WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 557,266: 116,857 163,770 184,046 216,596 163,924 517,500 511,741: 39,767 45,526
Old : 255,927: 91,651 143,248 55,123 92,526 36,369 239,300 234,740: 16,627 21,187
Other: 301,339: 65,205 60,521 88,925 124,071 127,555 278,200 277,000: 23,139 24,339
: : :
: : Changes in Commitments from: March 10, 2015 :
: 12,518: 2,688 -865 8,221 750 8,107 11,659 15,464: 860 -2,945
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 29.4 33.0 38.9 29.4 92.9 91.8: 7.1 8.2
Old : 100.0: 35.8 56.0 21.5 36.2 14.2 93.5 91.7: 6.5 8.3
Other: 100.0: 21.6 20.1 29.5 41.2 42.3 92.3 91.9: 7.7 8.1
: : :
:# Traders : Number of Traders in Each Category :
All : 429: 147 130 177 112 105 358 333:
Old : 368: 140 109 100 82 75 261 245:
Other: 332: 97 107 114 92 97 258 260:
:----------------------------------------------------------------------------------------------------
: 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 : 11.5 8.2 18.6 15.2 9.6 7.2 16.0 12.5
Old : 15.1 14.1 24.2 23.5 14.7 13.6 23.6 23.0
Other: 12.9 13.3 21.7 22.7 10.3 10.7 16.2 16.1
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 178,274: 46,701 60,600 29,654 83,775 64,099 160,130 154,352: 18,145 23,922
Old : 87,331: 35,554 47,505 6,195 36,793 24,214 78,541 77,915: 8,790 9,416
Other: 90,943: 20,750 22,698 13,856 46,983 39,885 81,589 76,438: 9,354 14,505
: : :
: : Changes in Commitments from: March 10, 2015 :
: -1,144: -1,205 -1,368 3,915 -5,298 -2,927 -2,588 -380: 1,444 -764
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 34.0 16.6 47.0 36.0 89.8 86.6: 10.2 13.4
Old : 100.0: 40.7 54.4 7.1 42.1 27.7 89.9 89.2: 10.1 10.8
Other: 100.0: 22.8 25.0 15.2 51.7 43.9 89.7 84.1: 10.3 15.9
: : :
:# Traders : Number of Traders in Each Category :
All : 193: 51 50 53 72 68 148 151:
Old : 170: 46 40 25 47 48 101 105:
Other: 159: 35 37 34 63 62 118 117:
:----------------------------------------------------------------------------------------------------
: 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 : 14.4 20.0 23.0 27.7 11.5 15.7 18.5 22.4
Old : 23.1 29.9 36.2 42.3 22.8 29.9 35.4 42.3
Other: 14.1 18.5 24.3 28.1 12.5 18.0 21.9 26.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 1,778,928: 348,889 312,778 499,709 780,738 691,165 1,629,335 1,503,652: 149,593 275,276
Old : 1,255,639: 268,971 302,986 335,079 548,799 452,101 1,152,848 1,090,167: 102,790 165,472
Other: 523,289: 125,763 55,637 118,785 231,939 239,064 476,487 413,485: 46,802 109,804
: : :
: : Changes in Commitments from: March 10, 2015 :
: 136,596: 4,137 76,796 61,555 61,186 -6,142 126,878 132,209: 9,718 4,386
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 17.6 28.1 43.9 38.9 91.6 84.5: 8.4 15.5
Old : 100.0: 21.4 24.1 26.7 43.7 36.0 91.8 86.8: 8.2 13.2
Other: 100.0: 24.0 10.6 22.7 44.3 45.7 91.1 79.0: 8.9 21.0
: : :
:# Traders : Number of Traders in Each Category :
All : 804: 195 208 232 298 327 619 660:
Old : 758: 182 204 199 273 304 557 613:
Other: 553: 113 108 115 165 267 348 427:
:----------------------------------------------------------------------------------------------------
: 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 : 13.2 8.4 20.1 13.9 8.8 4.9 14.1 8.8
Old : 12.7 8.5 21.1 14.6 11.0 6.9 19.2 11.5
Other: 19.5 17.3 27.3 25.4 11.7 10.5 19.1 15.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 10,635: 1,633 2,509 1,189 5,826 4,912 8,648 8,611: 1,986 2,024
Old : 6,751: 1,767 1,979 637 2,904 2,696 5,308 5,312: 1,442 1,439
Other: 3,884: 49 714 369 2,922 2,216 3,340 3,299: 544 585
