WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 21, 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 : 545,024: 120,558 163,224 170,753 217,176 161,333 508,487 495,310: 36,537 49,714
Old : 473,381: 114,823 162,046 141,623 186,461 130,701 442,907 434,370: 30,475 39,011
Other: 71,643: 22,447 17,889 12,419 30,715 30,632 65,580 60,940: 6,062 10,703
: : :
: : Changes in Commitments from: October 14, 2014 :
: -1,150: -1,797 -9,409 -2,316 4,945 14,889 832 3,164: -1,982 -4,314
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 29.9 31.3 39.8 29.6 93.3 90.9: 6.7 9.1
Old : 100.0: 24.3 34.2 29.9 39.4 27.6 93.6 91.8: 6.4 8.2
Other: 100.0: 31.3 25.0 17.3 42.9 42.8 91.5 85.1: 8.5 14.9
: : :
:# Traders : Number of Traders in Each Category :
All : 413: 128 143 147 107 105 323 323:
Old : 406: 134 140 136 104 99 309 312:
Other: 176: 40 44 36 48 64 114 123:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.3 9.7 21.4 16.7 11.1 8.0 17.9 13.3
Old : 14.7 11.1 23.1 18.6 13.1 9.8 19.8 16.0
Other: 28.4 21.1 41.0 35.0 28.4 19.4 40.8 32.4
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 21, 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 : 172,162: 49,753 42,965 31,353 74,019 69,760 155,126 144,079: 17,036 28,083
Old : 143,315: 49,645 41,981 23,664 56,700 56,021 130,009 121,667: 13,306 21,649
Other: 28,847: 6,237 7,113 1,561 17,319 13,739 25,116 22,413: 3,730 6,434
: : :
: : Changes in Commitments from: October 14, 2014 :
: -1,442: 1,149 -4,394 67 -2,849 2,974 -1,633 -1,354: 191 -88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 25.0 18.2 43.0 40.5 90.1 83.7: 9.9 16.3
Old : 100.0: 34.6 29.3 16.5 39.6 39.1 90.7 84.9: 9.3 15.1
Other: 100.0: 21.6 24.7 5.4 60.0 47.6 87.1 77.7: 12.9 22.3
: : :
:# Traders : Number of Traders in Each Category :
All : 197: 51 56 46 70 67 143 150:
Old : 189: 46 54 40 65 64 133 139:
Other: 116: 21 22 15 44 49 69 84:
:----------------------------------------------------------------------------------------------------
: 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 : 16.1 16.8 25.7 25.6 14.6 12.7 23.1 19.6
Old : 18.4 16.2 28.1 25.1 16.9 15.2 26.2 23.1
Other: 28.2 42.1 48.1 50.3 26.1 40.6 45.3 47.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 21, 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 : 1,906,785: 443,358 250,249 615,219 691,040 711,694 1,749,616 1,577,162: 157,168 329,623
Old : 1,724,633: 420,968 273,014 533,837 630,705 634,501 1,585,510 1,441,352: 139,123 283,280
Other: 182,152: 60,889 15,734 42,883 60,335 77,193 164,107 135,810: 18,046 46,342
: : :
: : Changes in Commitments from: October 14, 2014 :
: 7,614: -7,462 -38,640 15,589 1,381 26,537 9,508 3,486: -1,894 4,127
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 13.1 32.3 36.2 37.3 91.8 82.7: 8.2 17.3
Old : 100.0: 24.4 15.8 31.0 36.6 36.8 91.9 83.6: 8.1 16.4
Other: 100.0: 33.4 8.6 23.5 33.1 42.4 90.1 74.6: 9.9 25.4
: : :
:# Traders : Number of Traders in Each Category :
All : 807: 170 219 237 306 359 624 682:
Old : 803: 157 232 229 303 356 610 678:
Other: 404: 87 50 59 97 215 209 302:
:----------------------------------------------------------------------------------------------------
: 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 : 10.8 10.8 18.4 17.3 7.9 6.3 13.3 10.3
Old : 11.2 9.8 19.0 16.6 8.4 6.0 14.3 9.9
Other: 16.9 25.4 26.6 33.8 14.6 22.7 22.0 27.6
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 21, 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 : 11,482: 3,866 1,214 1,175 4,134 7,930 9,175 10,319: 2,307 1,163
Old : 11,225: 3,828 1,217 1,142 4,007 7,786 8,978 10,145: 2,248 1,080
