WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 20, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 507,512: 114,469 111,762 169,962 188,048 179,244 472,478 460,968: 35,034 46,545
Old : 357,834: 97,645 109,447 112,157 126,411 107,066 336,213 328,671: 21,621 29,163
Other: 149,679: 37,608 23,099 37,020 61,637 72,178 136,265 132,297: 13,414 17,382
: : :
: : Changes in Commitments from: January 13, 2015 :
: 24,721: -4,588 5,298 20,962 8,713 -2,027 25,087 24,233: -366 489
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 22.0 33.5 37.1 35.3 93.1 90.8: 6.9 9.2
Old : 100.0: 27.3 30.6 31.3 35.3 29.9 94.0 91.9: 6.0 8.1
Other: 100.0: 25.1 15.4 24.7 41.2 48.2 91.0 88.4: 9.0 11.6
: : :
:# Traders : Number of Traders in Each Category :
All : 389: 131 111 153 103 109 322 303:
Old : 374: 141 104 120 92 102 284 277:
Other: 245: 63 72 74 67 83 182 183:
:----------------------------------------------------------------------------------------------------
: 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 : 12.2 9.8 20.2 17.8 10.6 7.6 17.1 12.5
Old : 13.9 11.9 22.6 21.2 12.1 9.6 19.4 16.2
Other: 18.1 16.1 28.8 28.0 16.6 14.8 24.9 21.8
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 20, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 166,060: 42,603 33,870 26,898 77,921 79,233 147,423 140,002: 18,637 26,058
Old : 117,825: 39,718 30,922 16,634 49,603 54,809 105,955 102,364: 11,871 15,461
Other: 48,235: 7,670 7,733 5,480 28,318 24,425 41,468 37,638: 6,766 10,597
: : :
: : Changes in Commitments from: January 13, 2015 :
: 12,812: -234 6,091 4,882 6,922 2,044 11,570 13,017: 1,243 -204
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 20.4 16.2 46.9 47.7 88.8 84.3: 11.2 15.7
Old : 100.0: 33.7 26.2 14.1 42.1 46.5 89.9 86.9: 10.1 13.1
Other: 100.0: 15.9 16.0 11.4 58.7 50.6 86.0 78.0: 14.0 22.0
: : :
:# Traders : Number of Traders in Each Category :
All : 187: 49 45 49 67 69 138 145:
Old : 177: 48 40 35 57 61 117 124:
Other: 135: 22 32 22 47 56 85 96:
:----------------------------------------------------------------------------------------------------
: 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 : 17.6 18.1 27.5 25.7 14.0 12.3 21.8 17.7
Old : 23.7 19.9 35.6 28.9 23.7 18.1 33.4 25.4
Other: 19.5 27.1 34.9 37.0 18.9 25.9 34.2 33.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 20, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,716,624: 433,185 164,316 444,405 706,656 806,867 1,584,245 1,415,588: 132,379 301,037
Old : 1,332,046: 355,234 171,608 334,464 538,016 613,016 1,227,714 1,119,089: 104,332 212,957
Other: 384,578: 120,052 34,809 67,839 168,640 193,851 356,531 296,499: 28,047 88,079
: : :
: : Changes in Commitments from: January 13, 2015 :
: 31,468: -1,953 11,618 16,121 16,323 4,271 30,491 32,010: 978 -542
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 9.6 25.9 41.2 47.0 92.3 82.5: 7.7 17.5
Old : 100.0: 26.7 12.9 25.1 40.4 46.0 92.2 84.0: 7.8 16.0
Other: 100.0: 31.2 9.1 17.6 43.9 50.4 92.7 77.1: 7.3 22.9
: : :
:# Traders : Number of Traders in Each Category :
All : 783: 162 198 211 288 351 585 643:
Old : 761: 149 207 192 278 340 547 625:
Other: 507: 107 78 72 132 272 274 390:
:----------------------------------------------------------------------------------------------------
: 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 10.3 19.6 16.1 7.6 6.7 13.2 11.0
Old : 12.3 9.4 19.6 15.5 9.9 7.7 16.3 12.4
Other: 23.7 20.9 33.9 30.2 13.8 12.0 23.1 18.5
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 20, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 9,378: 1,520 1,381 1,221 4,782 4,885 7,523 7,487: 1,855 1,891
Old : 8,186: 1,617 1,393 878 4,019 4,243 6,514 6,514: 1,671 1,672
