WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 17, 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 : 535,012: 111,440 136,267 181,983 201,618 170,345 495,041 488,595: 39,971 46,417
Old : 332,430: 95,663 130,570 97,114 117,156 78,368 309,932 306,051: 22,498 26,379
Other: 202,582: 50,031 39,951 50,616 84,462 91,977 185,108 182,544: 17,473 20,038
: : :
: : Changes in Commitments from: February 10, 2015 :
: -13,707: 2,707 2,951 -13,976 -4,137 -1,271 -15,406 -12,296: 1,699 -1,411
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 25.5 34.0 37.7 31.8 92.5 91.3: 7.5 8.7
Old : 100.0: 28.8 39.3 29.2 35.2 23.6 93.2 92.1: 6.8 7.9
Other: 100.0: 24.7 19.7 25.0 41.7 45.4 91.4 90.1: 8.6 9.9
: : :
:# Traders : Number of Traders in Each Category :
All : 391: 134 114 158 116 108 335 308:
Old : 365: 127 112 113 100 96 285 265:
Other: 277: 84 78 87 78 85 210 208:
:----------------------------------------------------------------------------------------------------
: 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 : 11.9 9.8 20.0 17.3 10.6 8.5 17.0 13.3
Old : 13.8 12.7 22.8 21.5 12.9 11.6 20.7 18.6
Other: 15.4 16.3 25.3 24.9 13.8 15.2 22.3 21.6
WHEAT -SRW CONSECUTIVE CSO - CHICAGO BOARD OF TRADE Code-001605
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 17, 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 : 3,309: 1,418 1,751 802 953 683 3,173 3,236: 136 73
Old : 3,309: 1,418 1,751 802 953 683 3,173 3,236: 136 73
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 10, 2015 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.9 52.9 24.2 28.8 20.6 95.9 97.8: 4.1 2.2
Old : 100.0: 42.9 52.9 24.2 28.8 20.6 95.9 97.8: 4.1 2.2
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: 8 7 7 4 4 17 13:
Old : 20: 8 7 7 4 4 17 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 : 53.5 67.2 81.3 91.0 37.5 48.0 51.0 57.5
Old : 53.5 67.2 81.3 91.0 37.5 48.0 51.0 57.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 17, 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 : 181,391: 42,981 47,505 35,866 84,998 74,167 163,845 157,538: 17,546 23,853
Old : 113,470: 38,691 37,904 17,467 47,145 45,122 103,304 100,494: 10,167 12,977
Other: 67,921: 13,396 18,706 9,293 37,853 29,045 60,542 57,044: 7,379 10,877
: : :
: : Changes in Commitments from: February 10, 2015 :
: -3,467: 693 1,251 -1,627 -2,300 -974 -3,235 -1,350: -233 -2,117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 26.2 19.8 46.9 40.9 90.3 86.8: 9.7 13.2
Old : 100.0: 34.1 33.4 15.4 41.5 39.8 91.0 88.6: 9.0 11.4
Other: 100.0: 19.7 27.5 13.7 55.7 42.8 89.1 84.0: 10.9 16.0
: : :
:# Traders : Number of Traders in Each Category :
All : 200: 50 51 57 72 70 152 156:
Old : 185: 52 42 40 60 62 129 129:
Other: 153: 27 39 26 56 60 101 110:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.1 17.5 23.7 26.1 12.0 13.8 19.1 19.6
Old : 19.0 23.6 29.4 33.2 17.7 23.6 26.8 31.4
Other: 14.8 19.4 26.9 29.1 13.6 17.4 25.4 26.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 17, 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 : 1,778,873: 362,857 189,511 494,060 775,141 802,269 1,632,058 1,485,839: 146,815 293,033
Old : 1,331,293: 295,268 196,767 348,129 575,307 595,219 1,218,705 1,140,115: 112,589 191,178
Other: 447,579: 121,227 46,381 92,293 199,834 207,050 413,353 345,724: 34,226 101,855
: : :
: : Changes in Commitments from: February 10, 2015 :
: 10,584: -15,628 3,645 8,225 18,540 4,469 11,137 16,338: -553 -5,755
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 10.7 27.8 43.6 45.1 91.7 83.5: 8.3 16.5
Old : 100.0: 22.2 14.8 26.1 43.2 44.7 91.5 85.6: 8.5 14.4
Other: 100.0: 27.1 10.4 20.6 44.6 46.3 92.4 77.2: 7.6 22.8
: : :
:# Traders : Number of Traders in Each Category :
All : 777: 163 203 238 297 340 610 657:
Old : 746: 141 216 206 285 323 563 621:
Other: 518: 103 90 93 150 264 298 408:
:----------------------------------------------------------------------------------------------------
