WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 1, 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 : 458,579: 103,424 132,226 119,935 198,173 160,272 421,531 412,433: 37,048 46,146
Old : 429,863: 93,805 134,952 112,142 189,555 143,677 395,502 390,772: 34,361 39,091
Other: 28,716: 14,971 2,626 2,440 8,618 16,595 26,029 21,661: 2,687 7,055
: : :
: : Changes in Commitments from: June 24, 2014 :
: 1,529: 4,688 3,633 5,640 -5,785 -5,003 4,543 4,270: -3,014 -2,741
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 28.8 26.2 43.2 34.9 91.9 89.9: 8.1 10.1
Old : 100.0: 21.8 31.4 26.1 44.1 33.4 92.0 90.9: 8.0 9.1
Other: 100.0: 52.1 9.1 8.5 30.0 57.8 90.6 75.4: 9.4 24.6
: : :
:# Traders : Number of Traders in Each Category :
All : 372: 116 124 127 99 98 286 288:
Old : 370: 120 123 122 98 97 281 284:
Other: 119: 22 23 20 27 59 63 91:
:----------------------------------------------------------------------------------------------------
: 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 : 16.5 11.5 25.2 19.1 14.4 10.6 22.7 16.9
Old : 17.2 12.2 25.7 20.1 15.5 11.8 23.6 18.6
Other: 59.2 24.2 69.2 40.5 59.2 21.8 67.5 35.2
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 1, 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 : 143,470: 52,768 32,240 14,093 60,999 73,348 127,861 119,680: 15,609 23,790
Old : 136,612: 51,478 32,154 12,666 57,593 71,232 121,737 116,052: 14,875 20,561
Other: 6,857: 2,538 1,333 180 3,406 2,116 6,124 3,628: 734 3,229
: : :
: : Changes in Commitments from: June 24, 2014 :
: -4,215: 1,115 1,400 -2,951 -684 -1,144 -2,520 -2,695: -1,696 -1,520
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.8 22.5 9.8 42.5 51.1 89.1 83.4: 10.9 16.6
Old : 100.0: 37.7 23.5 9.3 42.2 52.1 89.1 84.9: 10.9 15.1
Other: 100.0: 37.0 19.4 2.6 49.7 30.9 89.3 52.9: 10.7 47.1
: : :
:# Traders : Number of Traders in Each Category :
All : 186: 54 49 42 58 58 133 132:
Old : 185: 54 50 41 58 58 132 131:
Other: 61: 10 11 10 13 31 25 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 : 19.3 21.3 29.2 32.4 17.3 19.0 26.3 28.5
Old : 20.1 22.0 29.4 33.0 18.0 20.0 26.2 29.9
Other: 75.7 26.4 83.3 34.9 75.7 26.4 83.0 34.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 1, 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 : 1,753,310: 423,172 265,183 456,653 725,690 724,006 1,605,514 1,445,843: 147,795 307,467
Old : 689,941: 229,537 220,239 113,242 299,859 284,618 642,639 618,099: 47,302 71,842
Other: 1,063,368: 319,362 170,671 217,684 425,830 439,388 962,875 827,743: 100,493 235,625
: : :
: : Changes in Commitments from: June 24, 2014 :
: -3,116: -10,281 9,910 12,169 -3,792 -18,572 -1,904 3,507: -1,212 -6,623
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 15.1 26.0 41.4 41.3 91.6 82.5: 8.4 17.5
Old : 100.0: 33.3 31.9 16.4 43.5 41.3 93.1 89.6: 6.9 10.4
Other: 100.0: 30.0 16.1 20.5 40.0 41.3 90.5 77.8: 9.5 22.2
: : :
:# Traders : Number of Traders in Each Category :
All : 750: 175 175 217 285 338 577 627:
Old : 606: 117 144 107 200 259 374 454:
Other: 683: 166 137 151 237 320 473 543:
:----------------------------------------------------------------------------------------------------
: 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 12.9 17.9 18.6 8.9 9.0 15.1 12.9
Old : 15.0 15.2 26.0 24.5 13.3 13.6 24.1 21.8
Other: 11.3 15.1 18.9 21.2 9.3 11.8 15.4 16.6
CORN CONSECUTIVE CSO - CHICAGO BOARD OF TRADE Code-00260B
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 1, 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 : 9,330: 4,377 2,630 2,586 2,027 3,218 8,990 8,435: 340 895
Old : 8,777: 4,492 2,603 2,209 1,736 3,105 8,437 7,917: 340 860
Other: 553: 31 173 232 291 114 553 518: 0 35
: : :
: : Changes in Commitments from: June 24, 2014 :
: 1,818: 1,000 621 487 346 555 1,832 1,663: -15 155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.9 28.2 27.7 21.7 34.5 96.4 90.4: 3.6 9.6
Old : 100.0: 51.2 29.7 25.2 19.8 35.4 96.1 90.2: 3.9 9.8
