WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 9, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 464,881: 121,164 113,486 112,232 195,289 193,541 428,685 419,259: 36,195 45,621
Old : 355,732: 105,794 107,565 79,836 144,788 136,964 330,418 324,364: 25,314 31,368
Other: 109,148: 30,538 21,089 17,228 50,501 56,577 98,267 94,895: 10,881 14,253
: : :
: : Changes in Commitments from: December 2, 2014 :
: 3,319: 8,771 -4,847 -1,874 -2,895 12,056 4,002 5,335: -683 -2,016
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 24.4 24.1 42.0 41.6 92.2 90.2: 7.8 9.8
Old : 100.0: 29.7 30.2 22.4 40.7 38.5 92.9 91.2: 7.1 8.8
Other: 100.0: 28.0 19.3 15.8 46.3 51.8 90.0 86.9: 10.0 13.1
: : :
:# Traders : Number of Traders in Each Category :
All : 375: 120 114 125 96 110 291 289:
Old : 363: 127 105 105 87 105 263 272:
Other: 210: 48 59 49 60 82 139 163:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.1 12.3 22.0 21.8 12.7 10.4 20.4 17.3
Old : 14.1 15.3 22.9 25.3 13.9 13.6 22.0 21.9
Other: 26.0 18.8 37.5 30.8 25.7 17.2 35.7 26.9
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 9, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 146,249: 43,173 29,565 21,290 67,661 72,384 132,124 123,238: 14,125 23,011
Old : 112,216: 42,611 27,871 12,208 47,341 55,905 102,161 95,984: 10,055 16,232
Other: 34,033: 6,651 7,783 2,993 20,320 16,478 29,963 27,254: 4,070 6,779
: : :
: : Changes in Commitments from: December 2, 2014 :
: -7,280: -624 -1,368 -2,835 -2,189 -2,756 -5,648 -6,958: -1,632 -322
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 20.2 14.6 46.3 49.5 90.3 84.3: 9.7 15.7
Old : 100.0: 38.0 24.8 10.9 42.2 49.8 91.0 85.5: 9.0 14.5
Other: 100.0: 19.5 22.9 8.8 59.7 48.4 88.0 80.1: 12.0 19.9
: : :
:# Traders : Number of Traders in Each Category :
All : 199: 50 49 46 65 70 143 143:
Old : 193: 55 43 32 57 67 126 129:
Other: 130: 21 28 17 47 56 79 91:
:----------------------------------------------------------------------------------------------------
: 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 18.2 27.1 28.0 16.4 17.0 25.8 25.0
Old : 20.6 20.4 32.1 30.2 20.0 19.5 31.2 28.4
Other: 24.3 30.7 40.3 41.4 24.3 29.5 38.8 38.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 9, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 1,569,234: 451,815 132,255 368,593 606,710 777,088 1,427,118 1,277,937: 142,116 291,297
Old : 1,304,527: 403,662 142,204 285,934 495,710 651,256 1,185,306 1,079,394: 119,221 225,133
Other: 264,707: 80,816 22,714 49,997 111,000 125,832 241,812 198,543: 22,894 66,164
: : :
: : Changes in Commitments from: December 2, 2014 :
: 32,280: 10,861 -21,019 4,420 4,189 53,925 19,469 37,326: 12,810 -5,046
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 8.4 23.5 38.7 49.5 90.9 81.4: 9.1 18.6
Old : 100.0: 30.9 10.9 21.9 38.0 49.9 90.9 82.7: 9.1 17.3
Other: 100.0: 30.5 8.6 18.9 41.9 47.5 91.4 75.0: 8.6 25.0
: : :
:# Traders : Number of Traders in Each Category :
All : 764: 164 168 202 283 363 565 635:
Old : 752: 150 183 189 275 348 542 615:
Other: 463: 83 60 58 113 269 224 362:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 10.6 12.8 17.6 18.6 9.1 10.0 15.7 15.0
Old : 11.8 12.4 19.0 18.6 10.5 10.9 17.7 16.2
Other: 22.3 19.2 34.0 27.4 18.4 11.1 25.2 16.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 9, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 9,253: 2,782 1,374 662 3,650 5,758 7,095 7,794: 2,158 1,459
Old : 8,623: 2,714 1,385 571 3,405 5,348 6,690 7,304: 1,933 1,319
Other: 630: 91 12 69 245 410 405 491: 225 140
: : :
: : Changes in Commitments from: December 2, 2014 :
: -72: 141 15 -40 -217 -173 -115 -198: 43 125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 14.9 7.2 39.4 62.2 76.7 84.2: 23.3 15.8