: : :
: : Changes in Commitments from: March 10, 2015 :
: 230: -37 14 116 284 -33 364 98: -134 132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 23.6 11.2 54.8 46.2 81.3 81.0: 18.7 19.0
Old : 100.0: 26.2 29.3 9.4 43.0 39.9 78.6 78.7: 21.4 21.3
Other: 100.0: 1.3 18.4 9.5 75.2 57.1 86.0 84.9: 14.0 15.1
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 8 10 6 17 12 30 23:
Old : 34: 9 7 5 13 10 25 19:
Other: 25: 4 5 6 13 12 20 20:
:----------------------------------------------------------------------------------------------------
: 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 : 35.4 42.7 54.7 61.2 33.8 33.3 41.8 41.6
Old : 36.9 55.5 54.1 67.4 34.1 50.7 47.7 59.3
Other: 52.2 43.5 72.9 65.8 47.3 40.9 60.2 59.3
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 990,121: 170,270 178,577 325,144 440,775 348,054 936,189 851,775: 53,932 138,347
Old : 736,654: 154,800 191,789 215,388 331,122 249,365 701,311 656,542: 35,343 80,112
Other: 253,467: 68,939 40,258 56,286 109,653 98,689 234,878 195,233: 18,589 58,234
: : :
: : Changes in Commitments from: March 10, 2015 :
: 76,553: -678 19,242 35,441 38,624 19,730 73,387 74,413: 3,166 2,140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 18.0 32.8 44.5 35.2 94.6 86.0: 5.4 14.0
Old : 100.0: 21.0 26.0 29.2 44.9 33.9 95.2 89.1: 4.8 10.9
Other: 100.0: 27.2 15.9 22.2 43.3 38.9 92.7 77.0: 7.3 23.0
: : :
:# Traders : Number of Traders in Each Category :
All : 679: 170 250 272 174 209 508 589:
Old : 652: 163 253 235 154 189 455 546:
Other: 437: 122 122 119 97 158 279 343:
:----------------------------------------------------------------------------------------------------
: 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 : 12.5 10.7 19.3 17.3 7.7 5.7 12.4 9.3
Old : 12.2 11.9 20.2 19.1 9.0 8.0 14.7 13.3
Other: 16.9 17.7 26.6 23.4 15.4 16.3 24.3 21.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 413,076: 108,458 90,545 98,130 175,851 193,113 382,439 381,788: 30,637 31,288
Old : 329,736: 111,287 94,982 59,415 137,358 148,596 308,061 302,993: 21,675 26,742
Other: 83,340: 21,889 20,281 13,996 38,493 44,517 74,378 78,794: 8,962 4,546
: : :
: : Changes in Commitments from: March 10, 2015 :
: 16,748: -5,539 12,872 9,712 12,782 -7,770 16,955 14,815: -207 1,934
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 21.9 23.8 42.6 46.8 92.6 92.4: 7.4 7.6
Old : 100.0: 33.8 28.8 18.0 41.7 45.1 93.4 91.9: 6.6 8.1
Other: 100.0: 26.3 24.3 16.8 46.2 53.4 89.2 94.5: 10.8 5.5
: : :
:# Traders : Number of Traders in Each Category :
All : 320: 89 102 115 84 77 242 247:
Old : 314: 93 109 97 82 72 229 229:
Other: 163: 55 37 45 49 36 125 100:
:----------------------------------------------------------------------------------------------------
: 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 : 8.6 25.5 15.5 31.3 8.0 23.2 14.2 28.5
Old : 9.8 25.3 18.2 31.0 9.3 23.7 17.2 29.2
Other: 17.3 31.2 29.0 44.2 16.1 29.6 27.3 41.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 481,448: 59,351 34,055 38,196 234,612 254,020 332,160 326,271: 149,289 155,178
Old : 481,448: 59,351 34,055 38,196 234,612 254,020 332,160 326,271: 149,289 155,178
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2015 :
: 9,366: 12,330 -3,959 780 -5,521 17,056 7,589 13,877: 1,778 -4,510
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 7.1 7.9 48.7 52.8 69.0 67.8: 31.0 32.2
Old : 100.0: 12.3 7.1 7.9 48.7 52.8 69.0 67.8: 31.0 32.2
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 : 124: 25 23 29 58 68 97 106:
Old : 124: 25 23 29 58 68 97 106:
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 : 16.5 16.4 25.7 25.5 12.3 13.8 18.0 19.8
Old : 16.5 16.4 25.7 25.5 12.3 13.8 18.0 19.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 582,044: 51,386 93,378 11,294 401,192 393,345 463,872 498,017: 118,172 84,027
Old : 582,044: 51,386 93,378 11,294 401,192 393,345 463,872 498,017: 118,172 84,027
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2015 :
: -6,291: -1,782 595 -1,960 -6,390 2,056 -10,132 691: 3,841 -6,982
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 16.0 1.9 68.9 67.6 79.7 85.6: 20.3 14.4
Old : 100.0: 8.8 16.0 1.9 68.9 67.6 79.7 85.6: 20.3 14.4
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 : 90: 12 15 11 52 47 71 66:
Old : 90: 12 15 11 52 47 71 66:
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 : 24.0 38.1 38.4 49.4 20.0 37.4 31.9 47.4
Old : 24.0 38.1 38.4 49.4 20.0 37.4 31.9 47.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 7,713: 1,233 103 984 5,076 6,330 7,293 7,417: 420 296
Old : 7,713: 1,233 103 984 5,076 6,330 7,293 7,417: 420 296
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2015 :
: 418: 19 -13 201 191 207 411 395: 7 23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 1.3 12.8 65.8 82.1 94.6 96.2: 5.4 3.8
Old : 100.0: 16.0 1.3 12.8 65.8 82.1 94.6 96.2: 5.4 3.8
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 : 39: 10 4 8 19 20 32 30:
Old : 39: 10 4 8 19 20 32 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 : 36.6 56.3 58.8 74.7 24.4 38.8 34.1 43.7
Old : 36.6 56.3 58.8 74.7 24.4 38.8 34.1 43.7
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 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 : 401,259: 100,227 70,778 82,801 172,473 214,224 355,501 367,804: 45,757 33,455
Old : 332,130: 97,073 60,589 60,627 136,775 183,537 294,474 304,753: 37,657 27,378
Other: 69,128: 14,057 21,091 11,272 35,698 30,688 61,028 63,051: 8,101 6,077
: : :
: : Changes in Commitments from: March 10, 2015 :
: 417: -10,303 6,914 4,335 7,532 -16,395 1,563 -5,147: -1,146 5,564
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 17.6 20.6 43.0 53.4 88.6 91.7: 11.4 8.3
Old : 100.0: 29.2 18.2 18.3 41.2 55.3 88.7 91.8: 11.3 8.2
Other: 100.0: 20.3 30.5 16.3 51.6 44.4 88.3 91.2: 11.7 8.8
: : :
:# Traders : Number of Traders in Each Category :
All : 288: 79 91 98 90 78 233 214:
Old : 286: 88 88 89 88 74 224 206:
Other: 153: 29 42 32 67 45 121 94:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 8.6 27.3 14.9 35.1 7.7 23.7 12.7 29.6
Old : 8.3 29.8 14.9 37.2 8.0 27.9 14.0 34.8
Other: 17.6 29.9 28.5 42.9 14.1 21.7 23.8 32.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 9,359: 766 5,001 941 5,797 1,798 7,503 7,739: 1,856 1,620
Old : 8,815: 1,256 5,050 398 5,363 1,795 7,016 7,242: 1,799 1,573
Other: 545: 52 493 1 434 3 487 497: 58 47
: : :
: : Changes in Commitments from: March 10, 2015 :
: -113: -9 142 23 -101 49 -87 214: -26 -327
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 53.4 10.1 61.9 19.2 80.2 82.7: 19.8 17.3
Old : 100.0: 14.2 57.3 4.5 60.8 20.4 79.6 82.2: 20.4 17.8
Other: 100.0: 9.5 90.6 0.2 79.7 0.6 89.4 91.3: 10.6 8.7
: : :
:# Traders : Number of Traders in Each Category :
All : 68: 13 26 9 22 15 40 47:
Old : 68: 14 27 7 20 15 37 46:
Other: 14: 3 4 1 7 1 11 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 : 44.3 32.4 56.1 44.4 41.0 31.4 48.6 40.5
Old : 43.7 33.4 56.2 44.1 42.9 33.4 51.9 43.0
Other: 83.4 90.8 88.9 91.3 83.4 90.6 88.5 90.6
