WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 3, 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 : 507,390: 115,393 152,443 157,172 194,787 150,375 467,353 459,990: 40,037 47,399
Old : 255,424: 96,266 134,311 49,529 91,957 48,242 237,751 232,081: 17,673 23,343
Other: 251,965: 58,780 57,785 67,991 102,831 102,133 229,601 227,909: 22,364 24,056
: : :
: : Changes in Commitments from: February 24, 2015 :
: 18,091: -3,284 7,136 17,154 3,513 -5,391 17,382 18,899: 709 -808
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 30.0 31.0 38.4 29.6 92.1 90.7: 7.9 9.3
Old : 100.0: 37.7 52.6 19.4 36.0 18.9 93.1 90.9: 6.9 9.1
Other: 100.0: 23.3 22.9 27.0 40.8 40.5 91.1 90.5: 8.9 9.5
: : :
:# Traders : Number of Traders in Each Category :
All : 418: 140 128 161 109 101 347 313:
Old : 373: 153 101 90 84 73 273 229:
Other: 311: 85 105 99 85 90 238 234:
:----------------------------------------------------------------------------------------------------
: 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 : 12.1 9.3 20.0 16.5 10.6 8.1 17.6 13.8
Old : 15.7 14.3 24.8 24.8 15.3 13.6 24.3 24.0
Other: 13.9 14.2 22.8 23.0 11.1 13.1 18.1 18.5
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 3, 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 : 182,277: 46,159 61,235 25,814 93,669 71,546 165,643 158,595: 16,634 23,682
Old : 93,455: 36,814 47,824 6,061 42,582 29,140 85,456 83,025: 7,999 10,430
Other: 88,821: 17,151 21,216 11,947 51,087 42,406 80,186 75,569: 8,635 13,252
: : :
: : Changes in Commitments from: February 24, 2015 :
: 7,294: 2,048 5,935 2,058 3,080 -1,800 7,186 6,193: 108 1,101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 33.6 14.2 51.4 39.3 90.9 87.0: 9.1 13.0
Old : 100.0: 39.4 51.2 6.5 45.6 31.2 91.4 88.8: 8.6 11.2
Other: 100.0: 19.3 23.9 13.5 57.5 47.7 90.3 85.1: 9.7 14.9
: : :
:# Traders : Number of Traders in Each Category :
All : 194: 49 51 48 72 62 144 145:
Old : 171: 44 43 25 47 49 102 106:
Other: 152: 32 34 31 60 57 110 110:
:----------------------------------------------------------------------------------------------------
: 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 : 16.4 20.7 25.7 29.0 12.0 14.9 18.8 22.0
Old : 26.4 29.4 38.0 41.2 26.4 29.4 37.6 41.2
Other: 16.1 21.5 27.3 31.3 13.1 19.2 22.5 26.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 3, 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 : 1,610,985: 353,336 221,264 425,519 691,956 692,573 1,470,812 1,339,357: 140,173 271,628
Old : 1,130,899: 281,127 226,232 265,736 484,862 472,597 1,031,724 964,565: 99,175 166,334
Other: 480,085: 131,387 54,209 100,607 207,094 219,975 439,088 374,791: 40,998 105,294
: : :
: : Changes in Commitments from: February 24, 2015 :
: -10,420: -6,571 15,315 7,180 -5,430 -19,460 -4,821 3,035: -5,599 -13,454
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 13.7 26.4 43.0 43.0 91.3 83.1: 8.7 16.9
Old : 100.0: 24.9 20.0 23.5 42.9 41.8 91.2 85.3: 8.8 14.7
Other: 100.0: 27.4 11.3 21.0 43.1 45.8 91.5 78.1: 8.5 21.9
: : :
:# Traders : Number of Traders in Each Category :
All : 757: 166 187 213 276 327 579 616:
Old : 713: 163 173 181 255 308 520 574:
Other: 532: 108 96 95 153 269 313 414:
:----------------------------------------------------------------------------------------------------
: 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 : 12.9 8.9 20.4 14.7 8.9 6.0 15.2 10.0
Old : 13.0 10.4 21.5 16.8 12.2 8.3 20.6 13.4
Other: 21.0 16.5 29.2 25.0 13.4 9.9 20.8 15.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 3, 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 : 9,975: 1,219 2,127 1,201 5,503 4,607 7,923 7,934: 2,052 2,040
Old : 6,409: 1,481 1,848 550 2,865 2,594 4,896 4,992: 1,513 1,417
