WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 11, 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 : 530,928: 119,383 139,683 159,880 211,509 178,706 490,771 478,269: 40,156 52,659
Old : 446,358: 111,434 135,968 133,203 169,237 137,218 413,875 406,389: 32,483 39,969
Other: 84,570: 22,319 18,086 12,306 42,272 41,488 76,897 71,880: 7,673 12,690
: : :
: : Changes in Commitments from: November 4, 2014 :
: -5,077: -4,104 -3,384 1,833 -7,658 -6,194 -9,929 -7,744: 4,852 2,667
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 26.3 30.1 39.8 33.7 92.4 90.1: 7.6 9.9
Old : 100.0: 25.0 30.5 29.8 37.9 30.7 92.7 91.0: 7.3 9.0
Other: 100.0: 26.4 21.4 14.6 50.0 49.1 90.9 85.0: 9.1 15.0
: : :
:# Traders : Number of Traders in Each Category :
All : 400: 121 135 160 102 106 325 319:
Old : 391: 124 133 147 99 99 310 305:
Other: 199: 51 49 46 54 73 134 145:
:----------------------------------------------------------------------------------------------------
: 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 : 13.5 10.1 21.4 17.3 11.1 8.1 18.0 13.7
Old : 13.6 11.3 21.4 19.3 11.8 10.0 18.4 16.3
Other: 29.7 20.7 41.2 32.5 29.6 18.4 40.8 30.0
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 11, 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 : 178,990: 45,872 45,581 38,109 76,976 65,906 160,956 149,596: 18,034 29,394
Old : 145,858: 50,349 46,354 23,659 58,167 53,051 132,176 123,065: 13,682 22,792
Other: 33,132: 7,235 10,939 2,737 18,808 12,855 28,780 26,531: 4,352 6,602
: : :
: : Changes in Commitments from: November 4, 2014 :
: 4,688: -1,767 4,198 3,733 2,032 -3,796 3,997 4,135: 691 553
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 25.5 21.3 43.0 36.8 89.9 83.6: 10.1 16.4
Old : 100.0: 34.5 31.8 16.2 39.9 36.4 90.6 84.4: 9.4 15.6
Other: 100.0: 21.8 33.0 8.3 56.8 38.8 86.9 80.1: 13.1 19.9
: : :
:# Traders : Number of Traders in Each Category :
All : 192: 51 48 54 65 65 143 149:
Old : 187: 52 48 43 61 63 133 137:
Other: 117: 24 23 19 42 45 73 81:
:----------------------------------------------------------------------------------------------------
: 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 : 17.1 17.4 27.3 27.1 13.8 14.0 22.2 21.5
Old : 20.9 18.1 30.9 27.2 19.9 17.7 29.6 26.2
Other: 24.2 41.7 41.1 50.3 23.7 39.9 38.4 47.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 11, 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 : 1,916,672: 448,148 166,240 626,281 686,293 793,975 1,760,723 1,586,496: 155,950 330,176
Old : 1,688,582: 407,686 184,891 540,890 602,238 689,068 1,550,814 1,414,850: 137,768 273,732
Other: 228,090: 79,180 20,067 46,673 84,056 104,906 209,909 171,646: 18,182 56,444
: : :
: : Changes in Commitments from: November 4, 2014 :
: 21,202: -4,249 -24,443 28,665 -14,534 19,392 9,881 23,614: 11,321 -2,412
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 8.7 32.7 35.8 41.4 91.9 82.8: 8.1 17.2
Old : 100.0: 24.1 10.9 32.0 35.7 40.8 91.8 83.8: 8.2 16.2
Other: 100.0: 34.7 8.8 20.5 36.9 46.0 92.0 75.3: 8.0 24.7
: : :
:# Traders : Number of Traders in Each Category :
All : 824: 158 234 253 303 373 626 714:
Old : 815: 163 229 248 300 369 613 708:
Other: 443: 79 72 65 99 243 210 351:
:----------------------------------------------------------------------------------------------------
: 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 12.2 18.8 18.6 7.5 7.8 12.7 11.4
Old : 11.0 11.4 19.4 18.3 8.2 7.2 13.6 11.1
Other: 22.0 22.5 34.7 30.2 21.0 16.4 29.0 21.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 11, 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 : 11,840: 3,604 1,257 1,344 4,414 8,192 9,362 10,793: 2,478 1,047
