WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 22, 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 : 550,730: 107,815 152,932 178,414 220,773 167,627 507,002 498,973: 43,729 51,758
Old : 512,428: 100,383 158,223 163,115 208,741 147,846 472,239 469,184: 40,189 43,244
Other: 38,302: 19,171 6,447 3,560 12,032 19,781 34,763 29,789: 3,539 8,513
: : :
: : Changes in Commitments from: July 15, 2014 :
: 26,594: 4,858 12,947 18,019 2,289 -5,863 25,166 25,103: 1,428 1,491
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 27.8 32.4 40.1 30.4 92.1 90.6: 7.9 9.4
Old : 100.0: 19.6 30.9 31.8 40.7 28.9 92.2 91.6: 7.8 8.4
Other: 100.0: 50.1 16.8 9.3 31.4 51.6 90.8 77.8: 9.2 22.2
: : :
:# Traders : Number of Traders in Each Category :
All : 393: 126 133 138 97 104 300 309:
Old : 390: 130 131 135 96 102 297 303:
Other: 141: 27 34 28 32 64 78 111:
:----------------------------------------------------------------------------------------------------
: 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 : 15.0 11.2 23.1 18.3 12.2 7.6 19.1 12.9
Old : 16.1 11.9 24.1 19.0 13.4 9.2 20.2 14.8
Other: 48.4 23.5 64.9 38.6 48.3 21.8 64.7 34.3
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 22, 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 : 160,214: 49,049 38,645 23,942 69,591 68,927 142,582 131,514: 17,632 28,700
Old : 150,197: 47,381 39,114 22,049 63,978 64,301 133,408 125,465: 16,789 24,732
Other: 10,016: 3,155 1,017 406 5,613 4,626 9,174 6,049: 842 3,968
: : :
: : Changes in Commitments from: July 15, 2014 :
: 2,989: -1,049 557 2,752 571 -602 2,274 2,707: 714 281
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 24.1 14.9 43.4 43.0 89.0 82.1: 11.0 17.9
Old : 100.0: 31.5 26.0 14.7 42.6 42.8 88.8 83.5: 11.2 16.5
Other: 100.0: 31.5 10.2 4.1 56.0 46.2 91.6 60.4: 8.4 39.6
: : :
:# Traders : Number of Traders in Each Category :
All : 191: 46 50 45 61 69 135 142:
Old : 190: 47 51 44 61 68 134 140:
Other: 72: 10 14 11 17 36 32 56:
:----------------------------------------------------------------------------------------------------
: 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 : 16.7 15.8 27.0 23.9 16.2 14.2 25.1 21.6
Old : 17.7 15.4 26.8 23.3 16.4 15.3 24.6 23.1
Other: 60.5 39.3 74.0 44.8 60.5 39.3 74.0 44.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 22, 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 : 2,018,482: 417,980 285,605 653,052 788,915 738,764 1,859,947 1,677,421: 158,535 341,061
Old : 711,727: 224,316 216,648 164,621 281,117 267,722 670,054 648,990: 41,673 62,736
Other: 1,306,755: 324,573 199,866 357,522 507,798 471,042 1,189,893 1,028,430: 116,862 278,325
: : :
: : Changes in Commitments from: July 15, 2014 :
: 76,588: -4,158 13,947 51,973 22,349 3,460 70,164 69,381: 6,424 7,207
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 14.1 32.4 39.1 36.6 92.1 83.1: 7.9 16.9
Old : 100.0: 31.5 30.4 23.1 39.5 37.6 94.1 91.2: 5.9 8.8
Other: 100.0: 24.8 15.3 27.4 38.9 36.0 91.1 78.7: 8.9 21.3
: : :
:# Traders : Number of Traders in Each Category :
All : 811: 205 205 256 301 337 640 681:
Old : 635: 133 168 114 204 226 398 447:
Other: 748: 211 155 187 258 320 537 597:
:----------------------------------------------------------------------------------------------------
: 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 12.4 17.3 18.9 7.7 8.2 12.8 11.8
Old : 14.3 13.9 24.1 22.9 12.3 11.4 21.8 19.7
Other: 11.0 14.0 17.5 20.0 7.2 9.6 12.5 13.7
CORN CONSECUTIVE CSO - CHICAGO BOARD OF TRADE Code-00260B
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 22, 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 : 10,965: 5,204 3,245 2,928 2,564 3,894 10,696 10,067: 270 899
Old : 9,879: 5,406 3,265 1,968 2,237 3,749 9,611 8,982: 268 898
Other: 1,086: 107 289 651 327 145 1,084 1,085: 2 1
: : :
: : Changes in Commitments from: July 15, 2014 :
: 622: 359 346 52 218 387 630 785: -7 -163
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.5 29.6 26.7 23.4 35.5 97.5 91.8: 2.5 8.2
