WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 8, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 484,655: 104,990 138,378 133,829 204,833 163,990 443,651 436,196: 41,004 48,459
Old : 453,513: 95,370 141,898 124,631 195,361 145,904 415,361 412,433: 38,152 41,081
Other: 31,141: 16,025 2,885 2,793 9,472 18,086 28,290 23,763: 2,851 7,378
: : :
: : Changes in Commitments from: July 1, 2014 :
: 26,075: 1,566 6,152 13,894 6,660 3,717 22,120 23,763: 3,956 2,313
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 28.6 27.6 42.3 33.8 91.5 90.0: 8.5 10.0
Old : 100.0: 21.0 31.3 27.5 43.1 32.2 91.6 90.9: 8.4 9.1
Other: 100.0: 51.5 9.3 9.0 30.4 58.1 90.8 76.3: 9.2 23.7
: : :
:# Traders : Number of Traders in Each Category :
All : 385: 117 137 129 103 99 291 302:
Old : 382: 120 136 126 102 98 287 298:
Other: 124: 20 28 20 26 62 62 98:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.6 11.1 23.8 18.6 13.6 9.9 21.4 15.8
Old : 16.5 11.9 24.4 19.5 14.7 11.2 22.2 17.5
Other: 56.6 23.7 68.8 40.4 56.5 20.9 67.4 35.2
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 8, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 146,739: 52,104 34,861 14,906 64,269 71,981 131,279 121,748: 15,459 24,990
Old : 139,360: 50,761 34,988 13,461 60,449 69,257 124,671 117,706: 14,689 21,654
Other: 7,379: 2,596 1,126 191 3,820 2,725 6,608 4,042: 771 3,337
: : :
: : Changes in Commitments from: July 1, 2014 :
: 3,269: -664 2,621 813 3,270 -1,366 3,419 2,068: -150 1,201
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.5 23.8 10.2 43.8 49.1 89.5 83.0: 10.5 17.0
Old : 100.0: 36.4 25.1 9.7 43.4 49.7 89.5 84.5: 10.5 15.5
Other: 100.0: 35.2 15.3 2.6 51.8 36.9 89.6 54.8: 10.4 45.2
: : :
:# Traders : Number of Traders in Each Category :
All : 188: 55 49 42 52 59 130 133:
Old : 187: 55 51 41 52 59 129 132:
Other: 60: 10 11 9 14 29 27 46:
:----------------------------------------------------------------------------------------------------
: 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 19.8 28.7 29.8 17.2 16.6 26.1 25.4
Old : 19.9 19.7 28.6 30.0 17.5 17.5 25.8 26.6
Other: 71.1 31.8 81.1 39.6 71.1 31.8 81.1 39.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 8, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 1,829,445: 432,696 264,400 503,383 750,257 740,264 1,686,336 1,508,047: 143,108 321,398
Old : 699,607: 230,996 211,856 126,733 299,876 292,241 657,605 630,830: 42,002 68,777
Other: 1,129,837: 326,797 177,641 251,553 450,381 448,024 1,028,731 877,217: 101,106 252,620
: : :
: : Changes in Commitments from: July 1, 2014 :
: 76,135: 9,524 -783 46,730 24,568 16,258 80,822 62,204: -4,687 13,931
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 14.5 27.5 41.0 40.5 92.2 82.4: 7.8 17.6
Old : 100.0: 33.0 30.3 18.1 42.9 41.8 94.0 90.2: 6.0 9.8
Other: 100.0: 28.9 15.7 22.3 39.9 39.7 91.1 77.6: 8.9 22.4
: : :
:# Traders : Number of Traders in Each Category :
All : 767: 176 188 229 290 343 589 650:
Old : 611: 109 164 114 196 243 377 449:
Other: 700: 182 136 155 243 326 485 560:
:----------------------------------------------------------------------------------------------------
: 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 : 11.1 12.9 17.7 19.0 8.6 9.0 14.7 13.0
Old : 15.3 15.2 26.1 24.6 13.5 13.2 24.0 21.4
Other: 10.9 14.8 17.6 20.5 8.3 11.0 14.2 16.0
CORN CONSECUTIVE CSO - CHICAGO BOARD OF TRADE Code-00260B
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 8, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 8,847: 3,978 2,370 2,596 1,918 3,061 8,492 8,027: 355 820
Old : 8,279: 4,107 2,345 2,199 1,619 2,951 7,924 7,495: 355 784
Other: 568: 33 187 236 300 110 568 533: 0 36
: : :
: : Changes in Commitments from: July 1, 2014 :
: -483: -399 -260 10 -108 -157 -498 -408: 14 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.0 26.8 29.3 21.7 34.6 96.0 90.7: 4.0 9.3
Old : 100.0: 49.6 28.3 26.6 19.6 35.6 95.7 90.5: 4.3 9.5
Other: 100.0: 5.8 32.9 41.5 52.7 19.4 100.0 93.7: 0.0 6.3
