WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 2, 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 : 467,810: 112,995 156,629 117,413 197,037 142,762 427,445 416,804: 40,365 51,006
Old : 420,432: 103,408 158,797 98,066 183,011 123,227 384,485 380,090: 35,947 40,341
Other: 47,378: 23,142 11,388 5,792 14,026 19,535 42,960 36,714: 4,418 10,664
: : :
: : Changes in Commitments from: August 26, 2014 :
: -10,098: -541 2,439 -1,193 -5,184 -6,579 -6,918 -5,332: -3,180 -4,766
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 33.5 25.1 42.1 30.5 91.4 89.1: 8.6 10.9
Old : 100.0: 24.6 37.8 23.3 43.5 29.3 91.4 90.4: 8.6 9.6
Other: 100.0: 48.8 24.0 12.2 29.6 41.2 90.7 77.5: 9.3 22.5
: : :
:# Traders : Number of Traders in Each Category :
All : 405: 129 125 138 110 112 315 315:
Old : 401: 134 124 129 108 107 305 306:
Other: 165: 34 39 32 38 68 95 123:
:----------------------------------------------------------------------------------------------------
: 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 : 14.7 9.9 23.3 17.5 13.6 9.2 21.7 15.6
Old : 16.2 11.1 24.6 19.0 15.3 10.7 23.1 17.5
Other: 41.7 20.2 53.8 32.7 41.7 19.2 53.7 30.0
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 2, 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 : 145,376: 45,285 40,601 16,603 67,667 61,761 129,555 118,965: 15,822 26,411
Old : 132,280: 44,191 40,250 13,924 59,475 56,305 117,590 110,479: 14,691 21,802
Other: 13,096: 2,944 2,202 829 8,193 5,456 11,965 8,486: 1,131 4,610
: : :
: : Changes in Commitments from: August 26, 2014 :
: -2,715: 974 80 -107 -1,873 -3,041 -1,006 -3,069: -1,709 354
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 27.9 11.4 46.5 42.5 89.1 81.8: 10.9 18.2
Old : 100.0: 33.4 30.4 10.5 45.0 42.6 88.9 83.5: 11.1 16.5
Other: 100.0: 22.5 16.8 6.3 62.6 41.7 91.4 64.8: 8.6 35.2
: : :
:# Traders : Number of Traders in Each Category :
All : 182: 42 52 43 62 63 129 137:
Old : 181: 41 53 41 60 59 125 132:
Other: 85: 16 12 14 25 40 45 62:
:----------------------------------------------------------------------------------------------------
: 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 : 17.7 16.8 29.3 24.9 17.2 14.9 27.5 22.7
Old : 19.0 16.9 29.6 25.4 18.1 16.8 27.8 25.3
Other: 49.3 40.2 67.6 46.5 49.3 39.2 66.9 45.3
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 2, 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 : 1,735,823: 459,508 314,384 482,085 651,676 610,130 1,593,269 1,406,600: 142,553 329,223
Old : 1,616,562: 433,552 324,081 444,885 608,431 551,960 1,486,868 1,320,926: 129,693 295,636
Other: 119,261: 48,731 13,079 14,425 43,245 58,170 106,401 85,674: 12,860 33,587
: : :
: : Changes in Commitments from: August 26, 2014 :
: -19,858: 7,953 -5,379 3,368 -15,206 -11,337 -3,885 -13,348: -15,973 -6,510
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 18.1 27.8 37.5 35.1 91.8 81.0: 8.2 19.0
Old : 100.0: 26.8 20.0 27.5 37.6 34.1 92.0 81.7: 8.0 18.3
Other: 100.0: 40.9 11.0 12.1 36.3 48.8 89.2 71.8: 10.8 28.2
: : :
:# Traders : Number of Traders in Each Category :
All : 804: 184 224 213 279 341 585 667:
Old : 800: 171 239 209 276 340 575 665:
Other: 355: 72 39 38 84 198 170 263:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 10.9 10.7 18.2 16.8 9.1 8.0 16.0 12.5
Old : 11.2 9.6 18.4 16.1 9.5 7.0 16.1 11.4
Other: 19.7 32.8 31.1 39.6 19.7 32.0 29.6 37.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 2, 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 : 10,817: 3,442 778 1,168 3,712 7,683 8,322 9,629: 2,495 1,188
Old : 10,764: 3,442 776 1,168 3,680 7,669 8,290 9,613: 2,474 1,151
Other: 53: 0 2 0 32 14 32 16: 21 37
: : :
: : Changes in Commitments from: August 26, 2014 :
: 89: 179 -448 46 -52 769 173 368: -84 -279
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.8 7.2 10.8 34.3 71.0 76.9 89.0: 23.1 11.0
