WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 9, 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 : 488,155: 111,546 162,847 136,925 203,458 136,628 451,929 436,399: 36,225 51,756
Old : 438,268: 102,913 164,279 115,791 187,459 116,677 406,163 396,747: 32,105 41,520
Other: 49,887: 22,871 12,805 6,896 15,999 19,951 45,766 39,652: 4,121 10,235
: : :
: : Changes in Commitments from: September 2, 2014 :
: 20,345: -1,449 6,217 19,512 6,421 -6,135 24,485 19,595: -4,140 750
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 33.4 28.0 41.7 28.0 92.6 89.4: 7.4 10.6
Old : 100.0: 23.5 37.5 26.4 42.8 26.6 92.7 90.5: 7.3 9.5
Other: 100.0: 45.8 25.7 13.8 32.1 40.0 91.7 79.5: 8.3 20.5
: : :
:# Traders : Number of Traders in Each Category :
All : 406: 116 142 144 109 106 315 318:
Old : 401: 119 142 133 107 102 304 308:
Other: 173: 36 42 36 42 69 103 129:
:----------------------------------------------------------------------------------------------------
: 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 9.0 22.9 16.1 13.3 8.2 21.1 14.1
Old : 16.1 10.0 24.3 17.4 14.9 9.5 22.4 15.9
Other: 39.9 18.9 51.1 31.3 39.9 18.0 51.0 28.6
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 9, 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 : 150,265: 46,378 41,781 18,910 69,236 64,201 134,524 124,893: 15,741 25,372
Old : 135,650: 45,546 42,068 14,795 60,802 57,815 121,142 114,678: 14,508 20,972
Other: 14,615: 4,025 2,906 922 8,434 6,386 13,381 10,214: 1,233 4,400
: : :
: : Changes in Commitments from: September 2, 2014 :
: 4,889: 1,093 1,180 2,308 1,569 2,440 4,969 5,928: -81 -1,039
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 27.8 12.6 46.1 42.7 89.5 83.1: 10.5 16.9
Old : 100.0: 33.6 31.0 10.9 44.8 42.6 89.3 84.5: 10.7 15.5
Other: 100.0: 27.5 19.9 6.3 57.7 43.7 91.6 69.9: 8.4 30.1
: : :
:# Traders : Number of Traders in Each Category :
All : 189: 47 52 48 64 66 138 143:
Old : 188: 46 53 44 60 62 132 136:
Other: 92: 15 17 15 28 44 49 70:
:----------------------------------------------------------------------------------------------------
: 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 : 16.8 16.6 27.8 25.2 16.3 14.4 26.3 22.2
Old : 18.4 16.6 29.0 25.6 17.9 16.4 27.2 25.0
Other: 44.0 40.1 64.3 47.4 44.0 40.0 63.3 46.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 9, 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 : 1,831,840: 455,159 312,447 556,997 673,565 618,778 1,685,721 1,488,222: 146,119 343,618
Old : 1,701,328: 426,065 320,074 515,942 626,533 558,191 1,568,541 1,394,206: 132,788 307,122
Other: 130,512: 51,029 14,308 19,120 47,031 60,588 117,180 94,016: 13,332 36,496
: : :
: : Changes in Commitments from: September 2, 2014 :
: 96,017: -4,349 -1,937 74,912 21,889 8,648 92,451 81,622: 3,566 14,396
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 17.1 30.4 36.8 33.8 92.0 81.2: 8.0 18.8
Old : 100.0: 25.0 18.8 30.3 36.8 32.8 92.2 81.9: 7.8 18.1
Other: 100.0: 39.1 11.0 14.6 36.0 46.4 89.8 72.0: 10.2 28.0
: : :
:# Traders : Number of Traders in Each Category :
All : 796: 187 215 227 277 331 589 662:
Old : 791: 181 223 221 274 330 577 659:
Other: 364: 72 51 42 81 198 173 271:
:----------------------------------------------------------------------------------------------------
: 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 : 10.6 10.9 17.7 17.0 8.6 8.2 15.1 12.2
Old : 10.9 9.9 18.2 16.5 8.9 7.4 15.2 11.4
Other: 18.2 30.1 29.5 37.6 18.2 29.3 28.5 34.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 9, 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 : 10,109: 3,288 862 1,070 3,086 6,988 7,445 8,921: 2,665 1,189
Old : 10,037: 3,250 860 1,070 3,058 6,974 7,379 8,905: 2,659 1,133
Other: 72: 38 2 0 28 14 66 16: 6 56
: : :
