WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 7, 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 : 548,921: 119,855 180,426 176,638 214,762 141,946 511,256 499,010: 37,665 49,911
Old : 487,376: 113,017 179,300 149,665 191,787 117,982 454,469 446,947: 32,907 40,429
Other: 61,545: 21,572 15,860 12,240 22,975 23,964 56,787 52,064: 4,759 9,482
: : :
: : Changes in Commitments from: September 30, 2014 :
: -2,377: -3,173 -4,033 1,913 -2,388 2,964 -3,649 844: 1,272 -3,221
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 32.9 32.2 39.1 25.9 93.1 90.9: 6.9 9.1
Old : 100.0: 23.2 36.8 30.7 39.4 24.2 93.2 91.7: 6.8 8.3
Other: 100.0: 35.1 25.8 19.9 37.3 38.9 92.3 84.6: 7.7 15.4
: : :
:# Traders : Number of Traders in Each Category :
All : 423: 126 152 158 106 105 331 334:
Old : 416: 129 152 147 104 101 319 324:
Other: 181: 42 41 39 46 69 114 130:
:----------------------------------------------------------------------------------------------------
: 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 : 13.4 8.5 21.1 15.6 11.8 7.2 18.6 12.8
Old : 14.5 9.6 22.5 17.2 13.0 8.3 19.6 14.6
Other: 31.9 19.1 43.8 31.6 31.9 19.1 43.3 30.4
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 7, 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 : 175,154: 48,271 49,127 31,745 79,420 67,513 159,435 148,385: 15,719 26,769
Old : 150,887: 47,793 49,593 24,964 65,165 54,890 137,921 129,447: 12,966 21,441
Other: 24,267: 5,918 4,975 1,341 14,255 12,623 21,514 18,939: 2,753 5,328
: : :
: : Changes in Commitments from: September 30, 2014 :
: 4,459: 1,079 1,587 3,290 246 946 4,614 5,823: -155 -1,363
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 28.0 18.1 45.3 38.5 91.0 84.7: 9.0 15.3
Old : 100.0: 31.7 32.9 16.5 43.2 36.4 91.4 85.8: 8.6 14.2
Other: 100.0: 24.4 20.5 5.5 58.7 52.0 88.7 78.0: 11.3 22.0
: : :
:# Traders : Number of Traders in Each Category :
All : 198: 52 51 47 71 66 143 150:
Old : 196: 51 53 42 68 65 135 147:
Other: 105: 20 15 14 42 48 65 74:
:----------------------------------------------------------------------------------------------------
: 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 : 16.3 16.1 26.6 24.6 13.8 11.6 22.1 18.1
Old : 18.8 15.1 28.8 23.9 16.4 14.2 26.3 21.8
Other: 31.0 45.9 53.1 53.4 30.2 44.6 50.5 51.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 7, 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 : 1,893,351: 458,371 317,684 583,246 688,218 662,873 1,729,835 1,563,803: 163,516 329,548
Old : 1,721,335: 430,931 329,951 513,878 630,914 592,002 1,575,724 1,435,831: 145,611 285,504
Other: 172,016: 62,164 22,458 34,644 57,304 70,871 154,112 127,972: 17,905 44,044
: : :
: : Changes in Commitments from: September 30, 2014 :
: -38,055: -6,544 10,027 -37,604 -3,067 19,094 -47,215 -8,483: 9,160 -29,572
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 16.8 30.8 36.3 35.0 91.4 82.6: 8.6 17.4
Old : 100.0: 25.0 19.2 29.9 36.7 34.4 91.5 83.4: 8.5 16.6
Other: 100.0: 36.1 13.1 20.1 33.3 41.2 89.6 74.4: 10.4 25.6
: : :
:# Traders : Number of Traders in Each Category :
All : 805: 162 240 222 299 343 604 674:
Old : 800: 154 245 215 294 340 588 670:
Other: 382: 79 54 54 97 202 202 285:
:----------------------------------------------------------------------------------------------------
: 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 : 10.5 11.2 17.8 16.9 8.3 7.1 14.2 11.1
Old : 10.8 10.2 18.1 16.2 8.5 6.5 14.8 10.7
Other: 15.0 26.3 25.0 34.9 14.1 22.8 22.9 28.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 7, 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 : 11,176: 3,811 1,103 1,160 4,001 7,779 8,972 10,042: 2,204 1,135
Old : 10,966: 3,750 1,104 1,157 3,897 7,652 8,804 9,913: 2,162 1,053
Other: 210: 64 2 0 104 127 168 129: 42 81
: : :
: : Changes in Commitments from: September 30, 2014 :