Other: 100.0: 5.6 31.3 41.9 52.6 20.6 100.0 93.7: 0.0 6.3
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 7 7 12 7 5 19 19:
Old : 20: 7 6 11 7 5 19 17:
Other: 7: 1 4 3 2 1 5 6:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.4 59.4 80.0 76.3 41.5 47.8 58.5 53.1
Old : 58.8 61.7 80.7 77.3 45.4 50.8 61.4 56.7
Other: 87.6 86.7 100.0 93.7 38.6 32.1 38.6 32.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 1, 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 : 8,007: 2,804 575 570 2,622 5,787 5,997 6,933: 2,011 1,075
Old : 8,007: 2,804 575 570 2,622 5,787 5,997 6,933: 2,011 1,075
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2014 :
: -556: -250 132 -3 13 -530 -240 -402: -316 -154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.0 7.2 7.1 32.7 72.3 74.9 86.6: 25.1 13.4
Old : 100.0: 35.0 7.2 7.1 32.7 72.3 74.9 86.6: 25.1 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 : 35: 14 6 7 13 10 32 18:
Old : 35: 14 6 7 13 10 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 : 36.0 54.6 47.4 74.7 34.7 45.6 43.2 62.9
Old : 36.0 54.6 47.4 74.7 34.7 45.6 43.2 62.9
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, July 1, 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 : 807,301: 196,716 169,834 229,390 330,758 278,746 756,864 677,970: 50,437 129,331
Old : 99,012: 26,579 16,385 21,060 42,670 46,603 90,309 84,048: 8,703 14,963
Other: 708,289: 190,172 173,483 188,296 288,088 232,143 666,555 593,922: 41,734 114,367
: : :
: : Changes in Commitments from: June 24, 2014 :
: 43,216: 565 28,569 26,828 17,522 -14,644 44,915 40,753: -1,698 2,464
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 21.0 28.4 41.0 34.5 93.8 84.0: 6.2 16.0
Old : 100.0: 26.8 16.5 21.3 43.1 47.1 91.2 84.9: 8.8 15.1
Other: 100.0: 26.8 24.5 26.6 40.7 32.8 94.1 83.9: 5.9 16.1
: : :
:# Traders : Number of Traders in Each Category :
All : 653: 196 203 242 165 224 501 542:
Old : 384: 103 90 90 102 131 250 268:
Other: 633: 194 192 213 131 209 441 509:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 9.8 10.6 17.2 16.8 8.3 6.4 14.7 10.6
Old : 17.4 13.7 28.7 24.5 17.0 13.0 26.1 22.2
Other: 10.8 11.0 18.5 17.7 9.3 7.2 16.0 11.8
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 1, 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 : 21,183: 15,143 993 73 5 5,236 15,221 6,302: 5,962 14,881
Old : 946: 569 12 37 5 176 611 225: 335 721
Other: 20,237: 14,579 986 31 0 5,060 14,610 6,077: 5,627 14,160
: : :
: : Changes in Commitments from: June 24, 2014 :
: -1,565: -1,230 49 9 3 210 -1,218 268: -347 -1,833
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.5 4.7 0.3 0.0 24.7 71.9 29.8: 28.1 70.2
Old : 100.0: 60.1 1.3 3.9 0.5 18.6 64.6 23.8: 35.4 76.2
Other: 100.0: 72.0 4.9 0.2 0.0 25.0 72.2 30.0: 27.8 70.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 3 3 1 16 4 21:
Old : 17: 2 2 1 1 12 3 15:
Other: 21: 2 3 3 0 16 3 21:
:----------------------------------------------------------------------------------------------------
: 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 : 71.9 12.4 71.9 19.1 71.5 12.3 71.5 19.0
Old : 64.6 17.8 64.6 21.2 60.7 15.0 60.7 18.0
Other: 72.2 12.4 72.2 19.3 72.0 12.2 72.0 19.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 1, 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 : 351,650: 99,888 80,733 54,123 165,101 180,812 319,112 315,668: 32,539 35,982
Old : 102,590: 24,804 10,504 19,589 46,842 59,798 91,234 89,891: 11,356 12,699
Other: 249,060: 82,500 77,644 27,119 118,259 121,015 227,877 225,777: 21,183 23,283
: : :
: : Changes in Commitments from: June 24, 2014 :
: -12,886: 3,732 -6,991 -7,023 -7,067 -3,216 -10,358 -17,231: -2,528 4,345
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 23.0 15.4 47.0 51.4 90.7 89.8: 9.3 10.2
Old : 100.0: 24.2 10.2 19.1 45.7 58.3 88.9 87.6: 11.1 12.4
Other: 100.0: 33.1 31.2 10.9 47.5 48.6 91.5 90.7: 8.5 9.3
: : :
:# Traders : Number of Traders in Each Category :