Old : 100.0: 32.0 7.2 10.8 34.2 71.2 77.0 89.3: 23.0 10.7
Other: 100.0: 0.0 3.8 0.0 60.4 26.4 60.4 30.2: 39.6 69.8
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 20 5 7 17 12 41 20:
Old : 44: 20 5 7 17 12 41 20:
Other: 4: 0 1 0 2 1 2 2:
:----------------------------------------------------------------------------------------------------
: 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 : 32.0 60.4 46.7 76.8 26.5 59.4 36.3 64.5
Old : 32.0 60.6 46.7 77.1 26.7 59.6 36.3 64.7
Other: 60.4 30.2 60.4 30.2 60.4 30.2 60.4 30.2
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 2, 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 : 982,562: 185,361 205,843 312,162 428,747 301,534 926,270 819,539: 56,292 163,023
Old : 933,174: 180,080 206,759 293,636 407,426 284,799 881,142 785,195: 52,032 147,980
Other: 49,388: 16,333 10,136 7,474 21,321 16,735 45,128 34,344: 4,260 15,043
: : :
: : Changes in Commitments from: August 26, 2014 :
: 25,801: 1,965 7,914 14,010 8,407 667 24,382 22,591: 1,419 3,210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 20.9 31.8 43.6 30.7 94.3 83.4: 5.7 16.6
Old : 100.0: 19.3 22.2 31.5 43.7 30.5 94.4 84.1: 5.6 15.9
Other: 100.0: 33.1 20.5 15.1 43.2 33.9 91.4 69.5: 8.6 30.5
: : :
:# Traders : Number of Traders in Each Category :
All : 703: 175 270 268 160 216 508 599:
Old : 701: 178 272 259 154 214 494 595:
Other: 262: 48 62 41 46 127 120 207:
:----------------------------------------------------------------------------------------------------
: 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 : 12.2 11.6 20.6 18.0 7.8 5.0 13.5 8.5
Old : 12.5 12.1 21.0 18.6 8.0 5.1 14.0 9.0
Other: 28.8 17.0 45.8 25.2 28.4 16.6 44.5 23.8
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 2, 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 : 21,990: 17,859 1,041 600 0 5,577 18,459 7,218: 3,531 14,772
Old : 20,125: 16,578 1,021 600 0 4,979 17,178 6,600: 2,947 13,525
Other: 1,865: 1,281 20 0 0 598 1,281 618: 584 1,247
: : :
: : Changes in Commitments from: August 26, 2014 :
: 420: 363 299 235 0 64 598 598: -178 -178
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.2 4.7 2.7 0.0 25.4 83.9 32.8: 16.1 67.2
Old : 100.0: 82.4 5.1 3.0 0.0 24.7 85.4 32.8: 14.6 67.2
Other: 100.0: 68.7 1.1 0.0 0.0 32.1 68.7 33.1: 31.3 66.9
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 5 6 4 0 15 6 24:
Old : 26: 5 6 4 0 15 6 24:
Other: 19: 2 3 0 0 14 2 17:
:----------------------------------------------------------------------------------------------------
: 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 : 82.2 12.9 83.9 19.6 81.1 12.9 81.2 18.6
Old : 83.4 13.3 85.4 19.3 82.2 12.5 82.4 18.1
Other: 68.7 27.5 68.7 30.5 68.7 27.5 68.7 30.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 2, 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 : 418,653: 111,865 105,878 87,163 181,717 188,795 380,745 381,836: 37,908 36,817
Old : 406,409: 113,485 104,026 82,047 175,087 185,297 370,619 371,370: 35,790 35,039
Other: 12,244: 787 4,260 2,709 6,631 3,498 10,126 10,466: 2,118 1,778
: : :
: : Changes in Commitments from: August 26, 2014 :
: 5,183: 2,951 6,016 -61 1,847 2,099 4,737 8,055: 446 -2,871
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 25.3 20.8 43.4 45.1 90.9 91.2: 9.1 8.8
Old : 100.0: 27.9 25.6 20.2 43.1 45.6 91.2 91.4: 8.8 8.6
Other: 100.0: 6.4 34.8 22.1 54.2 28.6 82.7 85.5: 17.3 14.5
: : :
:# Traders : Number of Traders in Each Category :
All : 322: 98 95 92 90 77 245 223:
Old : 321: 108 89 91 89 77 244 222:
Other: 47: 6 14 12 20 10 36 26:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 10.9 27.0 18.4 33.8 8.6 20.4 15.2 26.6
Old : 10.8 26.9 18.4 34.0 8.8 20.8 15.6 27.3
Other: 34.1 53.7 52.9 72.4 27.8 42.0 44.2 54.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 2, 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 : 998,086: 108,101 95,584 72,978 631,500 635,295 812,579 803,858: 185,507 194,228
