WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 16, 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 : 516,580: 112,570 168,475 159,693 208,747 135,990 481,010 464,158: 35,570 52,422
Old : 463,200: 104,442 168,790 137,063 190,126 115,295 431,632 421,148: 31,568 42,051
Other: 53,380: 22,141 13,699 8,616 18,621 20,694 49,378 43,010: 4,001 10,370
: : :
: : Changes in Commitments from: September 9, 2014 :
: 28,425: 1,024 5,629 22,768 5,289 -638 29,081 27,759: -656 666
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 32.6 30.9 40.4 26.3 93.1 89.9: 6.9 10.1
Old : 100.0: 22.5 36.4 29.6 41.0 24.9 93.2 90.9: 6.8 9.1
Other: 100.0: 41.5 25.7 16.1 34.9 38.8 92.5 80.6: 7.5 19.4
: : :
:# Traders : Number of Traders in Each Category :
All : 424: 135 139 150 110 107 325 332:
Old : 417: 138 140 139 108 102 314 319:
Other: 182: 42 43 40 47 70 113 136:
:----------------------------------------------------------------------------------------------------
: 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 : 13.8 8.7 22.0 16.1 12.7 8.0 20.0 13.3
Old : 15.2 9.6 23.5 17.5 14.1 8.9 21.1 15.1
Other: 37.8 18.1 48.6 30.9 37.7 17.6 47.5 28.3
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 16, 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 : 161,410: 45,421 44,784 23,654 76,778 66,926 145,853 135,364: 15,557 26,046
Old : 142,724: 44,477 45,563 18,329 65,771 57,388 128,577 121,281: 14,147 21,443
Other: 18,686: 5,261 3,538 1,008 11,007 9,537 17,275 14,083: 1,411 4,603
: : :
: : Changes in Commitments from: September 9, 2014 :
: 11,145: -957 3,003 4,744 7,542 2,724 11,329 10,471: -184 674
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 27.7 14.7 47.6 41.5 90.4 83.9: 9.6 16.1
Old : 100.0: 31.2 31.9 12.8 46.1 40.2 90.1 85.0: 9.9 15.0
Other: 100.0: 28.2 18.9 5.4 58.9 51.0 92.5 75.4: 7.5 24.6
: : :
:# Traders : Number of Traders in Each Category :
All : 200: 50 53 46 71 69 145 151:
Old : 198: 47 57 42 65 65 136 144:
Other: 98: 15 17 15 33 47 54 73:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.7 17.4 26.7 25.8 15.0 13.4 24.0 20.6
Old : 18.7 16.4 29.3 25.4 17.2 16.1 26.9 24.3
Other: 38.9 47.9 62.6 54.9 38.8 47.9 61.3 54.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 16, 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 : 1,877,009: 456,599 306,656 596,723 674,467 633,087 1,727,789 1,536,466: 149,220 340,543
Old : 1,735,899: 421,409 311,971 553,999 626,337 568,122 1,601,745 1,434,092: 134,154 301,807
Other: 141,111: 57,199 16,694 20,715 48,130 64,965 126,044 102,374: 15,067 38,736
: : :
: : Changes in Commitments from: September 9, 2014 :
: 45,169: 1,439 -5,791 39,726 902 14,308 42,068 48,244: 3,101 -3,075
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 16.3 31.8 35.9 33.7 92.1 81.9: 7.9 18.1
Old : 100.0: 24.3 18.0 31.9 36.1 32.7 92.3 82.6: 7.7 17.4
Other: 100.0: 40.5 11.8 14.7 34.1 46.0 89.3 72.5: 10.7 27.5
: : :
:# Traders : Number of Traders in Each Category :
All : 805: 186 229 237 273 328 598 671:
Old : 798: 181 233 229 270 326 585 664:
Other: 371: 74 56 50 86 197 182 282:
:----------------------------------------------------------------------------------------------------
: 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 11.2 17.3 17.4 8.3 8.2 14.6 12.1
Old : 10.7 10.4 17.8 17.0 8.6 7.5 14.8 11.5
Other: 18.3 29.4 29.5 36.5 18.3 28.5 28.8 33.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 16, 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 : 10,627: 3,306 1,117 965 3,613 7,414 7,885 9,496: 2,742 1,130
Old : 10,552: 3,267 1,115 965 3,585 7,373 7,818 9,453: 2,734 1,098
Other: 75: 39 2 0 28 41 67 43: 8 32
: : :
: : Changes in Commitments from: September 9, 2014 :
: 517: 18 255 -105 527 426 440 575: 77 -58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 10.5 9.1 34.0 69.8 74.2 89.4: 25.8 10.6