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 1,405,589: 360,125 334,205 63,537 884,291 874,793 1,307,952 1,272,535: 97,637 133,054
Old : 1,405,589: 360,125 334,205 63,537 884,291 874,793 1,307,952 1,272,535: 97,637 133,054
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2015 :
: 227: 23,586 -78 2,330 -14,322 16,618 11,594 18,871: -11,367 -18,643
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 23.8 4.5 62.9 62.2 93.1 90.5: 6.9 9.5
Old : 100.0: 25.6 23.8 4.5 62.9 62.2 93.1 90.5: 6.9 9.5
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 : 261: 50 56 35 97 121 161 198:
Old : 261: 50 56 35 97 121 161 198:
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 : 28.7 24.6 41.9 34.4 28.4 24.6 39.8 32.9
Old : 28.7 24.6 41.9 34.4 28.4 24.6 39.8 32.9
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 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 : 3,190,085: 358,464 491,364 318,044 2,197,375 1,945,195 2,873,882 2,754,603: 316,203 435,482
Old : 3,190,085: 358,464 491,364 318,044 2,197,375 1,945,195 2,873,882 2,754,603: 316,203 435,482
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2015 :
: 10,609: 12,545 -27,748 -3,728 1,700 65,840 10,517 34,364: 92 -23,755
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 15.4 10.0 68.9 61.0 90.1 86.3: 9.9 13.7
Old : 100.0: 11.2 15.4 10.0 68.9 61.0 90.1 86.3: 9.9 13.7
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 : 393: 55 112 101 174 195 299 338:
Old : 393: 55 112 101 174 195 299 338:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.4 16.0 39.9 25.1 28.0 13.3 34.7 18.5
Old : 31.4 16.0 39.9 25.1 28.0 13.3 34.7 18.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 2,200,019: 428,294 407,598 109,291 1,434,829 1,299,992 1,972,413 1,816,880: 227,606 383,139
Old : 2,200,019: 428,294 407,598 109,291 1,434,829 1,299,992 1,972,413 1,816,880: 227,606 383,139
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2015 :
: 50,555: -7,459 -3,069 10,630 37,521 27,782 40,693 35,343: 9,862 15,212
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 18.5 5.0 65.2 59.1 89.7 82.6: 10.3 17.4
Old : 100.0: 19.5 18.5 5.0 65.2 59.1 89.7 82.6: 10.3 17.4
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 : 283: 44 65 50 125 140 197 227:
Old : 283: 44 65 50 125 140 197 227:
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 14.5 32.7 23.7 15.8 12.5 27.4 19.7
Old : 18.7 14.5 32.7 23.7 15.8 12.5 27.4 19.7
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 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 : 778,340: 31,077 136,640 200,120 522,966 390,746 754,163 727,506: 24,177 50,833
Old : 778,340: 31,077 136,640 200,120 522,966 390,746 754,163 727,506: 24,177 50,833
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2015 :
: 42,666: 13,372 6,825 3,559 27,193 31,647 44,123 42,031: -1,457 636
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 17.6 25.7 67.2 50.2 96.9 93.5: 3.1 6.5
Old : 100.0: 4.0 17.6 25.7 67.2 50.2 96.9 93.5: 3.1 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 : 116: 21 31 34 41 58 76 112:
Old : 116: 21 31 34 41 58 76 112:
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 19.6 54.2 30.8 28.8 8.7 32.8 15.9
Old : 41.7 19.6 54.2 30.8 28.8 8.7 32.8 15.9
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 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 : 56,513: 15,849 10,318 1,770 30,547 38,051 48,166 50,138: 8,347 6,375
Old : 56,513: 15,849 10,318 1,770 30,547 38,051 48,166 50,138: 8,347 6,375
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2015 :