Old : 100.0: 31.5 16.1 6.6 39.5 62.0 77.6 84.7: 22.4 15.3
Other: 100.0: 14.4 1.8 10.9 38.9 65.1 64.3 77.8: 35.7 22.2
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 16 4 6 14 10 33 17:
Old : 36: 17 3 5 13 9 31 16:
Other: 17: 3 3 5 5 9 11 14:
:----------------------------------------------------------------------------------------------------
: 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 : 40.8 59.8 52.0 73.4 39.1 58.2 47.0 69.6
Old : 42.2 63.9 53.2 77.1 41.4 62.3 51.5 73.8
Other: 47.4 60.8 60.3 71.5 43.9 55.8 47.1 60.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 9, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 929,951: 174,887 118,358 315,697 384,077 352,960 874,661 787,015: 55,290 142,936
Old : 796,020: 157,767 124,354 260,435 330,646 303,393 748,848 688,182: 47,172 107,838
Other: 133,931: 41,964 18,847 30,419 53,431 49,568 125,814 98,833: 8,118 35,098
: : :
: : Changes in Commitments from: December 2, 2014 :
: 14,314: 6,546 -21,197 17,168 -11,807 23,894 11,908 19,866: 2,406 -5,552
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 12.7 33.9 41.3 38.0 94.1 84.6: 5.9 15.4
Old : 100.0: 19.8 15.6 32.7 41.5 38.1 94.1 86.5: 5.9 13.5
Other: 100.0: 31.3 14.1 22.7 39.9 37.0 93.9 73.8: 6.1 26.2
: : :
:# Traders : Number of Traders in Each Category :
All : 668: 162 240 273 176 220 511 586:
Old : 657: 156 242 255 171 215 490 568:
Other: 355: 99 85 76 76 136 219 255:
:----------------------------------------------------------------------------------------------------
: 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 : 11.4 10.0 18.8 16.9 7.0 7.3 12.1 10.5
Old : 11.6 10.3 18.9 17.6 7.8 8.3 13.6 12.0
Other: 20.9 18.9 33.0 27.2 20.7 16.5 30.8 22.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 9, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 406,681: 116,359 77,141 88,437 169,963 207,989 374,759 373,566: 31,922 33,115
Old : 368,429: 118,729 78,776 71,358 150,462 187,549 340,549 337,684: 27,879 30,745
Other: 38,253: 8,193 8,928 6,515 19,501 20,439 34,210 35,883: 4,043 2,370
: : :
: : Changes in Commitments from: December 2, 2014 :
: -7,128: -2,954 -3,928 5,746 -8,312 -6,333 -5,521 -4,515: -1,607 -2,613
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 19.0 21.7 41.8 51.1 92.2 91.9: 7.8 8.1
Old : 100.0: 32.2 21.4 19.4 40.8 50.9 92.4 91.7: 7.6 8.3
Other: 100.0: 21.4 23.3 17.0 51.0 53.4 89.4 93.8: 10.6 6.2
: : :
:# Traders : Number of Traders in Each Category :
All : 304: 91 86 109 80 75 235 231:
Old : 301: 93 90 101 79 75 228 227:
Other: 96: 24 22 19 36 21 70 54:
:----------------------------------------------------------------------------------------------------
: 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 : 8.6 29.4 15.5 35.3 8.3 26.4 14.9 32.0
Old : 9.2 28.9 16.8 35.1 8.8 26.1 16.1 32.2
Other: 28.7 43.2 44.4 61.0 25.6 38.2 38.4 49.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 9, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 969,057: 113,656 90,716 47,500 623,693 644,834 784,849 783,050: 184,208 186,007
Old : 969,057: 113,656 90,716 47,500 623,693 644,834 784,849 783,050: 184,208 186,007
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2014 :
: 28,007: -6,303 -4,603 -9,988 48,253 39,724 31,962 25,134: -3,955 2,873
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 9.4 4.9 64.4 66.5 81.0 80.8: 19.0 19.2
Old : 100.0: 11.7 9.4 4.9 64.4 66.5 81.0 80.8: 19.0 19.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 163: 34 27 32 75 85 125 128:
Old : 163: 34 27 32 75 85 125 128:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.6 23.9 39.0 34.3 28.8 20.6 34.7 29.2