Other: 257: 71 30 0 127 144 198 174: 59 83
: : :
: : Changes in Commitments from: October 14, 2014 :
: 98: -87 -125 57 19 90 -10 22: 108 76
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.7 10.6 10.2 36.0 69.1 79.9 89.9: 20.1 10.1
Old : 100.0: 34.1 10.8 10.2 35.7 69.4 80.0 90.4: 20.0 9.6
Other: 100.0: 27.6 11.7 0.0 49.4 56.1 77.0 67.7: 23.0 32.3
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 19 6 7 16 12 39 21:
Old : 43: 19 6 7 15 12 38 21:
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 : 36.0 56.6 51.5 73.0 36.0 55.7 45.8 69.6
Old : 36.2 57.6 52.0 74.0 36.2 57.0 46.2 71.1
Other: 72.0 65.8 77.0 67.7 60.3 52.2 61.5 52.2
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 21, 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 : 1,239,334: 181,057 181,303 518,911 477,575 360,396 1,177,543 1,060,611: 61,792 178,724
Old : 1,140,600: 175,663 186,763 476,962 434,706 328,027 1,087,332 991,753: 53,268 148,847
Other: 98,734: 29,048 18,195 18,294 42,869 32,369 90,211 68,857: 8,523 29,877
: : :
: : Changes in Commitments from: October 14, 2014 :
: -19,551: 5,062 -6,813 -7,987 -18,796 -4,880 -21,721 -19,680: 2,169 128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 14.6 41.9 38.5 29.1 95.0 85.6: 5.0 14.4
Old : 100.0: 15.4 16.4 41.8 38.1 28.8 95.3 87.0: 4.7 13.0
Other: 100.0: 29.4 18.4 18.5 43.4 32.8 91.4 69.7: 8.6 30.3
: : :
:# Traders : Number of Traders in Each Category :
All : 749: 160 315 335 175 218 576 662:
Old : 741: 161 320 317 171 212 555 648:
Other: 349: 94 89 69 64 129 195 255:
:----------------------------------------------------------------------------------------------------
: 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 11.3 18.5 18.4 5.7 4.2 9.6 6.4
Old : 10.7 12.0 19.1 19.4 6.2 4.4 10.5 7.1
Other: 26.9 19.4 38.0 27.1 26.3 18.1 36.1 23.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 21, 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 : 457,896: 124,152 87,099 117,011 181,700 215,687 422,863 419,797: 35,033 38,099
Old : 435,908: 124,190 88,882 106,820 172,626 203,607 403,637 399,308: 32,272 36,600
Other: 21,988: 4,948 3,204 5,205 9,074 12,081 19,227 20,489: 2,761 1,499
: : :
: : Changes in Commitments from: October 14, 2014 :
: 6,576: 1,687 4,195 2,977 2,228 -6,523 6,891 648: -316 5,927
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 19.0 25.6 39.7 47.1 92.3 91.7: 7.7 8.3
Old : 100.0: 28.5 20.4 24.5 39.6 46.7 92.6 91.6: 7.4 8.4
Other: 100.0: 22.5 14.6 23.7 41.3 54.9 87.4 93.2: 12.6 6.8
: : :
:# Traders : Number of Traders in Each Category :
All : 327: 103 86 113 88 79 259 241:
Old : 326: 109 87 112 87 79 258 240:
Other: 67: 14 18 15 26 18 50 42:
:----------------------------------------------------------------------------------------------------
: 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 : 8.9 25.7 15.4 31.9 7.7 20.7 13.5 26.0
Old : 9.1 25.0 15.9 31.5 7.9 20.4 14.1 26.0
Other: 31.0 56.6 48.3 74.8 22.1 43.4 36.0 50.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 21, 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 : 1,046,526: 103,558 88,458 89,646 668,322 672,013 861,526 850,117: 185,000 196,409
Old : 1,046,526: 103,558 88,458 89,646 668,322 672,013 861,526 850,117: 185,000 196,409
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: -23,400: -27,523 -39,008 5,363 9,726 27,161 -12,433 -6,484: -10,966 -16,915
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 8.5 8.6 63.9 64.2 82.3 81.2: 17.7 18.8
Old : 100.0: 9.9 8.5 8.6 63.9 64.2 82.3 81.2: 17.7 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 : 186: 34 43 48 80 91 138 158:
Old : 186: 34 43 48 80 91 138 158:
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 : 29.8 17.4 37.7 28.2 28.2 16.1 33.1 23.4
Old : 29.8 17.4 37.7 28.2 28.2 16.1 33.1 23.4
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 21, 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 : 516,752: 57,068 35,372 5,617 339,798 374,791 402,483 415,780: 114,269 100,973
Old : 516,752: 57,068 35,372 5,617 339,798 374,791 402,483 415,780: 114,269 100,973
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: -10,043: -8,319 -4,389 -83 3,139 -7,002 -5,263 -11,474: -4,780 1,430
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 6.8 1.1 65.8 72.5 77.9 80.5: 22.1 19.5
Old : 100.0: 11.0 6.8 1.1 65.8 72.5 77.9 80.5: 22.1 19.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 81: 11 10 6 45 47 60 59:
Old : 81: 11 10 6 45 47 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 : 25.4 42.6 39.5 55.2 22.6 41.2 31.6 48.5
Old : 25.4 42.6 39.5 55.2 22.6 41.2 31.6 48.5
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 21, 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 : 6,740: 2,629 282 622 2,978 5,587 6,229 6,491: 511 249
Old : 6,740: 2,629 282 622 2,978 5,587 6,229 6,491: 511 249
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: -35: -234 -17 -32 236 64 -30 15: -5 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.0 4.2 9.2 44.2 82.9 92.4 96.3: 7.6 3.7
Old : 100.0: 39.0 4.2 9.2 44.2 82.9 92.4 96.3: 7.6 3.7
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 : 39: 15 3 6 14 19 31 27:
Old : 39: 15 3 6 14 19 31 27:
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 : 43.0 63.2 65.5 79.4 35.3 53.2 46.7 59.3
Old : 43.0 63.2 65.5 79.4 35.3 53.2 46.7 59.3
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 21, 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 : 439,924: 110,543 55,837 95,986 185,447 250,264 391,976 402,087: 47,947 37,837
Old : 415,878: 111,740 53,918 88,756 170,004 237,536 370,500 380,209: 45,378 35,669
Other: 24,045: 2,490 5,606 3,543 15,443 12,729 21,476 21,877: 2,569 2,168
: : :
: : Changes in Commitments from: October 14, 2014 :
: -10,407: 208 -3,612 -2,463 -9,557 -3,532 -11,812 -9,606: 1,405 -801
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 12.7 21.8 42.2 56.9 89.1 91.4: 10.9 8.6
Old : 100.0: 26.9 13.0 21.3 40.9 57.1 89.1 91.4: 10.9 8.6
Other: 100.0: 10.4 23.3 14.7 64.2 52.9 89.3 91.0: 10.7 9.0
: : :
:# Traders : Number of Traders in Each Category :
All : 282: 82 78 88 89 89 228 209:
Old : 282: 90 74 87 88 88 227 207:
Other: 86: 12 24 23 38 24 67 55:
:----------------------------------------------------------------------------------------------------
: 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 : 8.9 28.0 15.4 36.9 6.3 23.0 11.3 28.6
Old : 9.1 28.5 15.6 37.7 6.5 25.5 11.6 31.2
Other: 39.4 35.6 54.1 55.1 38.9 33.6 52.2 51.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 21, 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 : 11,682: 1,197 3,896 1,765 6,871 3,880 9,832 9,541: 1,850 2,141
Old : 11,682: 1,197 3,896 1,765 6,871 3,880 9,832 9,541: 1,850 2,141
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: -386: 69 -148 -1,076 510 587 -497 -638: 111 252
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 33.4 15.1 58.8 33.2 84.2 81.7: 15.8 18.3
Old : 100.0: 10.2 33.4 15.1 58.8 33.2 84.2 81.7: 15.8 18.3
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 : 72: 20 19 13 23 19 50 47:
Old : 72: 20 19 13 23 19 50 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.6 33.1 48.9 46.1 29.7 27.4 36.9 34.0