Old : 11,426: 3,598 1,278 1,216 4,271 7,929 9,085 10,422: 2,341 1,004
Other: 414: 90 63 44 143 264 277 371: 137 44
: : :
: : Changes in Commitments from: November 4, 2014 :
: -190: -88 -135 119 -272 -143 -241 -159: 51 -31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 10.6 11.3 37.3 69.2 79.1 91.2: 20.9 8.8
Old : 100.0: 31.5 11.2 10.6 37.4 69.4 79.5 91.2: 20.5 8.8
Other: 100.0: 21.7 15.1 10.7 34.5 63.6 66.9 89.5: 33.1 10.5
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 16 8 8 15 12 38 21:
Old : 40: 15 8 7 15 12 37 20:
Other: 15: 4 2 4 5 7 10 12:
:----------------------------------------------------------------------------------------------------
: 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 : 34.6 56.3 50.7 73.4 31.9 53.9 42.2 65.7
Old : 35.2 58.2 51.4 75.6 32.4 56.1 44.2 68.5
Other: 48.6 73.5 65.6 87.1 38.2 68.6 46.6 69.1
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 11, 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 : 899,654: 192,723 132,137 286,620 366,213 333,752 845,556 752,509: 54,098 147,145
Old : 776,269: 182,462 142,344 230,589 317,697 288,465 730,748 661,398: 45,521 114,871
Other: 123,385: 37,544 17,076 28,749 48,516 45,286 114,809 91,111: 8,577 32,274
: : :
: : Changes in Commitments from: November 4, 2014 :
: 6,229: 4,749 -10,078 3,981 -5,591 17,648 3,139 11,550: 3,090 -5,322
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 14.7 31.9 40.7 37.1 94.0 83.6: 6.0 16.4
Old : 100.0: 23.5 18.3 29.7 40.9 37.2 94.1 85.2: 5.9 14.8
Other: 100.0: 30.4 13.8 23.3 39.3 36.7 93.0 73.8: 7.0 26.2
: : :
:# Traders : Number of Traders in Each Category :
All : 686: 150 262 251 172 232 492 590:
Old : 677: 151 257 228 169 230 467 578:
Other: 359: 81 92 72 64 154 190 275:
:----------------------------------------------------------------------------------------------------
: 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 10.2 18.1 17.5 6.5 6.9 12.1 10.4
Old : 10.5 10.4 18.4 17.7 7.4 8.1 13.5 12.3
Other: 20.8 18.3 32.2 27.7 20.1 16.2 30.3 22.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 11, 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 : 456,232: 127,082 72,956 102,213 189,299 247,190 418,593 422,358: 37,639 33,874
Old : 429,569: 127,355 75,044 91,391 176,244 231,302 394,990 397,737: 34,579 31,832
Other: 26,664: 4,977 3,163 5,571 13,055 15,888 23,604 24,622: 3,060 2,042
: : :
: : Changes in Commitments from: November 4, 2014 :
: -9,509: -4,910 9,283 -8,610 4,312 -9,492 -9,209 -8,820: -300 -689
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 16.0 22.4 41.5 54.2 91.8 92.6: 8.2 7.4
Old : 100.0: 29.6 17.5 21.3 41.0 53.8 92.0 92.6: 8.0 7.4
Other: 100.0: 18.7 11.9 20.9 49.0 59.6 88.5 92.3: 11.5 7.7
: : :
:# Traders : Number of Traders in Each Category :
All : 282: 88 69 95 88 79 230 211:
Old : 281: 94 70 93 86 79 228 209:
Other: 76: 14 19 15 32 22 55 48:
:----------------------------------------------------------------------------------------------------
: 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 : 8.8 30.8 15.6 37.6 7.8 26.6 13.8 31.2
Old : 9.0 30.2 16.2 37.2 8.1 26.1 14.5 30.9
Other: 33.1 47.8 48.0 66.9 25.6 38.8 38.9 50.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 11, 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 : 919,515: 76,853 80,282 58,292 598,376 599,752 733,521 738,326: 185,993 181,189
Old : 919,515: 76,853 80,282 58,292 598,376 599,752 733,521 738,326: 185,993 181,189
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2014 :
: -9,192: -11,719 469 -2,928 608 -216 -14,040 -2,676: 4,848 -6,516
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 8.7 6.3 65.1 65.2 79.8 80.3: 20.2 19.7