: 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 : 15.1 10.5 21.9 16.4 9.2 6.1 14.6 9.9
Old : 14.6 9.7 22.6 16.2 10.5 7.7 17.7 12.3
Other: 22.7 17.7 31.2 26.5 14.6 10.7 22.1 16.2
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 17, 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 : 11,525: 1,100 1,814 1,642 6,698 5,848 9,440 9,304: 2,085 2,221
Old : 8,627: 1,239 1,630 1,124 4,579 4,064 6,942 6,817: 1,685 1,810
Other: 2,898: 5 327 375 2,119 1,785 2,498 2,487: 400 411
: : :
: : Changes in Commitments from: February 10, 2015 :
: 991: -191 125 246 980 849 1,036 1,221: -44 -230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 15.7 14.2 58.1 50.7 81.9 80.7: 18.1 19.3
Old : 100.0: 14.4 18.9 13.0 53.1 47.1 80.5 79.0: 19.5 21.0
Other: 100.0: 0.2 11.3 12.9 73.1 61.6 86.2 85.8: 13.8 14.2
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 10 8 7 14 11 28 23:
Old : 33: 11 6 6 13 9 26 20:
Other: 19: 2 5 6 10 10 16 17:
:----------------------------------------------------------------------------------------------------
: 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 : 39.2 45.8 58.7 63.6 31.0 34.1 36.7 38.9
Old : 37.0 54.5 56.1 65.3 32.2 47.1 43.3 51.9
Other: 58.0 50.6 77.7 71.2 50.5 48.0 61.1 59.4
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 17, 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 : 950,537: 164,186 172,983 309,163 420,281 331,714 893,630 813,860: 56,907 136,677
Old : 756,517: 153,970 188,152 219,350 339,403 263,185 712,723 670,688: 43,793 85,829
Other: 194,020: 58,934 33,549 41,095 80,878 68,528 180,906 143,172: 13,114 50,848
: : :
: : Changes in Commitments from: February 10, 2015 :
: -44,478: 8,694 -10,444 -28,588 -26,311 -195 -46,206 -39,227: 1,727 -5,251
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 18.2 32.5 44.2 34.9 94.0 85.6: 6.0 14.4
Old : 100.0: 20.4 24.9 29.0 44.9 34.8 94.2 88.7: 5.8 11.3
Other: 100.0: 30.4 17.3 21.2 41.7 35.3 93.2 73.8: 6.8 26.2
: : :
:# Traders : Number of Traders in Each Category :
All : 654: 181 233 276 176 201 513 567:
Old : 641: 162 246 244 162 191 472 541:
Other: 389: 120 96 107 86 135 253 294:
:----------------------------------------------------------------------------------------------------
: 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 : 13.8 11.9 20.4 18.5 8.5 7.0 13.2 10.3
Old : 13.2 12.5 20.9 19.9 8.5 9.3 15.4 14.8
Other: 19.4 19.1 31.7 24.8 17.6 17.4 28.7 21.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 17, 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 : 427,947: 104,713 68,676 108,347 181,614 219,331 394,674 396,353: 33,273 31,594
Old : 359,871: 109,614 74,573 74,690 150,147 183,107 334,452 332,370: 25,419 27,500
Other: 68,076: 15,511 14,514 13,244 31,467 36,224 60,222 63,983: 7,854 4,093
: : :
: : Changes in Commitments from: February 10, 2015 :
: -1,714: 5,911 -11,614 -3,646 -4,426 16,688 -2,161 1,429: 447 -3,143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 16.0 25.3 42.4 51.3 92.2 92.6: 7.8 7.4
Old : 100.0: 30.5 20.7 20.8 41.7 50.9 92.9 92.4: 7.1 7.6
Other: 100.0: 22.8 21.3 19.5 46.2 53.2 88.5 94.0: 11.5 6.0
: : :
:# Traders : Number of Traders in Each Category :
All : 318: 93 85 121 86 87 252 248:
Old : 311: 104 84 107 85 84 241 234:
Other: 154: 28 53 43 49 32 113 97:
:----------------------------------------------------------------------------------------------------
: 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 : 9.4 28.1 15.9 33.7 7.8 24.1 13.7 28.5
Old : 10.3 27.3 17.9 33.1 9.3 23.7 16.5 28.6
Other: 17.8 34.4 30.6 47.6 16.7 31.6 27.5 40.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 17, 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 : 843,661: 80,780 62,870 99,951 490,648 508,691 671,379 671,512: 172,282 172,149
Old : 843,661: 80,780 62,870 99,951 490,648 508,691 671,379 671,512: 172,282 172,149
