WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 16, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 491,303: 126,198 105,233 131,304 198,211 209,089 455,713 445,627: 35,590 45,676
Old : 378,387: 108,547 101,611 97,137 147,732 147,640 353,416 346,389: 24,971 31,998
Other: 112,916: 31,915 17,886 19,903 50,478 61,449 102,297 99,238: 10,619 13,677
: : :
: : Changes in Commitments from: December 9, 2014 :
: 26,422: 5,034 -8,253 19,072 2,922 15,548 27,028 26,368: -605 54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 21.4 26.7 40.3 42.6 92.8 90.7: 7.2 9.3
Old : 100.0: 28.7 26.9 25.7 39.0 39.0 93.4 91.5: 6.6 8.5
Other: 100.0: 28.3 15.8 17.6 44.7 54.4 90.6 87.9: 9.4 12.1
: : :
:# Traders : Number of Traders in Each Category :
All : 380: 123 123 136 93 108 296 298:
Old : 366: 121 120 112 83 103 263 279:
Other: 210: 60 49 55 57 80 146 160:
:----------------------------------------------------------------------------------------------------
: 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 : 13.9 13.2 22.6 23.1 12.0 10.7 19.4 17.1
Old : 15.0 15.8 24.4 26.2 13.5 13.1 21.6 21.1
Other: 24.4 19.0 38.1 31.7 24.0 16.8 34.1 27.3
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 16, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 146,802: 42,353 28,231 21,384 65,835 74,310 129,572 123,926: 17,230 22,877
Old : 112,834: 40,285 26,548 13,609 46,247 57,104 100,142 97,261: 12,692 15,573
Other: 33,968: 6,678 6,293 3,165 19,588 17,207 29,431 26,665: 4,538 7,304
: : :
: : Changes in Commitments from: December 9, 2014 :
: 554: -820 -1,334 95 -1,826 1,927 -2,551 687: 3,105 -134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 19.2 14.6 44.8 50.6 88.3 84.4: 11.7 15.6
Old : 100.0: 35.7 23.5 12.1 41.0 50.6 88.8 86.2: 11.2 13.8
Other: 100.0: 19.7 18.5 9.3 57.7 50.7 86.6 78.5: 13.4 21.5
: : :
:# Traders : Number of Traders in Each Category :
All : 195: 54 45 50 64 72 143 146:
Old : 187: 51 44 38 57 67 125 132:
Other: 129: 24 26 17 43 59 76 94:
:----------------------------------------------------------------------------------------------------
: 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 : 17.4 17.7 27.1 27.8 16.6 15.7 25.3 24.2
Old : 20.6 20.7 31.9 30.8 20.2 18.9 30.5 28.1
Other: 24.1 26.3 38.8 36.3 24.1 25.2 36.8 33.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 16, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 1,619,574: 443,124 119,144 409,208 627,071 808,859 1,479,402 1,337,211: 140,171 282,363
Old : 1,333,782: 393,666 133,200 312,921 509,849 674,001 1,216,436 1,120,122: 117,346 213,660
Other: 285,792: 88,910 25,395 56,835 117,221 134,859 262,966 217,089: 22,826 68,703
: : :
: : Changes in Commitments from: December 9, 2014 :
: 50,340: -8,691 -13,111 40,614 20,361 31,771 52,284 59,274: -1,944 -8,934
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 7.4 25.3 38.7 49.9 91.3 82.6: 8.7 17.4
Old : 100.0: 29.5 10.0 23.5 38.2 50.5 91.2 84.0: 8.8 16.0
Other: 100.0: 31.1 8.9 19.9 41.0 47.2 92.0 76.0: 8.0 24.0
: : :
:# Traders : Number of Traders in Each Category :
All : 781: 192 159 211 294 367 588 646:
Old : 768: 176 170 195 287 355 564 627:
Other: 476: 85 69 62 118 274 232 377:
:----------------------------------------------------------------------------------------------------
: 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 11.9 17.7 18.1 8.8 8.7 14.8 13.8
Old : 11.5 11.8 18.7 18.6 10.3 9.8 17.2 15.1
Other: 20.6 17.5 32.0 25.8 17.1 10.8 23.8 15.5
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 16, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 9,270: 2,631 1,396 685 3,898 5,769 7,214 7,849: 2,056 1,420
Old : 8,584: 2,588 1,411 583 3,580 5,319 6,751 7,313: 1,833 1,272
Other: 685: 74 16 71 318 449 463 537: 222 148
: : :
: : Changes in Commitments from: December 9, 2014 :