Old : 100.0: 8.4 8.7 6.3 65.1 65.2 79.8 80.3: 20.2 19.7
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 : 172: 34 32 39 82 89 132 144:
Old : 172: 34 32 39 82 89 132 144:
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 17.3 39.7 27.9 28.8 17.3 34.2 25.6
Old : 31.8 17.3 39.7 27.9 28.8 17.3 34.2 25.6
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, November 11, 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 : 514,880: 60,049 38,352 4,118 335,794 374,266 399,961 416,736: 114,919 98,144
Old : 514,880: 60,049 38,352 4,118 335,794 374,266 399,961 416,736: 114,919 98,144
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2014 :
: -3,717: 1,706 -861 -1,624 -2,971 -1,881 -2,888 -4,366: -829 649
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 7.4 0.8 65.2 72.7 77.7 80.9: 22.3 19.1
Old : 100.0: 11.7 7.4 0.8 65.2 72.7 77.7 80.9: 22.3 19.1
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 : 83: 12 10 6 48 47 62 61:
Old : 83: 12 10 6 48 47 62 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 : 25.1 44.0 39.1 54.4 22.6 42.2 32.1 49.5
Old : 25.1 44.0 39.1 54.4 22.6 42.2 32.1 49.5
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, November 11, 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 : 5,917: 2,375 303 313 2,672 5,107 5,360 5,723: 557 194
Old : 5,917: 2,375 303 313 2,672 5,107 5,360 5,723: 557 194
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2014 :
: -659: -321 -16 18 -427 -645 -730 -643: 71 -16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.1 5.1 5.3 45.2 86.3 90.6 96.7: 9.4 3.3
Old : 100.0: 40.1 5.1 5.3 45.2 86.3 90.6 96.7: 9.4 3.3
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 : 38: 14 3 6 16 15 32 23:
Old : 38: 14 3 6 16 15 32 23:
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 : 43.6 64.2 61.0 80.8 39.5 60.7 49.8 67.9
Old : 43.6 64.2 61.0 80.8 39.5 60.7 49.8 67.9
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, November 11, 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 : 478,324: 137,468 40,255 107,223 178,057 289,592 422,747 437,069: 55,577 41,255
Old : 451,516: 137,435 38,616 98,725 163,346 276,170 399,506 413,512: 52,010 38,004
Other: 26,809: 4,123 5,728 4,408 14,710 13,422 23,241 23,558: 3,567 3,251
: : :
: : Changes in Commitments from: November 4, 2014 :
: 15,090: 3,714 -3,776 8,123 1,442 9,041 13,279 13,387: 1,811 1,703
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 8.4 22.4 37.2 60.5 88.4 91.4: 11.6 8.6
Old : 100.0: 30.4 8.6 21.9 36.2 61.2 88.5 91.6: 11.5 8.4
Other: 100.0: 15.4 21.4 16.4 54.9 50.1 86.7 87.9: 13.3 12.1
: : :
:# Traders : Number of Traders in Each Category :
All : 291: 100 63 92 91 96 246 214:
Old : 291: 104 67 90 91 96 245 213:
Other: 88: 16 19 24 41 27 72 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 : 8.0 28.8 14.6 38.0 5.3 25.1 9.6 30.1
Old : 8.1 29.5 14.9 38.8 5.2 26.9 9.7 32.1
Other: 27.3 36.6 43.1 50.7 25.8 34.5 41.5 47.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 11, 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 : 10,531: 791 4,104 1,769 6,407 2,431 8,967 8,304: 1,565 2,227
Old : 10,531: 791 4,104 1,769 6,407 2,431 8,967 8,304: 1,565 2,227
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2014 :
: 191: 40 93 151 227 138 418 382: -227 -191
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 39.0 16.8 60.8 23.1 85.1 78.9: 14.9 21.1
Old : 100.0: 7.5 39.0 16.8 60.8 23.1 85.1 78.9: 14.9 21.1
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 : 64: 11 22 13 19 17 40 44:
Old : 64: 11 22 13 19 17 40 44:
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 : 43.8 29.7 57.8 43.5 40.6 28.2 49.1 38.0
Old : 43.8 29.7 57.8 43.5 40.6 28.2 49.1 38.0