Other: 1,193: 21 107 225 763 642 1,009 974: 184 219
: : :
: : Changes in Commitments from: January 13, 2015 :
: 122: -325 -90 125 767 10 567 45: -445 77
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 14.7 13.0 51.0 52.1 80.2 79.8: 19.8 20.2
Old : 100.0: 19.8 17.0 10.7 49.1 51.8 79.6 79.6: 20.4 20.4
Other: 100.0: 1.7 9.0 18.8 64.0 53.8 84.6 81.6: 15.4 18.4
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 10 6 6 17 10 30 19:
Old : 34: 12 4 5 17 8 29 17:
Other: 19: 2 4 5 10 8 16 13:
:----------------------------------------------------------------------------------------------------
: 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 : 36.9 49.9 55.8 67.6 32.9 42.5 40.7 50.2
Old : 39.2 55.0 56.4 70.8 35.5 50.6 45.7 58.0
Other: 45.6 49.2 71.2 75.2 44.1 39.7 57.6 53.6
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 20, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 908,821: 180,195 167,281 287,308 395,081 314,059 862,583 768,647: 46,237 140,173
Old : 745,269: 164,188 176,713 215,278 329,391 256,282 708,857 648,273: 36,412 96,996
Other: 163,552: 54,685 29,247 33,351 65,690 57,776 153,726 120,374: 9,825 43,178
: : :
: : Changes in Commitments from: January 13, 2015 :
: 66,450: -3,547 18,180 44,083 25,612 3,331 66,147 65,594: 303 856
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 18.4 31.6 43.5 34.6 94.9 84.6: 5.1 15.4
Old : 100.0: 22.0 23.7 28.9 44.2 34.4 95.1 87.0: 4.9 13.0
Other: 100.0: 33.4 17.9 20.4 40.2 35.3 94.0 73.6: 6.0 26.4
: : :
:# Traders : Number of Traders in Each Category :
All : 662: 160 258 262 171 207 494 577:
Old : 648: 148 264 234 162 198 460 551:
Other: 373: 112 89 85 81 137 234 271:
:----------------------------------------------------------------------------------------------------
: 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 : 13.4 11.0 20.4 17.1 8.7 6.8 13.8 10.4
Old : 13.1 11.3 20.6 17.6 9.3 8.5 15.7 13.3
Other: 20.3 18.3 32.6 25.4 19.1 16.8 30.1 22.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 20, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 392,546: 127,315 49,832 77,750 151,676 237,785 356,741 365,367: 35,805 27,179
Old : 344,089: 130,415 51,114 56,650 126,717 212,066 313,783 319,830: 30,307 24,260
Other: 48,457: 8,261 10,080 9,738 24,959 25,720 42,958 45,538: 5,498 2,919
: : :
: : Changes in Commitments from: January 13, 2015 :
: 6,484: 3,370 1,194 644 1,492 5,437 5,506 7,275: 979 -791
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 12.7 19.8 38.6 60.6 90.9 93.1: 9.1 6.9
Old : 100.0: 37.9 14.9 16.5 36.8 61.6 91.2 92.9: 8.8 7.1
Other: 100.0: 17.0 20.8 20.1 51.5 53.1 88.7 94.0: 11.3 6.0
: : :
:# Traders : Number of Traders in Each Category :
All : 303: 112 64 105 85 79 250 212:
Old : 296: 111 68 96 83 77 241 203:
Other: 115: 27 28 31 43 24 87 70:
:----------------------------------------------------------------------------------------------------
: 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 : 8.3 35.0 14.8 41.5 8.2 32.8 14.6 38.0
Old : 9.0 35.4 16.4 42.1 9.0 33.7 16.2 39.4
Other: 25.0 38.6 39.0 54.5 22.0 34.5 32.2 45.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 20, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,003,534: 90,868 82,339 123,576 607,773 619,767 822,217 825,682: 181,317 177,852
Old : 1,003,534: 90,868 82,339 123,576 607,773 619,767 822,217 825,682: 181,317 177,852
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2015 :
: 5,602: 1,411 -13,441 22,037 -16,366 -8,549 7,082 47: -1,480 5,555
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 8.2 12.3 60.6 61.8 81.9 82.3: 18.1 17.7
Old : 100.0: 9.1 8.2 12.3 60.6 61.8 81.9 82.3: 18.1 17.7
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 : 179: 37 37 53 80 89 143 153:
Old : 179: 37 37 53 80 89 143 153:
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 : 26.8 20.8 34.7 29.7 24.9 17.3 29.7 24.7
Old : 26.8 20.8 34.7 29.7 24.9 17.3 29.7 24.7
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, January 20, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 511,819: 59,374 73,655 10,194 327,252 339,569 396,820 423,418: 114,999 88,401
Old : 511,819: 59,374 73,655 10,194 327,252 339,569 396,820 423,418: 114,999 88,401
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2015 :
: -5,510: 5,158 -1,879 229 -14,242 -7,643 -8,855 -9,293: 3,346 3,783
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 14.4 2.0 63.9 66.3 77.5 82.7: 22.5 17.3
Old : 100.0: 11.6 14.4 2.0 63.9 66.3 77.5 82.7: 22.5 17.3
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 : 96: 16 15 11 48 49 70 69:
Old : 96: 16 15 11 48 49 70 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 : 24.2 36.5 37.4 48.4 19.0 36.4 28.7 45.3
Old : 24.2 36.5 37.4 48.4 19.0 36.4 28.7 45.3
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, January 20, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 29,000 U.S. GALLONS) :
: : :
All : 6,753: 1,985 293 562 3,805 5,608 6,352 6,463: 401 290
Old : 6,753: 1,985 293 562 3,805 5,608 6,352 6,463: 401 290
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2015 :
: 228: 31 81 -10 274 140 295 211: -67 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 4.3 8.3 56.3 83.0 94.1 95.7: 5.9 4.3
Old : 100.0: 29.4 4.3 8.3 56.3 83.0 94.1 95.7: 5.9 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 : 40: 12 5 7 16 19 30 30:
Old : 40: 12 5 7 16 19 30 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 : 40.7 53.0 60.2 72.9 21.5 33.6 31.0 39.3
Old : 40.7 53.0 60.2 72.9 21.5 33.6 31.0 39.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 20, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 416,650: 113,887 66,952 81,836 175,911 227,528 371,634 376,316: 45,016 40,334
Old : 372,462: 112,135 59,699 69,731 149,778 207,320 331,644 336,750: 40,818 35,711
Other: 44,189: 5,913 11,414 7,944 26,134 20,208 39,991 39,566: 4,198 4,623
: : :
: : Changes in Commitments from: January 13, 2015 :
: 12,929: -2,150 8,088 3,271 11,750 -1,948 12,872 9,412: 57 3,517
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 16.1 19.6 42.2 54.6 89.2 90.3: 10.8 9.7
Old : 100.0: 30.1 16.0 18.7 40.2 55.7 89.0 90.4: 11.0 9.6
Other: 100.0: 13.4 25.8 18.0 59.1 45.7 90.5 89.5: 9.5 10.5
: : :
:# Traders : Number of Traders in Each Category :
All : 299: 81 91 95 91 89 237 221:
Old : 299: 91 87 93 90 89 236 219:
Other: 114: 18 28 25 55 31 91 66:
:----------------------------------------------------------------------------------------------------
: 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 : 8.1 27.8 14.7 36.7 7.5 24.4 12.5 30.0
Old : 7.6 29.7 14.4 37.7 7.3 27.9 12.9 33.9
Other: 24.1 34.0 38.9 48.6 23.6 29.5 37.5 43.2
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 20, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 9,242: 755 4,988 510 6,348 1,979 7,613 7,477: 1,628 1,765
Old : 9,205: 755 4,974 510 6,329 1,976 7,594 7,460: 1,610 1,745
Other: 37: 0 14 0 19 3 19 17: 18 20
: : :
: : Changes in Commitments from: January 13, 2015 :
: 339: -12 151 137 211 22 336 310: 3 29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 54.0 5.5 68.7 21.4 82.4 80.9: 17.6 19.1
Old : 100.0: 8.2 54.0 5.5 68.8 21.5 82.5 81.0: 17.5 19.0
Other: 100.0: 0.0 37.8 0.0 51.4 8.1 51.4 45.9: 48.6 54.1
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 11 23 7 18 15 34 41:
Old : 62: 11 23 7 17 15 33 41:
Other: 6: 0 2 0 4 1 4 3:
:----------------------------------------------------------------------------------------------------
