WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 15, 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 : 524,137: 102,958 139,985 160,395 218,484 173,490 481,836 473,870: 42,300 50,267
Old : 489,563: 94,725 144,451 148,507 207,329 154,079 450,561 447,037: 39,002 42,526
Other: 34,574: 17,390 4,691 2,731 11,154 19,411 31,275 26,833: 3,299 7,741
: : :
: : Changes in Commitments from: July 8, 2014 :
: 39,482: -2,032 1,608 26,566 13,651 9,500 38,185 37,674: 1,297 1,808
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 26.7 30.6 41.7 33.1 91.9 90.4: 8.1 9.6
Old : 100.0: 19.3 29.5 30.3 42.3 31.5 92.0 91.3: 8.0 8.7
Other: 100.0: 50.3 13.6 7.9 32.3 56.1 90.5 77.6: 9.5 22.4
: : :
:# Traders : Number of Traders in Each Category :
All : 393: 118 143 138 102 104 296 314:
Old : 390: 121 140 134 101 102 292 308:
Other: 138: 23 34 22 31 66 72 108:
:----------------------------------------------------------------------------------------------------
: 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 : 15.4 11.5 23.7 18.7 12.8 8.8 20.1 13.9
Old : 16.5 12.2 24.9 19.3 14.1 10.2 21.2 15.8
Other: 53.7 24.7 66.9 40.4 53.6 23.0 66.2 35.6
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 15, 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 : 157,225: 50,098 38,088 21,189 69,020 69,529 140,307 128,806: 16,918 28,419
Old : 148,268: 48,882 38,401 19,130 64,028 66,060 132,041 123,591: 16,228 24,677
Other: 8,957: 2,885 1,357 390 4,992 3,468 8,267 5,215: 690 3,742
: : :
: : Changes in Commitments from: July 8, 2014 :
: 10,487: -2,006 3,227 6,284 4,751 -2,453 9,028 7,058: 1,458 3,428
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 24.2 13.5 43.9 44.2 89.2 81.9: 10.8 18.1
Old : 100.0: 33.0 25.9 12.9 43.2 44.6 89.1 83.4: 10.9 16.6
Other: 100.0: 32.2 15.2 4.3 55.7 38.7 92.3 58.2: 7.7 41.8
: : :
:# Traders : Number of Traders in Each Category :
All : 193: 54 50 49 59 60 140 139:
Old : 192: 54 54 48 58 59 138 137:
Other: 71: 11 16 12 17 32 33 55:
:----------------------------------------------------------------------------------------------------
: 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 : 18.1 17.3 28.1 25.8 16.5 15.6 25.7 23.3
Old : 18.7 16.8 28.0 25.6 16.9 16.5 25.1 24.6
Other: 67.2 34.7 77.2 41.7 67.2 34.7 77.2 41.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 15, 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 : 1,941,894: 422,138 271,658 601,079 766,566 735,304 1,789,783 1,608,040: 152,111 333,854
Old : 709,145: 231,891 210,320 152,885 283,695 280,099 668,471 643,304: 40,674 65,841
Other: 1,232,749: 320,540 191,631 317,900 482,871 455,204 1,121,312 964,736: 111,437 268,013
: : :
: : Changes in Commitments from: July 8, 2014 :
: 112,449: -10,557 7,258 97,695 16,309 -4,961 103,447 99,993: 9,002 12,457
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 14.0 31.0 39.5 37.9 92.2 82.8: 7.8 17.2
Old : 100.0: 32.7 29.7 21.6 40.0 39.5 94.3 90.7: 5.7 9.3
Other: 100.0: 26.0 15.5 25.8 39.2 36.9 91.0 78.3: 9.0 21.7
: : :
:# Traders : Number of Traders in Each Category :
All : 794: 186 204 239 290 342 608 669:
Old : 626: 126 161 110 197 235 380 449:
Other: 729: 187 159 166 249 325 510 579:
:----------------------------------------------------------------------------------------------------
: 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 : 10.9 12.5 17.2 18.7 7.9 8.5 13.4 12.2
Old : 14.5 14.7 24.6 23.5 12.6 12.4 22.4 20.2
Other: 10.8 13.8 17.7 19.6 7.8 9.6 13.1 14.1
CORN CONSECUTIVE CSO - CHICAGO BOARD OF TRADE Code-00260B
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 15, 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 : 10,343: 4,845 2,899 2,876 2,346 3,507 10,066 9,282: 277 1,062
Old : 9,737: 5,003 2,898 2,414 2,043 3,398 9,460 8,711: 277 1,026
Other: 606: 60 218 244 303 109 606 570: 0 36
: : :
: : Changes in Commitments from: July 8, 2014 :
: 1,496: 867 529 280 427 446 1,574 1,254: -78 242