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, November 11, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 1,447,852: 305,509 335,393 69,759 951,544 887,747 1,326,813 1,292,899: 121,039 154,953
Old : 1,447,852: 305,509 335,393 69,759 951,544 887,747 1,326,813 1,292,899: 121,039 154,953
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2014 :
: 78,305: -4,463 33,299 11,557 54,080 19,343 61,174 64,198: 17,131 14,106
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 23.2 4.8 65.7 61.3 91.6 89.3: 8.4 10.7
Old : 100.0: 21.1 23.2 4.8 65.7 61.3 91.6 89.3: 8.4 10.7
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 : 273: 55 53 34 101 124 166 202:
Old : 273: 55 53 34 101 124 166 202:
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 : 28.0 25.2 38.3 37.8 27.8 25.2 37.2 37.5
Old : 28.0 25.2 38.3 37.8 27.8 25.2 37.2 37.5
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, November 11, 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 : 3,405,191: 357,048 483,261 341,722 2,368,202 2,099,860 3,066,972 2,924,842: 338,218 480,348
Old : 3,405,191: 357,048 483,261 341,722 2,368,202 2,099,860 3,066,972 2,924,842: 338,218 480,348
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2014 :
: 19,694: -40,689 45,431 -3,008 40,720 -60,799 -2,977 -18,376: 22,672 38,070
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 14.2 10.0 69.5 61.7 90.1 85.9: 9.9 14.1
Old : 100.0: 10.5 14.2 10.0 69.5 61.7 90.1 85.9: 9.9 14.1
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 : 385: 57 98 94 178 198 295 330:
Old : 385: 57 98 94 178 198 295 330:
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 : 28.3 18.2 39.0 24.1 26.2 14.5 34.2 18.8
Old : 28.3 18.2 39.0 24.1 26.2 14.5 34.2 18.8
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, November 11, 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 : 2,283,392: 340,122 284,155 228,979 1,474,915 1,383,493 2,044,016 1,896,627: 239,376 386,765
Old : 2,283,392: 340,122 284,155 228,979 1,474,915 1,383,493 2,044,016 1,896,627: 239,376 386,765
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2014 :
: 18,839: -25,710 2,416 3,245 55,764 8,986 33,299 14,648: -14,460 4,191
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 12.4 10.0 64.6 60.6 89.5 83.1: 10.5 16.9
Old : 100.0: 14.9 12.4 10.0 64.6 60.6 89.5 83.1: 10.5 16.9
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 : 291: 51 64 56 120 146 199 238:
Old : 291: 51 64 56 120 146 199 238:
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 : 18.4 16.0 29.8 23.8 16.1 10.8 24.8 17.4
Old : 18.4 16.0 29.8 23.8 16.1 10.8 24.8 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, November 11, 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 : 690,245: 24,103 190,388 116,987 514,845 324,436 655,935 631,811: 34,310 58,434
Old : 690,245: 24,103 190,388 116,987 514,845 324,436 655,935 631,811: 34,310 58,434
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2014 :
: 26,932: 6,809 17,655 1,596 18,644 7,222 27,048 26,473: -116 460
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 27.6 16.9 74.6 47.0 95.0 91.5: 5.0 8.5
Old : 100.0: 3.5 27.6 16.9 74.6 47.0 95.0 91.5: 5.0 8.5
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 : 104: 16 36 31 35 45 69 98:
Old : 104: 16 36 31 35 45 69 98:
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 : 44.9 22.1 57.6 34.6 37.3 17.4 42.4 23.6
Old : 44.9 22.1 57.6 34.6 37.3 17.4 42.4 23.6
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, November 11, 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 : 71,497: 23,524 10,846 1,754 38,252 47,453 63,530 60,053: 7,967 11,444
Old : 71,497: 23,524 10,846 1,754 38,252 47,453 63,530 60,053: 7,967 11,444
