WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 23, 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 : 509,223: 134,414 107,467 153,194 187,673 205,463 475,281 466,124: 33,942 43,098
Old : 383,308: 111,628 107,462 110,310 137,413 137,223 359,351 354,995: 23,957 28,314
Other: 125,915: 36,261 13,481 29,409 50,260 68,241 115,930 111,130: 9,985 14,785
: : :
: : Changes in Commitments from: December 16, 2014 :
: 17,920: 8,216 2,234 21,889 -10,538 -3,626 19,568 20,497: -1,648 -2,578
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 21.1 30.1 36.9 40.3 93.3 91.5: 6.7 8.5
Old : 100.0: 29.1 28.0 28.8 35.8 35.8 93.7 92.6: 6.3 7.4
Other: 100.0: 28.8 10.7 23.4 39.9 54.2 92.1 88.3: 7.9 11.7
: : :
:# Traders : Number of Traders in Each Category :
All : 395: 120 137 143 91 110 307 306:
Old : 380: 119 132 118 81 103 272 285:
Other: 223: 61 57 66 58 86 157 176:
:----------------------------------------------------------------------------------------------------
: 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 : 13.0 11.6 21.6 20.7 11.0 9.6 18.1 15.4
Old : 14.3 14.1 23.5 23.9 12.8 12.2 20.7 19.7
Other: 21.6 17.5 34.1 28.5 20.4 16.2 29.7 24.7
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 23, 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 : 149,956: 46,552 24,951 21,751 64,398 80,157 132,701 126,859: 17,256 23,097
Old : 114,401: 42,139 23,470 14,791 45,130 61,926 102,060 100,187: 12,341 14,214
Other: 35,556: 7,442 4,510 3,931 19,268 18,232 30,641 26,673: 4,915 8,883
: : :
: : Changes in Commitments from: December 16, 2014 :
: 3,154: 4,199 -3,280 366 -1,437 5,847 3,128 2,934: 26 220
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 16.6 14.5 42.9 53.5 88.5 84.6: 11.5 15.4
Old : 100.0: 36.8 20.5 12.9 39.4 54.1 89.2 87.6: 10.8 12.4
Other: 100.0: 20.9 12.7 11.1 54.2 51.3 86.2 75.0: 13.8 25.0
: : :
:# Traders : Number of Traders in Each Category :
All : 200: 62 39 51 63 76 147 149:
Old : 191: 57 39 39 54 68 128 131:
Other: 134: 25 25 20 42 63 80 98:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.9 17.2 26.9 27.3 16.0 14.5 24.9 23.2
Old : 21.1 20.3 32.5 30.8 20.0 18.3 30.5 27.8
Other: 22.9 21.5 37.8 30.1 22.9 20.4 34.9 28.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 23, 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 : 1,637,415: 436,960 106,464 428,134 631,761 824,706 1,496,855 1,359,305: 140,560 278,110
Old : 1,340,804: 389,808 123,249 324,932 509,616 685,928 1,224,356 1,134,110: 116,448 206,694
Other: 296,611: 91,185 27,248 59,169 122,145 138,778 272,499 225,194: 24,112 71,416
: : :
: : Changes in Commitments from: December 16, 2014 :
: 17,841: -6,164 -12,680 18,926 4,690 15,847 17,452 22,094: 389 -4,253
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 6.5 26.1 38.6 50.4 91.4 83.0: 8.6 17.0
Old : 100.0: 29.1 9.2 24.2 38.0 51.2 91.3 84.6: 8.7 15.4
Other: 100.0: 30.7 9.2 19.9 41.2 46.8 91.9 75.9: 8.1 24.1
: : :
:# Traders : Number of Traders in Each Category :
All : 776: 186 164 200 288 365 582 633:
Old : 762: 170 177 184 282 354 559 614:
Other: 475: 89 64 62 119 278 235 378:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 10.4 12.1 17.8 18.5 8.7 8.8 14.7 14.1
Old : 11.5 12.3 18.9 19.2 10.1 9.9 16.9 15.4
Other: 19.9 16.9 31.5 25.0 16.5 10.5 23.2 15.2
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 23, 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 : 9,394: 2,537 1,521 715 4,172 5,749 7,424 7,986: 1,970 1,408
Old : 8,706: 2,495 1,527 622 3,832 5,313 6,949 7,462: 1,757 1,244
Other: 688: 68 21 67 340 436 475 524: 213 164
: : :