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 7 7 12 7 6 19 20:
Old : 20: 7 6 11 7 6 19 18:
Other: 8: 2 4 4 2 1 6 7:
:----------------------------------------------------------------------------------------------------
: 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 : 56.7 59.7 79.6 75.9 40.4 46.9 56.4 51.2
Old : 58.2 61.7 80.3 77.1 44.3 50.1 59.5 54.9
Other: 87.6 85.2 100.0 93.7 39.2 32.9 39.2 32.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 8, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 8,474: 3,051 679 604 2,803 6,237 6,458 7,520: 2,016 953
Old : 8,474: 3,051 679 604 2,803 6,237 6,458 7,520: 2,016 953
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2014 :
: 466: 247 104 34 180 450 461 588: 5 -122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.0 8.0 7.1 33.1 73.6 76.2 88.7: 23.8 11.3
Old : 100.0: 36.0 8.0 7.1 33.1 73.6 76.2 88.7: 23.8 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 : 37: 15 5 7 14 12 33 20:
Old : 37: 15 5 7 14 12 33 20:
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 : 34.2 54.3 47.9 75.0 34.2 45.6 43.5 62.1
Old : 34.2 54.3 47.9 75.0 34.2 45.6 43.5 62.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 8, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 861,151: 190,757 180,483 270,610 346,067 270,827 807,434 721,920: 53,718 139,231
Old : 95,748: 22,224 16,206 27,366 37,730 38,162 87,319 81,733: 8,428 14,015
Other: 765,404: 186,281 182,026 225,495 308,337 232,666 720,114 640,187: 45,289 125,217
: : :
: : Changes in Commitments from: July 1, 2014 :
: 53,850: -5,959 10,649 41,219 15,309 -7,919 50,569 43,950: 3,281 9,900
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 21.0 31.4 40.2 31.4 93.8 83.8: 6.2 16.2
Old : 100.0: 23.2 16.9 28.6 39.4 39.9 91.2 85.4: 8.8 14.6
Other: 100.0: 24.3 23.8 29.5 40.3 30.4 94.1 83.6: 5.9 16.4
: : :
:# Traders : Number of Traders in Each Category :
All : 667: 184 224 252 167 224 503 562:
Old : 373: 85 99 86 98 131 233 267:
Other: 651: 186 212 228 137 208 457 528:
:----------------------------------------------------------------------------------------------------
: 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 : 9.9 10.8 17.7 16.7 7.8 5.3 13.9 9.2
Old : 14.0 13.4 25.0 23.7 13.1 12.2 21.2 20.1
Other: 10.7 11.0 18.3 17.4 8.6 6.2 14.7 10.7
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 8, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 1,000 Bushels) :
: : :
All : 21,004: 15,623 700 31 2 5,322 15,656 6,053: 5,348 14,951
Old : 962: 745 5 4 2 193 751 202: 211 760
Other: 20,042: 14,878 695 27 0 5,129 14,905 5,851: 5,137 14,191
: : :
: : Changes in Commitments from: July 1, 2014 :
: -179: 480 -293 -42 -3 86 435 -249: -614 70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.4 3.3 0.1 0.0 25.3 74.5 28.8: 25.5 71.2
Old : 100.0: 77.4 0.5 0.4 0.2 20.1 78.1 21.0: 21.9 79.0
Other: 100.0: 74.2 3.5 0.1 0.0 25.6 74.4 29.2: 25.6 70.8
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 2 3 1 16 4 20:
Old : 16: 1 1 1 1 13 2 15:
Other: 20: 2 2 3 0 16 3 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 : 74.5 12.9 74.5 19.4 74.4 12.8 74.4 19.3
Old : 78.1 16.0 78.1 19.0 77.7 16.0 77.7 19.0
Other: 74.4 12.8 74.4 19.6 74.2 12.7 74.2 19.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 8, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 357,344: 95,701 88,792 58,318 171,238 173,324 325,257 320,435: 32,087 36,909
Old : 97,498: 19,898 10,452 18,691 48,963 56,927 87,553 86,070: 9,946 11,428
Other: 259,846: 83,835 86,373 31,594 122,275 116,397 237,704 234,365: 22,141 25,481
: : :
: : Changes in Commitments from: July 1, 2014 :
: 5,694: -4,187 8,060 4,195 6,137 -7,488 6,145 4,767: -452 927
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 24.8 16.3 47.9 48.5 91.0 89.7: 9.0 10.3
Old : 100.0: 20.4 10.7 19.2 50.2 58.4 89.8 88.3: 10.2 11.7
Other: 100.0: 32.3 33.2 12.2 47.1 44.8 91.5 90.2: 8.5 9.8
: : :
:# Traders : Number of Traders in Each Category :