Old : 100.0: 31.0 10.6 9.1 34.0 69.9 74.1 89.6: 25.9 10.4
Other: 100.0: 52.0 2.7 0.0 37.3 54.7 89.3 57.3: 10.7 42.7
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 18 6 6 16 13 38 21:
Old : 42: 18 6 6 16 13 38 21:
Other: 6: 1 1 0 2 3 3 4:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.4 61.8 46.4 74.7 29.3 60.7 38.5 66.9
Old : 32.4 62.1 46.5 74.9 29.3 61.0 38.6 67.1
Other: 89.3 57.3 89.3 57.3 81.3 49.3 81.3 49.3
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 16, 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 : 1,119,449: 177,890 212,182 406,330 477,263 322,412 1,061,484 940,924: 57,965 178,525
Old : 1,054,550: 172,799 208,679 383,624 446,018 303,795 1,002,441 896,097: 52,109 158,453
Other: 64,899: 16,856 15,269 10,941 31,246 18,617 59,043 44,827: 5,856 20,072
: : :
: : Changes in Commitments from: September 9, 2014 :
: 56,668: -990 1,417 36,606 19,815 5,896 55,431 43,920: 1,237 12,748
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 19.0 36.3 42.6 28.8 94.8 84.1: 5.2 15.9
Old : 100.0: 16.4 19.8 36.4 42.3 28.8 95.1 85.0: 4.9 15.0
Other: 100.0: 26.0 23.5 16.9 48.1 28.7 91.0 69.1: 9.0 30.9
: : :
:# Traders : Number of Traders in Each Category :
All : 725: 174 292 295 165 219 533 630:
Old : 725: 177 296 287 158 218 520 627:
Other: 298: 61 79 48 53 128 142 231:
:----------------------------------------------------------------------------------------------------
: 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 11.5 20.6 17.9 8.1 4.5 13.2 7.6
Old : 11.8 12.0 21.0 18.4 8.2 5.0 13.6 8.4
Other: 23.9 16.9 37.1 27.6 23.0 16.1 35.7 23.4
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 16, 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 : 22,931: 18,862 1,440 835 0 5,634 19,697 7,909: 3,234 15,022
Old : 20,763: 17,313 1,406 835 0 4,969 18,148 7,210: 2,615 13,553
Other: 2,168: 1,549 34 0 0 665 1,549 699: 619 1,469
: : :
: : Changes in Commitments from: September 9, 2014 :
: 307: 424 47 25 0 323 449 395: -142 -88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.3 6.3 3.6 0.0 24.6 85.9 34.5: 14.1 65.5
Old : 100.0: 83.4 6.8 4.0 0.0 23.9 87.4 34.7: 12.6 65.3
Other: 100.0: 71.4 1.6 0.0 0.0 30.7 71.4 32.2: 28.6 67.8
: : :
:# 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 : 83.4 12.8 85.9 20.1 82.1 12.8 82.3 18.8
Old : 84.9 13.6 87.4 19.9 83.2 12.4 83.4 18.4
Other: 71.4 27.1 71.4 30.1 71.4 27.1 71.4 30.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 16, 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 : 432,875: 111,778 102,269 102,877 180,486 193,555 395,141 398,700: 37,734 34,175
Old : 417,322: 114,319 101,404 94,546 172,619 188,916 381,485 384,866: 35,837 32,456
Other: 15,554: 1,933 5,340 3,856 7,867 4,639 13,657 13,835: 1,897 1,719
: : :
: : Changes in Commitments from: September 9, 2014 :
: 233: -1,651 -6,095 8,439 -6,295 -925 492 1,418: -260 -1,186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 23.6 23.8 41.7 44.7 91.3 92.1: 8.7 7.9
Old : 100.0: 27.4 24.3 22.7 41.4 45.3 91.4 92.2: 8.6 7.8
Other: 100.0: 12.4 34.3 24.8 50.6 29.8 87.8 88.9: 12.2 11.1
: : :
:# Traders : Number of Traders in Each Category :
All : 322: 97 93 104 90 77 252 229:
Old : 320: 106 87 104 89 77 250 229:
Other: 57: 6 21 14 22 11 41 34:
:----------------------------------------------------------------------------------------------------
: 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 27.0 17.3 33.7 8.4 21.2 15.1 27.3
Old : 10.2 26.9 17.7 33.9 8.6 21.5 15.6 27.9
Other: 31.7 53.7 49.6 70.8 24.7 40.9 40.3 52.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 16, 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 : 966,488: 110,300 82,679 69,985 613,833 628,523 794,118 781,186: 172,370 185,301