: : Changes in Commitments from: September 2, 2014 :
: -707: -154 84 -97 -626 -694 -878 -708: 170 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.5 8.5 10.6 30.5 69.1 73.6 88.2: 26.4 11.8
Old : 100.0: 32.4 8.6 10.7 30.5 69.5 73.5 88.7: 26.5 11.3
Other: 100.0: 52.8 2.8 0.0 38.9 19.4 91.7 22.2: 8.3 77.8
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 19 5 7 15 11 38 19:
Old : 41: 19 5 7 15 11 38 19:
Other: 5: 1 1 0 2 1 3 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 : 30.4 61.5 44.5 74.9 28.2 60.3 37.0 67.3
Old : 30.4 61.8 44.6 75.3 28.2 60.6 37.0 67.7
Other: 91.7 22.2 91.7 22.2 91.7 22.2 91.7 22.2
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 9, 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 : 1,062,781: 178,880 210,765 369,724 457,449 316,515 1,006,053 897,004: 56,728 165,777
Old : 1,008,712: 174,000 211,032 350,343 432,493 298,273 956,836 859,649: 51,877 149,064
Other: 54,069: 16,352 11,204 7,909 24,956 18,242 49,217 37,356: 4,851 16,713
: : :
: : Changes in Commitments from: September 2, 2014 :
: 80,219: -6,482 4,921 57,563 28,702 14,981 79,783 77,465: 436 2,754
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 19.8 34.8 43.0 29.8 94.7 84.4: 5.3 15.6
Old : 100.0: 17.2 20.9 34.7 42.9 29.6 94.9 85.2: 5.1 14.8
Other: 100.0: 30.2 20.7 14.6 46.2 33.7 91.0 69.1: 9.0 30.9
: : :
:# Traders : Number of Traders in Each Category :
All : 707: 170 289 277 162 214 515 609:
Old : 707: 178 286 268 156 213 503 605:
Other: 275: 56 69 46 50 124 133 214:
:----------------------------------------------------------------------------------------------------
: 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 : 11.9 11.4 20.4 17.7 7.8 4.6 13.1 8.1
Old : 12.2 11.8 20.9 18.2 8.1 5.0 13.7 8.8
Other: 26.3 17.2 41.6 25.3 26.2 17.0 40.4 24.6
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 9, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 1,000 Bushels) :
: : :
All : 22,624: 18,438 1,393 810 0 5,311 19,248 7,514: 3,376 15,110
Old : 20,616: 17,034 1,361 810 0 4,725 17,844 6,896: 2,772 13,720
Other: 2,008: 1,404 32 0 0 586 1,404 618: 604 1,390
: : :
: : Changes in Commitments from: September 2, 2014 :
: 634: 579 352 210 0 -266 789 296: -155 338
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.5 6.2 3.6 0.0 23.5 85.1 33.2: 14.9 66.8
Old : 100.0: 82.6 6.6 3.9 0.0 22.9 86.6 33.4: 13.4 66.6
Other: 100.0: 69.9 1.6 0.0 0.0 29.2 69.9 30.8: 30.1 69.2
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 5 7 4 0 14 6 24:
Old : 26: 5 7 4 0 14 6 24:
Other: 19: 2 4 0 0 13 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 : 82.7 12.8 85.1 19.5 81.3 12.7 81.5 18.1
Old : 84.0 13.5 86.6 19.3 82.5 12.3 82.6 17.7
Other: 69.9 26.7 69.9 29.0 69.9 26.7 69.9 29.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 9, 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 : 432,643: 113,429 108,364 94,438 186,782 194,480 394,649 397,282: 37,994 35,361
Old : 418,199: 116,252 106,820 86,994 178,838 190,773 382,084 384,588: 36,114 33,611
Other: 14,444: 1,400 5,767 3,221 7,944 3,707 12,565 12,694: 1,880 1,750
: : :
: : Changes in Commitments from: September 2, 2014 :
: 13,990: 1,565 2,486 7,275 5,065 5,685 13,904 15,446: 86 -1,456
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 25.0 21.8 43.2 45.0 91.2 91.8: 8.8 8.2
Old : 100.0: 27.8 25.5 20.8 42.8 45.6 91.4 92.0: 8.6 8.0
Other: 100.0: 9.7 39.9 22.3 55.0 25.7 87.0 87.9: 13.0 12.1
: : :
:# Traders : Number of Traders in Each Category :
All : 320: 98 95 96 88 75 243 225:
Old : 318: 105 89 95 87 75 241 224:
Other: 58: 8 20 15 22 11 41 36:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 10.4 27.3 17.4 33.9 8.5 21.3 14.9 27.4
Old : 10.5 27.3 17.7 34.1 8.7 21.9 15.3 28.2