Old : 998,086: 108,101 95,584 72,978 631,500 635,295 812,579 803,858: 185,507 194,228
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2014 :
: -12,853: -15,169 4,008 19,788 -7,723 -15,479 -3,103 8,317: -9,749 -21,170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 9.6 7.3 63.3 63.7 81.4 80.5: 18.6 19.5
Old : 100.0: 10.8 9.6 7.3 63.3 63.7 81.4 80.5: 18.6 19.5
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 : 184: 32 38 46 88 91 146 150:
Old : 184: 32 38 46 88 91 146 150:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.0 20.5 36.3 30.8 24.3 17.1 31.1 23.9
Old : 27.0 20.5 36.3 30.8 24.3 17.1 31.1 23.9
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, September 2, 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 : 544,133: 53,618 38,048 6,683 377,434 399,433 437,735 444,164: 106,398 99,970
Old : 544,133: 53,618 38,048 6,683 377,434 399,433 437,735 444,164: 106,398 99,970
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2014 :
: 7,080: -3,616 160 -3,875 35,115 21,416 27,624 17,701: -20,544 -10,621
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 7.0 1.2 69.4 73.4 80.4 81.6: 19.6 18.4
Old : 100.0: 9.9 7.0 1.2 69.4 73.4 80.4 81.6: 19.6 18.4
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 : 82: 10 11 7 50 46 64 60:
Old : 82: 10 11 7 50 46 64 60:
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 : 26.0 43.5 41.1 55.6 20.6 33.5 30.0 42.6
Old : 26.0 43.5 41.1 55.6 20.6 33.5 30.0 42.6
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, September 2, 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 : 6,313: 1,864 314 638 3,087 5,089 5,589 6,041: 724 272
Old : 6,313: 1,864 314 638 3,087 5,089 5,589 6,041: 724 272
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2014 :
: 180: 6 -63 4 206 233 216 174: -36 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 5.0 10.1 48.9 80.6 88.5 95.7: 11.5 4.3
Old : 100.0: 29.5 5.0 10.1 48.9 80.6 88.5 95.7: 11.5 4.3
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 : 37: 15 4 6 17 14 34 22:
Old : 37: 15 4 6 17 14 34 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.9 64.4 58.1 82.6 25.8 52.0 35.3 55.5
Old : 36.9 64.4 58.1 82.6 25.8 52.0 35.3 55.5
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, September 2, 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 : 401,405: 114,260 52,445 75,630 164,360 240,396 354,250 368,471: 47,156 32,934
Old : 393,951: 114,533 51,437 73,815 159,437 237,336 347,786 362,589: 46,165 31,362
Other: 7,454: 466 1,747 1,076 4,923 3,060 6,464 5,882: 990 1,572
: : :
: : Changes in Commitments from: August 26, 2014 :
: 15,622: 13,725 -34 1,069 -1,211 17,638 13,583 18,674: 2,039 -3,052
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 13.1 18.8 40.9 59.9 88.3 91.8: 11.7 8.2
Old : 100.0: 29.1 13.1 18.7 40.5 60.2 88.3 92.0: 11.7 8.0
Other: 100.0: 6.2 23.4 14.4 66.0 41.1 86.7 78.9: 13.3 21.1
: : :
:# Traders : Number of Traders in Each Category :
All : 289: 95 65 88 92 96 239 208:
Old : 289: 98 66 88 92 96 239 208:
Other: 60: 11 9 10 31 11 47 25:
:----------------------------------------------------------------------------------------------------
: 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 : 9.5 29.4 16.6 38.4 7.3 25.1 12.9 31.7
Old : 9.5 29.5 16.5 38.3 7.2 25.6 12.9 32.3
Other: 36.3 51.1 53.4 65.1 35.7 44.4 47.2 52.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 2, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 9,509: 983 4,184 829 6,142 2,876 7,954 7,889: 1,556 1,620
Old : 9,509: 983 4,184 829 6,142 2,876 7,954 7,889: 1,556 1,620
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2014 :
: 125: -9 420 197 58 -374 246 243: -121 -117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 44.0 8.7 64.6 30.2 83.6 83.0: 16.4 17.0