Old : 30.6 23.9 39.0 34.3 28.8 20.6 34.7 29.2
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, December 9, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 573,334: 65,905 57,039 17,492 369,155 408,568 452,552 483,100: 120,781 90,234
Old : 573,334: 65,905 57,039 17,492 369,155 408,568 452,552 483,100: 120,781 90,234
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2014 :
: 14,368: -2,081 2,254 -2,120 14,703 15,050 10,502 15,184: 3,866 -816
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 9.9 3.1 64.4 71.3 78.9 84.3: 21.1 15.7
Old : 100.0: 11.5 9.9 3.1 64.4 71.3 78.9 84.3: 21.1 15.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 96: 15 15 13 55 52 79 71:
Old : 96: 15 15 13 55 52 79 71:
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 : 23.0 43.1 36.1 54.0 19.6 41.1 30.0 47.8
Old : 23.0 43.1 36.1 54.0 19.6 41.1 30.0 47.8
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, December 9, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 29,000 U.S. GALLONS) :
: : :
All : 5,461: 1,728 202 418 2,700 4,599 4,846 5,219: 615 242
Old : 5,461: 1,728 202 418 2,700 4,599 4,846 5,219: 615 242
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2014 :
: 190: -136 -5 21 187 167 72 183: 118 7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 3.7 7.7 49.4 84.2 88.7 95.6: 11.3 4.4
Old : 100.0: 31.6 3.7 7.7 49.4 84.2 88.7 95.6: 11.3 4.4
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 : 37: 15 3 8 15 15 33 24:
Old : 37: 15 3 8 15 15 33 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.9 61.7 58.2 79.2 32.0 53.4 40.5 58.0
Old : 42.9 61.7 58.2 79.2 32.0 53.4 40.5 58.0
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, December 9, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 420,182: 122,042 50,805 80,735 164,071 252,910 366,849 384,451: 53,333 35,731
Old : 388,177: 121,623 46,759 71,557 145,202 237,317 338,382 355,633: 49,794 32,544
Other: 32,005: 4,534 8,162 5,063 18,870 15,593 28,467 28,818: 3,538 3,187
: : :
: : Changes in Commitments from: December 2, 2014 :
: -10,969: -2,789 1,324 -386 -8,419 -10,058 -11,594 -9,120: 625 -1,850
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 12.1 19.2 39.0 60.2 87.3 91.5: 12.7 8.5
Old : 100.0: 31.3 12.0 18.4 37.4 61.1 87.2 91.6: 12.8 8.4
Other: 100.0: 14.2 25.5 15.8 59.0 48.7 88.9 90.0: 11.1 10.0
: : :
:# Traders : Number of Traders in Each Category :
All : 287: 83 78 90 88 91 237 207:
Old : 287: 93 75 87 88 91 236 205:
Other: 95: 15 23 21 44 29 72 60:
:----------------------------------------------------------------------------------------------------
: 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 : 7.9 30.6 14.2 40.2 6.2 26.9 10.9 33.1
Old : 7.9 31.9 14.4 41.1 6.4 29.7 11.5 36.1
Other: 26.8 32.3 43.6 47.7 25.5 30.5 42.1 44.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 9, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 10,932: 867 4,158 2,422 5,889 2,609 9,178 9,189: 1,754 1,742
Old : 10,931: 867 4,157 2,422 5,888 2,609 9,177 9,188: 1,754 1,742
Other: 1: 0 1 0 1 0 1 1: 0 0
: : :
: : Changes in Commitments from: December 2, 2014 :
: -219: -3 -147 -160 -258 80 -421 -227: 202 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 38.0 22.2 53.9 23.9 84.0 84.1: 16.0 15.9
Old : 100.0: 7.9 38.0 22.2 53.9 23.9 84.0 84.1: 16.0 15.9
Other: 100.0: 0.0 100.0 0.0 100.0 0.0 100.0 100.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 68: 15 20 15 19 18 43 48:
Old : 68: 15 20 15 19 18 43 48:
Other: 2: 0 1 0 1 0 1 1:
:----------------------------------------------------------------------------------------------------
: 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 : 44.2 32.3 55.8 46.1 38.7 27.4 44.7 36.6