Old : 966,488: 110,300 82,679 69,985 613,833 628,523 794,118 781,186: 172,370 185,301
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2014 :
: 15,842: 6,776 -1,551 8,722 15,561 14,689 31,060 21,861: -15,218 -6,018
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 8.6 7.2 63.5 65.0 82.2 80.8: 17.8 19.2
Old : 100.0: 11.4 8.6 7.2 63.5 65.0 82.2 80.8: 17.8 19.2
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 : 190: 39 37 50 93 92 156 155:
Old : 190: 39 37 50 93 92 156 155:
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 : 24.9 18.1 34.4 28.6 22.6 17.0 29.1 24.1
Old : 24.9 18.1 34.4 28.6 22.6 17.0 29.1 24.1
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 16, 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 : 511,003: 54,500 35,044 5,007 346,895 376,805 406,402 416,856: 104,602 94,147
Old : 511,003: 54,500 35,044 5,007 346,895 376,805 406,402 416,856: 104,602 94,147
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2014 :
: -2,901: -2,555 -1,960 37 -1,462 59 -3,980 -1,864: 1,080 -1,036
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 6.9 1.0 67.9 73.7 79.5 81.6: 20.5 18.4
Old : 100.0: 10.7 6.9 1.0 67.9 73.7 79.5 81.6: 20.5 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 : 83: 9 10 6 50 49 63 61:
Old : 83: 9 10 6 50 49 63 61:
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 41.5 40.8 53.2 21.9 38.0 32.4 46.7
Old : 25.7 41.5 40.8 53.2 21.9 38.0 32.4 46.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 16, 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 : 6,634: 1,553 241 649 3,764 5,410 5,966 6,300: 668 334
Old : 6,634: 1,553 241 649 3,764 5,410 5,966 6,300: 668 334
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2014 :
: 127: -214 -117 105 361 141 252 129: -125 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 3.6 9.8 56.7 81.5 89.9 95.0: 10.1 5.0
Old : 100.0: 23.4 3.6 9.8 56.7 81.5 89.9 95.0: 10.1 5.0
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 : 35: 11 2 5 16 19 29 25:
Old : 35: 11 2 5 16 19 29 25:
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 : 44.5 58.9 66.1 76.3 32.6 51.2 42.9 55.5
Old : 44.5 58.9 66.1 76.3 32.6 51.2 42.9 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 16, 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 : 420,153: 102,469 60,836 91,173 182,350 230,199 375,992 382,208: 44,162 37,945
Old : 408,479: 102,061 60,031 87,911 175,767 224,127 365,740 372,069: 42,739 36,410
Other: 11,675: 2,136 2,533 1,534 6,582 6,073 10,252 10,139: 1,423 1,536
: : :
: : Changes in Commitments from: September 9, 2014 :
: 10,610: -2,340 5,767 7,225 8,971 -4,347 13,856 8,645: -3,246 1,965
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 14.5 21.7 43.4 54.8 89.5 91.0: 10.5 9.0
Old : 100.0: 25.0 14.7 21.5 43.0 54.9 89.5 91.1: 10.5 8.9
Other: 100.0: 18.3 21.7 13.1 56.4 52.0 87.8 86.8: 12.2 13.2
: : :
:# Traders : Number of Traders in Each Category :
All : 282: 75 75 89 96 101 226 222:
Old : 281: 78 77 87 96 100 225 219:
Other: 71: 13 14 14 32 17 53 37:
:----------------------------------------------------------------------------------------------------
: 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 : 10.7 26.1 18.2 34.5 7.0 22.1 12.3 28.1
Old : 10.7 26.2 18.1 34.5 7.0 22.5 12.4 28.8
Other: 30.0 47.2 48.5 64.2 29.3 46.0 46.8 59.2
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 16, 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 : 9,994: 989 4,409 1,214 6,077 2,594 8,280 8,218: 1,714 1,776
Old : 9,994: 989 4,409 1,214 6,077 2,594 8,280 8,218: 1,714 1,776
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2014 :
: 76: 30 90 152 -116 -96 66 146: 9 -70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 44.1 12.1 60.8 26.0 82.8 82.2: 17.2 17.8
Old : 100.0: 9.9 44.1 12.1 60.8 26.0 82.8 82.2: 17.2 17.8
