WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 500,015: 119,574 186,512 131,783 213,486 130,466 464,843 448,761: 35,172 51,254
Old : 372,659: 110,411 177,410 77,134 160,331 81,085 347,876 335,629: 24,783 37,030
Other: 127,356: 32,388 32,327 31,424 53,155 49,381 116,967 113,132: 10,389 14,223
: : :
: : Changes in Commitments from: December 24, 2013 :
: -3,799: 1,787 3,379 -9,001 2,179 2,908 -5,035 -2,714: 1,236 -1,085
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 37.3 26.4 42.7 26.1 93.0 89.7: 7.0 10.3
Old : 100.0: 29.6 47.6 20.7 43.0 21.8 93.3 90.1: 6.7 9.9
Other: 100.0: 25.4 25.4 24.7 41.7 38.8 91.8 88.8: 8.2 11.2
: : :
:# Traders : Number of Traders in Each Category :
All : 399: 113 160 132 100 101 287 328:
Old : 385: 122 148 102 90 88 260 290:
Other: 213: 43 68 55 62 85 144 175:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.5 9.0 24.1 17.1 13.5 8.7 21.6 16.3
Old : 15.8 11.3 26.4 21.1 15.2 11.3 24.0 20.3
Other: 26.5 16.6 40.8 29.9 24.3 14.5 33.0 23.2
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 162,411: 49,397 40,357 25,862 69,938 66,690 145,197 132,908: 17,215 29,503
Old : 117,169: 48,197 37,807 10,167 45,770 50,422 104,135 98,396: 13,034 18,773
Other: 45,242: 11,890 13,240 5,005 24,167 16,268 41,062 34,512: 4,180 10,730
: : :
: : Changes in Commitments from: December 24, 2013 :
: 4,960: 1,811 3,232 1,393 1,146 -1,257 4,349 3,368: 611 1,592
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 24.8 15.9 43.1 41.1 89.4 81.8: 10.6 18.2
Old : 100.0: 41.1 32.3 8.7 39.1 43.0 88.9 84.0: 11.1 16.0
Other: 100.0: 26.3 29.3 11.1 53.4 36.0 90.8 76.3: 9.2 23.7
: : :
:# Traders : Number of Traders in Each Category :
All : 186: 58 49 50 55 58 133 140:
Old : 176: 55 46 31 51 48 120 111:
Other: 122: 21 33 19 36 43 69 84:
:----------------------------------------------------------------------------------------------------
: 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 : 17.9 23.1 27.9 32.9 15.2 19.7 24.6 28.4
Old : 22.9 28.1 33.2 37.0 21.4 28.1 31.7 37.0
Other: 27.6 29.3 45.2 38.6 27.6 27.6 44.8 36.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,531,779: 301,439 349,480 400,775 670,593 491,438 1,372,808 1,241,693: 158,971 290,086
Old : 1,252,340: 266,548 353,572 297,235 553,155 397,236 1,116,938 1,048,043: 135,401 204,296
Other: 279,439: 84,438 45,454 53,994 117,438 94,202 255,870 193,650: 23,570 85,790
: : :
: : Changes in Commitments from: December 24, 2013 :
: 7,343: -2,639 6,847 -4,132 12,418 -1,598 5,648 1,117: 1,695 6,226
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 22.8 26.2 43.8 32.1 89.6 81.1: 10.4 18.9
Old : 100.0: 21.3 28.2 23.7 44.2 31.7 89.2 83.7: 10.8 16.3
Other: 100.0: 30.2 16.3 19.3 42.0 33.7 91.6 69.3: 8.4 30.7
: : :
:# Traders : Number of Traders in Each Category :
All : 712: 158 188 208 289 292 565 584:
Old : 701: 151 196 183 286 276 540 556:
Other: 437: 87 83 73 98 224 214 354:
:----------------------------------------------------------------------------------------------------
: 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 8.9 17.9 15.7 8.4 8.0 15.3 12.8
Old : 10.8 9.1 18.8 15.6 9.0 8.4 16.5 14.3
Other: 22.5 17.7 36.0 26.1 22.2 15.3 33.5 20.6
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 10,507: 3,209 212 958 4,267 8,192 8,434 9,362: 2,073 1,145
Old : 9,805: 3,287 120 821 3,779 7,857 7,887 8,797: 1,918 1,007
Other: 703: 0 170 60 488 336 547 565: 156 138