All : 288: 75 89 86 83 81 215 213:
Old : 183: 55 33 46 59 68 132 135:
Other: 253: 66 87 62 72 55 179 167:
:----------------------------------------------------------------------------------------------------
: 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 : 10.8 26.1 19.9 34.8 10.3 21.3 18.8 29.3
Old : 20.5 22.2 30.7 30.7 18.8 17.8 27.4 25.3
Other: 14.7 28.5 25.3 39.4 14.5 24.9 25.1 34.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 1, 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 : 819,949: 91,606 69,590 42,960 519,901 524,337 654,468 636,888: 165,481 183,061
Old : 819,949: 91,606 69,590 42,960 519,901 524,337 654,468 636,888: 165,481 183,061
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2014 :
: 5,182: 12,643 2,940 -557 -5,330 -3,882 6,756 -1,498: -1,574 6,681
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 8.5 5.2 63.4 63.9 79.8 77.7: 20.2 22.3
Old : 100.0: 11.2 8.5 5.2 63.4 63.9 79.8 77.7: 20.2 22.3
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 : 175: 33 29 33 86 92 132 141:
Old : 175: 33 29 33 86 92 132 141:
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 14.8 31.9 23.1 19.4 10.0 26.3 17.0
Old : 22.1 14.8 31.9 23.1 19.4 10.0 26.3 17.0
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, July 1, 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 : 488,789: 54,240 34,682 4,698 326,643 355,887 385,581 395,267: 103,208 93,521
Old : 488,789: 54,240 34,682 4,698 326,643 355,887 385,581 395,267: 103,208 93,521
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2014 :
: 5,480: 4,716 -3,174 -397 -10 5,807 4,310 2,237: 1,171 3,244
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 7.1 1.0 66.8 72.8 78.9 80.9: 21.1 19.1
Old : 100.0: 11.1 7.1 1.0 66.8 72.8 78.9 80.9: 21.1 19.1
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 : 83: 12 11 7 45 46 62 59:
Old : 83: 12 11 7 45 46 62 59:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.8 40.5 42.6 51.9 23.4 37.3 34.2 45.6
Old : 26.8 40.5 42.6 51.9 23.4 37.3 34.2 45.6
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, July 1, 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 : 6,547: 1,306 858 594 4,054 4,854 5,954 6,306: 593 241
Old : 6,547: 1,306 858 594 4,054 4,854 5,954 6,306: 593 241
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2014 :
: -292: -143 -80 -120 -95 -81 -358 -281: 66 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 13.1 9.1 61.9 74.1 90.9 96.3: 9.1 3.7
Old : 100.0: 19.9 13.1 9.1 61.9 74.1 90.9 96.3: 9.1 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: 10 8 4 17 21 31 30:
Old : 42: 10 8 4 17 21 31 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.6 49.1 60.8 66.1 19.7 20.8 27.9 28.6
Old : 39.6 49.1 60.8 66.1 19.7 20.8 27.9 28.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 1, 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 : 370,056: 91,888 66,226 69,339 159,943 205,485 321,170 341,050: 48,887 29,007
Old : 106,631: 23,441 9,337 21,857 44,280 65,522 89,578 96,717: 17,053 9,914
Other: 263,425: 79,587 68,028 36,342 115,663 139,963 231,591 244,333: 31,834 19,093
: : :
: : Changes in Commitments from: June 24, 2014 :
: 873: -1,901 11,471 3,763 36 -11,812 1,899 3,422: -1,026 -2,548
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 17.9 18.7 43.2 55.5 86.8 92.2: 13.2 7.8
Old : 100.0: 22.0 8.8 20.5 41.5 61.4 84.0 90.7: 16.0 9.3
Other: 100.0: 30.2 25.8 13.8 43.9 53.1 87.9 92.8: 12.1 7.2
: : :
:# Traders : Number of Traders in Each Category :
All : 265: 77 76 74 85 98 212 203:
Old : 185: 46 36 42 73 78 139 137:
Other: 241: 75 69 55 70 77 178 169:
:----------------------------------------------------------------------------------------------------
: 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 : 11.5 23.3 19.8 33.7 8.3 18.5 14.3 24.5
Old : 21.0 21.2 32.9 31.1 20.6 16.1 28.8 23.8
Other: 10.4 26.6 18.8 36.8 9.0 23.7 16.3 31.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 1, 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 : 8,787: 1,049 2,273 1,088 4,695 3,373 6,833 6,734: 1,954 2,053