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 : 69: 17 22 12 22 17 45 46:
Old : 69: 17 22 12 22 17 45 46:
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 : 39.1 32.5 51.4 45.3 37.9 32.5 47.7 44.4
Old : 39.1 32.5 51.4 45.3 37.9 32.5 47.7 44.4
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 16, 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 : 1,619,965: 383,535 473,838 51,900 1,078,692 940,556 1,514,128 1,466,295: 105,837 153,671
Old : 1,619,965: 383,535 473,838 51,900 1,078,692 940,556 1,514,128 1,466,295: 105,837 153,671
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2014 :
: 172,109: 45,864 135,881 -274 125,199 41,145 170,790 176,752: 1,319 -4,643
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 29.2 3.2 66.6 58.1 93.5 90.5: 6.5 9.5
Old : 100.0: 23.7 29.2 3.2 66.6 58.1 93.5 90.5: 6.5 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 : 262: 47 49 33 97 128 154 200:
Old : 262: 47 49 33 97 128 154 200:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.8 27.1 42.8 39.6 31.5 27.1 42.3 39.5
Old : 31.8 27.1 42.8 39.6 31.5 27.1 42.3 39.5
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 16, 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 : 3,329,148: 446,586 407,458 400,785 2,172,422 1,982,099 3,019,794 2,790,343: 309,354 538,805
Old : 3,329,148: 446,586 407,458 400,785 2,172,422 1,982,099 3,019,794 2,790,343: 309,354 538,805
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2014 :
: -39,722: 10,114 -22,610 10,412 -43,604 -27,461 -23,078 -39,659: -16,643 -62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 12.2 12.0 65.3 59.5 90.7 83.8: 9.3 16.2
Old : 100.0: 13.4 12.2 12.0 65.3 59.5 90.7 83.8: 9.3 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 : 367: 57 96 90 163 192 277 321:
Old : 367: 57 96 90 163 192 277 321:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.1 13.9 42.1 19.9 31.7 10.8 38.5 15.8
Old : 34.1 13.9 42.1 19.9 31.7 10.8 38.5 15.8
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 16, 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 : 2,503,419: 424,372 365,836 256,740 1,588,315 1,489,026 2,269,427 2,111,602: 233,992 391,816
Old : 2,503,419: 424,372 365,836 256,740 1,588,315 1,489,026 2,269,427 2,111,602: 233,992 391,816
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2014 :
: 57,717: -15,541 18,878 33,421 53,998 -3,952 71,878 48,348: -14,161 9,369
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 14.6 10.3 63.4 59.5 90.7 84.3: 9.3 15.7
Old : 100.0: 17.0 14.6 10.3 63.4 59.5 90.7 84.3: 9.3 15.7
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 : 303: 39 76 57 132 156 205 255:
Old : 303: 39 76 57 132 156 205 255:
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 : 18.4 13.8 29.8 22.3 16.8 10.0 25.3 16.5
Old : 18.4 13.8 29.8 22.3 16.8 10.0 25.3 16.5
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, September 16, 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 : 561,414: 14,232 157,139 118,941 391,014 231,784 524,186 507,865: 37,228 53,549
Old : 561,414: 14,232 157,139 118,941 391,014 231,784 524,186 507,865: 37,228 53,549
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2014 :
: 35,559: -6,189 16,471 -1,052 37,837 14,883 30,596 30,302: 4,963 5,257
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 28.0 21.2 69.6 41.3 93.4 90.5: 6.6 9.5
Old : 100.0: 2.5 28.0 21.2 69.6 41.3 93.4 90.5: 6.6 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 : 92: 13 36 28 35 40 66 88:
Old : 92: 13 36 28 35 40 66 88:
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 : 48.3 23.5 59.3 35.2 38.7 18.9 43.0 24.2
Old : 48.3 23.5 59.3 35.2 38.7 18.9 43.0 24.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 16, 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 : 88,225: 24,173 12,796 3,586 52,099 61,651 79,858 78,034: 8,367 10,192