Other: 32.1 52.3 50.1 69.4 25.6 40.4 41.8 51.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 9, 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 : 950,645: 103,524 84,229 61,263 598,272 613,834 763,058 759,326: 187,587 191,320
Old : 950,645: 103,524 84,229 61,263 598,272 613,834 763,058 759,326: 187,587 191,320
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2014 :
: -47,440: -4,578 -11,355 -11,715 -33,228 -21,462 -49,521 -44,532: 2,081 -2,909
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 8.9 6.4 62.9 64.6 80.3 79.9: 19.7 20.1
Old : 100.0: 10.9 8.9 6.4 62.9 64.6 80.3 79.9: 19.7 20.1
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 : 189: 34 36 48 92 95 151 155:
Old : 189: 34 36 48 92 95 151 155:
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 18.5 35.6 28.8 24.7 16.3 31.2 23.9
Old : 26.1 18.5 35.6 28.8 24.7 16.3 31.2 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 9, 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 : 513,904: 57,055 37,004 4,970 348,357 376,746 410,382 418,720: 103,522 95,183
Old : 513,904: 57,055 37,004 4,970 348,357 376,746 410,382 418,720: 103,522 95,183
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2014 :
: -30,229: 3,437 -1,044 -1,713 -29,077 -22,686 -27,353 -25,443: -2,877 -4,786
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 7.2 1.0 67.8 73.3 79.9 81.5: 20.1 18.5
Old : 100.0: 11.1 7.2 1.0 67.8 73.3 79.9 81.5: 20.1 18.5
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 : 83: 10 10 5 48 48 61 60:
Old : 83: 10 10 5 48 48 61 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 : 25.7 41.0 40.5 53.4 21.9 35.9 31.9 45.4
Old : 25.7 41.0 40.5 53.4 21.9 35.9 31.9 45.4
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 9, 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 : 6,507: 1,767 358 544 3,403 5,269 5,714 6,171: 793 336
Old : 6,507: 1,767 358 544 3,403 5,269 5,714 6,171: 793 336
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2014 :
: 194: -97 44 -94 316 180 125 130: 69 64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 5.5 8.4 52.3 81.0 87.8 94.8: 12.2 5.2
Old : 100.0: 27.2 5.5 8.4 52.3 81.0 87.8 94.8: 12.2 5.2
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 : 37: 14 3 6 17 16 33 24:
Old : 37: 14 3 6 17 16 33 24:
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 : 41.9 63.8 61.3 81.1 25.7 51.1 36.9 55.0
Old : 41.9 63.8 61.3 81.1 25.7 51.1 36.9 55.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 9, 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 : 409,544: 104,809 55,069 83,948 173,378 234,546 362,135 373,563: 47,408 35,981
Old : 400,817: 105,244 54,302 81,494 167,870 230,673 354,608 366,469: 46,210 34,349
Other: 8,726: 806 2,008 1,213 5,509 3,874 7,528 7,094: 1,199 1,632
: : :
: : Changes in Commitments from: September 2, 2014 :
: 8,138: -9,451 2,624 8,318 9,018 -5,850 7,886 5,092: 253 3,046
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 13.4 20.5 42.3 57.3 88.4 91.2: 11.6 8.8
Old : 100.0: 26.3 13.5 20.3 41.9 57.6 88.5 91.4: 11.5 8.6
Other: 100.0: 9.2 23.0 13.9 63.1 44.4 86.3 81.3: 13.7 18.7
: : :
:# Traders : Number of Traders in Each Category :
All : 279: 86 67 89 92 93 231 207:
Old : 278: 89 68 88 91 93 229 206:
Other: 63: 8 15 11 30 13 46 31:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 10.4 28.3 17.9 37.1 7.3 23.7 12.6 30.1
Old : 10.3 28.4 17.7 37.1 7.2 24.2 12.7 30.8
Other: 34.5 48.0 51.3 62.9 33.7 46.0 47.2 54.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 9, 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 : 9,918: 959 4,319 1,062 6,193 2,691 8,213 8,072: 1,705 1,846
Old : 9,918: 959 4,319 1,062 6,193 2,691 8,213 8,072: 1,705 1,846
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2014 :
: 409: -24 136 233 51 -185 260 183: 149 226
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 43.6 10.7 62.4 27.1 82.8 81.4: 17.2 18.6