: : Changes in Commitments from: December 16, 2014 :
: 125: -94 126 30 274 -19 210 137: -85 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 16.2 7.6 44.4 61.2 79.0 85.0: 21.0 15.0
Old : 100.0: 28.7 17.5 7.1 44.0 61.0 79.8 85.7: 20.2 14.3
Other: 100.0: 9.9 3.1 9.7 49.4 63.4 69.0 76.1: 31.0 23.9
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 14 5 6 15 10 33 17:
Old : 35: 16 3 5 15 8 32 15:
Other: 17: 2 4 5 6 9 12 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 : 43.2 61.0 54.7 75.4 41.6 59.3 48.6 67.3
Old : 43.9 65.3 55.3 79.0 43.3 63.7 52.6 72.2
Other: 51.7 54.8 64.5 66.2 48.5 49.1 51.4 55.6
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 23, 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 : 903,785: 180,298 129,922 301,278 367,662 334,328 849,238 765,528: 54,548 138,257
Old : 764,473: 163,248 137,068 243,178 312,411 282,556 718,836 662,801: 45,637 101,672
Other: 139,312: 43,706 19,511 31,443 55,252 51,772 130,401 102,727: 8,911 36,586
: : :
: : Changes in Commitments from: December 16, 2014 :
: -44,310: 830 3,639 -29,388 -14,693 -14,089 -43,251 -39,838: -1,060 -4,472
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 14.4 33.3 40.7 37.0 94.0 84.7: 6.0 15.3
Old : 100.0: 21.4 17.9 31.8 40.9 37.0 94.0 86.7: 6.0 13.3
Other: 100.0: 31.4 14.0 22.6 39.7 37.2 93.6 73.7: 6.4 26.3
: : :
:# Traders : Number of Traders in Each Category :
All : 662: 149 244 275 188 218 518 588:
Old : 650: 143 247 255 183 212 494 569:
Other: 355: 95 89 81 80 129 223 256:
:----------------------------------------------------------------------------------------------------
: 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 : 13.1 10.9 20.2 17.9 9.1 7.7 14.1 10.9
Old : 12.9 11.4 20.5 18.0 9.2 9.2 14.9 12.9
Other: 21.6 19.2 33.6 27.8 20.6 16.9 31.1 22.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 23, 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 : 388,078: 110,671 66,873 83,123 160,483 206,567 354,277 356,563: 33,801 31,515
Old : 345,833: 114,715 71,298 62,685 138,937 183,629 316,337 317,613: 29,496 28,220
Other: 42,245: 9,258 8,877 7,136 21,546 22,937 37,940 38,950: 4,305 3,295
: : :
: : Changes in Commitments from: December 16, 2014 :
: -12,389: 1,583 -3,518 -5,400 -8,725 -2,170 -12,543 -11,089: 154 -1,300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 17.2 21.4 41.4 53.2 91.3 91.9: 8.7 8.1
Old : 100.0: 33.2 20.6 18.1 40.2 53.1 91.5 91.8: 8.5 8.2
Other: 100.0: 21.9 21.0 16.9 51.0 54.3 89.8 92.2: 10.2 7.8
: : :
:# Traders : Number of Traders in Each Category :
All : 286: 95 66 97 83 74 229 208:
Old : 283: 95 74 87 81 74 221 202:
Other: 95: 24 23 19 37 19 71 51:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 8.4 31.2 15.4 37.6 8.4 27.9 15.3 33.9
Old : 9.1 30.6 16.8 37.5 9.1 27.6 16.7 34.0
Other: 28.0 43.8 43.2 60.1 26.9 39.9 39.4 50.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 23, 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 : 989,513: 85,127 102,145 68,966 664,754 650,179 818,847 821,289: 170,667 168,224
Old : 989,513: 85,127 102,145 68,966 664,754 650,179 818,847 821,289: 170,667 168,224
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2014 :
: -44,572: -21,015 -15,973 -12,704 3,314 -6,850 -30,404 -35,527: -14,168 -9,045
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 10.3 7.0 67.2 65.7 82.8 83.0: 17.2 17.0
Old : 100.0: 8.6 10.3 7.0 67.2 65.7 82.8 83.0: 17.2 17.0
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 : 175: 42 28 44 77 86 134 143:
Old : 175: 42 28 44 77 86 134 143:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.4 24.2 41.9 31.7 30.9 21.0 35.7 27.8