: : :
: : Changes in Commitments from: December 24, 2013 :
: -155: 61 35 -123 -16 -7 -79 -96: -76 -59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 2.0 9.1 40.6 78.0 80.3 89.1: 19.7 10.9
Old : 100.0: 33.5 1.2 8.4 38.5 80.1 80.4 89.7: 19.6 10.3
Other: 100.0: 0.0 24.1 8.5 69.4 47.8 77.9 80.4: 22.1 19.6
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 18 5 8 14 14 37 23:
Old : 45: 20 4 8 13 14 36 23:
Other: 16: 0 5 3 8 5 11 10:
:----------------------------------------------------------------------------------------------------
: 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 : 40.2 46.4 54.4 65.2 38.4 46.2 48.0 61.2
Old : 39.5 47.4 53.4 66.7 39.5 47.2 49.5 62.8
Other: 68.0 60.2 76.3 79.1 60.6 52.9 63.0 65.3
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 712,941: 230,162 67,404 182,144 245,613 369,632 657,919 619,180: 55,023 93,761
Old : 586,739: 217,123 59,995 125,759 198,755 334,554 541,638 520,308: 45,101 66,430
Other: 126,203: 41,985 36,355 27,438 46,858 35,079 116,281 98,872: 9,922 27,331
: : :
: : Changes in Commitments from: December 24, 2013 :
: -73,095: -13,137 6,475 -25,750 -26,822 -47,754 -65,709 -67,030: -7,386 -6,066
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.3 9.5 25.5 34.5 51.8 92.3 86.8: 7.7 13.2
Old : 100.0: 37.0 10.2 21.4 33.9 57.0 92.3 88.7: 7.7 11.3
Other: 100.0: 33.3 28.8 21.7 37.1 27.8 92.1 78.3: 7.9 21.7
: : :
:# Traders : Number of Traders in Each Category :
All : 502: 160 133 172 138 187 386 414:
Old : 487: 151 132 162 131 178 366 394:
Other: 282: 67 72 68 67 114 168 222:
:----------------------------------------------------------------------------------------------------
: 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 : 8.0 17.4 15.2 24.8 7.9 14.0 14.5 20.3
Old : 9.6 19.4 17.6 28.2 9.5 16.4 17.4 23.3
Other: 18.0 20.3 31.2 31.1 17.9 17.9 30.5 26.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 361,655: 76,020 111,369 59,090 191,215 150,991 326,325 321,451: 35,330 40,204
Old : 334,607: 77,507 113,315 48,809 177,709 135,347 304,025 297,471: 30,582 37,136
Other: 27,048: 4,793 4,334 4,001 13,507 15,644 22,300 23,980: 4,748 3,068
: : :
: : Changes in Commitments from: December 24, 2013 :
: -10,467: 2,112 3,346 -7,935 -2,178 -3,941 -8,000 -8,529: -2,467 -1,938
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 30.8 16.3 52.9 41.8 90.2 88.9: 9.8 11.1
Old : 100.0: 23.2 33.9 14.6 53.1 40.4 90.9 88.9: 9.1 11.1
Other: 100.0: 17.7 16.0 14.8 49.9 57.8 82.4 88.7: 17.6 11.3
: : :
:# Traders : Number of Traders in Each Category :
All : 282: 59 101 83 85 69 199 216:
Old : 281: 61 104 76 85 66 195 209:
Other: 75: 16 15 15 33 13 56 38:
:----------------------------------------------------------------------------------------------------
: 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 : 11.8 21.7 20.3 29.6 8.6 13.9 15.9 20.6
Old : 12.5 20.6 21.3 29.0 9.2 16.0 16.7 23.3
Other: 35.3 50.3 50.8 64.8 28.1 44.7 41.5 56.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 765,659: 135,033 89,631 50,839 450,934 441,063 636,806 581,533: 128,853 184,126
Old : 765,659: 135,033 89,631 50,839 450,934 441,063 636,806 581,533: 128,853 184,126
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2013 :
: -50,613: 1,268 6,623 -17,151 -28,277 -44,626 -44,160 -55,155: -6,452 4,542
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 11.7 6.6 58.9 57.6 83.2 76.0: 16.8 24.0