All : 281: 70 92 79 85 78 210 204:
Old : 173: 41 45 41 60 62 127 124:
Other: 256: 70 85 58 72 58 177 168:
:----------------------------------------------------------------------------------------------------
: 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 : 12.4 23.8 21.2 32.6 10.6 18.4 18.6 26.7
Old : 23.3 24.0 34.4 32.6 18.3 17.6 27.3 24.7
Other: 14.8 24.9 25.2 35.1 14.6 21.6 24.9 31.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 8, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 807,679: 75,352 74,539 47,708 513,629 493,423 636,689 615,669: 170,990 192,010
Old : 807,679: 75,352 74,539 47,708 513,629 493,423 636,689 615,669: 170,990 192,010
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2014 :
: -12,270: -16,254 4,948 4,747 -6,272 -30,915 -17,779 -21,219: 5,509 8,949
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 9.2 5.9 63.6 61.1 78.8 76.2: 21.2 23.8
Old : 100.0: 9.3 9.2 5.9 63.6 61.1 78.8 76.2: 21.2 23.8
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 : 175: 26 37 35 85 90 131 142:
Old : 175: 26 37 35 85 90 131 142:
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 : 22.5 14.6 32.5 22.5 19.2 10.1 25.8 16.9
Old : 22.5 14.6 32.5 22.5 19.2 10.1 25.8 16.9
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, July 8, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 492,536: 50,178 33,159 5,023 328,924 355,350 384,124 393,532: 108,411 99,004
Old : 492,536: 50,178 33,159 5,023 328,924 355,350 384,124 393,532: 108,411 99,004
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2014 :
: 3,747: -4,062 -1,522 325 2,281 -538 -1,456 -1,735: 5,203 5,482
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 6.7 1.0 66.8 72.1 78.0 79.9: 22.0 20.1
Old : 100.0: 10.2 6.7 1.0 66.8 72.1 78.0 79.9: 22.0 20.1
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 : 81: 10 11 8 44 47 60 60:
Old : 81: 10 11 8 44 47 60 60:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.0 41.8 42.6 52.2 23.7 37.5 34.6 45.9
Old : 27.0 41.8 42.6 52.2 23.7 37.5 34.6 45.9
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, July 8, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 29,000 U.S. GALLONS) :
: : :
All : 6,425: 1,408 775 628 3,832 4,721 5,868 6,124: 557 301
Old : 6,425: 1,408 775 628 3,832 4,721 5,868 6,124: 557 301
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2014 :
: -122: 102 -83 34 -222 -133 -86 -182: -36 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 12.1 9.8 59.6 73.5 91.3 95.3: 8.7 4.7
Old : 100.0: 21.9 12.1 9.8 59.6 73.5 91.3 95.3: 8.7 4.7
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 : 40: 11 6 4 17 19 30 28:
Old : 40: 11 6 4 17 19 30 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.1 49.9 59.3 68.5 19.6 23.1 29.6 32.2
Old : 38.1 49.9 59.3 68.5 19.6 23.1 29.6 32.2
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, July 8, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 373,131: 90,487 69,521 72,528 161,288 199,883 324,302 341,932: 48,829 31,199
Old : 99,412: 21,734 9,481 21,536 41,005 59,418 84,275 90,435: 15,137 8,977
Other: 273,719: 78,207 69,495 41,538 120,283 140,465 240,027 251,497: 33,692 22,222
: : :
: : Changes in Commitments from: July 1, 2014 :
: 3,075: -1,401 3,296 3,189 1,345 -5,602 3,132 883: -58 2,192
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 18.6 19.4 43.2 53.6 86.9 91.6: 13.1 8.4
Old : 100.0: 21.9 9.5 21.7 41.2 59.8 84.8 91.0: 15.2 9.0
Other: 100.0: 28.6 25.4 15.2 43.9 51.3 87.7 91.9: 12.3 8.1
: : :
:# Traders : Number of Traders in Each Category :
All : 265: 73 78 81 87 96 216 205:
Old : 189: 51 36 42 75 75 147 133:
Other: 246: 70 75 59 72 77 180 175:
:----------------------------------------------------------------------------------------------------
: 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 : 11.1 22.6 19.6 32.0 8.7 18.1 14.7 24.2
Old : 20.0 20.0 31.9 29.7 18.2 16.3 26.2 22.9
