110,015: 21,882 13,832
Other: 245,335: 78,695 55,344 33,347 105,263 138,922 217,305 227,613: 28,030 17,722
: : :
: : Changes in Commitments from: June 17, 2014 :
: -33,070: -6,588 3,447 -16,322 -9,647 -22,405 -32,557 -35,280: -513 2,210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 14.8 17.8 43.3 58.9 86.5 91.5: 13.5 8.5
Old : 100.0: 21.2 8.5 17.0 44.1 63.3 82.3 88.8: 17.7 11.2
Other: 100.0: 32.1 22.6 13.6 42.9 56.6 88.6 92.8: 11.4 7.2
: : :
:# Traders : Number of Traders in Each Category :
All : 265: 81 68 73 88 97 213 200:
Old : 192: 49 36 41 81 80 150 138:
Other: 238: 76 62 51 71 77 176 164:
:----------------------------------------------------------------------------------------------------
: 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 : 11.7 24.7 19.5 35.2 7.7 18.3 13.7 25.7
Old : 22.1 22.0 32.4 31.4 20.3 15.2 27.8 22.1
Other: 10.0 29.1 18.6 39.7 9.1 26.7 16.6 36.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 24, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 9,729: 1,167 2,047 1,147 5,252 4,453 7,566 7,648: 2,163 2,081
Old : 2,049: 28 385 0 1,552 1,231 1,580 1,616: 469 433
Other: 7,680: 1,424 1,947 862 3,700 3,222 5,986 6,032: 1,694 1,648
: : :
: : Changes in Commitments from: June 17, 2014 :
: -949: -13 -5 -435 -405 -602 -853 -1,042: -96 93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 21.0 11.8 54.0 45.8 77.8 78.6: 22.2 21.4
Old : 100.0: 1.4 18.8 0.0 75.7 60.1 77.1 78.9: 22.9 21.1
Other: 100.0: 18.5 25.4 11.2 48.2 42.0 77.9 78.5: 22.1 21.5
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 16 17 7 20 17 39 38:
Old : 19: 3 4 0 9 3 12 7:
Other: 58: 17 16 7 19 15 38 36:
:----------------------------------------------------------------------------------------------------
: 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 : 35.4 34.7 48.9 50.4 33.5 32.4 41.9 42.2
Old : 64.4 74.8 75.6 78.9 64.4 74.8 75.6 78.9
Other: 37.7 29.9 49.6 49.4 34.6 27.9 44.1 43.4
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 24, 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 : 1,059,947: 211,407 228,862 22,407 735,689 661,136 969,503 912,405: 90,444 147,542
Old : 1,059,947: 211,407 228,862 22,407 735,689 661,136 969,503 912,405: 90,444 147,542
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2014 :
: -29,596: 13,320 11,451 -33,515 7,125 -13,079 -13,071 -35,143: -16,525 5,547
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 21.6 2.1 69.4 62.4 91.5 86.1: 8.5 13.9
Old : 100.0: 19.9 21.6 2.1 69.4 62.4 91.5 86.1: 8.5 13.9
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 : 240: 45 37 23 86 122 136 177:
Old : 240: 45 37 23 86 122 136 177:
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 : 31.4 20.1 43.1 29.0 29.7 20.1 40.5 29.0
Old : 31.4 20.1 43.1 29.0 29.7 20.1 40.5 29.0
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, June 24, 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 : 3,013,773: 380,243 382,596 267,090 2,084,232 1,872,984 2,731,565 2,522,670: 282,208 491,103
Old : 3,013,773: 380,243 382,596 267,090 2,084,232 1,872,984 2,731,565 2,522,670: 282,208 491,103
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2014 :
: -252,158: 48,931 -23,226 -115,892 -156,272 -97,451 -223,233 -236,569: -28,924 -15,589
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 12.7 8.9 69.2 62.1 90.6 83.7: 9.4 16.3
Old : 100.0: 12.6 12.7 8.9 69.2 62.1 90.6 83.7: 9.4 16.3
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 : 364: 58 95 88 158 182 272 309:
Old : 364: 58 95 88 158 182 272 309:
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 : 35.9 19.3 44.2 23.9 34.6 16.2 40.4 20.1
Old : 35.9 19.3 44.2 23.9 34.6 16.2 40.4 20.1
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, June 24, 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 : 2,317,862: 310,683 298,478 124,458 1,653,770 1,508,321 2,088,911 1,931,257: 228,950 386,605
Old : 2,317,862: 310,683 298,478 124,458 1,653,770 1,508,321 2,088,911 1,931,257: 228,950 386,605
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2014 :
: -121,148: -9,052 -23,901 -61,996 -41,712 -45,062 -112,760 -130,959: -8,388 9,811
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 12.9 5.4 71.3 65.1 90.1 83.3: 9.9 16.7
Old : 100.0: 13.4 12.9 5.4 71.3 65.1 90.1 83.3: 9.9 16.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 277: 51 47 45 123 144 193 217:
Old : 277: 51 47 45 123 144 193 217:
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 20.0 38.3 28.3 26.7 17.7 34.0 24.2
Old : 29.2 20.0 38.3 28.3 26.7 17.7 34.0 24.2
