WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 12, 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 : 541,583: 110,683 159,011 159,242 226,457 171,254 496,382 489,507: 45,201 52,077
Old : 497,601: 101,803 162,553 142,240 211,966 150,110 456,009 454,903: 41,592 42,698
Other: 43,983: 21,788 9,365 4,094 14,492 21,144 40,373 34,604: 3,609 9,379
: : :
: : Changes in Commitments from: August 5, 2014 :
: -9,617: -2,421 -8,373 -6,039 -2,466 4,238 -10,926 -10,174: 1,309 557
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 29.4 29.4 41.8 31.6 91.7 90.4: 8.3 9.6
Old : 100.0: 20.5 32.7 28.6 42.6 30.2 91.6 91.4: 8.4 8.6
Other: 100.0: 49.5 21.3 9.3 32.9 48.1 91.8 78.7: 8.2 21.3
: : :
:# Traders : Number of Traders in Each Category :
All : 402: 127 134 150 108 105 321 317:
Old : 396: 131 130 143 105 101 312 308:
Other: 151: 35 33 28 33 63 82 114:
:----------------------------------------------------------------------------------------------------
: 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 : 14.6 10.6 22.6 17.5 12.5 8.5 19.5 14.2
Old : 15.7 11.4 23.8 18.7 13.8 9.6 20.6 15.7
Other: 45.0 20.7 61.1 34.8 45.0 20.1 61.0 31.7
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 12, 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 : 157,844: 44,752 37,118 22,361 72,082 69,170 139,195 128,649: 18,649 29,195
Old : 147,329: 43,068 37,411 20,964 65,514 64,095 129,546 122,469: 17,783 24,860
Other: 10,515: 2,666 690 415 6,568 5,075 9,649 6,180: 866 4,335
: : :
: : Changes in Commitments from: August 5, 2014 :
: -1,319: -2,442 -1,210 2,423 -2,067 -3,140 -2,086 -1,928: 767 609
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 23.5 14.2 45.7 43.8 88.2 81.5: 11.8 18.5
Old : 100.0: 29.2 25.4 14.2 44.5 43.5 87.9 83.1: 12.1 16.9
Other: 100.0: 25.4 6.6 3.9 62.5 48.3 91.8 58.8: 8.2 41.2
: : :
:# Traders : Number of Traders in Each Category :
All : 188: 43 51 48 68 69 141 144:
Old : 187: 44 52 46 67 68 138 142:
Other: 77: 8 14 11 23 37 38 56:
:----------------------------------------------------------------------------------------------------
: 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 : 17.6 16.6 27.5 24.1 15.7 13.2 25.0 20.4
Old : 18.2 15.4 27.3 23.3 16.0 14.4 24.5 22.0
Other: 59.0 39.5 73.7 44.1 59.0 39.1 73.7 43.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 12, 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 : 2,008,552: 457,262 330,511 625,262 764,749 721,756 1,847,273 1,677,530: 161,279 331,022
Old : 427,486: 113,415 88,410 114,890 161,257 185,132 389,562 388,432: 37,924 39,054
Other: 1,581,066: 404,903 303,158 449,316 603,492 536,624 1,457,711 1,289,097: 123,355 291,968
: : :
: : Changes in Commitments from: August 5, 2014 :
: -15,545: 917 6,812 -12,350 -4,394 -2,948 -15,827 -8,485: 282 -7,059
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 16.5 31.1 38.1 35.9 92.0 83.5: 8.0 16.5
Old : 100.0: 26.5 20.7 26.9 37.7 43.3 91.1 90.9: 8.9 9.1
Other: 100.0: 25.6 19.2 28.4 38.2 33.9 92.2 81.5: 7.8 18.5
: : :
:# Traders : Number of Traders in Each Category :
All : 819: 188 228 252 301 334 642 683:
Old : 555: 113 129 91 189 190 350 362:
Other: 794: 194 217 211 264 327 571 645:
:----------------------------------------------------------------------------------------------------
: 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 : 11.6 12.2 18.5 18.8 7.8 8.1 13.7 12.0
Old : 17.2 18.0 26.7 26.1 13.3 12.0 19.8 18.1
Other: 11.5 12.5 18.8 18.6 9.2 9.0 15.1 13.5
CORN CONSECUTIVE CSO - CHICAGO BOARD OF TRADE Code-00260B
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 12, 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 : 12,796: 6,278 4,793 2,601 3,330 4,039 12,210 11,434: 586 1,362
Old : 11,622: 6,612 4,836 1,534 2,894 3,894 11,040 10,264: 582 1,358
Other: 1,174: 137 427 598 436 145 1,171 1,170: 4 4
: : :
: : Changes in Commitments from: August 5, 2014 :
: -1,629: -682 -461 -602 -409 -644 -1,693 -1,707: 64 79
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.1 37.5 20.3 26.0 31.6 95.4 89.4: 4.6 10.6