Other: 3,566: 31 571 358 2,638 2,013 3,026 2,942: 539 624
: : :
: : Changes in Commitments from: February 24, 2015 :
: -774: 322 62 -159 -835 -445 -672 -542: -102 -232
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 21.3 12.0 55.2 46.2 79.4 79.5: 20.6 20.5
Old : 100.0: 23.1 28.8 8.6 44.7 40.5 76.4 77.9: 23.6 22.1
Other: 100.0: 0.9 16.0 10.0 74.0 56.4 84.9 82.5: 15.1 17.5
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 10 8 6 16 12 29 23:
Old : 34: 11 6 5 13 10 25 20:
Other: 23: 5 3 6 12 12 19 19:
:----------------------------------------------------------------------------------------------------
: 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 : 33.2 41.2 51.7 59.3 29.4 32.3 37.6 39.2
Old : 34.1 53.2 51.7 65.6 29.7 49.7 45.7 58.1
Other: 50.3 44.1 73.2 64.6 44.1 40.8 58.5 57.1
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 3, 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 : 896,551: 186,324 151,688 288,931 369,595 316,336 844,850 756,954: 51,701 139,596
Old : 672,755: 175,002 169,423 185,928 275,105 235,067 636,035 590,417: 36,720 82,338
Other: 223,795: 68,439 39,382 45,886 94,489 81,269 208,815 166,537: 14,981 57,258
: : :
: : Changes in Commitments from: February 24, 2015 :
: 11,936: 13,270 -6,353 12,707 -7,448 535 18,529 6,890: -6,593 5,047
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 16.9 32.2 41.2 35.3 94.2 84.4: 5.8 15.6
Old : 100.0: 26.0 25.2 27.6 40.9 34.9 94.5 87.8: 5.5 12.2
Other: 100.0: 30.6 17.6 20.5 42.2 36.3 93.3 74.4: 6.7 25.6
: : :
:# Traders : Number of Traders in Each Category :
All : 659: 167 232 256 176 216 497 566:
Old : 637: 158 234 220 154 202 444 530:
Other: 416: 115 114 107 97 149 266 319:
:----------------------------------------------------------------------------------------------------
: 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 : 11.6 10.9 18.2 17.5 8.2 7.1 13.1 11.0
Old : 10.5 12.3 18.4 19.9 8.0 10.6 14.7 16.2
Other: 18.5 17.6 29.3 23.4 16.9 16.2 26.3 21.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 3, 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 : 386,889: 120,591 54,806 84,839 150,395 222,439 355,825 362,085: 31,064 24,804
Old : 315,017: 122,729 59,024 50,722 118,683 184,003 292,134 293,749: 22,884 21,269
Other: 71,872: 17,867 15,788 14,113 31,712 38,436 63,691 68,337: 8,180 3,535
: : :
: : Changes in Commitments from: February 24, 2015 :
: -8,118: 16,163 -11,839 -7,863 -16,142 17,803 -7,842 -1,899: -276 -6,219
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 14.2 21.9 38.9 57.5 92.0 93.6: 8.0 6.4
Old : 100.0: 39.0 18.7 16.1 37.7 58.4 92.7 93.2: 7.3 6.8
Other: 100.0: 24.9 22.0 19.6 44.1 53.5 88.6 95.1: 11.4 4.9
: : :
:# Traders : Number of Traders in Each Category :
All : 299: 95 79 106 77 81 235 221:
Old : 293: 104 78 94 77 77 227 207:
Other: 154: 38 48 43 47 36 117 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 : 8.5 30.6 15.5 37.4 8.5 28.2 15.3 34.2
Old : 9.6 30.5 17.8 37.5 9.6 28.2 17.5 34.9
Other: 17.4 35.3 30.3 47.6 16.6 33.8 28.1 43.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 3, 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 : 486,435: 55,197 51,044 40,816 243,372 244,995 339,385 336,855: 147,050 149,580
Old : 486,435: 55,197 51,044 40,816 243,372 244,995 339,385 336,855: 147,050 149,580
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2015 :
: -151,668: -9,511 1,471 9,554 -118,007 -125,544 -117,964 -114,520: -33,704 -37,149
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 10.5 8.4 50.0 50.4 69.8 69.2: 30.2 30.8
Old : 100.0: 11.3 10.5 8.4 50.0 50.4 69.8 69.2: 30.2 30.8
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 : 115: 21 25 30 51 60 88 99:
Old : 115: 21 25 30 51 60 88 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 : 16.3 14.9 26.2 24.0 14.4 11.1 20.6 17.5
Old : 16.3 14.9 26.2 24.0 14.4 11.1 20.6 17.5
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, March 3, 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 : 582,093: 51,161 86,573 17,754 401,391 388,090 470,306 492,417: 111,787 89,676
Old : 582,093: 51,161 86,573 17,754 401,391 388,090 470,306 492,417: 111,787 89,676
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2015 :
: -50,142: 4,500 -2,258 -11,937 -32,041 -36,068 -39,478 -50,263: -10,664 122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 14.9 3.1 69.0 66.7 80.8 84.6: 19.2 15.4
Old : 100.0: 8.8 14.9 3.1 69.0 66.7 80.8 84.6: 19.2 15.4
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 : 89: 12 13 12 52 50 71 68:
Old : 89: 12 13 12 52 50 71 68:
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 35.6 37.2 46.8 19.0 34.3 30.3 43.8
Old : 23.2 35.6 37.2 46.8 19.0 34.3 30.3 43.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 3, 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 : 6,930: 1,195 216 739 4,516 5,703 6,450 6,658: 480 272
Old : 6,930: 1,195 216 739 4,516 5,703 6,450 6,658: 480 272
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2015 :
: 157: 31 -13 47 32 185 110 219: 47 -62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 3.1 10.7 65.2 82.3 93.1 96.1: 6.9 3.9
Old : 100.0: 17.2 3.1 10.7 65.2 82.3 93.1 96.1: 6.9 3.9
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 : 36: 10 4 7 15 18 26 29:
Old : 36: 10 4 7 15 18 26 29:
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 : 40.3 59.5 63.2 75.5 24.5 37.6 33.0 42.5
Old : 40.3 59.5 63.2 75.5 24.5 37.6 33.0 42.5
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, March 3, 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 : 392,912: 106,492 62,185 76,426 163,111 221,118 346,028 359,729: 46,883 33,182
Old : 333,028: 105,429 54,634 57,465 130,956 194,296 293,850 306,395: 39,178 26,633
Other: 59,884: 10,204 16,692 9,819 32,155 26,823 52,178 53,334: 7,705 6,550
: : :
: : Changes in Commitments from: February 24, 2015 :
: -16,028: -9,869 1,822 585 -3,160 -15,686 -12,443 -13,279: -3,584 -2,748
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 15.8 19.5 41.5 56.3 88.1 91.6: 11.9 8.4
Old : 100.0: 31.7 16.4 17.3 39.3 58.3 88.2 92.0: 11.8 8.0
Other: 100.0: 17.0 27.9 16.4 53.7 44.8 87.1 89.1: 12.9 10.9
: : :
:# Traders : Number of Traders in Each Category :
All : 278: 78 84 86 87 83 223 202:
Old : 276: 86 78 81 85 82 219 196:
Other: 143: 31 34 27 63 42 112 86:
:----------------------------------------------------------------------------------------------------
: 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 : 8.2 29.2 14.1 37.2 7.9 25.9 13.0 32.6
Old : 8.2 31.8 14.6 39.6 8.1 30.4 14.1 38.0
Other: 19.7 28.5 30.9 43.1 17.1 21.8 27.2 33.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 3, 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 : 9,539: 811 4,773 1,036 5,851 1,814 7,699 7,623: 1,840 1,916
Old : 9,015: 1,282 4,810 514 5,460 1,811 7,256 7,134: 1,759 1,881
Other: 524: 51 485 1 391 3 443 489: 81 35
: : :
: : Changes in Commitments from: February 24, 2015 :
: -69: 25 99 -32 150 -113 142 -47: -211 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 50.0 10.9 61.3 19.0 80.7 79.9: 19.3 20.1
Old : 100.0: 14.2 53.4 5.7 60.6 20.1 80.5 79.1: 19.5 20.9
Other: 100.0: 9.7 92.6 0.2 74.6 0.6 84.5 93.3: 15.5 6.7
: : :
:# Traders : Number of Traders in Each Category :
All : 66: 10 26 13 22 14 44 44:
Old : 66: 14 24 11 20 14 41 43:
Other: 13: 2 4 1 7 1 10 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 : 42.9 32.1 55.2 43.5 40.1 31.3 48.6 40.1