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 10, 2015 :
: 14,638: 12,083 -14,744 16,048 -10,450 9,728 17,681 11,031: -3,043 3,607
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 7.5 11.8 58.2 60.3 79.6 79.6: 20.4 20.4
Old : 100.0: 9.6 7.5 11.8 58.2 60.3 79.6 79.6: 20.4 20.4
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 : 170: 34 35 47 79 86 137 144:
Old : 170: 34 35 47 79 86 137 144:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.2 14.3 31.4 22.9 18.1 9.7 24.1 16.3
Old : 23.2 14.3 31.4 22.9 18.1 9.7 24.1 16.3
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, February 17, 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 : 577,385: 48,924 79,945 28,770 380,166 382,145 457,860 490,860: 119,525 86,525
Old : 577,385: 48,924 79,945 28,770 380,166 382,145 457,860 490,860: 119,525 86,525
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 10, 2015 :
: 36,008: 3,465 1,755 11,457 22,689 26,454 37,610 39,666: -1,602 -3,657
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 13.8 5.0 65.8 66.2 79.3 85.0: 20.7 15.0
Old : 100.0: 8.5 13.8 5.0 65.8 66.2 79.3 85.0: 20.7 15.0
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 : 96: 13 15 13 54 53 76 72:
Old : 96: 13 15 13 54 53 76 72:
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 : 22.4 35.0 35.5 47.1 17.3 34.9 26.6 42.7
Old : 22.4 35.0 35.5 47.1 17.3 34.9 26.6 42.7
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, February 17, 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 : 6,809: 1,134 252 707 4,598 5,539 6,439 6,498: 370 311
Old : 6,809: 1,134 252 707 4,598 5,539 6,439 6,498: 370 311
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 10, 2015 :
: -64: -15 29 74 -81 -168 -22 -65: -42 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 3.7 10.4 67.5 81.3 94.6 95.4: 5.4 4.6
Old : 100.0: 16.7 3.7 10.4 67.5 81.3 94.6 95.4: 5.4 4.6
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 : 40: 11 5 8 16 19 29 31:
Old : 40: 11 5 8 16 19 29 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 : 41.6 57.6 62.3 72.6 22.6 34.6 30.9 40.0
Old : 41.6 57.6 62.3 72.6 22.6 34.6 30.9 40.0
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, February 17, 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 : 437,877: 110,189 65,797 96,961 179,469 239,723 386,619 402,481: 51,258 35,396
Old : 382,044: 111,636 59,033 76,586 148,347 217,312 336,569 352,932: 45,475 29,112
Other: 55,832: 7,678 15,889 11,250 31,122 22,410 50,050 49,549: 5,783 6,283
: : :
: : Changes in Commitments from: February 10, 2015 :
: 751: 7,630 -2,931 -3,055 -3,939 11,400 636 5,414: 115 -4,663
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 15.0 22.1 41.0 54.7 88.3 91.9: 11.7 8.1
Old : 100.0: 29.2 15.5 20.0 38.8 56.9 88.1 92.4: 11.9 7.6
Other: 100.0: 13.8 28.5 20.1 55.7 40.1 89.6 88.7: 10.4 11.3
: : :
:# Traders : Number of Traders in Each Category :
All : 306: 93 84 107 93 91 258 226:
Old : 305: 105 80 106 93 91 256 226:
Other: 134: 24 37 34 61 38 108 87:
:----------------------------------------------------------------------------------------------------
: 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 : 8.5 27.4 14.7 35.9 6.5 23.8 10.9 29.4
Old : 8.1 29.6 14.4 37.6 6.6 27.7 11.5 34.0
Other: 20.1 26.7 32.6 41.9 17.4 21.5 27.8 33.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 17, 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 : 10,577: 683 4,643 1,659 6,268 2,326 8,611 8,628: 1,966 1,948
Old : 10,356: 862 4,692 1,427 6,170 2,323 8,460 8,442: 1,896 1,913
Other: 221: 51 181 2 98 3 151 186: 70 35
: : :
: : Changes in Commitments from: February 10, 2015 :
: -655: 44 -161 -597 -136 77 -689 -682: 34 26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 43.9 15.7 59.3 22.0 81.4 81.6: 18.6 18.4
Old : 100.0: 8.3 45.3 13.8 59.6 22.4 81.7 81.5: 18.3 18.5
Other: 100.0: 23.1 81.9 0.9 44.3 1.4 68.3 84.2: 31.7 15.8
: : :