Old : 44.2 32.3 55.8 46.2 38.7 27.4 44.7 36.6
Other: 100.0 100.0 100.0 100.0 100.0 100.0 100.0 100.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 9, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 1,377,929: 263,202 332,519 61,199 952,439 832,061 1,276,840 1,225,780: 101,089 152,150
Old : 1,377,929: 263,202 332,519 61,199 952,439 832,061 1,276,840 1,225,780: 101,089 152,150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2014 :
: -69,975: -27,456 -2,870 -9,627 -21,771 -56,788 -58,855 -69,285: -11,121 -690
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 24.1 4.4 69.1 60.4 92.7 89.0: 7.3 11.0
Old : 100.0: 19.1 24.1 4.4 69.1 60.4 92.7 89.0: 7.3 11.0
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 : 254: 46 51 35 95 121 154 194:
Old : 254: 46 51 35 95 121 154 194:
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 : 29.9 27.9 41.7 36.9 29.2 27.9 40.6 36.4
Old : 29.9 27.9 41.7 36.9 29.2 27.9 40.6 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, December 9, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 3,136,775: 288,377 503,155 291,899 2,245,180 1,881,428 2,825,456 2,676,482: 311,320 460,293
Old : 3,136,775: 288,377 503,155 291,899 2,245,180 1,881,428 2,825,456 2,676,482: 311,320 460,293
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2014 :
: 14,855: -42,449 -1,426 4,591 71,579 10,155 33,720 13,320: -18,866 1,535
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 16.0 9.3 71.6 60.0 90.1 85.3: 9.9 14.7
Old : 100.0: 9.2 16.0 9.3 71.6 60.0 90.1 85.3: 9.9 14.7
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 : 367: 56 94 86 166 191 281 312:
Old : 367: 56 94 86 166 191 281 312:
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 : 32.1 19.0 40.9 23.9 30.9 15.5 36.8 19.5
Old : 32.1 19.0 40.9 23.9 30.9 15.5 36.8 19.5
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, December 9, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 2,015,170: 251,625 286,729 166,008 1,347,327 1,165,600 1,764,960 1,618,337: 250,210 396,833
Old : 2,015,170: 251,625 286,729 166,008 1,347,327 1,165,600 1,764,960 1,618,337: 250,210 396,833
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2014 :
: -9,836: -30,997 -13,309 16,225 38,538 -22,903 23,765 -19,987: -33,601 10,152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 14.2 8.2 66.9 57.8 87.6 80.3: 12.4 19.7
Old : 100.0: 12.5 14.2 8.2 66.9 57.8 87.6 80.3: 12.4 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 : 267: 44 60 49 112 135 180 220:
Old : 267: 44 60 49 112 135 180 220:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.7 17.2 32.5 25.2 18.6 11.2 27.1 18.7
Old : 19.7 17.2 32.5 25.2 18.6 11.2 27.1 18.7
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, December 9, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 713,715: 32,287 181,912 138,877 511,871 335,731 683,035 656,520: 30,681 57,196
Old : 713,715: 32,287 181,912 138,877 511,871 335,731 683,035 656,520: 30,681 57,196
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2014 :
: 12,737: -221 -10,271 12,963 821 9,816 13,563 12,508: -826 229
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 25.5 19.5 71.7 47.0 95.7 92.0: 4.3 8.0
Old : 100.0: 4.5 25.5 19.5 71.7 47.0 95.7 92.0: 4.3 8.0
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 : 101: 15 30 36 41 49 80 96:
Old : 101: 15 30 36 41 49 80 96:
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 : 45.5 23.7 57.2 36.1 36.8 17.7 40.3 26.3
Old : 45.5 23.7 57.2 36.1 36.8 17.7 40.3 26.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 9, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 87,101: 21,858 8,571 3,342 49,887 64,492 75,087 76,404: 12,014 10,697