Old : 88,225: 24,173 12,796 3,586 52,099 61,651 79,858 78,034: 8,367 10,192
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2014 :
: 21,250: 5,398 -478 1,263 14,569 19,639 21,229 20,424: 20 825
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 14.5 4.1 59.1 69.9 90.5 88.4: 9.5 11.6
Old : 100.0: 27.4 14.5 4.1 59.1 69.9 90.5 88.4: 9.5 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 : 134: 47 26 18 50 36 103 75:
Old : 134: 47 26 18 50 36 103 75:
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 : 19.3 34.6 30.2 52.6 17.7 28.0 26.6 42.2
Old : 19.3 34.6 30.2 52.6 17.7 28.0 26.6 42.2
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 16, 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 : 176,451: 48,346 25,593 7,172 104,198 123,302 159,716 156,067: 16,735 20,383
Old : 176,451: 48,346 25,593 7,172 104,198 123,302 159,716 156,067: 16,735 20,383
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2014 :
: 42,499: 10,795 -956 2,526 29,137 39,279 42,458 40,848: 41 1,651
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 14.5 4.1 59.1 69.9 90.5 88.4: 9.5 11.6
Old : 100.0: 27.4 14.5 4.1 59.1 69.9 90.5 88.4: 9.5 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 : 134: 47 26 18 50 36 103 75:
Old : 134: 47 26 18 50 36 103 75:
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 : 19.3 34.6 30.2 52.6 17.7 28.0 26.6 42.2
Old : 19.3 34.6 30.2 52.6 17.7 28.0 26.6 42.2
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 16, 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 : 14,225: 7,393 11,401 2,142 4,543 678 14,078 14,221: 147 4
Old : 14,225: 7,393 11,401 2,142 4,543 678 14,078 14,221: 147 4
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2014 :
: 177: -1,110 -1,179 1,205 61 150 156 176: 21 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.0 80.1 15.1 31.9 4.8 99.0 100.0: 1.0 0.0
Old : 100.0: 52.0 80.1 15.1 31.9 4.8 99.0 100.0: 1.0 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 : 23: 16 5 4 2 1 21 7:
Old : 23: 16 5 4 2 1 21 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 : 73.3 87.7 87.1 100.0 65.7 76.7 75.8 80.7
Old : 73.3 87.7 87.1 100.0 65.7 76.7 75.8 80.7
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 16, 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 : 54,602: 3,679 16,599 264 50,581 37,496 54,524 54,359: 78 243
Old : 54,602: 3,679 16,599 264 50,581 37,496 54,524 54,359: 78 243
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2014 :
: -7,085: -23 -704 -28 -7,025 -6,382 -7,076 -7,114: -9 29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 30.4 0.5 92.6 68.7 99.9 99.6: 0.1 0.4
Old : 100.0: 6.7 30.4 0.5 92.6 68.7 99.9 99.6: 0.1 0.4
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 : 47: 6 14 1 11 18 17 33:
Old : 47: 6 14 1 11 18 17 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 : 82.6 58.1 97.2 77.9 78.5 49.2 88.4 69.0
Old : 82.6 58.1 97.2 77.9 78.5 49.2 88.4 69.0
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 16, 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 : 39,368: 2,859 10,105 2,930 33,491 26,072 39,280 39,107: 88 261
Old : 39,368: 2,859 10,105 2,930 33,491 26,072 39,280 39,107: 88 261
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2014 :
: -13,960: 650 -3,632 43 -14,552 -10,362 -13,859 -13,951: -101 -9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 25.7 7.4 85.1 66.2 99.8 99.3: 0.2 0.7
Old : 100.0: 7.3 25.7 7.4 85.1 66.2 99.8 99.3: 0.2 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 : 47: 4 18 1 6 20 10 39:
Old : 47: 4 18 1 6 20 10 39:
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 : 98.3 50.7 99.6 72.6 88.1 50.4 88.8 66.0
Old : 98.3 50.7 99.6 72.6 88.1 50.4 88.8 66.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 19, 2014