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.8 28.0 27.8 22.7 33.9 97.3 89.7: 2.7 10.3
Old : 100.0: 51.4 29.8 24.8 21.0 34.9 97.2 89.5: 2.8 10.5
Other: 100.0: 9.9 36.0 40.2 49.9 17.9 100.0 94.1: 0.0 5.9
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 7 8 13 7 6 20 21:
Old : 21: 8 6 12 7 6 20 19:
Other: 8: 1 5 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 : 55.3 59.4 78.8 76.7 39.7 47.5 57.6 52.7
Old : 56.7 60.9 79.7 77.4 43.3 50.4 60.8 56.6
Other: 83.4 85.0 100.0 94.1 41.9 35.6 41.9 36.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 15, 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 : 8,344: 2,858 685 599 2,981 6,186 6,438 7,470: 1,906 875
Old : 8,344: 2,858 685 599 2,981 6,186 6,438 7,470: 1,906 875
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2014 :
: -129: -193 6 -6 179 -51 -19 -51: -110 -79
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 8.2 7.2 35.7 74.1 77.2 89.5: 22.8 10.5
Old : 100.0: 34.3 8.2 7.2 35.7 74.1 77.2 89.5: 22.8 10.5
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 : 37: 13 6 6 15 13 33 20:
Old : 37: 13 6 6 15 13 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 : 35.7 54.0 49.5 74.4 35.7 43.9 45.0 61.4
Old : 35.7 54.0 49.5 74.4 35.7 43.9 45.0 61.4
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 15, 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 : 918,357: 182,568 187,365 303,192 378,881 281,638 864,640 772,195: 53,716 146,162
Old : 94,401: 16,782 11,597 35,602 34,932 34,830 87,317 82,029: 7,085 12,372
Other: 823,955: 181,112 191,094 252,263 343,949 246,808 777,323 690,165: 46,632 133,790
: : :
: : Changes in Commitments from: July 8, 2014 :
: 57,206: -8,189 6,882 32,582 32,814 10,811 57,207 50,275: -1 6,930
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 20.4 33.0 41.3 30.7 94.2 84.1: 5.8 15.9
Old : 100.0: 17.8 12.3 37.7 37.0 36.9 92.5 86.9: 7.5 13.1
Other: 100.0: 22.0 23.2 30.6 41.7 30.0 94.3 83.8: 5.7 16.2
: : :
:# Traders : Number of Traders in Each Category :
All : 685: 181 241 260 166 235 507 588:
Old : 369: 91 93 92 90 128 228 267:
Other: 663: 177 230 234 141 218 463 548:
:----------------------------------------------------------------------------------------------------
: 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 : 10.6 10.8 18.9 16.6 7.3 4.7 13.1 8.1
Old : 17.1 15.1 28.3 24.9 13.8 11.2 21.5 16.8
Other: 11.1 10.8 19.1 17.2 7.9 5.3 13.8 9.1
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 15, 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 : 21,452: 15,955 710 41 2 5,399 15,998 6,150: 5,454 15,302
Old : 1,061: 783 5 0 2 165 785 170: 276 891
Other: 20,391: 15,172 705 41 0 5,234 15,213 5,980: 5,178 14,411
: : :
: : Changes in Commitments from: July 8, 2014 :
: 448: 332 10 10 0 77 342 97: 106 351
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.4 3.3 0.2 0.0 25.2 74.6 28.7: 25.4 71.3
Old : 100.0: 73.8 0.5 0.0 0.2 15.6 74.0 16.0: 26.0 84.0
Other: 100.0: 74.4 3.5 0.2 0.0 25.7 74.6 29.3: 25.4 70.7
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 2 3 1 16 4 20:
Old : 16: 1 1 0 1 13 2 14:
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 : 74.6 12.7 74.6 19.2 74.4 12.6 74.4 19.1
Old : 74.0 12.3 74.0 14.6 74.0 12.3 74.0 14.6
Other: 74.6 12.8 74.6 19.6 74.4 12.7 74.4 19.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 15, 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 : 376,430: 96,853 95,675 66,344 179,733 176,161 342,930 338,180: 33,499 38,249
Old : 95,608: 14,890 10,403 20,274 50,835 54,802 85,999 85,479: 9,609 10,129
Other: 280,821: 88,229 91,538 39,805 128,898 121,359 256,931 252,702: 23,890 28,120
: : :
: : Changes in Commitments from: July 8, 2014 :
: 19,086: 1,152 6,882 8,026 8,495 2,837 17,673 17,746: 1,412 1,340
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 25.4 17.6 47.7 46.8 91.1 89.8: 8.9 10.2
Old : 100.0: 15.6 10.9 21.2 53.2 57.3 89.9 89.4: 10.1 10.6
Other: 100.0: 31.4 32.6 14.2 45.9 43.2 91.5 90.0: 8.5 10.0
: : :