:# Traders : Number of Traders in Each Category :
All : 67: 12 21 13 24 17 44 48:
Old : 67: 13 22 12 23 17 42 48:
Other: 11: 2 4 1 5 1 8 5:
:----------------------------------------------------------------------------------------------------
: 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 : 37.4 30.6 51.3 43.1 36.9 27.9 46.6 37.4
Old : 37.7 31.3 51.7 44.1 37.1 28.5 47.1 38.4
Other: 65.2 83.7 68.3 84.2 65.2 81.9 66.1 81.9
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 17, 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 : 1,686,097: 335,845 340,853 131,194 1,119,510 1,058,587 1,586,550 1,530,634: 99,547 155,463
Old : 1,686,097: 335,845 340,853 131,194 1,119,510 1,058,587 1,586,550 1,530,634: 99,547 155,463
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 10, 2015 :
: 155,033: 55,114 35,906 12,138 94,495 111,866 161,747 159,910: -6,714 -4,876
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 20.2 7.8 66.4 62.8 94.1 90.8: 5.9 9.2
Old : 100.0: 19.9 20.2 7.8 66.4 62.8 94.1 90.8: 5.9 9.2
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 : 276: 43 64 41 108 130 172 214:
Old : 276: 43 64 41 108 130 172 214:
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 : 29.0 23.6 42.2 34.1 23.8 23.6 34.8 30.8
Old : 29.0 23.6 42.2 34.1 23.8 23.6 34.8 30.8
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, February 17, 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 : 3,510,074: 346,093 471,057 553,987 2,249,365 2,040,494 3,149,446 3,065,538: 360,628 444,536
Old : 3,510,074: 346,093 471,057 553,987 2,249,365 2,040,494 3,149,446 3,065,538: 360,628 444,536
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 10, 2015 :
: 122,168: -12,702 28,462 68,012 87,993 44,235 143,303 140,709: -21,135 -18,541
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 13.4 15.8 64.1 58.1 89.7 87.3: 10.3 12.7
Old : 100.0: 9.9 13.4 15.8 64.1 58.1 89.7 87.3: 10.3 12.7
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 : 409: 69 101 106 186 210 319 353:
Old : 409: 69 101 106 186 210 319 353:
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 13.4 31.5 20.5 21.5 9.8 27.5 14.3
Old : 23.3 13.4 31.5 20.5 21.5 9.8 27.5 14.3
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, February 17, 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 : 2,339,987: 370,520 396,178 187,988 1,553,644 1,388,735 2,112,152 1,972,900: 227,834 367,087
Old : 2,339,987: 370,520 396,178 187,988 1,553,644 1,388,735 2,112,152 1,972,900: 227,834 367,087
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 10, 2015 :
: 133,406: 17,428 32,094 29,796 117,618 64,546 164,842 126,436: -31,436 6,970
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 16.9 8.0 66.4 59.3 90.3 84.3: 9.7 15.7
Old : 100.0: 15.8 16.9 8.0 66.4 59.3 90.3 84.3: 9.7 15.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 291: 46 66 61 126 145 207 237:
Old : 291: 46 66 61 126 145 207 237:
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 : 19.1 13.2 30.2 22.6 15.9 11.7 24.6 18.9
Old : 19.1 13.2 30.2 22.6 15.9 11.7 24.6 18.9
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, February 17, 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 : 691,535: 25,583 131,567 149,403 489,662 363,850 664,648 644,820: 26,887 46,715
Old : 691,535: 25,583 131,567 149,403 489,662 363,850 664,648 644,820: 26,887 46,715
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 10, 2015 :
: -8,987: 6,836 -5,412 5,715 -18,802 -8,766 -6,251 -8,464: -2,736 -523
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 19.0 21.6 70.8 52.6 96.1 93.2: 3.9 6.8
Old : 100.0: 3.7 19.0 21.6 70.8 52.6 96.1 93.2: 3.9 6.8
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 : 109: 17 34 37 42 51 82 103:
Old : 109: 17 34 37 42 51 82 103:
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 : 41.7 21.1 52.7 33.5 28.5 11.3 31.9 19.3