: -1,326: -2,103 1,210 603 -283 -1,678 -1,783 136: 457 -1,462
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 18.3 3.1 54.1 67.3 85.2 88.7: 14.8 11.3
Old : 100.0: 28.0 18.3 3.1 54.1 67.3 85.2 88.7: 14.8 11.3
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: 30 19 12 34 26 69 53:
Old : 96: 30 19 12 34 26 69 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.6 39.3 35.3 57.5 22.5 34.8 34.2 52.7
Old : 22.6 39.3 35.3 57.5 22.5 34.8 34.2 52.7
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 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 : 113,026: 31,697 20,635 3,539 61,095 76,102 96,332 100,277: 16,695 12,749
Old : 113,026: 31,697 20,635 3,539 61,095 76,102 96,332 100,277: 16,695 12,749
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2015 :
: -2,652: -4,205 2,421 1,206 -567 -3,355 -3,566 272: 914 -2,924
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 18.3 3.1 54.1 67.3 85.2 88.7: 14.8 11.3
Old : 100.0: 28.0 18.3 3.1 54.1 67.3 85.2 88.7: 14.8 11.3
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: 30 19 12 34 26 69 53:
Old : 96: 30 19 12 34 26 69 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.6 39.3 35.3 57.5 22.5 34.8 34.2 52.7
Old : 22.6 39.3 35.3 57.5 22.5 34.8 34.2 52.7
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 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 : 16,924: 13,242 13,445 2,655 915 678 16,812 16,778: 112 146
Old : 16,924: 13,242 13,445 2,655 915 678 16,812 16,778: 112 146
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2015 :
: 2,674: 556 638 1,903 224 0 2,683 2,541: -9 133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.2 79.4 15.7 5.4 4.0 99.3 99.1: 0.7 0.9
Old : 100.0: 78.2 79.4 15.7 5.4 4.0 99.3 99.1: 0.7 0.9
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 : 26: 13 12 4 1 1 17 14:
Old : 26: 13 12 4 1 1 17 14:
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 : 81.3 64.6 96.4 88.7 74.3 60.2 78.2 74.5
Old : 81.3 64.6 96.4 88.7 74.3 60.2 78.2 74.5
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 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 : 46,449: 31,988 18,078 0 14,333 28,233 46,321 46,311: 128 138
Old : 46,449: 31,988 18,078 0 14,333 28,233 46,321 46,311: 128 138
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2015 :
: -15,997: 6,217 326 -8,412 -13,824 -7,889 -16,019 -15,975: 22 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.9 38.9 0.0 30.9 60.8 99.7 99.7: 0.3 0.3
Old : 100.0: 68.9 38.9 0.0 30.9 60.8 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 : 42: 7 16 0 7 14 14 30:
Old : 42: 7 16 0 7 14 14 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 : 90.8 53.4 97.4 73.7 84.7 45.1 89.9 65.4
Old : 90.8 53.4 97.4 73.7 84.7 45.1 89.9 65.4
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, March 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 : 36,670: 27,689 12,713 19 8,842 23,835 36,550 36,567: 120 103
Old : 36,670: 27,689 12,713 19 8,842 23,835 36,550 36,567: 120 103
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2015 :
: -3,909: 3,567 747 -4,109 -3,372 -540 -3,914 -3,902: 5 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.5 34.7 0.1 24.1 65.0 99.7 99.7: 0.3 0.3
Old : 100.0: 75.5 34.7 0.1 24.1 65.0 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 : 42: 8 15 1 5 15 14 30:
Old : 42: 8 15 1 5 15 14 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 : 95.4 59.8 98.4 78.4 95.4 59.5 98.2 77.9
Old : 95.4 59.8 98.4 78.4 95.4 59.5 98.2 77.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 20, 2015