Old : 100.0: 54.7 33.0 19.9 22.6 37.9 97.3 90.9: 2.7 9.1
Other: 100.0: 9.8 26.6 60.0 30.1 13.3 99.8 99.9: 0.2 0.1
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 8 9 14 8 7 22 24:
Old : 24: 8 8 12 8 7 21 22:
Other: 10: 3 4 6 2 2 8 9:
:----------------------------------------------------------------------------------------------------
: 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 : 55.5 56.0 78.3 73.7 40.5 47.1 58.0 53.8
Old : 57.4 60.6 80.7 75.7 46.3 52.3 64.6 59.8
Other: 58.5 68.8 99.8 96.6 29.0 26.7 31.2 31.2
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 22, 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 : 8,507: 2,602 803 678 3,103 6,090 6,383 7,571: 2,124 936
Old : 8,498: 2,602 803 678 3,096 6,090 6,376 7,571: 2,122 927
Other: 9: 0 0 0 7 0 7 0: 2 9
: : :
: : Changes in Commitments from: July 15, 2014 :
: 163: -256 118 79 122 -97 -55 101: 218 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 9.4 8.0 36.5 71.6 75.0 89.0: 25.0 11.0
Old : 100.0: 30.6 9.5 8.0 36.4 71.7 75.0 89.1: 25.0 10.9
Other: 100.0: 0.0 0.0 0.0 77.8 0.0 77.8 0.0: 22.2 100.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 11 7 6 16 13 33 20:
Old : 36: 11 7 6 16 13 33 20:
Other: 1: 0 0 0 1 0 1 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 : 33.5 55.8 48.9 76.8 32.5 47.6 41.2 60.4
Old : 33.5 55.9 49.0 76.8 32.6 47.7 41.2 60.6
Other: 77.8 0.0 77.8 0.0 77.8 0.0 77.8 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 22, 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 : 990,767: 183,072 197,128 342,234 411,770 302,925 937,076 842,287: 53,691 148,479
Old : 85,444: 11,516 9,762 35,508 31,134 30,870 78,158 76,141: 7,286 9,303
Other: 905,323: 184,503 200,313 293,779 380,636 272,054 858,918 766,147: 46,405 139,176
: : :
: : Changes in Commitments from: July 15, 2014 :
: 72,410: 504 9,763 39,043 32,889 21,286 72,436 70,092: -26 2,318
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 19.9 34.5 41.6 30.6 94.6 85.0: 5.4 15.0
Old : 100.0: 13.5 11.4 41.6 36.4 36.1 91.5 89.1: 8.5 10.9
Other: 100.0: 20.4 22.1 32.5 42.0 30.1 94.9 84.6: 5.1 15.4
: : :
:# Traders : Number of Traders in Each Category :
All : 699: 187 248 267 177 229 528 595:
Old : 347: 81 86 90 91 118 222 250:
Other: 683: 185 242 247 149 215 482 570:
:----------------------------------------------------------------------------------------------------
: 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 : 11.4 11.3 20.1 17.7 7.0 4.6 12.4 8.0
Old : 18.9 16.0 30.4 26.0 14.9 10.0 21.8 16.3
Other: 11.9 11.3 20.2 18.2 7.7 5.2 13.2 9.0
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 22, 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 : 21,546: 16,920 974 62 2 5,244 16,984 6,280: 4,562 15,266
Old : 1,084: 881 20 0 2 134 883 154: 201 930
Other: 20,462: 16,039 954 62 0 5,110 16,101 6,126: 4,361 14,336
: : :
: : Changes in Commitments from: July 15, 2014 :
: 94: 965 264 21 0 -155 986 130: -892 -36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.5 4.5 0.3 0.0 24.3 78.8 29.1: 21.2 70.9
Old : 100.0: 81.3 1.8 0.0 0.2 12.4 81.5 14.2: 18.5 85.8
Other: 100.0: 78.4 4.7 0.3 0.0 25.0 78.7 29.9: 21.3 70.1
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 4 3 4 1 15 6 21:
Old : 15: 2 1 0 1 11 3 12:
Other: 22: 4 3 4 0 15 5 21:
:----------------------------------------------------------------------------------------------------
: 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 : 78.7 13.0 78.8 19.5 78.5 12.9 78.5 19.4
Old : 81.5 10.8 81.5 13.6 81.5 10.8 81.5 13.6
Other: 78.6 13.1 78.7 19.9 78.4 13.0 78.4 19.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 22, 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 : 391,228: 99,834 102,914 73,914 180,934 175,454 354,682 352,282: 36,545 38,945
Old : 90,828: 13,475 9,948 22,078 46,941 49,437 82,495 81,464: 8,333 9,364
Other: 300,400: 93,875 100,482 44,319 133,993 126,017 272,188 270,818: 28,212 29,581
: : :
: : Changes in Commitments from: July 15, 2014 :
: 14,798: 2,981 7,239 7,570 1,201 -707 11,752 14,102: 3,046 696