: 383: 259 -434 252 -195 799 316 616: 67 -233
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 9.9 10.4 35.8 69.6 80.3 89.8: 19.7 10.2
Old : 100.0: 34.2 10.1 10.5 35.5 69.8 80.3 90.4: 19.7 9.6
Other: 100.0: 30.5 1.0 0.0 49.5 60.4 80.0 61.4: 20.0 38.6
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 22 5 8 16 13 42 22:
Old : 46: 22 5 8 15 13 41 22:
Other: 11: 3 1 0 5 5 8 6:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.5 56.1 50.4 72.7 34.0 55.2 45.0 68.8
Old : 35.6 57.0 50.8 73.7 34.2 56.3 45.2 70.1
Other: 75.2 60.4 80.0 61.4 63.8 46.6 65.3 46.6
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 7, 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 : 1,232,537: 174,508 198,735 500,304 495,488 347,796 1,170,300 1,046,836: 62,238 185,702
Old : 1,147,028: 169,376 199,575 466,416 456,821 323,097 1,092,613 989,087: 54,415 157,941
Other: 85,510: 25,345 19,374 13,675 38,667 24,700 77,687 57,748: 7,823 27,761
: : :
: : Changes in Commitments from: September 30, 2014 :
: -7,807: -5,520 -11,636 4,418 -8,972 5,539 -10,073 -1,679: 2,266 -6,128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 16.1 40.6 40.2 28.2 95.0 84.9: 5.0 15.1
Old : 100.0: 14.8 17.4 40.7 39.8 28.2 95.3 86.2: 4.7 13.8
Other: 100.0: 29.6 22.7 16.0 45.2 28.9 90.9 67.5: 9.1 32.5
: : :
:# Traders : Number of Traders in Each Category :
All : 742: 161 324 322 175 206 561 655:
Old : 739: 166 327 306 170 204 544 646:
Other: 338: 89 97 53 57 124 176 248:
:----------------------------------------------------------------------------------------------------
: 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 11.1 19.1 18.1 6.6 4.1 11.1 6.8
Old : 10.4 11.6 19.3 18.9 6.7 4.6 11.3 7.8
Other: 27.4 14.3 39.8 22.8 26.7 13.3 38.6 19.9
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 7, 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 : 22,205: 19,526 1,223 452 0 4,005 19,978 5,680: 2,227 16,525
Old : 19,637: 18,040 1,190 452 0 3,315 18,492 4,957: 1,145 14,680
Other: 2,568: 1,486 33 0 0 690 1,486 723: 1,082 1,845
: : :
: : Changes in Commitments from: September 30, 2014 :
: 354: 395 -54 -25 0 -1,224 370 -1,303: -16 1,657
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.9 5.5 2.0 0.0 18.0 90.0 25.6: 10.0 74.4
Old : 100.0: 91.9 6.1 2.3 0.0 16.9 94.2 25.2: 5.8 74.8
Other: 100.0: 57.9 1.3 0.0 0.0 26.9 57.9 28.2: 42.1 71.8
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 5 4 4 0 12 6 19:
Old : 21: 5 4 4 0 12 6 19:
Other: 17: 2 3 0 0 12 2 15:
:----------------------------------------------------------------------------------------------------
: 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 : 88.3 9.2 90.0 15.3 87.8 9.2 87.9 15.2
Old : 92.3 8.3 94.2 14.6 91.7 8.2 91.9 14.2
Other: 57.9 24.0 57.9 26.8 57.9 24.0 57.9 26.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 7, 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 : 435,950: 120,743 83,524 101,071 173,275 218,932 395,088 403,526: 40,861 32,423
Old : 417,819: 121,173 84,184 92,631 166,247 210,081 380,051 386,896: 37,768 30,923
Other: 18,130: 3,634 3,405 4,375 7,028 8,851 15,037 16,630: 3,093 1,500
: : :
: : Changes in Commitments from: September 30, 2014 :
: 4,976: -1,642 -9,400 689 2,908 13,465 1,955 4,754: 3,020 221
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 19.2 23.2 39.7 50.2 90.6 92.6: 9.4 7.4
Old : 100.0: 29.0 20.1 22.2 39.8 50.3 91.0 92.6: 9.0 7.4
Other: 100.0: 20.0 18.8 24.1 38.8 48.8 82.9 91.7: 17.1 8.3
: : :
:# Traders : Number of Traders in Each Category :
All : 306: 99 80 100 86 77 245 216:
Old : 305: 103 81 99 85 77 244 215:
Other: 60: 12 15 14 23 16 44 38:
:----------------------------------------------------------------------------------------------------
: 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 : 8.7 27.8 15.7 35.4 8.4 23.8 14.9 29.7
Old : 8.9 27.5 16.2 35.1 8.7 23.6 15.4 29.8