Old : 100.0: 10.3 44.0 8.7 64.6 30.2 83.6 83.0: 16.4 17.0
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 : 69: 16 22 11 22 19 44 47:
Old : 69: 16 22 11 22 19 44 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.3 34.1 53.5 47.9 40.8 33.8 52.2 45.7
Old : 41.3 34.1 53.5 47.9 40.8 33.8 52.2 45.7
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, September 2, 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 : 1,415,710: 368,187 309,244 66,627 865,715 891,203 1,300,529 1,267,074: 115,181 148,636
Old : 1,415,710: 368,187 309,244 66,627 865,715 891,203 1,300,529 1,267,074: 115,181 148,636
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2014 :
: -137,526: -10,403 -20,021 -13,381 -110,032 -88,898 -133,816 -122,300: -3,710 -15,226
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 21.8 4.7 61.2 63.0 91.9 89.5: 8.1 10.5
Old : 100.0: 26.0 21.8 4.7 61.2 63.0 91.9 89.5: 8.1 10.5
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 : 254: 44 46 34 98 130 155 197:
Old : 254: 44 46 34 98 130 155 197:
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 : 32.8 22.8 43.8 32.6 32.6 22.8 43.3 32.4
Old : 32.8 22.8 43.8 32.6 32.6 22.8 43.3 32.4
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, September 2, 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 : 3,250,565: 367,838 415,212 358,411 2,169,322 1,964,785 2,895,571 2,738,409: 354,994 512,156
Old : 3,250,565: 367,838 415,212 358,411 2,169,322 1,964,785 2,895,571 2,738,409: 354,994 512,156
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2014 :
: -58,234: -37,400 32,779 40,770 -62,114 -123,860 -58,744 -50,311: 510 -7,923
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 12.8 11.0 66.7 60.4 89.1 84.2: 10.9 15.8
Old : 100.0: 11.3 12.8 11.0 66.7 60.4 89.1 84.2: 10.9 15.8
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 : 364: 53 93 90 153 197 266 320:
Old : 364: 53 93 90 153 197 266 320:
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 : 34.2 13.3 42.4 19.5 32.8 10.2 39.3 15.6
Old : 34.2 13.3 42.4 19.5 32.8 10.2 39.3 15.6
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, September 2, 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 : 2,437,706: 404,582 318,471 218,487 1,558,001 1,505,060 2,181,070 2,042,018: 256,636 395,688
Old : 2,437,706: 404,582 318,471 218,487 1,558,001 1,505,060 2,181,070 2,042,018: 256,636 395,688
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2014 :
: -101,808: 2,857 -17,226 13,399 -73,238 -75,441 -56,982 -79,268: -44,826 -22,540
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 13.1 9.0 63.9 61.7 89.5 83.8: 10.5 16.2
Old : 100.0: 16.6 13.1 9.0 63.9 61.7 89.5 83.8: 10.5 16.2
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 : 285: 50 59 51 123 147 197 233:
Old : 285: 50 59 51 123 147 197 233:
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 : 17.8 16.3 29.5 25.6 15.1 14.3 24.3 21.2
Old : 17.8 16.3 29.5 25.6 15.1 14.3 24.3 21.2
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, September 2, 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 : 513,231: 18,585 131,057 123,502 340,164 206,605 482,250 461,164: 30,981 52,067
Old : 513,231: 18,585 131,057 123,502 340,164 206,605 482,250 461,164: 30,981 52,067
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2014 :
: -30,016: -166 -15,353 -8,811 -21,468 -6,973 -30,445 -31,137: 429 1,121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 25.5 24.1 66.3 40.3 94.0 89.9: 6.0 10.1
Old : 100.0: 3.6 25.5 24.1 66.3 40.3 94.0 89.9: 6.0 10.1
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 : 91: 10 37 26 34 41 64 87:
Old : 91: 10 37 26 34 41 64 87:
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 : 47.2 19.7 58.0 32.2 35.8 14.2 40.4 19.9
Old : 47.2 19.7 58.0 32.2 35.8 14.2 40.4 19.9