Old : 100.0: 56.9 41.6 13.2 24.9 33.5 95.0 88.3: 5.0 11.7
Other: 100.0: 11.6 36.4 50.9 37.1 12.4 99.7 99.7: 0.3 0.3
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 8 5 10 8 7 19 19:
Old : 20: 7 4 8 8 6 18 15:
Other: 10: 3 4 6 2 2 8 9:
:----------------------------------------------------------------------------------------------------
: 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 : 62.4 63.5 83.6 78.6 49.1 55.3 65.7 62.0
Old : 64.0 68.6 86.2 81.2 54.6 61.7 73.0 68.5
Other: 61.0 73.7 99.7 98.6 40.9 39.6 42.7 42.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 12, 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 : 9,439: 3,085 804 924 3,084 6,352 7,094 8,080: 2,345 1,358
Old : 9,402: 3,085 804 924 3,055 6,338 7,065 8,066: 2,337 1,335
Other: 37: 0 0 0 29 14 29 14: 8 23
: : :
: : Changes in Commitments from: August 5, 2014 :
: 703: 435 216 19 265 361 718 597: -15 107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 8.5 9.8 32.7 67.3 75.2 85.6: 24.8 14.4
Old : 100.0: 32.8 8.6 9.8 32.5 67.4 75.1 85.8: 24.9 14.2
Other: 100.0: 0.0 0.0 0.0 78.4 37.8 78.4 37.8: 21.6 62.2
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 18 4 7 17 12 38 20:
Old : 40: 18 4 7 17 12 38 20:
Other: 3: 0 0 0 2 1 2 1:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.8 51.3 44.0 72.4 28.4 48.8 37.6 61.2
Old : 30.7 51.5 43.9 72.6 28.5 49.1 37.5 61.4
Other: 78.4 37.8 78.4 37.8 78.4 37.8 78.4 37.8
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 12, 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 : 976,948: 181,662 179,059 337,246 405,991 311,569 924,900 827,874: 52,048 149,074
Old : 941,545: 178,116 183,800 322,812 392,027 297,885 892,955 804,497: 48,590 137,048
Other: 35,403: 15,613 7,325 2,368 13,964 13,683 31,945 23,376: 3,458 12,026
: : :
: : Changes in Commitments from: August 5, 2014 :
: 20,637: 1,199 -7,948 11,419 7,831 12,814 20,449 16,285: 188 4,352
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 18.3 34.5 41.6 31.9 94.7 84.7: 5.3 15.3
Old : 100.0: 18.9 19.5 34.3 41.6 31.6 94.8 85.4: 5.2 14.6
Other: 100.0: 44.1 20.7 6.7 39.4 38.7 90.2 66.0: 9.8 34.0
: : :
:# Traders : Number of Traders in Each Category :
All : 703: 183 267 273 150 217 512 595:
Old : 703: 185 269 268 147 217 505 594:
Other: 250: 44 58 30 43 124 105 197:
:----------------------------------------------------------------------------------------------------
: 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 : 11.3 11.9 20.3 19.1 6.9 5.2 12.0 8.8
Old : 11.5 12.3 20.7 19.7 7.3 5.1 12.5 8.7
Other: 37.5 20.1 55.0 28.3 37.5 19.2 53.4 27.3
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 12, 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 : 21,011: 17,103 719 378 0 5,359 17,481 6,456: 3,530 14,555
Old : 19,361: 15,989 709 378 0 4,835 16,367 5,922: 2,994 13,439
Other: 1,650: 1,114 10 0 0 524 1,114 534: 536 1,116
: : :
: : Changes in Commitments from: August 5, 2014 :
: 726: 624 166 337 0 46 961 549: -235 177
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.4 3.4 1.8 0.0 25.5 83.2 30.7: 16.8 69.3
Old : 100.0: 82.6 3.7 2.0 0.0 25.0 84.5 30.6: 15.5 69.4
Other: 100.0: 67.5 0.6 0.0 0.0 31.8 67.5 32.4: 32.5 67.6
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 5 4 4 0 15 5 23:
Old : 24: 5 4 4 0 15 5 23:
Other: 19: 3 2 0 0 14 3 16:
:----------------------------------------------------------------------------------------------------
: 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 : 81.4 13.0 83.2 19.1 81.3 13.0 81.4 18.7
Old : 82.6 12.8 84.5 18.7 82.4 12.7 82.6 18.1
Other: 67.5 27.6 67.5 30.3 67.5 27.6 67.5 30.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 12, 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 : 389,769: 107,928 104,124 75,369 171,401 171,969 354,698 351,462: 35,071 38,307
Old : 50,445: 15,596 3,745 8,796 19,463 33,532 43,855 46,073: 6,590 4,372
Other: 339,324: 102,406 110,453 56,500 151,937 138,436 310,843 305,389: 28,481 33,935
: : :
: : Changes in Commitments from: August 5, 2014 :
: 19,879: 543 6,130 14,009 6,230 2,303 20,782 22,442: -903 -2,563