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 26.3 18.9 46.2 44.8 90.7 90.0: 9.3 10.0
Old : 100.0: 14.8 11.0 24.3 51.7 54.4 90.8 89.7: 9.2 10.3
Other: 100.0: 31.3 33.4 14.8 44.6 41.9 90.6 90.2: 9.4 9.8
: : :
:# Traders : Number of Traders in Each Category :
All : 297: 83 99 81 87 73 220 212:
Old : 164: 38 45 34 55 54 115 113:
Other: 278: 79 94 67 76 63 194 190:
:----------------------------------------------------------------------------------------------------
: 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 24.1 19.9 32.9 10.0 17.7 16.9 25.3
Old : 25.2 26.4 34.1 35.2 17.6 15.8 23.6 21.6
Other: 13.1 24.8 22.2 34.6 12.8 20.4 21.5 29.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 22, 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 : 908,282: 112,808 88,312 61,767 549,755 562,068 724,330 712,146: 183,952 196,136
Old : 908,282: 112,808 88,312 61,767 549,755 562,068 724,330 712,146: 183,952 196,136
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2014 :
: 61,016: 16,684 22,817 12,169 20,388 14,701 49,241 49,687: 11,775 11,329
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 9.7 6.8 60.5 61.9 79.7 78.4: 20.3 21.6
Old : 100.0: 12.4 9.7 6.8 60.5 61.9 79.7 78.4: 20.3 21.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 190: 35 44 47 83 91 146 154:
Old : 190: 35 44 47 83 91 146 154:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.2 16.4 32.2 25.1 20.1 13.7 27.8 20.5
Old : 23.2 16.4 32.2 25.1 20.1 13.7 27.8 20.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 22, 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 : 501,482: 55,373 36,718 4,267 331,529 362,328 391,169 403,313: 110,313 98,169
Old : 501,482: 55,373 36,718 4,267 331,529 362,328 391,169 403,313: 110,313 98,169
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2014 :
: 7,244: 4,156 1,422 -354 1,558 3,620 5,361 4,689: 1,884 2,556
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 7.3 0.9 66.1 72.3 78.0 80.4: 22.0 19.6
Old : 100.0: 11.0 7.3 0.9 66.1 72.3 78.0 80.4: 22.0 19.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 84: 10 11 7 46 49 61 62:
Old : 84: 10 11 7 46 49 61 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 : 26.6 38.7 41.8 50.6 23.4 34.8 34.4 44.8
Old : 26.6 38.7 41.8 50.6 23.4 34.8 34.4 44.8
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 22, 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 : 6,260: 1,652 582 623 3,462 4,725 5,737 5,930: 523 330
Old : 6,260: 1,652 582 623 3,462 4,725 5,737 5,930: 523 330
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2014 :
: 147: 95 -65 14 83 157 192 106: -45 41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 9.3 10.0 55.3 75.5 91.6 94.7: 8.4 5.3
Old : 100.0: 26.4 9.3 10.0 55.3 75.5 91.6 94.7: 8.4 5.3
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: 13 4 4 18 22 32 30:
Old : 42: 13 4 4 18 22 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 : 38.5 50.7 60.0 69.2 21.5 25.6 31.8 34.1
Old : 38.5 50.7 60.0 69.2 21.5 25.6 31.8 34.1
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 22, 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 : 386,475: 92,022 63,406 82,314 165,305 208,135 339,641 353,855: 46,834 32,620
Old : 90,473: 19,997 2,963 24,643 31,972 55,123 76,612 82,728: 13,861 7,744
Other: 296,003: 81,821 70,240 47,875 133,333 153,012 263,029 271,127: 32,974 24,876
: : :
: : Changes in Commitments from: July 15, 2014 :
: 7,210: -1,265 -3,360 5,389 667 3,215 4,791 5,244: 2,419 1,966
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 16.4 21.3 42.8 53.9 87.9 91.6: 12.1 8.4
Old : 100.0: 22.1 3.3 27.2 35.3 60.9 84.7 91.4: 15.3 8.6
Other: 100.0: 27.6 23.7 16.2 45.0 51.7 88.9 91.6: 11.1 8.4
: : :
:# Traders : Number of Traders in Each Category :
All : 271: 79 72 81 94 99 219 212:
Old : 193: 65 21 40 72 77 147 131:
Other: 255: 69 78 64 82 77 191 182:
:----------------------------------------------------------------------------------------------------
: 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 22.0 18.4 32.8 8.8 18.3 14.4 25.6