Old : 100.0: 9.7 43.6 10.7 62.4 27.1 82.8 81.4: 17.2 18.6
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 : 68: 17 21 10 22 18 43 45:
Old : 68: 17 21 10 22 18 43 45:
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 : 39.3 32.5 52.8 44.5 38.6 32.5 49.9 43.5
Old : 39.3 32.5 52.8 44.5 38.6 32.5 49.9 43.5
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 9, 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 : 1,447,857: 337,671 337,957 52,174 953,493 899,411 1,343,338 1,289,542: 104,519 158,314
Old : 1,447,857: 337,671 337,957 52,174 953,493 899,411 1,343,338 1,289,542: 104,519 158,314
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2014 :
: 32,146: -30,516 28,714 -14,453 87,778 8,208 42,809 22,469: -10,662 9,678
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 23.3 3.6 65.9 62.1 92.8 89.1: 7.2 10.9
Old : 100.0: 23.3 23.3 3.6 65.9 62.1 92.8 89.1: 7.2 10.9
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 : 248: 48 41 30 94 125 151 187:
Old : 248: 48 41 30 94 125 151 187:
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 : 30.1 24.1 41.8 35.4 29.8 24.0 41.1 35.2
Old : 30.1 24.1 41.8 35.4 29.8 24.0 41.1 35.2
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 9, 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 : 3,368,870: 436,472 430,068 390,373 2,216,027 2,009,560 3,042,872 2,830,002: 325,998 538,868
Old : 3,368,870: 436,472 430,068 390,373 2,216,027 2,009,560 3,042,872 2,830,002: 325,998 538,868
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2014 :
: 118,304: 68,634 14,855 31,962 46,705 44,775 147,301 91,593: -28,997 26,711
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 12.8 11.6 65.8 59.7 90.3 84.0: 9.7 16.0
Old : 100.0: 13.0 12.8 11.6 65.8 59.7 90.3 84.0: 9.7 16.0
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 : 372: 59 92 94 161 195 279 322:
Old : 372: 59 92 94 161 195 279 322:
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 : 34.7 14.8 44.6 19.9 32.5 12.7 40.8 16.9
Old : 34.7 14.8 44.6 19.9 32.5 12.7 40.8 16.9
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, September 9, 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 : 2,445,701: 439,912 346,958 223,319 1,534,318 1,492,977 2,197,549 2,063,255: 248,152 382,447
Old : 2,445,701: 439,912 346,958 223,319 1,534,318 1,492,977 2,197,549 2,063,255: 248,152 382,447
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2014 :
: 7,995: 35,331 28,487 4,832 -23,684 -12,082 16,479 21,236: -8,484 -13,241
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 14.2 9.1 62.7 61.0 89.9 84.4: 10.1 15.6
Old : 100.0: 18.0 14.2 9.1 62.7 61.0 89.9 84.4: 10.1 15.6
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 : 291: 46 66 50 127 147 197 239:
Old : 291: 46 66 50 127 147 197 239:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.4 15.2 29.0 24.3 15.0 12.5 24.7 19.3
Old : 16.4 15.2 29.0 24.3 15.0 12.5 24.7 19.3
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 9, 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 : 525,855: 20,421 140,668 119,993 353,177 216,902 493,590 477,563: 32,265 48,293
Old : 525,855: 20,421 140,668 119,993 353,177 216,902 493,590 477,563: 32,265 48,293
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2014 :
: 12,625: 1,836 9,611 -3,509 13,013 10,296 11,340 16,399: 1,284 -3,774
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 26.8 22.8 67.2 41.2 93.9 90.8: 6.1 9.2
Old : 100.0: 3.9 26.8 22.8 67.2 41.2 93.9 90.8: 6.1 9.2
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 : 95: 14 37 28 35 42 67 91:
Old : 95: 14 37 28 35 42 67 91:
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 : 46.8 22.1 58.4 33.9 36.8 16.4 40.9 22.3
Old : 46.8 22.1 58.4 33.9 36.8 16.4 40.9 22.3