Other: 10.6 25.0 18.6 35.2 9.2 21.9 16.3 29.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 8, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 8,726: 1,077 2,321 1,131 4,689 3,499 6,898 6,951: 1,828 1,775
Old : 8,726: 1,077 2,321 1,131 4,689 3,499 6,898 6,951: 1,828 1,775
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2014 :
: -61: 28 48 43 -6 126 65 217: -126 -278
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 26.6 13.0 53.7 40.1 79.0 79.7: 21.0 20.3
Old : 100.0: 12.3 26.6 13.0 53.7 40.1 79.0 79.7: 21.0 20.3
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 : 60: 16 16 10 20 16 40 40:
Old : 60: 16 16 10 20 16 40 40:
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 : 37.5 31.9 49.4 48.0 35.3 29.6 43.4 41.9
Old : 37.5 31.9 49.4 48.0 35.3 29.6 43.4 41.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 8, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 1,122,944: 206,438 215,989 27,449 793,162 732,526 1,027,050 975,964: 95,894 146,980
Old : 1,122,944: 206,438 215,989 27,449 793,162 732,526 1,027,050 975,964: 95,894 146,980
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2014 :
: -5: -14,051 5,664 1,618 18,531 -15,388 6,098 -8,106: -6,103 8,101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 19.2 2.4 70.6 65.2 91.5 86.9: 8.5 13.1
Old : 100.0: 18.4 19.2 2.4 70.6 65.2 91.5 86.9: 8.5 13.1
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 : 244: 44 37 26 95 124 147 179:
Old : 244: 44 37 26 95 124 147 179:
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 : 31.6 18.2 42.3 27.6 30.1 18.2 40.2 27.5
Old : 31.6 18.2 42.3 27.6 30.1 18.2 40.2 27.5
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, July 8, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 3,152,717: 349,483 417,762 315,684 2,193,765 1,901,590 2,858,932 2,635,036: 293,785 517,681
Old : 3,152,717: 349,483 417,762 315,684 2,193,765 1,901,590 2,858,932 2,635,036: 293,785 517,681
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2014 :
: 83,303: -29,660 10,727 22,991 104,287 36,128 97,618 69,846: -14,315 13,457
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 13.3 10.0 69.6 60.3 90.7 83.6: 9.3 16.4
Old : 100.0: 11.1 13.3 10.0 69.6 60.3 90.7 83.6: 9.3 16.4
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 : 401: 57 109 95 172 205 300 338:
Old : 401: 57 109 95 172 205 300 338:
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 : 35.4 16.4 43.4 21.7 33.9 13.7 39.9 17.6
Old : 35.4 16.4 43.4 21.7 33.9 13.7 39.9 17.6
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, July 8, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 2,315,561: 307,821 318,644 135,822 1,624,842 1,481,041 2,068,485 1,935,507: 247,076 380,053
Old : 2,315,561: 307,821 318,644 135,822 1,624,842 1,481,041 2,068,485 1,935,507: 247,076 380,053
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2014 :
: 46,028: 14,480 25,133 423 16,821 13,629 31,724 39,185: 14,304 6,843
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 13.8 5.9 70.2 64.0 89.3 83.6: 10.7 16.4
Old : 100.0: 13.3 13.8 5.9 70.2 64.0 89.3 83.6: 10.7 16.4
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 : 287: 46 56 49 128 153 202 230:
Old : 287: 46 56 49 128 153 202 230:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.7 17.8 37.6 26.4 24.6 17.0 32.3 23.4
Old : 27.7 17.8 37.6 26.4 24.6 17.0 32.3 23.4
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, July 8, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 416,447: 26,296 94,346 78,926 283,841 196,877 389,063 370,149: 27,384 46,298
Old : 416,447: 26,296 94,346 78,926 283,841 196,877 389,063 370,149: 27,384 46,298
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2014 :
: 3,757: -2,735 6,181 -907 7,716 61 4,074 5,336: -317 -1,579
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 22.7 19.0 68.2 47.3 93.4 88.9: 6.6 11.1
Old : 100.0: 6.3 22.7 19.0 68.2 47.3 93.4 88.9: 6.6 11.1
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 : 84: 17 23 25 35 38 63 77:
Old : 84: 17 23 25 35 38 63 77:
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 : 52.3 21.6 60.4 34.7 40.7 17.6 44.9 25.8
Old : 52.3 21.6 60.4 34.7 40.7 17.6 44.9 25.8
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, July 8, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 60,005: 15,745 13,301 670 36,190 38,668 52,605 52,640: 7,400 7,365
Old : 60,005: 15,745 13,301 670 36,190 38,668 52,605 52,640: 7,400 7,365
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2014 :
: -6,443: -4,584 -952 183 -561 -6,381 -4,962 -7,150: -1,481 707
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 22.2 1.1 60.3 64.4 87.7 87.7: 12.3 12.3
Old : 100.0: 26.2 22.2 1.1 60.3 64.4 87.7 87.7: 12.3 12.3
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 : 114: 33 24 11 43 24 80 55:
Old : 114: 33 24 11 43 24 80 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.9 39.7 40.7 59.0 26.8 39.7 40.6 58.8
Old : 26.9 39.7 40.7 59.0 26.8 39.7 40.6 58.8
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, July 8, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 120,011: 31,490 26,603 1,341 72,380 77,337 105,210 105,280: 14,801 14,730
Old : 120,011: 31,490 26,603 1,341 72,380 77,337 105,210 105,280: 14,801 14,730
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2014 :
: -12,886: -9,169 -1,904 366 -1,122 -12,762 -9,925 -14,300: -2,961 1,414
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 22.2 1.1 60.3 64.4 87.7 87.7: 12.3 12.3
Old : 100.0: 26.2 22.2 1.1 60.3 64.4 87.7 87.7: 12.3 12.3
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 : 114: 33 24 11 43 24 80 55:
Old : 114: 33 24 11 43 24 80 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.9 39.7 40.7 59.0 26.8 39.7 40.6 58.8
Old : 26.9 39.7 40.7 59.0 26.8 39.7 40.6 58.8
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, July 8, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 14,949: 13,133 14,382 562 1,199 0 14,894 14,944: 55 5
Old : 14,949: 13,133 14,382 562 1,199 0 14,894 14,944: 55 5
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2014 :
: -121: -53 398 -324 273 -194 -104 -120: -17 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.9 96.2 3.8 8.0 0.0 99.6 100.0: 0.4 0.0
Old : 100.0: 87.9 96.2 3.8 8.0 0.0 99.6 100.0: 0.4 0.0
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 : 25: 19 4 2 2 0 22 5:
Old : 25: 19 4 2 2 0 22 5:
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 : 70.9 98.3 85.5 100.0 69.1 96.2 83.8 96.2
Old : 70.9 98.3 85.5 100.0 69.1 96.2 83.8 96.2
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, July 8, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 52,063: 8,203 20,512 315 43,432 31,061 51,950 51,888: 113 175
Old : 52,063: 8,203 20,512 315 43,432 31,061 51,950 51,888: 113 175
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2014 :
: 479: 126 183 -16 347 287 457 454: 22 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 39.4 0.6 83.4 59.7 99.8 99.7: 0.2 0.3
Old : 100.0: 15.8 39.4 0.6 83.4 59.7 99.8 99.7: 0.2 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 5 14 1 12 15 17 30:
Old : 45: 5 14 1 12 15 17 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 : 73.4 54.8 97.1 75.7 72.8 45.4 88.1 66.4
Old : 73.4 54.8 97.1 75.7 72.8 45.4 88.1 66.4
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, July 8, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 33,792: 4,169 12,894 1,240 28,305 19,476 33,714 33,610: 78 182
Old : 33,792: 4,169 12,894 1,240 28,305 19,476 33,714 33,610: 78 182
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2014 :
: 377: -195 515 17 577 -165 399 367: -22 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 38.2 3.7 83.8 57.6 99.8 99.5: 0.2 0.5
Old : 100.0: 12.3 38.2 3.7 83.8 57.6 99.8 99.5: 0.2 0.5
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 : 45: 5 17 2 7 17 13 35:
Old : 45: 5 17 2 7 17 13 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 79.8 53.9 99.3 72.8 79.3 53.9 91.6 69.5
Old : 79.8 53.9 99.3 72.8 79.3 53.9 91.6 69.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 11, 2014