Old : 33.4 24.2 41.9 31.7 30.9 21.0 35.7 27.8
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 23, 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 : 528,852: 60,559 61,542 8,623 341,974 365,829 411,156 435,994: 117,696 92,857
Old : 528,852: 60,559 61,542 8,623 341,974 365,829 411,156 435,994: 117,696 92,857
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2014 :
: -9,847: -5,847 -1,640 -1,818 -2,546 -3,217 -10,211 -6,675: 363 -3,172
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 11.6 1.6 64.7 69.2 77.7 82.4: 22.3 17.6
Old : 100.0: 11.5 11.6 1.6 64.7 69.2 77.7 82.4: 22.3 17.6
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 : 97: 15 15 10 51 51 71 71:
Old : 97: 15 15 10 51 51 71 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 : 25.1 39.7 37.8 50.2 20.6 38.0 30.2 46.4
Old : 25.1 39.7 37.8 50.2 20.6 38.0 30.2 46.4
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 23, 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 : 5,641: 1,900 198 454 2,747 4,782 5,101 5,434: 540 207
Old : 5,641: 1,900 198 454 2,747 4,782 5,101 5,434: 540 207
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2014 :
: 96: -29 -15 20 179 119 170 124: -74 -28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.7 3.5 8.0 48.7 84.8 90.4 96.3: 9.6 3.7
Old : 100.0: 33.7 3.5 8.0 48.7 84.8 90.4 96.3: 9.6 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 16 4 8 13 16 32 26:
Old : 39: 16 4 8 13 16 32 26:
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 : 38.9 60.5 56.5 79.3 24.5 46.5 34.5 52.5
Old : 38.9 60.5 56.5 79.3 24.5 46.5 34.5 52.5
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 23, 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 : 427,032: 122,479 54,556 82,274 169,255 255,462 374,008 392,293: 53,023 34,739
Old : 393,468: 122,391 51,102 72,337 149,712 238,811 344,440 362,250: 49,027 31,218
Other: 33,564: 4,631 7,997 5,395 19,543 16,652 29,568 30,043: 3,996 3,521
: : :
: : Changes in Commitments from: December 16, 2014 :
: 335: 7,083 1,702 -1,730 -3,278 2,813 2,074 2,785: -1,740 -2,451
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 12.8 19.3 39.6 59.8 87.6 91.9: 12.4 8.1
Old : 100.0: 31.1 13.0 18.4 38.0 60.7 87.5 92.1: 12.5 7.9
Other: 100.0: 13.8 23.8 16.1 58.2 49.6 88.1 89.5: 11.9 10.5
: : :
:# Traders : Number of Traders in Each Category :
All : 293: 88 74 91 91 100 240 218:
Old : 293: 90 77 89 90 100 239 216:
Other: 96: 15 22 21 46 29 74 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 : 7.8 32.7 14.2 41.5 6.7 27.3 11.5 32.7
Old : 7.6 34.3 14.3 42.9 6.8 30.3 12.1 35.8
Other: 26.8 31.8 42.9 47.0 25.4 29.6 41.3 43.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 23, 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 : 10,275: 854 4,123 1,397 6,091 2,875 8,342 8,396: 1,933 1,880
Old : 10,249: 854 4,114 1,397 6,077 2,872 8,328 8,384: 1,921 1,866
Other: 26: 0 9 0 14 3 14 12: 12 14
: : :
: : Changes in Commitments from: December 16, 2014 :
: -834: 28 124 -1,270 204 279 -1,038 -867: 203 33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 40.1 13.6 59.3 28.0 81.2 81.7: 18.8 18.3
Old : 100.0: 8.3 40.1 13.6 59.3 28.0 81.3 81.8: 18.7 18.2
Other: 100.0: 0.0 34.6 0.0 53.8 11.5 53.8 46.2: 46.2 53.8
: : :
:# Traders : Number of Traders in Each Category :
All : 64: 14 20 11 20 18 41 44:
Old : 64: 14 20 11 19 18 40 44:
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 : 42.9 28.8 53.9 42.4 41.0 28.6 46.8 39.5
Old : 42.9 28.9 53.9 42.5 41.0 28.7 46.9 39.6
Other: 53.8 46.2 53.8 46.2 42.3 34.6 42.3 34.6