Old : 8,787: 1,049 2,273 1,088 4,695 3,373 6,833 6,734: 1,954 2,053
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2014 :
: -942: -118 225 -59 -557 -1,080 -733 -914: -209 -28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 25.9 12.4 53.4 38.4 77.8 76.6: 22.2 23.4
Old : 100.0: 11.9 25.9 12.4 53.4 38.4 77.8 76.6: 22.2 23.4
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 : 56: 16 15 9 18 15 37 37:
Old : 56: 16 15 9 18 15 37 37:
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 : 38.3 32.0 50.2 47.7 36.0 29.5 44.5 41.9
Old : 38.3 32.0 50.2 47.7 36.0 29.5 44.5 41.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 1, 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 : 1,122,949: 220,490 210,326 25,831 774,631 747,914 1,020,952 984,070: 101,997 138,879
Old : 1,122,949: 220,490 210,326 25,831 774,631 747,914 1,020,952 984,070: 101,997 138,879
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2014 :
: 63,002: 9,083 -18,536 3,423 38,942 86,778 51,449 71,665: 11,553 -8,663
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 18.7 2.3 69.0 66.6 90.9 87.6: 9.1 12.4
Old : 100.0: 19.6 18.7 2.3 69.0 66.6 90.9 87.6: 9.1 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 : 237: 41 40 24 86 120 138 173:
Old : 237: 41 40 24 86 120 138 173:
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 : 30.9 19.5 41.5 29.2 28.9 19.5 38.9 29.1
Old : 30.9 19.5 41.5 29.2 28.9 19.5 38.9 29.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 1, 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 : 3,069,414: 379,144 407,035 292,693 2,089,477 1,865,462 2,761,314 2,565,190: 308,100 504,224
Old : 3,069,414: 379,144 407,035 292,693 2,089,477 1,865,462 2,761,314 2,565,190: 308,100 504,224
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2014 :
: 55,641: -1,099 24,439 25,602 5,245 -7,522 29,748 42,520: 25,892 13,121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 13.3 9.5 68.1 60.8 90.0 83.6: 10.0 16.4
Old : 100.0: 12.4 13.3 9.5 68.1 60.8 90.0 83.6: 10.0 16.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 379: 65 92 87 163 194 280 321:
Old : 379: 65 92 87 163 194 280 321:
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 : 35.4 17.3 43.9 22.1 34.0 14.1 39.8 17.9
Old : 35.4 17.3 43.9 22.1 34.0 14.1 39.8 17.9
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, July 1, 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 : 2,269,533: 293,341 293,511 135,399 1,608,021 1,467,413 2,036,761 1,896,322: 232,772 373,210
Old : 2,269,533: 293,341 293,511 135,399 1,608,021 1,467,413 2,036,761 1,896,322: 232,772 373,210
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2014 :
: -48,329: -17,342 -4,967 10,941 -45,749 -40,909 -52,150 -34,935: 3,821 -13,394
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 12.9 6.0 70.9 64.7 89.7 83.6: 10.3 16.4
Old : 100.0: 12.9 12.9 6.0 70.9 64.7 89.7 83.6: 10.3 16.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 276: 42 54 47 124 147 194 220:
Old : 276: 42 54 47 124 147 194 220:
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 : 30.0 18.0 39.8 26.2 26.9 16.5 34.4 23.0
Old : 30.0 18.0 39.8 26.2 26.9 16.5 34.4 23.0
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, July 1, 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 : 412,690: 29,031 88,165 79,832 276,125 196,816 384,989 364,813: 27,701 47,877
Old : 412,690: 29,031 88,165 79,832 276,125 196,816 384,989 364,813: 27,701 47,877
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2014 :
: -5,810: -1,423 -502 1,032 -5,221 -1,240 -5,612 -711: -198 -5,099
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 21.4 19.3 66.9 47.7 93.3 88.4: 6.7 11.6
Old : 100.0: 7.0 21.4 19.3 66.9 47.7 93.3 88.4: 6.7 11.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 81: 16 22 24 34 37 61 74:
Old : 81: 16 22 24 34 37 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 : 51.4 23.2 60.3 36.0 40.5 19.5 44.9 27.2