: 17: -152 21 23 248 11 119 55: -103 -39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 15.1 7.4 42.1 62.2 77.8 84.7: 22.2 15.3
Old : 100.0: 30.1 16.4 6.8 41.7 62.0 78.6 85.2: 21.4 14.8
Other: 100.0: 10.8 2.4 10.4 46.4 65.6 67.6 78.3: 32.4 21.7
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 16 3 6 14 10 32 17:
Old : 35: 16 3 5 13 8 30 15:
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 : 43.0 59.6 54.6 74.0 41.2 57.9 48.6 69.3
Old : 44.0 63.8 55.7 77.7 43.3 62.2 53.0 73.5
Other: 51.3 57.3 64.0 68.9 48.1 53.1 51.1 59.5
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 16, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 948,096: 179,468 126,283 330,665 382,355 348,418 892,488 805,366: 55,608 142,730
Old : 812,495: 160,204 131,487 276,575 328,471 297,662 765,249 705,724: 47,246 106,771
Other: 135,600: 42,804 18,336 30,551 53,884 50,756 127,239 99,642: 8,361 35,958
: : :
: : Changes in Commitments from: December 9, 2014 :
: 18,145: 4,581 7,925 14,968 -1,722 -4,542 17,827 18,351: 318 -206
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 13.3 34.9 40.3 36.7 94.1 84.9: 5.9 15.1
Old : 100.0: 19.7 16.2 34.0 40.4 36.6 94.2 86.9: 5.8 13.1
Other: 100.0: 31.6 13.5 22.5 39.7 37.4 93.8 73.5: 6.2 26.5
: : :
:# Traders : Number of Traders in Each Category :
All : 663: 159 243 284 173 215 512 592:
Old : 652: 149 252 264 167 210 486 576:
Other: 350: 100 85 80 80 125 227 246:
:----------------------------------------------------------------------------------------------------
: 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 : 11.1 10.1 18.2 17.1 6.9 7.0 11.9 10.1
Old : 11.1 10.5 18.1 17.2 7.5 8.0 13.2 11.4
Other: 21.4 19.1 33.1 27.6 20.4 16.9 31.1 22.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 16, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 400,467: 109,088 70,391 88,524 169,208 208,737 366,820 367,652: 33,647 32,815
Old : 360,408: 111,790 73,227 70,553 148,598 186,752 330,940 330,532: 29,468 29,876
Other: 40,059: 8,847 8,712 6,423 20,611 21,984 35,880 37,120: 4,179 2,939
: : :
: : Changes in Commitments from: December 9, 2014 :
: -6,214: -7,270 -6,749 87 -755 748 -7,939 -5,915: 1,725 -300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 17.6 22.1 42.3 52.1 91.6 91.8: 8.4 8.2
Old : 100.0: 31.0 20.3 19.6 41.2 51.8 91.8 91.7: 8.2 8.3
Other: 100.0: 22.1 21.7 16.0 51.5 54.9 89.6 92.7: 10.4 7.3
: : :
:# Traders : Number of Traders in Each Category :
All : 303: 91 82 103 82 76 234 225:
Old : 300: 88 89 95 81 76 228 220:
Other: 99: 25 25 18 37 19 71 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 : 8.4 30.5 15.4 36.3 8.1 26.5 14.9 32.0
Old : 9.0 29.9 16.7 35.9 8.7 26.0 16.2 32.0
Other: 27.6 44.3 43.2 61.2 26.2 40.5 39.4 51.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 16, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,034,086: 106,142 118,118 81,670 661,440 657,028 849,251 856,816: 184,834 177,269
Old : 1,034,086: 106,142 118,118 81,670 661,440 657,028 849,251 856,816: 184,834 177,269
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2014 :
: 65,029: -7,515 27,402 34,170 37,747 12,194 64,402 73,766: 627 -8,737
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 11.4 7.9 64.0 63.5 82.1 82.9: 17.9 17.1
Old : 100.0: 10.3 11.4 7.9 64.0 63.5 82.1 82.9: 17.9 17.1
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 : 175: 39 34 44 74 84 135 140:
Old : 175: 39 34 44 74 84 135 140:
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 : 30.2 24.9 38.8 32.2 28.3 21.1 33.6 27.7
Old : 30.2 24.9 38.8 32.2 28.3 21.1 33.6 27.7
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 16, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 538,699: 66,406 63,182 10,441 344,519 369,047 421,366 442,670: 117,333 96,029
Old : 538,699: 66,406 63,182 10,441 344,519 369,047 421,366 442,670: 117,333 96,029