Old : 42.5 33.1 55.5 43.2 41.8 33.1 51.7 42.4
Other: 79.0 92.7 84.2 93.3 79.0 92.6 83.8 92.6
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 3, 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 : 1,413,677: 314,170 342,469 65,626 927,892 855,218 1,307,687 1,263,313: 105,989 150,364
Old : 1,413,677: 314,170 342,469 65,626 927,892 855,218 1,307,687 1,263,313: 105,989 150,364
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2015 :
: -197,511: -2,552 2,712 -6,095 -170,933 -174,155 -179,581 -177,538: -17,930 -19,973
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 24.2 4.6 65.6 60.5 92.5 89.4: 7.5 10.6
Old : 100.0: 22.2 24.2 4.6 65.6 60.5 92.5 89.4: 7.5 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 : 261: 48 53 33 101 126 162 199:
Old : 261: 48 53 33 101 126 162 199:
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 : 25.8 25.2 40.3 34.6 24.2 25.2 38.0 33.0
Old : 25.8 25.2 40.3 34.6 24.2 25.2 38.0 33.0
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, March 3, 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 : 3,138,767: 329,169 482,201 336,159 2,145,459 1,873,802 2,810,787 2,692,161: 327,979 446,605
Old : 3,138,767: 329,169 482,201 336,159 2,145,459 1,873,802 2,810,787 2,692,161: 327,979 446,605
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2015 :
: 793: -9,114 21,053 -25,803 76,492 4,883 41,575 134: -40,782 660
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 15.4 10.7 68.4 59.7 89.6 85.8: 10.4 14.2
Old : 100.0: 10.5 15.4 10.7 68.4 59.7 89.6 85.8: 10.4 14.2
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 : 380: 63 98 98 168 190 290 327:
Old : 380: 63 98 98 168 190 290 327:
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 16.1 37.8 23.1 26.1 12.5 33.5 17.1
Old : 29.0 16.1 37.8 23.1 26.1 12.5 33.5 17.1
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, March 3, 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 : 2,126,094: 417,998 427,581 109,145 1,380,364 1,216,217 1,907,507 1,752,942: 218,587 373,152
Old : 2,126,094: 417,998 427,581 109,145 1,380,364 1,216,217 1,907,507 1,752,942: 218,587 373,152
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2015 :
: -168,896: 29,676 22,924 -18,337 -90,641 -82,347 -79,302 -77,760: -89,594 -91,135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 20.1 5.1 64.9 57.2 89.7 82.4: 10.3 17.6
Old : 100.0: 19.7 20.1 5.1 64.9 57.2 89.7 82.4: 10.3 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 : 266: 44 60 49 113 135 185 216:
Old : 266: 44 60 49 113 135 185 216:
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 : 18.7 15.2 31.9 24.8 15.5 13.0 26.8 20.7
Old : 18.7 15.2 31.9 24.8 15.5 13.0 26.8 20.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 3, 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 : 669,927: 19,516 132,341 153,946 468,346 330,755 641,808 617,041: 28,119 52,886
Old : 669,927: 19,516 132,341 153,946 468,346 330,755 641,808 617,041: 28,119 52,886
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2015 :
: -40,108: -17,504 5,757 -7,625 -14,968 -34,346 -40,097 -36,214: -11 -3,895
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 19.8 23.0 69.9 49.4 95.8 92.1: 4.2 7.9
Old : 100.0: 2.9 19.8 23.0 69.9 49.4 95.8 92.1: 4.2 7.9
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 : 108: 19 32 37 37 51 75 105:
Old : 108: 19 32 37 37 51 75 105:
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 : 44.0 16.8 55.3 28.8 31.5 10.4 35.7 18.6
Old : 44.0 16.8 55.3 28.8 31.5 10.4 35.7 18.6
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, March 3, 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 : 60,534: 21,186 9,031 756 30,341 43,247 52,282 53,034: 8,251 7,500