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 9, 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 : 66,976: 18,775 13,275 2,323 37,530 42,012 58,629 57,609: 8,347 9,366
Old : 66,976: 18,775 13,275 2,323 37,530 42,012 58,629 57,609: 8,347 9,366
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2014 :
: -9: -1,280 -430 682 1,051 -567 452 -316: -462 306
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 19.8 3.5 56.0 62.7 87.5 86.0: 12.5 14.0
Old : 100.0: 28.0 19.8 3.5 56.0 62.7 87.5 86.0: 12.5 14.0
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 : 120: 32 30 13 40 31 79 67:
Old : 120: 32 30 13 40 31 79 67:
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 : 24.9 35.2 37.5 53.8 24.8 35.1 37.4 52.5
Old : 24.9 35.2 37.5 53.8 24.8 35.1 37.4 52.5
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, September 9, 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 : 133,951: 37,550 26,549 4,646 75,061 84,024 117,257 115,219: 16,694 18,733
Old : 133,951: 37,550 26,549 4,646 75,061 84,024 117,257 115,219: 16,694 18,733
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2014 :
: -19: -2,561 -860 1,364 2,102 -1,135 905 -631: -923 613
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 19.8 3.5 56.0 62.7 87.5 86.0: 12.5 14.0
Old : 100.0: 28.0 19.8 3.5 56.0 62.7 87.5 86.0: 12.5 14.0
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 : 120: 32 30 13 40 31 79 67:
Old : 120: 32 30 13 40 31 79 67:
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 : 24.9 35.2 37.5 53.8 24.8 35.1 37.4 52.5
Old : 24.9 35.2 37.5 53.8 24.8 35.1 37.4 52.5
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, September 9, 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 : 14,048: 8,503 12,580 937 4,482 528 13,922 14,045: 126 3
Old : 14,048: 8,503 12,580 937 4,482 528 13,922 14,045: 126 3
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2014 :
: 195: -119 91 104 212 0 197 195: -2 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.5 89.6 6.7 31.9 3.8 99.1 100.0: 0.9 0.0
Old : 100.0: 60.5 89.6 6.7 31.9 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 4 2 1 20 9:
Old : 24: 16 6 4 2 1 20 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 : 77.0 81.6 90.8 98.3 71.8 81.3 82.8 89.6
Old : 77.0 81.6 90.8 98.3 71.8 81.3 82.8 89.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 9, 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 : 61,687: 3,702 17,303 292 57,606 43,878 61,600 61,473: 87 214
Old : 61,687: 3,702 17,303 292 57,606 43,878 61,600 61,473: 87 214
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2014 :
: 3,064: -2,936 -4,522 -2,052 8,045 9,616 3,057 3,042: 7 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 28.0 0.5 93.4 71.1 99.9 99.7: 0.1 0.3
Old : 100.0: 6.0 28.0 0.5 93.4 71.1 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: 4 16 1 13 20 17 37:
Old : 49: 4 16 1 13 20 17 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 : 78.5 54.7 97.0 74.0 65.2 40.6 75.6 56.9
Old : 78.5 54.7 97.0 74.0 65.2 40.6 75.6 56.9
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 9, 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 : 53,328: 2,209 13,737 2,887 48,043 36,434 53,139 53,058: 189 270
Old : 53,328: 2,209 13,737 2,887 48,043 36,434 53,139 53,058: 189 270
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2014 :
: 7,358: 37 -3,999 182 7,067 11,212 7,286 7,395: 72 -37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 25.8 5.4 90.1 68.3 99.6 99.5: 0.4 0.5
Old : 100.0: 4.1 25.8 5.4 90.1 68.3 99.6 99.5: 0.4 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 : 49: 3 18 1 8 23 11 42:
Old : 49: 3 18 1 8 23 11 42:
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 : 93.7 42.2 99.5 66.4 71.3 39.0 74.6 54.1
Old : 93.7 42.2 99.5 66.4 71.3 39.0 74.6 54.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 12, 2014