:# Traders : Number of Traders in Each Category :
All : 291: 81 92 80 88 75 220 205:
Old : 167: 39 45 35 59 57 118 118:
Other: 273: 82 86 62 76 63 194 178:
:----------------------------------------------------------------------------------------------------
: 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 23.9 20.2 32.6 9.9 17.9 17.1 26.0
Old : 26.1 26.0 36.1 34.7 20.4 18.1 27.6 24.9
Other: 13.2 24.5 22.5 34.1 13.0 20.7 22.3 29.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 15, 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 : 847,266: 96,124 65,494 49,598 529,367 547,366 675,089 662,458: 172,177 184,808
Old : 847,266: 96,124 65,494 49,598 529,367 547,366 675,089 662,458: 172,177 184,808
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2014 :
: 39,587: 20,772 -9,044 1,890 15,738 53,944 38,400 46,790: 1,187 -7,202
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 7.7 5.9 62.5 64.6 79.7 78.2: 20.3 21.8
Old : 100.0: 11.3 7.7 5.9 62.5 64.6 79.7 78.2: 20.3 21.8
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 : 184: 37 35 41 83 92 139 149:
Old : 184: 37 35 41 83 92 139 149:
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 : 23.1 16.0 33.0 25.2 20.1 13.0 27.4 19.8
Old : 23.1 16.0 33.0 25.2 20.1 13.0 27.4 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, July 15, 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 : 494,238: 51,217 35,296 4,620 329,971 358,708 385,809 398,624: 108,429 95,614
Old : 494,238: 51,217 35,296 4,620 329,971 358,708 385,809 398,624: 108,429 95,614
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2014 :
: 1,702: 1,039 2,137 -402 1,048 3,358 1,684 5,092: 18 -3,390
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 7.1 0.9 66.8 72.6 78.1 80.7: 21.9 19.3
Old : 100.0: 10.4 7.1 0.9 66.8 72.6 78.1 80.7: 21.9 19.3
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 : 82: 10 11 8 45 48 60 62:
Old : 82: 10 11 8 45 48 60 62:
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 : 27.2 40.6 42.9 52.8 24.0 37.0 35.3 46.8
Old : 27.2 40.6 42.9 52.8 24.0 37.0 35.3 46.8
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, July 15, 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 : 6,113: 1,557 647 609 3,379 4,568 5,545 5,824: 568 289
Old : 6,113: 1,557 647 609 3,379 4,568 5,545 5,824: 568 289
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2014 :
: -312: 149 -128 -19 -453 -153 -323 -300: 11 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 10.6 10.0 55.3 74.7 90.7 95.3: 9.3 4.7
Old : 100.0: 25.5 10.6 10.0 55.3 74.7 90.7 95.3: 9.3 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 : 44: 12 5 3 20 22 33 30:
Old : 44: 12 5 3 20 22 33 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 : 37.5 50.2 58.6 69.1 21.9 27.8 32.4 36.6
Old : 37.5 50.2 58.6 69.1 21.9 27.8 32.4 36.6
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 15, 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 : 379,266: 93,286 66,766 76,926 164,638 204,920 334,850 348,612: 44,415 30,654
Old : 93,486: 20,424 4,134 23,831 35,947 57,191 80,202 85,156: 13,284 8,330
Other: 285,780: 79,650 69,420 46,307 128,691 147,728 254,648 263,455: 31,132 22,324
: : :
: : Changes in Commitments from: July 8, 2014 :
: 6,134: 2,800 -2,755 4,398 3,350 5,036 10,548 6,679: -4,414 -545
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 17.6 20.3 43.4 54.0 88.3 91.9: 11.7 8.1
Old : 100.0: 21.8 4.4 25.5 38.5 61.2 85.8 91.1: 14.2 8.9
Other: 100.0: 27.9 24.3 16.2 45.0 51.7 89.1 92.2: 10.9 7.8
: : :
:# Traders : Number of Traders in Each Category :
All : 272: 79 75 83 91 98 223 209:
Old : 196: 55 33 44 74 76 152 133:
Other: 253: 77 71 60 80 77 189 179:
:----------------------------------------------------------------------------------------------------
: 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 : 11.2 22.4 18.5 32.4 8.9 19.1 14.5 25.4
Old : 16.8 23.2 28.5 32.5 15.4 19.6 24.7 25.9