Old : 60,534: 21,186 9,031 756 30,341 43,247 52,282 53,034: 8,251 7,500
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2015 :
: 454: 1,383 6 -40 1,484 -1,226 2,828 -1,260: -2,373 1,714
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.0 14.9 1.2 50.1 71.4 86.4 87.6: 13.6 12.4
Old : 100.0: 35.0 14.9 1.2 50.1 71.4 86.4 87.6: 13.6 12.4
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 : 99: 31 18 8 36 25 71 47:
Old : 99: 31 18 8 36 25 71 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 : 22.1 36.1 35.0 54.9 21.9 36.1 34.8 54.4
Old : 22.1 36.1 35.0 54.9 21.9 36.1 34.8 54.4
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, March 3, 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 : 121,067: 42,371 18,062 1,512 60,681 86,493 104,564 106,067: 16,503 15,000
Old : 121,067: 42,371 18,062 1,512 60,681 86,493 104,564 106,067: 16,503 15,000
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2015 :
: 909: 2,766 12 -79 2,969 -2,452 5,655 -2,519: -4,747 3,428
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.0 14.9 1.2 50.1 71.4 86.4 87.6: 13.6 12.4
Old : 100.0: 35.0 14.9 1.2 50.1 71.4 86.4 87.6: 13.6 12.4
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 : 99: 31 18 8 36 25 71 47:
Old : 99: 31 18 8 36 25 71 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 : 22.1 36.1 35.0 54.9 21.9 36.1 34.8 54.4
Old : 22.1 36.1 35.0 54.9 21.9 36.1 34.8 54.4
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, March 3, 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 : 13,966: 12,414 10,790 753 691 2,407 13,858 13,950: 108 16
Old : 13,966: 12,414 10,790 753 691 2,407 13,858 13,950: 108 16
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2015 :
: 1,904: 1,860 952 8 29 961 1,897 1,921: 7 -17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.9 77.3 5.4 4.9 17.2 99.2 99.9: 0.8 0.1
Old : 100.0: 88.9 77.3 5.4 4.9 17.2 99.2 99.9: 0.8 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 : 25: 13 10 2 1 2 15 13:
Old : 25: 13 10 2 1 2 15 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 : 84.9 70.5 96.5 89.0 84.1 68.6 87.7 82.6
Old : 84.9 70.5 96.5 89.0 84.1 68.6 87.7 82.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 3, 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 : 57,559: 23,916 16,801 7 33,474 40,528 57,397 57,336: 162 223
Old : 57,559: 23,916 16,801 7 33,474 40,528 57,397 57,336: 162 223
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2015 :
: 1,400: 397 -981 7 960 2,299 1,364 1,325: 36 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.6 29.2 0.0 58.2 70.4 99.7 99.6: 0.3 0.4
Old : 100.0: 41.6 29.2 0.0 58.2 70.4 99.7 99.6: 0.3 0.4
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 : 46: 5 17 1 9 18 14 36:
Old : 46: 5 17 1 9 18 14 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 82.3 44.8 97.4 68.0 78.4 38.0 88.4 61.3
Old : 82.3 44.8 97.4 68.0 78.4 38.0 88.4 61.3
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, March 3, 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 : 37,005: 23,978 12,271 51 12,879 24,549 36,908 36,871: 97 134
Old : 37,005: 23,978 12,271 51 12,879 24,549 36,908 36,871: 97 134
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2015 :
: 1,162: 565 -372 28 577 1,825 1,170 1,481: -8 -319
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.8 33.2 0.1 34.8 66.3 99.7 99.6: 0.3 0.4
Old : 100.0: 64.8 33.2 0.1 34.8 66.3 99.7 99.6: 0.3 0.4
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 : 43: 8 14 4 6 16 16 32:
Old : 43: 8 14 4 6 16 16 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 : 87.2 59.4 97.2 76.7 87.2 59.1 97.2 76.2
Old : 87.2 59.4 97.2 76.7 87.2 59.1 97.2 76.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 6, 2015