Old : 100.0: 17.6 11.7 6.6 58.9 57.6 83.2 76.0: 16.8 24.0
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 : 163: 33 32 34 76 83 123 135:
Old : 163: 33 32 34 76 83 123 135:
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 : 21.2 12.9 32.4 20.8 20.7 10.2 27.7 16.7
Old : 21.2 12.9 32.4 20.8 20.7 10.2 27.7 16.7
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, December 31, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 453,359: 50,491 66,513 2,518 326,309 293,802 379,318 362,832: 74,041 90,527
Old : 453,359: 50,491 66,513 2,518 326,309 293,802 379,318 362,832: 74,041 90,527
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2013 :
: -5,551: -296 -1,741 -3,237 2,416 -4,401 -1,117 -9,379: -4,434 3,828
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 14.7 0.6 72.0 64.8 83.7 80.0: 16.3 20.0
Old : 100.0: 11.1 14.7 0.6 72.0 64.8 83.7 80.0: 16.3 20.0
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 : 83: 9 15 8 43 43 56 62:
Old : 83: 9 15 8 43 43 56 62:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.6 32.8 46.3 47.9 24.6 32.8 40.5 46.7
Old : 27.6 32.8 46.3 47.9 24.6 32.8 40.5 46.7
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, December 31, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 3,143: 945 362 280 1,391 2,332 2,616 2,974: 527 169
Old : 3,143: 945 362 280 1,391 2,332 2,616 2,974: 527 169
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2013 :
: -106: -43 -24 4 -19 -79 -58 -99: -48 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 11.5 8.9 44.3 74.2 83.2 94.6: 16.8 5.4
Old : 100.0: 30.1 11.5 8.9 44.3 74.2 83.2 94.6: 16.8 5.4
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 : 33: 9 4 6 13 13 26 20:
Old : 33: 9 4 6 13 13 26 20:
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 : 35.1 60.7 52.4 76.4 35.1 55.5 49.0 66.5
Old : 35.1 60.7 52.4 76.4 35.1 55.5 49.0 66.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 298,229: 99,742 48,119 46,426 104,629 172,921 250,798 267,466: 47,431 30,762
Old : 269,683: 95,834 46,842 39,942 91,174 154,644 226,950 241,428: 42,732 28,254
Other: 28,546: 7,082 4,450 3,311 13,455 18,277 23,847 26,038: 4,698 2,508
: : :
: : Changes in Commitments from: December 24, 2013 :
: -24,513: -1,081 667 -9,621 -8,347 -14,809 -19,048 -23,763: -5,464 -750
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 16.1 15.6 35.1 58.0 84.1 89.7: 15.9 10.3
Old : 100.0: 35.5 17.4 14.8 33.8 57.3 84.2 89.5: 15.8 10.5
Other: 100.0: 24.8 15.6 11.6 47.1 64.0 83.5 91.2: 16.5 8.8
: : :
:# Traders : Number of Traders in Each Category :
All : 245: 86 48 63 73 84 190 173:
Old : 243: 84 50 62 72 84 186 173:
Other: 86: 24 16 21 36 18 70 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 : 8.6 30.8 16.1 40.2 7.9 26.4 15.0 32.9
Old : 8.8 30.8 16.8 40.1 8.6 27.5 16.4 34.3
Other: 21.6 46.6 35.2 66.7 19.5 35.7 32.5 53.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 7,131: 845 1,450 135 4,680 4,509 5,659 6,094: 1,472 1,037
Old : 7,091: 858 1,450 122 4,680 4,496 5,659 6,068: 1,432 1,023
Other: 40: 0 13 0 0 13 0 26: 40 14
: : :
: : Changes in Commitments from: December 24, 2013 :
: -456: 25 61 -107 -194 -148 -275 -193: -180 -262
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 20.3 1.9 65.6 63.2 79.4 85.5: 20.6 14.5
Old : 100.0: 12.1 20.5 1.7 66.0 63.4 79.8 85.6: 20.2 14.4
Other: 100.0: 0.0 32.5 0.0 0.0 32.5 0.0 65.0: 100.0 35.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 8 8 4 16 9 25 20:
Old : 37: 8 8 3 16 8 25 18:
Other: 4: 0 1 0 0 3 0 4:
:----------------------------------------------------------------------------------------------------
: 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 : 47.9 61.7 61.3 74.8 47.8 61.3 61.2 74.2
Old : 48.2 62.0 61.6 75.1 48.2 61.6 61.6 74.6
Other: 0.0 65.0 0.0 65.0 0.0 65.0 0.0 65.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 767,809: 162,652 157,496 11,552 494,557 495,817 668,761 664,865: 99,048 102,944
Old : 767,809: 162,652 157,496 11,552 494,557 495,817 668,761 664,865: 99,048 102,944
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2013 :
: -43,903: -41,310 -10,057 -2,488 645 -29,526 -43,153 -42,071: -750 -1,832
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 20.5 1.5 64.4 64.6 87.1 86.6: 12.9 13.4
Old : 100.0: 21.2 20.5 1.5 64.4 64.6 87.1 86.6: 12.9 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 : 196: 40 28 18 88 87 135 126:
Old : 196: 40 28 18 88 87 135 126:
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 : 16.7 25.1 26.5 38.0 15.2 24.0 23.6 35.0
Old : 16.7 25.1 26.5 38.0 15.2 24.0 23.6 35.0
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, December 31, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 2,751,282: 190,815 366,456 335,269 1,986,245 1,557,114 2,512,329 2,258,838: 238,953 492,443
Old : 2,751,282: 190,815 366,456 335,269 1,986,245 1,557,114 2,512,329 2,258,838: 238,953 492,443
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2013 :
: -235,972: -42,562 32,591 -110,898 -84,279 -187,374 -237,739 -265,680: 1,766 29,708
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 13.3 12.2 72.2 56.6 91.3 82.1: 8.7 17.9
Old : 100.0: 6.9 13.3 12.2 72.2 56.6 91.3 82.1: 8.7 17.9
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 : 304: 51 68 70 146 155 236 254:
Old : 304: 51 68 70 146 155 236 254:
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 : 28.5 15.1 41.3 22.6 25.9 10.9 37.4 15.3
Old : 28.5 15.1 41.3 22.6 25.9 10.9 37.4 15.3
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, December 31, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 2,112,586: 251,175 269,303 156,922 1,521,482 1,312,093 1,929,579 1,738,318: 183,007 374,268
Old : 2,112,586: 251,175 269,303 156,922 1,521,482 1,312,093 1,929,579 1,738,318: 183,007 374,268
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2013 :
: -98,176: -41,315 2,420 -45,206 9,630 -70,039 -76,892 -112,825: -21,285 14,649
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 12.7 7.4 72.0 62.1 91.3 82.3: 8.7 17.7
Old : 100.0: 11.9 12.7 7.4 72.0 62.1 91.3 82.3: 8.7 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 : 245: 38 55 40 101 126 164 196:
Old : 245: 38 55 40 101 126 164 196:
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 : 31.8 15.8 44.2 24.4 31.2 14.8 42.7 22.2
Old : 31.8 15.8 44.2 24.4 31.2 14.8 42.7 22.2
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, December 31, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 306,411: 17,299 55,467 51,272 210,568 152,681 279,139 259,420: 27,272 46,991
Old : 306,411: 17,299 55,467 51,272 210,568 152,681 279,139 259,420: 27,272 46,991
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2013 :
: -1,913: -220 -118 1,424 -1,826 -2,829 -622 -1,523: -1,291 -389
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 18.1 16.7 68.7 49.8 91.1 84.7: 8.9 15.3