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2014 :
: -34,635: 501 6,143 -7,051 -24,636 -39,522 -31,186 -40,430: -3,448 5,795
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 11.7 1.9 64.0 68.5 78.2 82.2: 21.8 17.8
Old : 100.0: 12.3 11.7 1.9 64.0 68.5 78.2 82.2: 21.8 17.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 95: 15 16 10 52 49 73 69:
Old : 95: 15 16 10 52 49 73 69:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.7 40.3 37.4 51.8 20.1 39.0 30.0 46.5
Old : 24.7 40.3 37.4 51.8 20.1 39.0 30.0 46.5
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, December 16, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 29,000 U.S. GALLONS) :
: : :
All : 5,545: 1,929 213 434 2,568 4,663 4,931 5,310: 614 235
Old : 5,545: 1,929 213 434 2,568 4,663 4,931 5,310: 614 235
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2014 :
: 84: 201 11 16 -132 64 85 91: -1 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.8 3.8 7.8 46.3 84.1 88.9 95.8: 11.1 4.2
Old : 100.0: 34.8 3.8 7.8 46.3 84.1 88.9 95.8: 11.1 4.2
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 : 38: 17 4 8 13 14 33 24:
Old : 38: 17 4 8 13 14 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 : 36.7 58.0 53.7 78.7 22.7 48.9 33.6 54.0
Old : 36.7 58.0 53.7 78.7 22.7 48.9 33.6 54.0
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 16, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 426,697: 115,396 52,854 84,004 172,533 252,649 371,934 389,508: 54,763 37,189
Old : 393,716: 115,040 48,755 74,372 153,455 236,816 342,867 359,942: 50,849 33,774
Other: 32,981: 4,344 8,088 5,644 19,078 15,833 29,067 29,566: 3,914 3,415
: : :
: : Changes in Commitments from: December 9, 2014 :
: 6,515: -6,646 2,049 3,269 8,462 -261 5,085 5,057: 1,430 1,459
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 12.4 19.7 40.4 59.2 87.2 91.3: 12.8 8.7
Old : 100.0: 29.2 12.4 18.9 39.0 60.1 87.1 91.4: 12.9 8.6
Other: 100.0: 13.2 24.5 17.1 57.8 48.0 88.1 89.6: 11.9 10.4
: : :
:# Traders : Number of Traders in Each Category :
All : 281: 82 75 89 88 90 230 208:
Old : 281: 87 75 87 88 90 230 206:
Other: 92: 12 23 20 45 28 71 58:
:----------------------------------------------------------------------------------------------------
: 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 30.8 14.4 39.7 6.1 25.8 10.7 31.7
Old : 7.9 32.1 14.5 40.8 6.3 28.5 11.4 34.7
Other: 26.1 31.7 42.7 48.4 24.6 29.8 41.1 44.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 16, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 11,110: 826 3,999 2,667 5,887 2,596 9,380 9,263: 1,730 1,847
Old : 11,085: 826 3,991 2,667 5,877 2,593 9,370 9,252: 1,715 1,833
Other: 25: 0 8 0 10 3 10 11: 15 14
: : :
: : Changes in Commitments from: December 9, 2014 :
: 178: -41 -159 245 -2 -13 202 73: -24 105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 36.0 24.0 53.0 23.4 84.4 83.4: 15.6 16.6
Old : 100.0: 7.5 36.0 24.1 53.0 23.4 84.5 83.5: 15.5 16.5
Other: 100.0: 0.0 32.0 0.0 40.0 12.0 40.0 44.0: 60.0 56.0
: : :
:# Traders : Number of Traders in Each Category :
All : 67: 13 22 16 18 17 43 48:
Old : 67: 13 22 16 17 17 42 48:
Other: 4: 0 1 0 3 1 3 2:
:----------------------------------------------------------------------------------------------------
: 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 31.6 56.8 45.2 38.1 26.1 43.6 35.3
Old : 44.3 31.7 56.8 45.3 38.1 26.2 43.7 35.4
Other: 40.0 44.0 40.0 44.0 28.0 32.0 28.0 32.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 16, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 1,336,159: 247,453 310,219 60,159 929,187 811,651 1,236,799 1,182,030: 99,360 154,129
Old : 1,336,159: 247,453 310,219 60,159 929,187 811,651 1,236,799 1,182,030: 99,360 154,129
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2014 :