Other: 10.8 23.4 17.9 34.2 8.7 20.3 15.1 28.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 15, 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 : 9,511: 944 2,437 1,506 5,157 3,534 7,606 7,477: 1,905 2,034
Old : 9,511: 944 2,437 1,506 5,157 3,534 7,606 7,477: 1,905 2,034
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2014 :
: 785: -134 117 374 467 35 708 526: 76 258
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 25.6 15.8 54.2 37.2 80.0 78.6: 20.0 21.4
Old : 100.0: 9.9 25.6 15.8 54.2 37.2 80.0 78.6: 20.0 21.4
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 : 63: 18 17 11 21 16 42 42:
Old : 63: 18 17 11 21 16 42 42:
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 : 38.7 31.1 49.5 45.7 36.5 27.8 43.7 39.1
Old : 38.7 31.1 49.5 45.7 36.5 27.8 43.7 39.1
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 15, 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 : 1,178,831: 232,845 234,761 32,077 820,349 765,518 1,085,271 1,032,356: 93,560 146,475
Old : 1,178,831: 232,845 234,761 32,077 820,349 765,518 1,085,271 1,032,356: 93,560 146,475
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2014 :
: 55,888: 26,407 18,772 4,628 27,187 32,992 58,222 56,392: -2,334 -504
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 19.9 2.7 69.6 64.9 92.1 87.6: 7.9 12.4
Old : 100.0: 19.8 19.9 2.7 69.6 64.9 92.1 87.6: 7.9 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 : 257: 47 42 27 95 131 149 193:
Old : 257: 47 42 27 95 131 149 193:
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 : 32.4 20.4 43.6 29.4 31.3 20.4 41.7 29.3
Old : 32.4 20.4 43.6 29.4 31.3 20.4 41.7 29.3
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 15, 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 : 3,117,808: 386,495 407,236 328,486 2,111,734 1,879,009 2,826,714 2,614,732: 291,093 503,076
Old : 3,117,808: 386,495 407,236 328,486 2,111,734 1,879,009 2,826,714 2,614,732: 291,093 503,076
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2014 :
: -34,909: 37,011 -10,526 12,802 -82,031 -22,581 -32,217 -20,305: -2,692 -14,605
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 13.1 10.5 67.7 60.3 90.7 83.9: 9.3 16.1
Old : 100.0: 12.4 13.1 10.5 67.7 60.3 90.7 83.9: 9.3 16.1
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 : 407: 68 102 95 175 208 305 343:
Old : 407: 68 102 95 175 208 305 343:
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 : 33.1 15.8 41.3 20.9 31.6 12.7 37.5 16.5
Old : 33.1 15.8 41.3 20.9 31.6 12.7 37.5 16.5
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, July 15, 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 : 2,411,727: 337,392 324,193 169,902 1,646,620 1,530,972 2,153,913 2,025,067: 257,813 386,659
Old : 2,411,727: 337,392 324,193 169,902 1,646,620 1,530,972 2,153,913 2,025,067: 257,813 386,659
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2014 :
: 96,166: 29,571 5,549 34,080 21,778 49,931 85,429 89,560: 10,738 6,606
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 13.4 7.0 68.3 63.5 89.3 84.0: 10.7 16.0
Old : 100.0: 14.0 13.4 7.0 68.3 63.5 89.3 84.0: 10.7 16.0
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 : 299: 52 61 55 126 156 210 240:
Old : 299: 52 61 55 126 156 210 240:
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 16.7 36.9 25.0 23.7 16.4 31.7 22.7
Old : 27.0 16.7 36.9 25.0 23.7 16.4 31.7 22.7
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, July 15, 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 : 445,369: 16,086 103,885 85,990 309,857 202,572 411,932 392,447: 33,437 52,922
Old : 445,369: 16,086 103,885 85,990 309,857 202,572 411,932 392,447: 33,437 52,922
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2014 :
: 28,922: -10,211 9,539 7,064 26,016 5,695 22,870 22,298: 6,053 6,624
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 23.3 19.3 69.6 45.5 92.5 88.1: 7.5 11.9
Old : 100.0: 3.6 23.3 19.3 69.6 45.5 92.5 88.1: 7.5 11.9
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 : 88: 13 29 25 37 39 65 80:
Old : 88: 13 29 25 37 39 65 80:
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 : 50.8 19.0 58.4 32.0 39.0 14.4 42.8 22.8
Old : 50.8 19.0 58.4 32.0 39.0 14.4 42.8 22.8
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 15, 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 : 63,816: 18,929 14,031 552 35,868 42,019 55,349 56,602: 8,467 7,214
Old : 63,816: 18,929 14,031 552 35,868 42,019 55,349 56,602: 8,467 7,214
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2014 :
: 3,810: 3,185 730 -119 -322 3,351 2,744 3,962: 1,067 -151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 22.0 0.9 56.2 65.8 86.7 88.7: 13.3 11.3
Old : 100.0: 29.7 22.0 0.9 56.2 65.8 86.7 88.7: 13.3 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 : 117: 35 25 8 42 25 80 55:
Old : 117: 35 25 8 42 25 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 : 26.2 39.9 39.1 58.5 26.1 39.9 39.0 58.3
Old : 26.2 39.9 39.1 58.5 26.1 39.9 39.0 58.3
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 15, 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 : 127,632: 37,859 28,063 1,103 71,736 84,038 110,697 113,204: 16,934 14,428
Old : 127,632: 37,859 28,063 1,103 71,736 84,038 110,697 113,204: 16,934 14,428
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2014 :
: 7,621: 6,369 1,460 -238 -644 6,701 5,487 7,923: 2,134 -302
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 22.0 0.9 56.2 65.8 86.7 88.7: 13.3 11.3
Old : 100.0: 29.7 22.0 0.9 56.2 65.8 86.7 88.7: 13.3 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 : 117: 35 25 8 42 25 80 55:
Old : 117: 35 25 8 42 25 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 : 26.2 39.9 39.1 58.5 26.1 39.9 39.0 58.3
Old : 26.2 39.9 39.1 58.5 26.1 39.9 39.0 58.3
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 15, 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 : 13,759: 11,466 13,261 493 1,725 0 13,684 13,754: 75 5
Old : 13,759: 11,466 13,261 493 1,725 0 13,684 13,754: 75 5
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2014 :
: -1,190: -1,667 -1,121 -69 526 0 -1,210 -1,190: 20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.3 96.4 3.6 12.5 0.0 99.5 100.0: 0.5 0.0
Old : 100.0: 83.3 96.4 3.6 12.5 0.0 99.5 100.0: 0.5 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 : 24: 18 4 2 2 0 21 5:
Old : 24: 18 4 2 2 0 21 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 : 67.1 98.6 83.7 100.0 65.7 96.4 82.3 96.4
Old : 67.1 98.6 83.7 100.0 65.7 96.4 82.3 96.4
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 15, 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 : 52,301: 8,514 19,967 312 43,387 31,872 52,213 52,151: 88 150
Old : 52,301: 8,514 19,967 312 43,387 31,872 52,213 52,151: 88 150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2014 :
: 238: 311 -545 -3 -45 811 263 263: -25 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 38.2 0.6 83.0 60.9 99.8 99.7: 0.2 0.3
Old : 100.0: 16.3 38.2 0.6 83.0 60.9 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 : 46: 6 14 1 12 15 18 30:
Old : 46: 6 14 1 12 15 18 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 : 73.1 55.9 96.7 76.3 72.5 46.6 87.9 67.0
Old : 73.1 55.9 96.7 76.3 72.5 46.6 87.9 67.0
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 15, 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 : 33,282: 5,397 12,156 1,265 26,537 19,694 33,199 33,115: 83 167
Old : 33,282: 5,397 12,156 1,265 26,537 19,694 33,199 33,115: 83 167
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2014 :
: -510: 1,228 -738 25 -1,768 218 -515 -495: 5 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 36.5 3.8 79.7 59.2 99.8 99.5: 0.2 0.5
Old : 100.0: 16.2 36.5 3.8 79.7 59.2 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 : 44: 7 14 1 8 16 15 31:
Old : 44: 7 14 1 8 16 15 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.5 55.1 98.0 75.2 74.9 55.1 90.6 71.8
Old : 77.5 55.1 98.0 75.2 74.9 55.1 90.6 71.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 18, 2014