Other: 28.9 53.7 45.9 70.2 19.0 42.2 33.4 50.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 7, 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 : 1,017,196: 143,272 119,829 59,728 628,611 636,406 831,611 815,963: 185,584 201,233
Old : 1,017,196: 143,272 119,829 59,728 628,611 636,406 831,611 815,963: 185,584 201,233
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: 67,491: 25,146 20,067 2,732 22,640 27,102 50,518 49,901: 16,972 17,589
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 11.8 5.9 61.8 62.6 81.8 80.2: 18.2 19.8
Old : 100.0: 14.1 11.8 5.9 61.8 62.6 81.8 80.2: 18.2 19.8
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 : 194: 32 45 46 83 97 142 161:
Old : 194: 32 45 46 83 97 142 161:
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 : 29.0 17.3 38.0 29.2 28.3 15.9 34.8 23.1
Old : 29.0 17.3 38.0 29.2 28.3 15.9 34.8 23.1
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, October 7, 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 : 527,055: 63,647 36,076 6,828 338,201 384,815 408,676 427,719: 118,379 99,337
Old : 527,055: 63,647 36,076 6,828 338,201 384,815 408,676 427,719: 118,379 99,337
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: 6,333: 2,204 -686 1,117 -4,247 5,806 -926 6,237: 7,259 95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 6.8 1.3 64.2 73.0 77.5 81.2: 22.5 18.8
Old : 100.0: 12.1 6.8 1.3 64.2 73.0 77.5 81.2: 22.5 18.8
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 : 84: 13 11 4 45 46 60 59:
Old : 84: 13 11 4 45 46 60 59:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.0 42.0 39.2 54.8 21.9 40.4 31.5 48.8
Old : 25.0 42.0 39.2 54.8 21.9 40.4 31.5 48.8
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, October 7, 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 : 6,724: 2,767 289 639 2,758 5,470 6,164 6,398: 560 326
Old : 6,724: 2,767 289 639 2,758 5,470 6,164 6,398: 560 326
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: 361: 560 33 1 -175 380 386 414: -25 -53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.2 4.3 9.5 41.0 81.4 91.7 95.2: 8.3 4.8
Old : 100.0: 41.2 4.3 9.5 41.0 81.4 91.7 95.2: 8.3 4.8
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 : 40: 17 3 7 12 19 30 29:
Old : 40: 17 3 7 12 19 30 29:
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 : 40.4 61.8 63.8 78.7 32.1 52.3 44.7 60.0
Old : 40.4 61.8 63.8 78.7 32.1 52.3 44.7 60.0
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, October 7, 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 : 445,885: 107,712 62,960 101,918 188,823 238,659 398,454 403,537: 47,431 42,348
Old : 424,963: 108,845 61,238 95,842 175,210 227,646 379,898 384,726: 45,065 40,237
Other: 20,922: 2,110 4,965 2,833 13,613 11,013 18,556 18,811: 2,366 2,111
: : :
: : Changes in Commitments from: September 30, 2014 :
: 1,295: 3,301 539 -640 -6,428 1,912 -3,768 1,811: 5,062 -516
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 14.1 22.9 42.3 53.5 89.4 90.5: 10.6 9.5
Old : 100.0: 25.6 14.4 22.6 41.2 53.6 89.4 90.5: 10.6 9.5
Other: 100.0: 10.1 23.7 13.5 65.1 52.6 88.7 89.9: 11.3 10.1
: : :
:# Traders : Number of Traders in Each Category :
All : 281: 71 82 88 96 89 225 215:
Old : 281: 78 80 87 96 89 225 214:
Other: 81: 11 22 21 36 22 62 51:
:----------------------------------------------------------------------------------------------------
: 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 : 10.0 26.4 17.2 35.5 6.9 21.1 11.8 26.3
Old : 10.1 26.7 17.3 35.8 7.1 22.5 12.0 27.9
Other: 35.4 42.7 53.1 60.4 34.8 41.6 50.8 56.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 7, 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 : 11,752: 1,140 4,178 2,705 6,213 2,995 10,058 9,879: 1,694 1,873
Old : 11,752: 1,140 4,178 2,705 6,213 2,995 10,058 9,879: 1,694 1,873