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 23, 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 : 1,312,234: 258,288 302,557 64,572 897,871 795,010 1,220,731 1,162,139: 91,503 150,094
Old : 1,312,234: 258,288 302,557 64,572 897,871 795,010 1,220,731 1,162,139: 91,503 150,094
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2014 :
: -23,925: 10,835 -7,662 4,413 -31,316 -16,641 -16,069 -19,891: -7,857 -4,035
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 23.1 4.9 68.4 60.6 93.0 88.6: 7.0 11.4
Old : 100.0: 19.7 23.1 4.9 68.4 60.6 93.0 88.6: 7.0 11.4
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 : 253: 42 53 37 98 128 156 202:
Old : 253: 42 53 37 98 128 156 202:
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 : 27.1 29.4 39.2 38.0 26.8 29.4 37.9 37.8
Old : 27.1 29.4 39.2 38.0 26.8 29.4 37.9 37.8
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 23, 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 : 3,234,153: 243,548 521,025 349,307 2,345,631 1,912,233 2,938,486 2,782,565: 295,667 451,589
Old : 3,234,153: 243,548 521,025 349,307 2,345,631 1,912,233 2,938,486 2,782,565: 295,667 451,589
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2014 :
: -165,947: -3,309 3,784 -47,465 -97,182 -120,753 -147,955 -164,433: -17,991 -1,513
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 16.1 10.8 72.5 59.1 90.9 86.0: 9.1 14.0
Old : 100.0: 7.5 16.1 10.8 72.5 59.1 90.9 86.0: 9.1 14.0
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 : 363: 52 96 85 161 189 271 312:
Old : 363: 52 96 85 161 189 271 312:
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 : 30.7 16.3 39.9 22.0 29.5 11.6 36.2 15.5
Old : 30.7 16.3 39.9 22.0 29.5 11.6 36.2 15.5
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 23, 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 : 2,104,086: 332,522 291,783 200,527 1,320,610 1,255,236 1,853,660 1,747,547: 250,427 356,539
Old : 2,104,086: 332,522 291,783 200,527 1,320,610 1,255,236 1,853,660 1,747,547: 250,427 356,539
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2014 :
: 39,456: 65,734 -3,780 10,822 -32,334 37,822 44,222 44,864: -4,766 -5,408
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 13.9 9.5 62.8 59.7 88.1 83.1: 11.9 16.9
Old : 100.0: 15.8 13.9 9.5 62.8 59.7 88.1 83.1: 11.9 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 : 277: 50 59 54 115 136 193 221:
Old : 277: 50 59 54 115 136 193 221:
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 : 18.0 14.7 30.1 24.0 16.1 11.0 25.3 18.6
Old : 18.0 14.7 30.1 24.0 16.1 11.0 25.3 18.6
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 23, 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 : 743,848: 41,628 172,676 150,883 529,122 370,575 721,633 694,134: 22,215 49,714
Old : 743,848: 41,628 172,676 150,883 529,122 370,575 721,633 694,134: 22,215 49,714
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2014 :
: -4,451: 5,729 -8,201 8,259 -10,969 1,597 3,019 1,655: -7,470 -6,106
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 23.2 20.3 71.1 49.8 97.0 93.3: 3.0 6.7
Old : 100.0: 5.6 23.2 20.3 71.1 49.8 97.0 93.3: 3.0 6.7
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 : 104: 17 30 36 41 49 80 99:
Old : 104: 17 30 36 41 49 80 99:
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 22.3 56.1 34.3 33.5 15.0 37.5 23.7
Old : 43.8 22.3 56.1 34.3 33.5 15.0 37.5 23.7
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 23, 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 : 55,225: 14,402 9,751 668 31,449 39,117 46,519 49,535: 8,706 5,690
Old : 55,225: 14,402 9,751 668 31,449 39,117 46,519 49,535: 8,706 5,690