Old : 87,101: 21,858 8,571 3,342 49,887 64,492 75,087 76,404: 12,014 10,697
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2014 :
: 9,158: -2,826 -2,276 2,123 7,079 10,026 6,376 9,873: 2,781 -715
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 9.8 3.8 57.3 74.0 86.2 87.7: 13.8 12.3
Old : 100.0: 25.1 9.8 3.8 57.3 74.0 86.2 87.7: 13.8 12.3
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 : 113: 31 21 11 47 31 82 59:
Old : 113: 31 21 11 47 31 82 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 : 20.4 40.5 33.3 55.6 20.3 39.1 32.5 51.3
Old : 20.4 40.5 33.3 55.6 20.3 39.1 32.5 51.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 9, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 12,819: 2,411 615 4 6,920 11,580 9,335 12,199: 3,484 620
Old : 12,819: 2,411 615 4 6,920 11,580 9,335 12,199: 3,484 620
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2014 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 4.8 0.0 54.0 90.3 72.8 95.2: 27.2 4.8
Old : 100.0: 18.8 4.8 0.0 54.0 90.3 72.8 95.2: 27.2 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 : 20: 4 2 2 6 9 10 13:
Old : 20: 4 2 2 6 9 10 13:
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 : 49.3 71.2 68.8 88.4 49.3 71.2 65.3 87.3
Old : 49.3 71.2 68.8 88.4 49.3 71.2 65.3 87.3
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, December 9, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 148,563: 42,495 19,513 3,073 85,934 105,824 131,503 128,410: 17,060 20,153
Old : 148,563: 42,495 19,513 3,073 85,934 105,824 131,503 128,410: 17,060 20,153
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2014 :
: -7,324: -6,872 -2,181 637 317 -3,108 -5,919 -4,653: -1,405 -2,671
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 13.1 2.1 57.8 71.2 88.5 86.4: 11.5 13.6
Old : 100.0: 28.6 13.1 2.1 57.8 71.2 88.5 86.4: 11.5 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 : 109: 28 22 11 45 28 79 55:
Old : 109: 28 22 11 45 28 79 55:
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 : 20.8 38.4 35.1 54.8 20.7 37.9 35.0 52.6
Old : 20.8 38.4 35.1 54.8 20.7 37.9 35.0 52.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 9, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 71,182: 10,112 20,991 11,544 49,443 38,481 71,099 71,016: 83 166
Old : 71,182: 10,112 20,991 11,544 49,443 38,481 71,099 71,016: 83 166
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2014 :
: 18,573: 1,696 740 11,540 5,373 6,279 18,609 18,559: -36 14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 29.5 16.2 69.5 54.1 99.9 99.8: 0.1 0.2
Old : 100.0: 14.2 29.5 16.2 69.5 54.1 99.9 99.8: 0.1 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: 8 16 5 10 17 22 35:
Old : 47: 8 16 5 10 17 22 35:
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 : 84.7 49.7 96.3 69.0 60.6 34.0 67.0 48.5
Old : 84.7 49.7 96.3 69.0 60.6 34.0 67.0 48.5
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, December 9, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 63,264: 9,856 19,373 10,211 43,113 33,628 63,180 63,212: 84 52
Old : 63,264: 9,856 19,373 10,211 43,113 33,628 63,180 63,212: 84 52
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2014 :
: 10,591: 349 187 7,448 2,815 3,016 10,612 10,651: -21 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 30.6 16.1 68.1 53.2 99.9 99.9: 0.1 0.1
Old : 100.0: 15.6 30.6 16.1 68.1 53.2 99.9 99.9: 0.1 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 : 47: 10 14 1 5 21 15 36:
Old : 47: 10 14 1 5 21 15 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 : 93.4 55.6 97.9 81.3 74.4 44.2 77.5 62.5
Old : 93.4 55.6 97.9 81.3 74.4 44.2 77.5 62.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 12, 2014