Old : 51.4 23.2 60.3 36.0 40.5 19.5 44.9 27.2
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, July 1, 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 : 66,448: 20,329 14,254 487 36,751 45,049 57,568 59,790: 8,881 6,658
Old : 66,448: 20,329 14,254 487 36,751 45,049 57,568 59,790: 8,881 6,658
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2014 :
: 7,030: 5,650 -1,116 -72 398 8,941 5,976 7,753: 1,054 -723
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 21.5 0.7 55.3 67.8 86.6 90.0: 13.4 10.0
Old : 100.0: 30.6 21.5 0.7 55.3 67.8 86.6 90.0: 13.4 10.0
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 : 119: 36 26 12 42 26 83 59:
Old : 119: 36 26 12 42 26 83 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 : 24.7 38.5 37.7 57.7 24.6 38.5 37.7 57.5
Old : 24.7 38.5 37.7 57.7 24.6 38.5 37.7 57.5
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, July 1, 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 : 132,897: 40,658 28,507 975 73,502 90,098 115,135 119,580: 17,762 13,316
Old : 132,897: 40,658 28,507 975 73,502 90,098 115,135 119,580: 17,762 13,316
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2014 :
: 14,061: 11,300 -2,232 -144 796 17,882 11,952 15,506: 2,109 -1,445
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 21.5 0.7 55.3 67.8 86.6 90.0: 13.4 10.0
Old : 100.0: 30.6 21.5 0.7 55.3 67.8 86.6 90.0: 13.4 10.0
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 : 119: 36 26 12 42 26 83 59:
Old : 119: 36 26 12 42 26 83 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 : 24.7 38.5 37.7 57.7 24.6 38.5 37.7 57.5
Old : 24.7 38.5 37.7 57.7 24.6 38.5 37.7 57.5
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, July 1, 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 : 15,070: 13,186 13,984 886 926 194 14,998 15,064: 72 6
Old : 15,070: 13,186 13,984 886 926 194 14,998 15,064: 72 6
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2014 :
: -299: -143 -301 -96 -92 94 -331 -303: 32 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.5 92.8 5.9 6.1 1.3 99.5 100.0: 0.5 0.0
Old : 100.0: 87.5 92.8 5.9 6.1 1.3 99.5 100.0: 0.5 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 : 22: 17 3 2 1 1 19 5:
Old : 22: 17 3 2 1 1 19 5:
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 : 68.7 98.7 86.0 100.0 67.0 94.1 83.6 94.1
Old : 68.7 98.7 86.0 100.0 67.0 94.1 83.6 94.1
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, July 1, 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 : 51,584: 8,077 20,329 331 43,085 30,774 51,493 51,434: 91 150
Old : 51,584: 8,077 20,329 331 43,085 30,774 51,493 51,434: 91 150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2014 :
: 610: -169 535 -16 779 83 594 602: 16 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 39.4 0.6 83.5 59.7 99.8 99.7: 0.2 0.3
Old : 100.0: 15.7 39.4 0.6 83.5 59.7 99.8 99.7: 0.2 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 : 44: 5 13 1 13 14 18 28:
Old : 44: 5 13 1 13 14 18 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 : 74.7 54.6 97.1 75.7 74.0 45.2 87.9 66.3
Old : 74.7 54.6 97.1 75.7 74.0 45.2 87.9 66.3
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, July 1, 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 : 33,415: 4,364 12,379 1,223 27,728 19,641 33,315 33,243: 100 172
Old : 33,415: 4,364 12,379 1,223 27,728 19,641 33,315 33,243: 100 172
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2014 :
: 491: 714 520 -351 87 286 450 455: 41 36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 37.0 3.7 83.0 58.8 99.7 99.5: 0.3 0.5
Old : 100.0: 13.1 37.0 3.7 83.0 58.8 99.7 99.5: 0.3 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 7 14 1 6 17 13 32:
Old : 43: 7 14 1 6 17 13 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 : 78.7 54.3 98.0 73.6 78.5 54.3 90.9 70.2
Old : 78.7 54.3 98.0 73.6 78.5 54.3 90.9 70.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 4, 2014