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 26.7 19.3 44.0 44.1 91.0 90.2: 9.0 9.8
Old : 100.0: 30.9 7.4 17.4 38.6 66.5 86.9 91.3: 13.1 8.7
Other: 100.0: 30.2 32.6 16.7 44.8 40.8 91.6 90.0: 8.4 10.0
: : :
:# Traders : Number of Traders in Each Category :
All : 299: 93 86 80 86 73 223 206:
Old : 151: 45 31 31 39 48 99 95:
Other: 289: 85 94 73 83 68 210 198:
:----------------------------------------------------------------------------------------------------
: 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 : 11.0 24.0 18.6 32.1 10.0 19.0 17.1 26.5
Old : 21.1 30.6 32.4 43.2 20.9 30.5 31.2 41.3
Other: 12.6 24.0 20.8 32.8 11.4 18.7 19.4 27.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 12, 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 : 956,907: 108,838 82,805 60,120 596,776 614,640 765,735 757,565: 191,173 199,342
Old : 956,907: 108,838 82,805 60,120 596,776 614,640 765,735 757,565: 191,173 199,342
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2014 :
: 74,389: 13,802 -4,802 677 50,702 71,126 65,181 67,002: 9,208 7,388
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 8.7 6.3 62.4 64.2 80.0 79.2: 20.0 20.8
Old : 100.0: 11.4 8.7 6.3 62.4 64.2 80.0 79.2: 20.0 20.8
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 : 184: 32 36 39 82 94 137 146:
Old : 184: 32 36 39 82 94 137 146:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.5 18.1 34.3 27.7 23.5 16.5 30.9 23.0
Old : 25.5 18.1 34.3 27.7 23.5 16.5 30.9 23.0
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, August 12, 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 : 495,786: 53,920 33,690 4,356 336,111 355,250 394,387 393,296: 101,399 102,490
Old : 495,786: 53,920 33,690 4,356 336,111 355,250 394,387 393,296: 101,399 102,490
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2014 :
: 401: 2,072 798 -1,797 16 -1,261 292 -2,259: 109 2,660
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 6.8 0.9 67.8 71.7 79.5 79.3: 20.5 20.7
Old : 100.0: 10.9 6.8 0.9 67.8 71.7 79.5 79.3: 20.5 20.7
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 : 84: 11 11 7 46 48 61 62:
Old : 84: 11 11 7 46 48 61 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 : 26.2 39.6 41.0 51.5 22.4 35.8 33.4 45.9
Old : 26.2 39.6 41.0 51.5 22.4 35.8 33.4 45.9
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, August 12, 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 : 6,411: 1,921 478 545 3,317 5,136 5,783 6,159: 628 252
Old : 6,411: 1,921 478 545 3,317 5,136 5,783 6,159: 628 252
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2014 :
: -29: 136 14 11 -139 -1 8 24: -37 -53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 7.5 8.5 51.7 80.1 90.2 96.1: 9.8 3.9
Old : 100.0: 30.0 7.5 8.5 51.7 80.1 90.2 96.1: 9.8 3.9
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 : 39: 14 4 5 16 17 31 26:
Old : 39: 14 4 5 16 17 31 26:
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 : 39.9 56.3 61.4 75.0 26.3 41.1 36.5 47.2
Old : 39.9 56.3 61.4 75.0 26.3 41.1 36.5 47.2
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, August 12, 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 : 377,825: 96,668 49,128 78,537 156,289 217,397 331,494 345,062: 46,331 32,763
Old : 50,295: 19,596 2,528 6,738 16,950 36,267 43,284 45,533: 7,010 4,762
Other: 327,530: 90,410 59,938 58,461 139,339 181,131 288,209 299,530: 39,321 28,000
: : :
: : Changes in Commitments from: August 5, 2014 :
: 7,737: 2,244 -8,832 7,923 -3,649 7,829 6,518 6,919: 1,219 818
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 13.0 20.8 41.4 57.5 87.7 91.3: 12.3 8.7
Old : 100.0: 39.0 5.0 13.4 33.7 72.1 86.1 90.5: 13.9 9.5
Other: 100.0: 27.6 18.3 17.8 42.5 55.3 88.0 91.5: 12.0 8.5
: : :
:# Traders : Number of Traders in Each Category :
All : 264: 82 59 79 88 97 214 199:
Old : 167: 47 22 28 55 66 114 105:
Other: 255: 76 63 69 84 88 197 188:
:----------------------------------------------------------------------------------------------------
: 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 25.3 17.2 34.7 7.9 21.4 13.9 29.2