: 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 : 53.9 34.0 62.6 47.6 53.9 32.4 61.5 45.0
Old : 54.1 34.2 62.6 47.8 54.0 32.5 61.7 45.3
Other: 51.4 45.9 51.4 45.9 43.2 37.8 43.2 37.8
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 20, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,392,316: 293,759 295,329 98,609 901,362 851,047 1,293,730 1,244,986: 98,586 147,331
Old : 1,392,316: 293,759 295,329 98,609 901,362 851,047 1,293,730 1,244,986: 98,586 147,331
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2015 :
: 22,363: 27,990 -3,847 10,780 -13,433 22,722 25,338 29,655: -2,975 -7,292
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 21.2 7.1 64.7 61.1 92.9 89.4: 7.1 10.6
Old : 100.0: 21.1 21.2 7.1 64.7 61.1 92.9 89.4: 7.1 10.6
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 : 271: 44 58 38 104 126 164 206:
Old : 271: 44 58 38 104 126 164 206:
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 : 23.3 28.0 36.3 38.0 22.6 28.0 34.1 35.7
Old : 23.3 28.0 36.3 38.0 22.6 28.0 34.1 35.7
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, January 20, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 3,694,132: 333,252 471,482 532,724 2,470,908 2,239,673 3,336,884 3,243,879: 357,248 450,253
Old : 3,694,132: 333,252 471,482 532,724 2,470,908 2,239,673 3,336,884 3,243,879: 357,248 450,253
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2015 :
: 162,645: 25,718 -24,049 73,490 36,644 124,099 135,852 173,541: 26,794 -10,895
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 12.8 14.4 66.9 60.6 90.3 87.8: 9.7 12.2
Old : 100.0: 9.0 12.8 14.4 66.9 60.6 90.3 87.8: 9.7 12.2
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 : 384: 68 93 96 169 197 291 332:
Old : 384: 68 93 96 169 197 291 332:
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 : 27.3 15.2 36.2 23.6 20.9 11.0 27.4 14.8
Old : 27.3 15.2 36.2 23.6 20.9 11.0 27.4 14.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 20, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 2,106,238: 336,747 306,631 184,417 1,290,787 1,250,806 1,811,952 1,741,854: 294,286 364,384
Old : 2,106,238: 336,747 306,631 184,417 1,290,787 1,250,806 1,811,952 1,741,854: 294,286 364,384
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2015 :
: 32,933: -18,765 6,592 17,019 11,866 28,551 10,121 52,163: 22,812 -19,231
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 14.6 8.8 61.3 59.4 86.0 82.7: 14.0 17.3
Old : 100.0: 16.0 14.6 8.8 61.3 59.4 86.0 82.7: 14.0 17.3
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 : 277: 45 66 55 113 137 190 226:
Old : 277: 45 66 55 113 137 190 226:
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 : 19.4 13.6 29.6 21.2 15.5 12.1 22.2 19.0
Old : 19.4 13.6 29.6 21.2 15.5 12.1 22.2 19.0
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, January 20, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 735,002: 17,523 151,101 149,974 541,788 386,513 709,285 687,589: 25,717 47,413
Old : 735,002: 17,523 151,101 149,974 541,788 386,513 709,285 687,589: 25,717 47,413
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2015 :
: 6,039: -1,602 -17,225 -529 5,799 23,588 3,668 5,834: 2,372 206
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 20.6 20.4 73.7 52.6 96.5 93.5: 3.5 6.5
Old : 100.0: 2.4 20.6 20.4 73.7 52.6 96.5 93.5: 3.5 6.5
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 : 105: 16 31 36 45 50 83 100:
Old : 105: 16 31 36 45 50 83 100:
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 20.7 55.1 32.6 32.9 12.8 36.6 20.4
Old : 45.2 20.7 55.1 32.6 32.9 12.8 36.6 20.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 20, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 51,725: 13,921 9,277 678 28,684 37,647 43,282 47,603: 8,443 4,122