Old : 15.6 22.1 25.3 31.9 10.8 17.6 17.4 23.4
Other: 11.3 24.3 18.9 35.1 9.6 20.6 16.5 29.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 22, 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 : 9,284: 875 2,483 1,532 5,068 3,310 7,475 7,325: 1,809 1,959
Old : 9,284: 875 2,483 1,532 5,068 3,310 7,475 7,325: 1,809 1,959
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2014 :
: -227: -69 46 26 -89 -224 -131 -152: -96 -74
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 26.7 16.5 54.6 35.7 80.5 78.9: 19.5 21.1
Old : 100.0: 9.4 26.7 16.5 54.6 35.7 80.5 78.9: 19.5 21.1
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 : 64: 18 17 12 21 17 42 44:
Old : 64: 18 17 12 21 17 42 44:
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 : 38.8 28.4 51.1 43.7 35.9 24.7 45.4 36.8
Old : 38.8 28.4 51.1 43.7 35.9 24.7 45.4 36.8
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 22, 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 : 1,212,995: 240,430 253,412 44,015 832,255 774,297 1,116,700 1,071,724: 96,296 141,271
Old : 1,212,995: 240,430 253,412 44,015 832,255 774,297 1,116,700 1,071,724: 96,296 141,271
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2014 :
: 34,164: 7,585 18,651 11,937 11,906 8,780 31,428 39,368: 2,736 -5,204
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 20.9 3.6 68.6 63.8 92.1 88.4: 7.9 11.6
Old : 100.0: 19.8 20.9 3.6 68.6 63.8 92.1 88.4: 7.9 11.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 259: 46 47 29 93 129 148 197:
Old : 259: 46 47 29 93 129 148 197:
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 : 31.1 20.7 43.5 29.7 29.7 20.7 41.0 29.6
Old : 31.1 20.7 43.5 29.7 29.7 20.7 41.0 29.6
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 22, 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 : 3,247,974: 406,624 401,342 370,589 2,156,088 1,965,879 2,933,301 2,737,810: 314,674 510,165
Old : 3,247,974: 406,624 401,342 370,589 2,156,088 1,965,879 2,933,301 2,737,810: 314,674 510,165
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2014 :
: 130,167: 20,129 -5,894 42,103 44,354 86,869 106,586 123,078: 23,580 7,089
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 12.4 11.4 66.4 60.5 90.3 84.3: 9.7 15.7
Old : 100.0: 12.5 12.4 11.4 66.4 60.5 90.3 84.3: 9.7 15.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 410: 68 104 97 177 214 306 354:
Old : 410: 68 104 97 177 214 306 354:
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 : 31.7 16.2 39.4 20.8 30.0 13.0 36.0 16.6
Old : 31.7 16.2 39.4 20.8 30.0 13.0 36.0 16.6
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 22, 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 : 2,420,212: 365,314 307,032 176,126 1,623,518 1,547,022 2,164,958 2,030,180: 255,253 390,032
Old : 2,420,212: 365,314 307,032 176,126 1,623,518 1,547,022 2,164,958 2,030,180: 255,253 390,032
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2014 :
: 8,485: 27,922 -17,162 6,224 -23,102 16,050 11,045 5,112: -2,560 3,372
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 12.7 7.3 67.1 63.9 89.5 83.9: 10.5 16.1
Old : 100.0: 15.1 12.7 7.3 67.1 63.9 89.5 83.9: 10.5 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 : 295: 47 57 53 128 161 205 241:
Old : 295: 47 57 53 128 161 205 241:
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 : 26.0 16.6 36.5 25.6 22.7 16.2 30.9 22.8
Old : 26.0 16.6 36.5 25.6 22.7 16.2 30.9 22.8
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 22, 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 : 452,604: 19,890 111,156 86,394 313,824 201,494 420,108 399,044: 32,497 53,560
Old : 452,604: 19,890 111,156 86,394 313,824 201,494 420,108 399,044: 32,497 53,560
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2014 :
: 7,235: 3,804 7,271 404 3,967 -1,078 8,175 6,597: -940 638
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 24.6 19.1 69.3 44.5 92.8 88.2: 7.2 11.8
Old : 100.0: 4.4 24.6 19.1 69.3 44.5 92.8 88.2: 7.2 11.8
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 : 89: 14 28 25 38 40 66 81:
Old : 89: 14 28 25 38 40 66 81:
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 : 50.5 19.2 58.1 32.0 39.1 15.6 42.8 23.5
Old : 50.5 19.2 58.1 32.0 39.1 15.6 42.8 23.5
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 22, 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 : 65,112: 21,559 12,603 638 34,198 44,299 56,395 57,540: 8,717 7,572
Old : 65,112: 21,559 12,603 638 34,198 44,299 56,395 57,540: 8,717 7,572
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2014 :
: 1,297: 2,629 -1,429 87 -1,670 2,280 1,046 938: 250 358
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.1 19.4 1.0 52.5 68.0 86.6 88.4: 13.4 11.6
Old : 100.0: 33.1 19.4 1.0 52.5 68.0 86.6 88.4: 13.4 11.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 121: 37 27 8 42 26 82 58:
Old : 121: 37 27 8 42 26 82 58:
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 : 26.5 39.9 39.2 57.9 26.4 39.9 39.1 57.7
Old : 26.5 39.9 39.2 57.9 26.4 39.9 39.1 57.7
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, July 22, 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 : 130,225: 43,118 25,206 1,276 68,396 88,598 112,790 115,080: 17,434 15,145
Old : 130,225: 43,118 25,206 1,276 68,396 88,598 112,790 115,080: 17,434 15,145
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2014 :
: 2,593: 5,259 -2,857 173 -3,339 4,560 2,093 1,876: 500 717
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.1 19.4 1.0 52.5 68.0 86.6 88.4: 13.4 11.6
Old : 100.0: 33.1 19.4 1.0 52.5 68.0 86.6 88.4: 13.4 11.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 121: 37 27 8 42 26 82 58:
Old : 121: 37 27 8 42 26 82 58:
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 : 26.5 39.9 39.2 57.9 26.4 39.9 39.1 57.7
Old : 26.5 39.9 39.2 57.9 26.4 39.9 39.1 57.7
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, July 22, 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 : 13,276: 10,952 12,547 476 1,778 248 13,206 13,271: 70 5
Old : 13,276: 10,952 12,547 476 1,778 248 13,206 13,271: 70 5
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2014 :
: -483: -514 -714 -17 53 248 -478 -483: -5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.5 94.5 3.6 13.4 1.9 99.5 100.0: 0.5 0.0
Old : 100.0: 82.5 94.5 3.6 13.4 1.9 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 : 25: 17 5 2 3 1 21 7:
Old : 25: 17 5 2 3 1 21 7:
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 : 66.5 96.5 83.0 100.0 65.2 94.2 79.8 94.5
Old : 66.5 96.5 83.0 100.0 65.2 94.2 79.8 94.5
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, July 22, 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 : 52,433: 7,825 19,604 329 44,208 32,353 52,362 52,286: 71 147
Old : 52,433: 7,825 19,604 329 44,208 32,353 52,362 52,286: 71 147
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2014 :
: 132: -689 -363 17 821 481 149 135: -17 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 37.4 0.6 84.3 61.7 99.9 99.7: 0.1 0.3
Old : 100.0: 14.9 37.4 0.6 84.3 61.7 99.9 99.7: 0.1 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: 4 15 2 12 16 17 32:
Old : 46: 4 15 2 12 16 17 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.6 56.4 97.9 77.5 74.0 47.1 88.7 68.2
Old : 74.6 56.4 97.9 77.5 74.0 47.1 88.7 68.2
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 22, 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 : 33,321: 4,344 12,484 1,265 27,607 19,401 33,216 33,150: 105 171
Old : 33,321: 4,344 12,484 1,265 27,607 19,401 33,216 33,150: 105 171
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2014 :
: 39: -1,053 328 0 1,070 -293 17 35: 22 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 37.5 3.8 82.9 58.2 99.7 99.5: 0.3 0.5
Old : 100.0: 13.0 37.5 3.8 82.9 58.2 99.7 99.5: 0.3 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 : 43: 6 15 1 8 15 14 31:
Old : 43: 6 15 1 8 15 14 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 : 74.9 55.6 98.0 76.4 74.0 55.6 90.4 73.1
Old : 74.9 55.6 98.0 76.4 74.0 55.6 90.4 73.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 25, 2014