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, September 2, 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 : 66,985: 20,056 13,705 1,641 36,480 42,579 58,176 57,925: 8,809 9,060
Old : 66,985: 20,056 13,705 1,641 36,480 42,579 58,176 57,925: 8,809 9,060
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2014 :
: 3,867: 2,080 -1,714 135 1,380 5,231 3,594 3,651: 273 216
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 20.5 2.5 54.5 63.6 86.8 86.5: 13.2 13.5
Old : 100.0: 29.9 20.5 2.5 54.5 63.6 86.8 86.5: 13.2 13.5
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 : 121: 32 32 12 39 31 78 68:
Old : 121: 32 32 12 39 31 78 68:
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 : 26.1 36.0 39.5 54.7 26.0 36.0 39.5 53.7
Old : 26.1 36.0 39.5 54.7 26.0 36.0 39.5 53.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 2, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 133,970: 40,111 27,409 3,282 72,959 85,159 116,353 115,850: 17,617 18,120
Old : 133,970: 40,111 27,409 3,282 72,959 85,159 116,353 115,850: 17,617 18,120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2014 :
: 7,734: 4,159 -3,429 269 2,760 10,461 7,188 7,302: 546 432
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 20.5 2.5 54.5 63.6 86.8 86.5: 13.2 13.5
Old : 100.0: 29.9 20.5 2.5 54.5 63.6 86.8 86.5: 13.2 13.5
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 : 121: 32 32 12 39 31 78 68:
Old : 121: 32 32 12 39 31 78 68:
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 : 26.1 36.0 39.5 54.7 26.0 36.0 39.5 53.7
Old : 26.1 36.0 39.5 54.7 26.0 36.0 39.5 53.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 2, 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 : 13,853: 8,622 12,489 833 4,270 528 13,725 13,850: 128 3
Old : 13,853: 8,622 12,489 833 4,270 528 13,725 13,850: 128 3
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2014 :
: 749: -209 571 177 715 0 683 748: 66 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.2 90.2 6.0 30.8 3.8 99.1 100.0: 0.9 0.0
Old : 100.0: 62.2 90.2 6.0 30.8 3.8 99.1 100.0: 0.9 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 16 6 3 2 1 19 9:
Old : 24: 16 6 3 2 1 19 9:
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 : 76.7 84.7 90.5 99.0 72.0 84.4 82.8 90.2
Old : 76.7 84.7 90.5 99.0 72.0 84.4 82.8 90.2
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, September 2, 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 : 58,623: 6,638 21,825 2,344 49,561 34,262 58,543 58,431: 80 192
Old : 58,623: 6,638 21,825 2,344 49,561 34,262 58,543 58,431: 80 192
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2014 :
: 4,154: -8 731 2,052 2,084 1,368 4,128 4,151: 26 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 37.2 4.0 84.5 58.4 99.9 99.7: 0.1 0.3
Old : 100.0: 11.3 37.2 4.0 84.5 58.4 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 : 49: 3 18 1 12 19 15 38:
Old : 49: 3 18 1 12 19 15 38:
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 : 77.5 51.8 97.9 70.7 72.2 43.4 84.8 62.4
Old : 77.5 51.8 97.9 70.7 72.2 43.4 84.8 62.4
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, September 2, 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 : 45,970: 2,172 17,736 2,705 40,976 25,222 45,853 45,663: 117 307
Old : 45,970: 2,172 17,736 2,705 40,976 25,222 45,853 45,663: 117 307
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2014 :
: 1,736: 1,061 610 163 518 906 1,742 1,679: -6 57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 38.6 5.9 89.1 54.9 99.7 99.3: 0.3 0.7
Old : 100.0: 4.7 38.6 5.9 89.1 54.9 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 : 51: 3 21 2 8 21 12 43:
Old : 51: 3 21 2 8 21 12 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 90.3 44.3 99.4 66.9 83.4 44.3 89.7 64.1
Old : 90.3 44.3 99.4 66.9 83.4 44.3 89.7 64.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 5, 2014