Old : 21.2 27.3 33.0 40.6 20.1 24.7 31.1 35.5
Other: 11.4 26.5 19.0 36.4 9.1 23.3 15.2 31.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 12, 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 : 10,801: 923 3,507 1,797 6,022 3,567 8,742 8,871: 2,059 1,930
Old : 10,801: 923 3,507 1,797 6,022 3,567 8,742 8,871: 2,059 1,930
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2014 :
: -107: 45 361 -660 346 183 -268 -115: 161 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 32.5 16.6 55.8 33.0 80.9 82.1: 19.1 17.9
Old : 100.0: 8.5 32.5 16.6 55.8 33.0 80.9 82.1: 19.1 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 : 69: 16 21 14 21 18 45 49:
Old : 69: 16 21 14 21 18 45 49:
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 : 36.8 29.7 48.0 44.4 34.8 25.9 44.1 37.8
Old : 36.8 29.7 48.0 44.4 34.8 25.9 44.1 37.8
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, August 12, 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 : 1,388,843: 337,288 245,179 66,182 869,833 946,149 1,273,303 1,257,510: 115,539 131,333
Old : 1,388,843: 337,288 245,179 66,182 869,833 946,149 1,273,303 1,257,510: 115,539 131,333
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2014 :
: 19,261: -3,342 -8,085 14,312 -6,534 24,978 4,436 31,205: 14,825 -11,944
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 17.7 4.8 62.6 68.1 91.7 90.5: 8.3 9.5
Old : 100.0: 24.3 17.7 4.8 62.6 68.1 91.7 90.5: 8.3 9.5
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 : 264: 47 41 34 92 142 148 208:
Old : 264: 47 41 34 92 142 148 208:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.6 20.7 43.1 29.6 30.5 20.7 41.4 29.4
Old : 30.6 20.7 43.1 29.6 30.5 20.7 41.4 29.4
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, August 12, 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 : 3,468,064: 427,727 423,983 394,574 2,294,092 2,119,215 3,116,394 2,937,773: 351,670 530,292
Old : 3,468,064: 427,727 423,983 394,574 2,294,092 2,119,215 3,116,394 2,937,773: 351,670 530,292
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2014 :
: 162,666: 14,152 4,251 61,893 41,429 91,062 117,474 157,205: 45,192 5,461
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 12.2 11.4 66.1 61.1 89.9 84.7: 10.1 15.3
Old : 100.0: 12.3 12.2 11.4 66.1 61.1 89.9 84.7: 10.1 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 : 395: 62 99 86 172 209 289 339:
Old : 395: 62 99 86 172 209 289 339:
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 : 30.2 14.9 38.5 19.7 28.1 11.9 34.7 16.3
Old : 30.2 14.9 38.5 19.7 28.1 11.9 34.7 16.3
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, August 12, 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 : 2,460,767: 367,293 326,864 216,600 1,611,751 1,508,013 2,195,644 2,051,477: 265,124 409,290
Old : 2,460,767: 367,293 326,864 216,600 1,611,751 1,508,013 2,195,644 2,051,477: 265,124 409,290
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2014 :
: 36,213: 59,645 22,525 29,475 -41,540 -46,118 47,581 5,882: -11,368 30,331
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 13.3 8.8 65.5 61.3 89.2 83.4: 10.8 16.6
Old : 100.0: 14.9 13.3 8.8 65.5 61.3 89.2 83.4: 10.8 16.6
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 : 298: 44 74 55 128 149 210 240:
Old : 298: 44 74 55 128 149 210 240:
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 : 19.7 14.8 29.4 24.2 14.6 14.3 22.2 21.5
Old : 19.7 14.8 29.4 24.2 14.6 14.3 22.2 21.5
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, August 12, 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 : 493,901: 17,895 123,823 108,439 337,085 205,153 463,419 437,414: 30,482 56,487
Old : 493,901: 17,895 123,823 108,439 337,085 205,153 463,419 437,414: 30,482 56,487
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2014 :
: 32,474: -64 2,749 11,130 19,978 14,902 31,044 28,781: 1,430 3,693
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 25.1 22.0 68.2 41.5 93.8 88.6: 6.2 11.4
Old : 100.0: 3.6 25.1 22.0 68.2 41.5 93.8 88.6: 6.2 11.4
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 : 88: 12 31 25 36 41 64 82:
Old : 88: 12 31 25 36 41 64 82:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.5 20.3 55.9 32.6 34.1 15.0 39.2 20.6
Old : 46.5 20.3 55.9 32.6 34.1 15.0 39.2 20.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 12, 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 : 57,074: 13,142 16,746 872 34,768 32,859 48,782 50,477: 8,292 6,597
Old : 57,074: 13,142 16,746 872 34,768 32,859 48,782 50,477: 8,292 6,597
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2014 :
: -3,366: -2,692 1,621 -480 136 -4,788 -3,036 -3,647: -329 281
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 29.3 1.5 60.9 57.6 85.5 88.4: 14.5 11.6
Old : 100.0: 23.0 29.3 1.5 60.9 57.6 85.5 88.4: 14.5 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 : 108: 28 26 10 46 19 76 53:
Old : 108: 28 26 10 46 19 76 53:
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 : 24.5 38.0 36.3 56.9 22.4 37.8 33.6 55.1
Old : 24.5 38.0 36.3 56.9 22.4 37.8 33.6 55.1
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, August 12, 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 : 114,148: 26,285 33,492 1,744 69,536 65,718 97,564 100,954: 16,583 13,194
Old : 114,148: 26,285 33,492 1,744 69,536 65,718 97,564 100,954: 16,583 13,194
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2014 :
: -6,731: -5,385 3,243 -960 273 -9,576 -6,072 -7,293: -659 562
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 29.3 1.5 60.9 57.6 85.5 88.4: 14.5 11.6
Old : 100.0: 23.0 29.3 1.5 60.9 57.6 85.5 88.4: 14.5 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 : 108: 28 26 10 46 19 76 53:
Old : 108: 28 26 10 46 19 76 53:
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 : 24.5 38.0 36.3 56.9 22.4 37.8 33.6 55.1
Old : 24.5 38.0 36.3 56.9 22.4 37.8 33.6 55.1
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, August 12, 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 : 12,468: 9,890 11,193 736 1,774 528 12,400 12,457: 68 11
Old : 12,468: 9,890 11,193 736 1,774 528 12,400 12,457: 68 11
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2014 :
: 450: 954 -58 222 -577 280 599 444: -149 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.3 89.8 5.9 14.2 4.2 99.5 99.9: 0.5 0.1
Old : 100.0: 79.3 89.8 5.9 14.2 4.2 99.5 99.9: 0.5 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 16 4 3 3 1 20 7:
Old : 23: 16 4 3 3 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 : 62.5 92.2 85.0 99.9 59.6 89.8 78.5 89.8
Old : 62.5 92.2 85.0 99.9 59.6 89.8 78.5 89.8
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, August 12, 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 : 55,398: 7,809 20,945 343 47,202 33,935 55,354 55,223: 44 175
Old : 55,398: 7,809 20,945 343 47,202 33,935 55,354 55,223: 44 175
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2014 :
: 1,562: 632 1,209 -91 1,055 445 1,596 1,563: -34 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 37.8 0.6 85.2 61.3 99.9 99.7: 0.1 0.3
Old : 100.0: 14.1 37.8 0.6 85.2 61.3 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: 3 15 1 13 17 16 33:
Old : 46: 3 15 1 13 17 16 33:
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 : 75.3 55.1 97.6 75.1 74.7 46.2 88.8 66.3
Old : 75.3 55.1 97.6 75.1 74.7 46.2 88.8 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, August 12, 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 : 39,755: 1,354 14,737 2,467 35,827 22,291 39,648 39,495: 107 260
Old : 39,755: 1,354 14,737 2,467 35,827 22,291 39,648 39,495: 107 260
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2014 :
: 2,414: -1,261 2,091 198 3,453 122 2,390 2,411: 24 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 37.1 6.2 90.1 56.1 99.7 99.3: 0.3 0.7
Old : 100.0: 3.4 37.1 6.2 90.1 56.1 99.7 99.3: 0.3 0.7
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 : 46: 7 16 1 6 18 13 35:
Old : 46: 7 16 1 6 18 13 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 : 86.6 46.7 98.5 70.2 86.6 46.7 89.7 66.8
Old : 86.6 46.7 98.5 70.2 86.6 46.7 89.7 66.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 15, 2014