Old : 36.6 33.1 48.9 46.1 29.7 27.4 36.9 34.0
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 21, 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 : 1,485,305: 337,179 350,054 68,334 969,373 931,956 1,374,887 1,350,345: 110,418 134,960
Old : 1,485,305: 337,179 350,054 68,334 969,373 931,956 1,374,887 1,350,345: 110,418 134,960
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: -30,032: -22,083 4,124 2,828 -9,628 -16,171 -28,883 -9,219: -1,148 -20,813
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 23.6 4.6 65.3 62.7 92.6 90.9: 7.4 9.1
Old : 100.0: 22.7 23.6 4.6 65.3 62.7 92.6 90.9: 7.4 9.1
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 : 265: 47 53 32 99 126 160 197:
Old : 265: 47 53 32 99 126 160 197:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.6 23.9 36.8 36.6 25.3 23.9 35.8 36.4
Old : 25.6 23.9 36.8 36.6 25.3 23.9 35.8 36.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 21, 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 : 3,672,670: 429,562 450,711 499,902 2,404,525 2,221,699 3,333,989 3,172,312: 338,681 500,358
Old : 3,672,670: 429,562 450,711 499,902 2,404,525 2,221,699 3,333,989 3,172,312: 338,681 500,358
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 116,839: 24,816 -12,965 69,094 3,646 99,222 97,556 155,352: 19,283 -38,512
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 12.3 13.6 65.5 60.5 90.8 86.4: 9.2 13.6
Old : 100.0: 11.7 12.3 13.6 65.5 60.5 90.8 86.4: 9.2 13.6
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 : 395: 72 95 97 168 204 295 341:
Old : 395: 72 95 97 168 204 295 341:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.2 15.5 38.0 21.2 24.7 12.2 32.3 16.3
Old : 27.2 15.5 38.0 21.2 24.7 12.2 32.3 16.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 21, 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 : 2,310,707: 350,036 287,469 276,436 1,396,802 1,379,472 2,023,275 1,943,377: 287,432 367,329
Old : 2,310,707: 350,036 287,469 276,436 1,396,802 1,379,472 2,023,275 1,943,377: 287,432 367,329
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: -133,591: 14,518 -22,486 44,201 -215,885 -128,186 -157,166 -106,471: 23,576 -27,119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 12.4 12.0 60.4 59.7 87.6 84.1: 12.4 15.9
Old : 100.0: 15.1 12.4 12.0 60.4 59.7 87.6 84.1: 12.4 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 : 284: 45 71 58 111 144 191 238:
Old : 284: 45 71 58 111 144 191 238:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.3 14.2 28.1 21.7 13.4 9.2 20.9 15.4
Old : 17.3 14.2 28.1 21.7 13.4 9.2 20.9 15.4
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 21, 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 : 634,566: 8,456 148,929 116,966 472,466 304,350 597,888 570,245: 36,678 64,321
Old : 634,566: 8,456 148,929 116,966 472,466 304,350 597,888 570,245: 36,678 64,321
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 14,003: -6,326 -36 -9,348 30,389 19,093 14,714 9,709: -711 4,295
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 23.5 18.4 74.5 48.0 94.2 89.9: 5.8 10.1
Old : 100.0: 1.3 23.5 18.4 74.5 48.0 94.2 89.9: 5.8 10.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 94: 10 37 31 31 40 64 90:
Old : 94: 10 37 31 31 40 64 90:
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 : 44.7 20.3 58.4 33.7 34.9 15.6 41.4 21.4
Old : 44.7 20.3 58.4 33.7 34.9 15.6 41.4 21.4
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 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 57,396: 14,334 12,298 907 35,983 35,306 51,224 48,511: 6,172 8,885
Old : 57,396: 14,334 12,298 907 35,983 35,306 51,224 48,511: 6,172 8,885