: -41,771: -15,748 -22,300 -1,040 -23,253 -20,410 -40,041 -43,750: -1,729 1,979
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 23.2 4.5 69.5 60.7 92.6 88.5: 7.4 11.5
Old : 100.0: 18.5 23.2 4.5 69.5 60.7 92.6 88.5: 7.4 11.5
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 : 260: 44 51 36 98 131 158 202:
Old : 260: 44 51 36 98 131 158 202:
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 : 29.4 28.8 40.9 37.6 28.8 28.8 39.8 37.3
Old : 29.4 28.8 40.9 37.6 28.8 28.8 39.8 37.3
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 16, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 3,400,100: 246,857 517,240 396,772 2,442,813 2,032,986 3,086,442 2,946,998: 313,658 453,102
Old : 3,400,100: 246,857 517,240 396,772 2,442,813 2,032,986 3,086,442 2,946,998: 313,658 453,102
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2014 :
: 263,325: -41,520 14,085 104,873 197,633 151,558 260,986 270,516: 2,339 -7,191
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 15.2 11.7 71.8 59.8 90.8 86.7: 9.2 13.3
Old : 100.0: 7.3 15.2 11.7 71.8 59.8 90.8 86.7: 9.2 13.3
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 : 378: 64 91 87 170 197 287 322:
Old : 378: 64 91 87 170 197 287 322:
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 : 31.6 16.9 41.0 22.6 30.6 13.2 36.2 17.0
Old : 31.6 16.9 41.0 22.6 30.6 13.2 36.2 17.0
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 16, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 2,064,630: 266,788 295,563 189,705 1,352,945 1,217,415 1,809,437 1,702,683: 255,193 361,947
Old : 2,064,630: 266,788 295,563 189,705 1,352,945 1,217,415 1,809,437 1,702,683: 255,193 361,947
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2014 :
: 49,460: 15,163 8,834 23,697 5,617 51,814 44,477 84,345: 4,983 -34,886
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 14.3 9.2 65.5 59.0 87.6 82.5: 12.4 17.5
Old : 100.0: 12.9 14.3 9.2 65.5 59.0 87.6 82.5: 12.4 17.5
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 : 288: 46 66 54 120 149 195 240:
Old : 288: 46 66 54 120 149 195 240:
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 : 18.6 14.6 31.4 22.4 17.2 10.6 25.4 18.0
Old : 18.6 14.6 31.4 22.4 17.2 10.6 25.4 18.0
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 16, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 748,299: 35,899 180,877 142,624 540,091 368,978 718,614 692,479: 29,685 55,820
Old : 748,299: 35,899 180,877 142,624 540,091 368,978 718,614 692,479: 29,685 55,820
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2014 :
: 34,584: 3,612 -1,035 3,747 28,220 33,247 35,580 35,959: -996 -1,376
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 24.2 19.1 72.2 49.3 96.0 92.5: 4.0 7.5
Old : 100.0: 4.8 24.2 19.1 72.2 49.3 96.0 92.5: 4.0 7.5
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 : 101: 16 28 37 42 49 81 97:
Old : 101: 16 28 37 42 49 81 97:
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 : 45.2 23.5 56.7 36.2 35.6 16.9 39.6 26.1
Old : 45.2 23.5 56.7 36.2 35.6 16.9 39.6 26.1
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 16, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 103,668: 23,373 7,791 5,591 58,924 78,632 87,888 92,014: 15,780 11,654
Old : 103,668: 23,373 7,791 5,591 58,924 78,632 87,888 92,014: 15,780 11,654
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2014 :
: 16,567: 1,515 -780 2,250 9,037 14,140 12,801 15,610: 3,766 958
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 7.5 5.4 56.8 75.8 84.8 88.8: 15.2 11.2
Old : 100.0: 22.5 7.5 5.4 56.8 75.8 84.8 88.8: 15.2 11.2
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 : 107: 33 17 13 51 28 91 53:
Old : 107: 33 17 13 51 28 91 53:
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 : 18.6 42.6 29.6 56.6 17.0 36.7 27.4 48.0
Old : 18.6 42.6 29.6 56.6 17.0 36.7 27.4 48.0