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2014 :
: 1,771: 2,708 1,024 171 -872 -386 2,007 810: -236 961
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 15.2 2.5 53.5 66.4 88.9 84.0: 11.1 16.0
Old : 100.0: 32.9 15.2 2.5 53.5 66.4 88.9 84.0: 11.1 16.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 105: 25 28 12 37 25 68 59:
Old : 105: 25 28 12 37 25 68 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 : 23.1 36.1 38.6 52.4 23.0 35.5 38.6 51.8
Old : 23.1 36.1 38.6 52.4 23.0 35.5 38.6 51.8
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, November 11, 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 : 142,994: 47,048 21,693 3,508 76,504 94,906 127,061 120,107: 15,933 22,887
Old : 142,994: 47,048 21,693 3,508 76,504 94,906 127,061 120,107: 15,933 22,887
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2014 :
: 3,541: 5,416 2,049 342 -1,744 -771 4,013 1,619: -472 1,922
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 15.2 2.5 53.5 66.4 88.9 84.0: 11.1 16.0
Old : 100.0: 32.9 15.2 2.5 53.5 66.4 88.9 84.0: 11.1 16.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 105: 25 28 12 37 25 68 59:
Old : 105: 25 28 12 37 25 68 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 : 23.1 36.1 38.6 52.4 23.0 35.5 38.6 51.8
Old : 23.1 36.1 38.6 52.4 23.0 35.5 38.6 51.8
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, November 11, 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 : 10,675: 9,428 8,648 631 460 1,374 10,519 10,653: 156 22
Old : 10,675: 9,428 8,648 631 460 1,374 10,519 10,653: 156 22
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2014 :
: -709: -597 -1,193 -15 -100 499 -712 -709: 3 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.3 81.0 5.9 4.3 12.9 98.5 99.8: 1.5 0.2
Old : 100.0: 88.3 81.0 5.9 4.3 12.9 98.5 99.8: 1.5 0.2
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 : 20: 11 7 2 1 2 13 10:
Old : 20: 11 7 2 1 2 13 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 : 89.4 75.0 96.9 95.6 85.2 73.2 87.5 88.0
Old : 89.4 75.0 96.9 95.6 85.2 73.2 87.5 88.0
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, November 11, 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 : 50,455: 5,530 19,548 50 44,764 30,702 50,344 50,300: 111 155
Old : 50,455: 5,530 19,548 50 44,764 30,702 50,344 50,300: 111 155
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2014 :
: 1,102: 829 405 -5 320 740 1,144 1,140: -42 -38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 38.7 0.1 88.7 60.9 99.8 99.7: 0.2 0.3
Old : 100.0: 11.0 38.7 0.1 88.7 60.9 99.8 99.7: 0.2 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 7 15 1 13 17 20 33:
Old : 49: 7 15 1 13 17 20 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 : 82.3 53.5 95.7 74.2 76.7 43.8 87.4 64.5
Old : 82.3 53.5 95.7 74.2 76.7 43.8 87.4 64.5
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, November 11, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 53,816: 8,145 19,441 2,831 42,659 31,446 53,635 53,718: 181 98
Old : 53,816: 8,145 19,441 2,831 42,659 31,446 53,635 53,718: 181 98
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2014 :
: -180: 260 173 0 -309 -142 -49 31: -131 -211
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 36.1 5.3 79.3 58.4 99.7 99.8: 0.3 0.2
Old : 100.0: 15.1 36.1 5.3 79.3 58.4 99.7 99.8: 0.3 0.2
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 : 47: 6 17 1 5 20 11 38:
Old : 47: 6 17 1 5 20 11 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 96.3 53.5 99.4 78.6 90.4 53.5 92.4 74.2
Old : 96.3 53.5 99.4 78.6 90.4 53.5 92.4 74.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 14, 2014