Old : 100.0: 5.6 18.1 16.7 68.7 49.8 91.1 84.7: 8.9 15.3
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 : 64: 8 21 17 31 29 52 54:
Old : 64: 8 21 17 31 29 52 54:
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 : 42.6 30.6 56.0 44.6 31.7 23.8 39.0 29.7
Old : 42.6 30.6 56.0 44.6 31.7 23.8 39.0 29.7
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, December 31, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 61,575: 14,871 10,349 906 37,189 42,421 52,966 53,676: 8,609 7,899
Old : 61,575: 14,871 10,349 906 37,189 42,421 52,966 53,676: 8,609 7,899
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2013 :
: 457: -186 -269 80 189 204 82 15: 375 443
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 16.8 1.5 60.4 68.9 86.0 87.2: 14.0 12.8
Old : 100.0: 24.2 16.8 1.5 60.4 68.9 86.0 87.2: 14.0 12.8
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 : 100: 27 21 10 38 22 70 48:
Old : 100: 27 21 10 38 22 70 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.9 46.5 41.0 65.1 25.9 46.2 40.7 64.8
Old : 25.9 46.5 41.0 65.1 25.9 46.2 40.7 64.8
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, December 31, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 123,150: 29,742 20,697 1,812 74,377 84,842 105,932 107,352: 17,218 15,798
Old : 123,150: 29,742 20,697 1,812 74,377 84,842 105,932 107,352: 17,218 15,798
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2013 :
: 914: -373 -538 160 378 408 165 29: 749 885
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 16.8 1.5 60.4 68.9 86.0 87.2: 14.0 12.8
Old : 100.0: 24.2 16.8 1.5 60.4 68.9 86.0 87.2: 14.0 12.8
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 : 100: 27 21 10 38 22 70 48:
Old : 100: 27 21 10 38 22 70 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.9 46.5 41.0 65.1 25.9 46.2 40.7 64.8
Old : 25.9 46.5 41.0 65.1 25.9 46.2 40.7 64.8
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, December 31, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 51,890: 3,066 20,682 0 48,775 31,078 51,841 51,760: 49 130
Old : 51,890: 3,066 20,682 0 48,775 31,078 51,841 51,760: 49 130
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2013 :
: 2,145: -2,144 -3,043 0 4,274 5,183 2,130 2,140: 15 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 39.9 0.0 94.0 59.9 99.9 99.7: 0.1 0.3
Old : 100.0: 5.9 39.9 0.0 94.0 59.9 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 : 48: 3 17 0 12 18 15 35:
Old : 48: 3 17 0 12 18 15 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 : 84.8 46.0 97.4 67.1 78.6 35.7 88.9 56.8
Old : 84.8 46.0 97.4 67.1 78.6 35.7 88.9 56.8
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, December 31, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 34,001: 495 19,929 0 33,501 14,003 33,996 33,932: 5 69
Old : 34,001: 495 19,929 0 33,501 14,003 33,996 33,932: 5 69
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2013 :
: 3,755: -696 496 0 4,447 3,260 3,751 3,756: 4 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 58.6 0.0 98.5 41.2 100.0 99.8: 0.0 0.2
Old : 100.0: 1.5 58.6 0.0 98.5 41.2 100.0 99.8: 0.0 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 : 35: 2 13 0 8 14 10 27:
Old : 35: 2 13 0 8 14 10 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 : 84.2 66.9 99.7 85.5 83.2 56.3 86.8 72.3
Old : 84.2 66.9 99.7 85.5 83.2 56.3 86.8 72.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 6, 2014