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: -4,898: -3,793 793 -212 1,131 -6,839 -2,873 -6,257: -2,025 1,359
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 21.4 1.6 62.7 61.5 89.2 84.5: 10.8 15.5
Old : 100.0: 25.0 21.4 1.6 62.7 61.5 89.2 84.5: 10.8 15.5
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 : 98: 27 21 8 36 24 65 51:
Old : 98: 27 21 8 36 24 65 51:
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 : 26.5 33.9 41.0 49.3 26.5 33.4 41.0 47.4
Old : 26.5 33.9 41.0 49.3 26.5 33.4 41.0 47.4
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 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 114,793: 28,669 24,596 1,815 71,965 70,611 102,449 97,022: 12,344 17,771
Old : 114,793: 28,669 24,596 1,815 71,965 70,611 102,449 97,022: 12,344 17,771
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: -9,796: -7,585 1,587 -424 2,263 -13,678 -5,746 -12,515: -4,050 2,719
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 21.4 1.6 62.7 61.5 89.2 84.5: 10.8 15.5
Old : 100.0: 25.0 21.4 1.6 62.7 61.5 89.2 84.5: 10.8 15.5
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 : 98: 27 21 8 36 24 65 51:
Old : 98: 27 21 8 36 24 65 51:
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 : 26.5 33.9 41.0 49.3 26.5 33.4 41.0 47.4
Old : 26.5 33.9 41.0 49.3 26.5 33.4 41.0 47.4
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 21, 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 : 11,059: 9,719 9,555 624 460 865 10,803 11,044: 256 15
Old : 11,059: 9,719 9,555 624 460 865 10,803 11,044: 256 15
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: -186: -266 16 72 0 -277 -194 -189: 8 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.9 86.4 5.6 4.2 7.8 97.7 99.9: 2.3 0.1
Old : 100.0: 87.9 86.4 5.6 4.2 7.8 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 : 21: 12 7 2 1 2 14 10:
Old : 21: 12 7 2 1 2 14 10:
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 : 83.9 76.6 94.9 96.4 81.0 76.6 86.6 88.4
Old : 83.9 76.6 94.9 96.4 81.0 76.6 86.6 88.4
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 21, 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 : 51,710: 4,666 20,729 52 46,825 30,731 51,543 51,512: 167 198
Old : 51,710: 4,666 20,729 52 46,825 30,731 51,543 51,512: 167 198
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 260: 502 810 -103 -179 -353 220 354: 40 -94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 40.1 0.1 90.6 59.4 99.7 99.6: 0.3 0.4
Old : 100.0: 9.0 40.1 0.1 90.6 59.4 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 : 47: 6 16 1 11 16 17 33:
Old : 47: 6 16 1 11 16 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 : 84.3 53.1 95.2 74.3 78.9 43.7 87.0 64.9
Old : 84.3 53.1 95.2 74.3 78.9 43.7 87.0 64.9
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, October 21, 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 : 50,929: 5,628 16,933 2,839 42,297 30,836 50,764 50,608: 165 321
Old : 50,929: 5,628 16,933 2,839 42,297 30,836 50,764 50,608: 165 321
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 723: -1,103 5,120 -509 2,369 -3,864 757 747: -34 -24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 33.2 5.6 83.1 60.5 99.7 99.4: 0.3 0.6
Old : 100.0: 11.1 33.2 5.6 83.1 60.5 99.7 99.4: 0.3 0.6
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 : 47: 7 14 1 7 21 14 36:
Old : 47: 7 14 1 7 21 14 36:
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 : 97.2 54.6 99.3 78.5 90.4 54.6 92.0 73.9
Old : 97.2 54.6 99.3 78.5 90.4 54.6 92.0 73.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 24, 2014