Old : 51,725: 13,921 9,277 678 28,684 37,647 43,282 47,603: 8,443 4,122
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2015 :
: -5,862: -3,908 -264 -379 -1,841 -3,592 -6,129 -4,235: 267 -1,627
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 17.9 1.3 55.5 72.8 83.7 92.0: 16.3 8.0
Old : 100.0: 26.9 17.9 1.3 55.5 72.8 83.7 92.0: 16.3 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 : 94: 31 15 7 35 21 68 41:
Old : 94: 31 15 7 35 21 68 41:
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 : 25.7 42.9 40.7 64.3 25.6 42.6 40.6 64.0
Old : 25.7 42.9 40.7 64.3 25.6 42.6 40.6 64.0
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, January 20, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 103,450: 27,841 18,555 1,356 57,367 75,295 86,565 95,206: 16,885 8,244
Old : 103,450: 27,841 18,555 1,356 57,367 75,295 86,565 95,206: 16,885 8,244
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2015 :
: -11,723: -7,817 -529 -758 -3,683 -7,183 -12,257 -8,470: 534 -3,253
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 17.9 1.3 55.5 72.8 83.7 92.0: 16.3 8.0
Old : 100.0: 26.9 17.9 1.3 55.5 72.8 83.7 92.0: 16.3 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 : 94: 31 15 7 35 21 68 41:
Old : 94: 31 15 7 35 21 68 41:
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 : 25.7 42.9 40.7 64.3 25.6 42.6 40.6 64.0
Old : 25.7 42.9 40.7 64.3 25.6 42.6 40.6 64.0
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, January 20, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 12,120: 10,369 10,031 791 851 1,274 12,011 12,096: 109 24
Old : 12,120: 10,369 10,031 791 851 1,274 12,011 12,096: 109 24
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2015 :
: 541: 341 -270 209 -27 596 523 535: 18 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.6 82.8 6.5 7.0 10.5 99.1 99.8: 0.9 0.2
Old : 100.0: 85.6 82.8 6.5 7.0 10.5 99.1 99.8: 0.9 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 : 24: 12 9 2 2 2 15 12:
Old : 24: 12 9 2 2 2 15 12:
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 : 75.4 73.1 95.0 90.3 74.1 69.4 87.3 82.8
Old : 75.4 73.1 95.0 90.3 74.1 69.4 87.3 82.8
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, January 20, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 49,578: 23,090 20,985 4 26,375 28,424 49,469 49,413: 109 165
Old : 49,578: 23,090 20,985 4 26,375 28,424 49,469 49,413: 109 165
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2015 :
: -719: 671 -1,788 -28 -1,358 1,086 -715 -730: -4 11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.6 42.3 0.0 53.2 57.3 99.8 99.7: 0.2 0.3
Old : 100.0: 46.6 42.3 0.0 53.2 57.3 99.8 99.7: 0.2 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 8 17 1 7 13 16 30:
Old : 44: 8 17 1 7 13 16 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 : 84.8 56.8 97.1 75.6 81.6 49.0 90.4 67.8
Old : 84.8 56.8 97.1 75.6 81.6 49.0 90.4 67.8
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, January 20, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 36,045: 20,626 13,555 163 15,125 22,257 35,914 35,975: 131 70
Old : 36,045: 20,626 13,555 163 15,125 22,257 35,914 35,975: 131 70
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2015 :
: 610: 1,208 435 0 -620 200 588 635: 22 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.2 37.6 0.5 42.0 61.7 99.6 99.8: 0.4 0.2
Old : 100.0: 57.2 37.6 0.5 42.0 61.7 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 : 47: 8 17 1 6 17 15 34:
Old : 47: 8 17 1 6 17 15 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 89.4 54.5 97.7 72.5 89.4 54.4 97.5 71.9
Old : 89.4 54.5 97.7 72.5 89.4 54.4 97.5 71.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 23, 2015