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -12: -46 -273 139 109 -9 201 -144: -212 132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 35.6 23.0 52.9 25.5 85.6 84.1: 14.4 15.9
Old : 100.0: 9.7 35.6 23.0 52.9 25.5 85.6 84.1: 14.4 15.9
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 : 76: 21 20 19 21 16 54 50:
Old : 76: 21 20 19 21 16 54 50:
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 : 39.7 33.4 51.3 45.9 31.2 27.1 38.3 35.3
Old : 39.7 33.4 51.3 45.9 31.2 27.1 38.3 35.3
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, October 7, 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 : 1,587,811: 356,596 430,164 68,698 1,045,784 910,146 1,471,079 1,409,008: 116,732 178,803
Old : 1,587,811: 356,596 430,164 68,698 1,045,784 910,146 1,471,079 1,409,008: 116,732 178,803
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -82,926: -46,628 -104,794 10,411 -59,122 -15,066 -95,340 -109,449: 12,414 26,523
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 27.1 4.3 65.9 57.3 92.6 88.7: 7.4 11.3
Old : 100.0: 22.5 27.1 4.3 65.9 57.3 92.6 88.7: 7.4 11.3
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 : 270: 44 61 36 99 120 160 201:
Old : 270: 44 61 36 99 120 160 201:
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 : 26.4 24.9 38.2 39.7 26.0 24.9 37.4 39.5
Old : 26.4 24.9 38.2 39.7 26.0 24.9 37.4 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, October 7, 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 : 3,277,997: 380,083 432,037 345,326 2,228,175 1,966,360 2,953,585 2,743,724: 324,412 534,273
Old : 3,277,997: 380,083 432,037 345,326 2,228,175 1,966,360 2,953,585 2,743,724: 324,412 534,273
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: 38,778: -57,837 2,780 46,986 20,575 -12,951 9,724 36,815: 29,054 1,963
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 13.2 10.5 68.0 60.0 90.1 83.7: 9.9 16.3
Old : 100.0: 11.6 13.2 10.5 68.0 60.0 90.1 83.7: 9.9 16.3
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 : 384: 59 102 97 158 200 281 335:
Old : 384: 59 102 97 158 200 281 335:
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 : 33.1 14.3 43.8 19.9 30.9 11.2 37.9 14.5
Old : 33.1 14.3 43.8 19.9 30.9 11.2 37.9 14.5
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, October 7, 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 : 2,335,899: 331,222 329,531 156,184 1,595,856 1,446,472 2,083,262 1,932,186: 252,637 403,713
Old : 2,335,899: 331,222 329,531 156,184 1,595,856 1,446,472 2,083,262 1,932,186: 252,637 403,713
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: 9,613: -17,236 -44,251 15,404 -9,130 25,665 -10,962 -3,182: 20,575 12,795
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 14.1 6.7 68.3 61.9 89.2 82.7: 10.8 17.3
Old : 100.0: 14.2 14.1 6.7 68.3 61.9 89.2 82.7: 10.8 17.3
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 : 301: 43 73 52 123 160 192 259:
Old : 301: 43 73 52 123 160 192 259:
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 : 20.2 14.9 31.8 23.1 18.2 10.5 27.0 17.4
Old : 20.2 14.9 31.8 23.1 18.2 10.5 27.0 17.4
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, October 7, 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 : 591,127: 13,407 142,202 125,462 417,945 264,926 556,813 532,591: 34,313 58,536
Old : 591,127: 13,407 142,202 125,462 417,945 264,926 556,813 532,591: 34,313 58,536
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -12,490: -2,765 -7,596 334 -6,698 -3,294 -9,129 -10,556: -3,361 -1,934
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 24.1 21.2 70.7 44.8 94.2 90.1: 5.8 9.9
Old : 100.0: 2.3 24.1 21.2 70.7 44.8 94.2 90.1: 5.8 9.9
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 : 94: 8 39 32 32 44 65 93:
Old : 94: 8 39 32 32 44 65 93:
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 : 45.1 20.0 56.8 31.2 36.5 15.0 42.1 20.5
Old : 45.1 20.0 56.8 31.2 36.5 15.0 42.1 20.5