Old : 41.7 21.1 52.7 33.5 28.5 11.3 31.9 19.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 17, 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 : 60,557: 20,955 8,559 880 28,070 45,096 49,906 54,536: 10,651 6,021
Old : 60,557: 20,955 8,559 880 28,070 45,096 49,906 54,536: 10,651 6,021
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 10, 2015 :
: 5,321: 3,556 237 71 1,279 5,024 4,907 5,332: 414 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.6 14.1 1.5 46.4 74.5 82.4 90.1: 17.6 9.9
Old : 100.0: 34.6 14.1 1.5 46.4 74.5 82.4 90.1: 17.6 9.9
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 : 91: 28 15 8 33 24 65 43:
Old : 91: 28 15 8 33 24 65 43:
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 : 22.7 36.3 36.2 56.8 22.7 36.3 36.1 56.5
Old : 22.7 36.3 36.2 56.8 22.7 36.3 36.1 56.5
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, February 17, 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 : 121,113: 41,910 17,118 1,761 56,140 90,193 99,811 109,071: 21,302 12,042
Old : 121,113: 41,910 17,118 1,761 56,140 90,193 99,811 109,071: 21,302 12,042
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 10, 2015 :
: 10,642: 7,112 475 142 2,559 10,047 9,814 10,664: 828 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.6 14.1 1.5 46.4 74.5 82.4 90.1: 17.6 9.9
Old : 100.0: 34.6 14.1 1.5 46.4 74.5 82.4 90.1: 17.6 9.9
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 : 91: 28 15 8 33 24 65 43:
Old : 91: 28 15 8 33 24 65 43:
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 : 22.7 36.3 36.2 56.8 22.7 36.3 36.1 56.5
Old : 22.7 36.3 36.2 56.8 22.7 36.3 36.1 56.5
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, February 17, 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 : 12,046: 10,504 9,755 789 662 1,467 11,955 12,011: 91 35
Old : 12,046: 10,504 9,755 789 662 1,467 11,955 12,011: 91 35
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 10, 2015 :
: -851: -1,031 -224 -9 200 -629 -840 -862: -11 11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.2 81.0 6.5 5.5 12.2 99.2 99.7: 0.8 0.3
Old : 100.0: 87.2 81.0 6.5 5.5 12.2 99.2 99.7: 0.8 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 : 25: 13 9 2 2 2 16 12:
Old : 25: 13 9 2 2 2 16 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 : 80.8 73.8 94.2 92.1 79.6 71.1 86.4 84.3
Old : 80.8 73.8 94.2 92.1 79.6 71.1 86.4 84.3
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, February 17, 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 : 55,991: 24,110 17,524 47 31,692 38,265 55,849 55,836: 142 155
Old : 55,991: 24,110 17,524 47 31,692 38,265 55,849 55,836: 142 155
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 10, 2015 :
: 1,035: 179 -33 47 815 1,390 1,041 1,404: -6 -369
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.1 31.3 0.1 56.6 68.3 99.7 99.7: 0.3 0.3
Old : 100.0: 43.1 31.3 0.1 56.6 68.3 99.7 99.7: 0.3 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 : 50: 10 16 1 9 17 19 34:
Old : 50: 10 16 1 9 17 19 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 : 80.4 46.5 96.5 69.3 79.6 39.6 90.5 62.4
Old : 80.4 46.5 96.5 69.3 79.6 39.6 90.5 62.4
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, February 17, 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 : 36,239: 23,013 12,876 107 12,954 22,781 36,074 35,764: 165 475
Old : 36,239: 23,013 12,876 107 12,954 22,781 36,074 35,764: 165 475
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 10, 2015 :
: 575: 1,033 -207 -169 -291 894 573 518: 2 57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.5 35.5 0.3 35.7 62.9 99.5 98.7: 0.5 1.3
Old : 100.0: 63.5 35.5 0.3 35.7 62.9 99.5 98.7: 0.5 1.3
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 : 46: 9 16 3 6 16 18 32:
Old : 46: 9 16 3 6 16 18 32:
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 : 88.4 57.9 96.7 74.3 88.4 57.9 96.7 73.7
Old : 88.4 57.9 96.7 74.3 88.4 57.9 96.7 73.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 20, 2015