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 16, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 15,735: 2,361 500 45 6,748 14,508 9,154 15,053: 6,581 683
Old : 15,735: 2,361 500 45 6,748 14,508 9,154 15,053: 6,581 683
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2014 :
: 2,916: -50 -115 41 -172 2,928 -181 2,854: 3,097 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 3.2 0.3 42.9 92.2 58.2 95.7: 41.8 4.3
Old : 100.0: 15.0 3.2 0.3 42.9 92.2 58.2 95.7: 41.8 4.3
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 : 20: 4 1 2 7 10 11 13:
Old : 20: 4 1 2 7 10 11 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 : 32.1 66.3 51.9 86.9 29.3 66.3 46.4 86.3
Old : 32.1 66.3 51.9 86.9 29.3 66.3 46.4 86.3
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 16, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 175,866: 45,610 18,169 7,506 104,352 128,247 157,469 153,923: 18,397 21,943
Old : 175,866: 45,610 18,169 7,506 104,352 128,247 157,469 153,923: 18,397 21,943
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2014 :
: 27,303: 3,115 -1,344 4,433 18,418 22,424 25,966 25,512: 1,337 1,791
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 10.3 4.3 59.3 72.9 89.5 87.5: 10.5 12.5
Old : 100.0: 25.9 10.3 4.3 59.3 72.9 89.5 87.5: 10.5 12.5
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 : 106: 33 17 13 49 27 88 52:
Old : 106: 33 17 13 49 27 88 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.3 41.3 32.3 57.2 17.4 38.0 29.6 50.1
Old : 19.3 41.3 32.3 57.2 17.4 38.0 29.6 50.1
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, December 16, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 13,660: 11,005 8,745 1,989 623 2,903 13,617 13,637: 43 23
Old : 13,660: 11,005 8,745 1,989 623 2,903 13,617 13,637: 43 23
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2014 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.6 64.0 14.6 4.6 21.3 99.7 99.8: 0.3 0.2
Old : 100.0: 80.6 64.0 14.6 4.6 21.3 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 : 20: 12 6 4 2 2 17 9:
Old : 20: 12 6 4 2 2 17 9:
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 : 82.8 76.7 96.7 98.8 77.8 70.3 79.8 80.7
Old : 82.8 76.7 96.7 98.8 77.8 70.3 79.8 80.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 16, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 49,888: 22,284 22,115 4 27,513 27,655 49,801 49,774: 87 114
Old : 49,888: 22,284 22,115 4 27,513 27,655 49,801 49,774: 87 114
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2014 :
: -21,294: 12,172 1,124 -11,540 -21,930 -10,826 -21,298 -21,242: 4 -52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.7 44.3 0.0 55.1 55.4 99.8 99.8: 0.2 0.2
Old : 100.0: 44.7 44.3 0.0 55.1 55.4 99.8 99.8: 0.2 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 : 45: 8 16 1 10 14 19 30:
Old : 45: 8 16 1 10 14 19 30:
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 : 85.3 59.8 96.6 78.4 81.8 52.0 90.4 70.7
Old : 85.3 59.8 96.6 78.4 81.8 52.0 90.4 70.7
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 16, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 32,850: 21,144 12,500 0 11,631 20,281 32,775 32,781: 75 69
Old : 32,850: 21,144 12,500 0 11,631 20,281 32,775 32,781: 75 69
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2014 :
: -30,414: 11,288 -6,873 -10,211 -31,482 -13,347 -30,405 -30,431: -9 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.4 38.1 0.0 35.4 61.7 99.8 99.8: 0.2 0.2
Old : 100.0: 64.4 38.1 0.0 35.4 61.7 99.8 99.8: 0.2 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: 9 15 0 6 18 15 33:
Old : 47: 9 15 0 6 18 15 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 : 89.6 57.5 97.8 76.3 89.6 57.2 97.6 75.6
Old : 89.6 57.5 97.8 76.3 89.6 57.2 97.6 75.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 19, 2014