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, October 7, 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 : 68,426: 20,584 11,451 904 38,622 47,337 60,111 59,692: 8,315 8,734
Old : 68,426: 20,584 11,451 904 38,622 47,337 60,111 59,692: 8,315 8,734
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -2,569: -4,265 6 366 1,323 -3,064 -2,576 -2,691: 7 122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 16.7 1.3 56.4 69.2 87.8 87.2: 12.2 12.8
Old : 100.0: 30.1 16.7 1.3 56.4 69.2 87.8 87.2: 12.2 12.8
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 : 105: 28 26 9 37 24 68 56:
Old : 105: 28 26 9 37 24 68 56:
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 : 24.4 37.4 39.8 54.8 23.6 37.0 37.6 54.0
Old : 24.4 37.4 39.8 54.8 23.6 37.0 37.6 54.0
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, October 7, 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 : 136,853: 41,169 22,902 1,809 77,244 94,673 120,222 119,384: 16,631 17,469
Old : 136,853: 41,169 22,902 1,809 77,244 94,673 120,222 119,384: 16,631 17,469
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -5,138: -8,531 12 732 2,646 -6,127 -5,153 -5,383: 14 245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 16.7 1.3 56.4 69.2 87.8 87.2: 12.2 12.8
Old : 100.0: 30.1 16.7 1.3 56.4 69.2 87.8 87.2: 12.2 12.8
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 : 105: 28 26 9 37 24 68 56:
Old : 105: 28 26 9 37 24 68 56:
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 : 24.4 37.4 39.8 54.8 23.6 37.0 37.6 54.0
Old : 24.4 37.4 39.8 54.8 23.6 37.0 37.6 54.0
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, October 7, 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 : 10,571: 9,441 9,020 432 460 1,107 10,333 10,559: 238 12
Old : 10,571: 9,441 9,020 432 460 1,107 10,333 10,559: 238 12
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -603: -680 -517 0 100 -72 -580 -589: -23 -14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.3 85.3 4.1 4.4 10.5 97.7 99.9: 2.3 0.1
Old : 100.0: 89.3 85.3 4.1 4.4 10.5 97.7 99.9: 2.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 16 5 2 1 2 18 8:
Old : 23: 16 5 2 1 2 18 8:
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 : 77.1 84.4 90.8 99.9 75.9 81.4 84.8 91.4
Old : 77.1 84.4 90.8 99.9 75.9 81.4 84.8 91.4
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, October 7, 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 : 50,052: 3,153 18,179 198 46,568 31,463 49,919 49,840: 133 212
Old : 50,052: 3,153 18,179 198 46,568 31,463 49,919 49,840: 133 212
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -1,375: 447 720 -3 -1,802 -2,055 -1,358 -1,338: -17 -37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 36.3 0.4 93.0 62.9 99.7 99.6: 0.3 0.4
Old : 100.0: 6.3 36.3 0.4 93.0 62.9 99.7 99.6: 0.3 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 : 44: 5 15 1 10 16 15 32:
Old : 44: 5 15 1 10 16 15 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 84.6 56.7 95.5 77.4 79.1 46.9 86.8 67.6
Old : 84.6 56.7 95.5 77.4 79.1 46.9 86.8 67.6
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, October 7, 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 : 46,623: 3,843 10,724 3,333 39,229 32,256 46,405 46,313: 218 310
Old : 46,623: 3,843 10,724 3,333 39,229 32,256 46,405 46,313: 218 310
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: 403: -52 -1,342 100 311 1,648 359 406: 44 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 23.0 7.1 84.1 69.2 99.5 99.3: 0.5 0.7
Old : 100.0: 8.2 23.0 7.1 84.1 69.2 99.5 99.3: 0.5 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 : 48: 6 17 1 4 23 10 41:
Old : 48: 6 17 1 4 23 10 41:
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 : 98.7 51.7 99.5 71.4 89.0 51.7 89.5 64.6
Old : 98.7 51.7 99.5 71.4 89.0 51.7 89.5 64.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 10, 2014