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, June 24, 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 : 418,500: 30,454 88,667 78,801 281,346 198,056 390,601 365,524: 27,899 52,976
Old : 418,500: 30,454 88,667 78,801 281,346 198,056 390,601 365,524: 27,899 52,976
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2014 :
: 13,887: 293 1,681 3,605 10,633 9,860 14,530 15,145: -644 -1,258
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 21.2 18.8 67.2 47.3 93.3 87.3: 6.7 12.7
Old : 100.0: 7.3 21.2 18.8 67.2 47.3 93.3 87.3: 6.7 12.7
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 : 81: 14 21 22 36 40 61 74:
Old : 81: 14 21 22 36 40 61 74:
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 : 50.5 21.7 59.5 35.3 41.5 18.8 46.6 27.8
Old : 50.5 21.7 59.5 35.3 41.5 18.8 46.6 27.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 24, 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 : 59,418: 14,679 15,369 559 36,353 36,108 51,591 52,037: 7,827 7,381
Old : 59,418: 14,679 15,369 559 36,353 36,108 51,591 52,037: 7,827 7,381
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2014 :
: -26,797: -2,773 1,551 -1,164 -20,923 -26,735 -24,860 -26,347: -1,937 -449
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 25.9 0.9 61.2 60.8 86.8 87.6: 13.2 12.4
Old : 100.0: 24.7 25.9 0.9 61.2 60.8 86.8 87.6: 13.2 12.4
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 : 110: 27 27 12 44 25 76 59:
Old : 110: 27 27 12 44 25 76 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 : 27.1 37.8 41.0 56.9 27.1 37.8 40.9 56.7
Old : 27.1 37.8 41.0 56.9 27.1 37.8 40.9 56.7
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, June 24, 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 : 118,836: 29,358 30,739 1,118 72,706 72,217 103,183 104,074: 15,653 14,762
Old : 118,836: 29,358 30,739 1,118 72,706 72,217 103,183 104,074: 15,653 14,762
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2014 :
: -53,593: -5,547 3,102 -2,327 -41,846 -53,469 -49,720 -52,695: -3,874 -899
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 25.9 0.9 61.2 60.8 86.8 87.6: 13.2 12.4
Old : 100.0: 24.7 25.9 0.9 61.2 60.8 86.8 87.6: 13.2 12.4
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 : 110: 27 27 12 44 25 76 59:
Old : 110: 27 27 12 44 25 76 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 : 27.1 37.8 41.0 56.9 27.1 37.8 40.9 56.7
Old : 27.1 37.8 41.0 56.9 27.1 37.8 40.9 56.7
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, June 24, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 15,369: 13,329 14,285 982 1,018 100 15,329 15,367: 40 2
Old : 15,369: 13,329 14,285 982 1,018 100 15,329 15,367: 40 2
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2014 :
: -5,529: 1,297 -523 -5,104 -1,699 100 -5,506 -5,527: -23 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.7 92.9 6.4 6.6 0.7 99.7 100.0: 0.3 0.0
Old : 100.0: 86.7 92.9 6.4 6.6 0.7 99.7 100.0: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 17 4 3 2 1 20 7:
Old : 24: 17 4 3 2 1 20 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 : 66.3 98.2 86.6 100.0 64.8 93.2 84.3 93.6
Old : 66.3 98.2 86.6 100.0 64.8 93.2 84.3 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, June 24, 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 : 50,974: 8,246 19,794 347 42,306 30,691 50,899 50,832: 75 142
Old : 50,974: 8,246 19,794 347 42,306 30,691 50,899 50,832: 75 142
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2014 :
: 125: -433 167 19 543 -66 129 120: -4 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 38.8 0.7 83.0 60.2 99.9 99.7: 0.1 0.3
Old : 100.0: 16.2 38.8 0.7 83.0 60.2 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 : 46: 6 14 2 13 14 19 30:
Old : 46: 6 14 2 13 14 19 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 : 74.6 54.7 97.1 76.3 73.9 45.2 87.8 66.7
Old : 74.6 54.7 97.1 76.3 73.9 45.2 87.8 66.7
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, June 24, 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 : 32,924: 3,650 11,859 1,574 27,641 19,355 32,865 32,788: 59 136
Old : 32,924: 3,650 11,859 1,574 27,641 19,355 32,865 32,788: 59 136
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2014 :
: 599: -217 -8 50 829 565 662 607: -63 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 36.0 4.8 84.0 58.8 99.8 99.6: 0.2 0.4
Old : 100.0: 11.1 36.0 4.8 84.0 58.8 99.8 99.6: 0.2 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 5 15 2 8 16 14 32:
Old : 43: 5 15 2 8 16 14 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 : 79.6 54.8 99.1 75.4 78.4 54.8 90.3 71.0
Old : 79.6 54.8 99.1 75.4 78.4 54.8 90.3 71.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 27, 2014