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2014 :
: -48,443: -8,971 1,959 -4,924 -27,475 -39,514 -41,369 -42,479: -7,074 -5,964
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 17.7 1.2 56.9 70.8 84.2 89.7: 15.8 10.3
Old : 100.0: 26.1 17.7 1.2 56.9 70.8 84.2 89.7: 15.8 10.3
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 : 92: 22 19 6 37 26 63 47:
Old : 92: 22 19 6 37 26 63 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.1 37.9 41.2 57.6 26.1 37.6 41.2 57.3
Old : 26.1 37.9 41.2 57.6 26.1 37.6 41.2 57.3
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 23, 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 : 110,451: 28,805 19,501 1,335 62,899 78,234 93,038 99,070: 17,412 11,380
Old : 110,451: 28,805 19,501 1,335 62,899 78,234 93,038 99,070: 17,412 11,380
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2014 :
: -65,415: -16,806 1,332 -6,171 -41,453 -50,013 -64,430 -54,852: -985 -10,563
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 17.7 1.2 56.9 70.8 84.2 89.7: 15.8 10.3
Old : 100.0: 26.1 17.7 1.2 56.9 70.8 84.2 89.7: 15.8 10.3
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 : 92: 22 19 6 37 26 63 47:
Old : 92: 22 19 6 37 26 63 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.1 37.9 41.2 57.6 26.1 37.6 41.2 57.3
Old : 26.1 37.9 41.2 57.6 26.1 37.6 41.2 57.3
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 23, 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 : 9,462: 8,224 8,192 584 585 678 9,393 9,454: 69 8
Old : 9,462: 8,224 8,192 584 585 678 9,393 9,454: 69 8
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2014 :
: -4,198: -2,781 -553 -1,405 -38 -2,225 -4,224 -4,183: 26 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.9 86.6 6.2 6.2 7.2 99.3 99.9: 0.7 0.1
Old : 100.0: 86.9 86.6 6.2 6.2 7.2 99.3 99.9: 0.7 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 13 6 2 2 1 16 8:
Old : 21: 13 6 2 2 1 16 8:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.5 89.6 93.1 99.9 70.0 84.1 87.9 91.1
Old : 72.5 89.6 93.1 99.9 70.0 84.1 87.9 91.1
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 23, 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 : 50,824: 21,754 22,659 4 28,935 28,040 50,693 50,703: 131 121
Old : 50,824: 21,754 22,659 4 28,935 28,040 50,693 50,703: 131 121
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2014 :
: 936: -530 544 0 1,422 385 892 929: 44 7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.8 44.6 0.0 56.9 55.2 99.7 99.8: 0.3 0.2
Old : 100.0: 42.8 44.6 0.0 56.9 55.2 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 : 45: 7 18 1 8 13 16 31:
Old : 45: 7 18 1 8 13 16 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 84.6 59.7 96.8 77.9 81.2 52.1 90.9 70.3
Old : 84.6 59.7 96.8 77.9 81.2 52.1 90.9 70.3
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 23, 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 : 32,488: 19,928 12,153 16 12,408 20,260 32,352 32,429: 136 59
Old : 32,488: 19,928 12,153 16 12,408 20,260 32,352 32,429: 136 59
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2014 :
: -362: -1,216 -347 16 777 -21 -423 -352: 61 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.3 37.4 0.0 38.2 62.4 99.6 99.8: 0.4 0.2
Old : 100.0: 61.3 37.4 0.0 38.2 62.4 99.6 99.8: 0.4 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 : 48: 9 16 1 6 18 15 35:
Old : 48: 9 16 1 6 18 15 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 : 91.3 58.7 97.4 77.2 91.3 58.4 97.4 76.6
Old : 91.3 58.7 97.4 77.2 91.3 58.4 97.4 76.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 30, 2014