WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 29, 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 : 552,879: 108,251 167,952 171,302 230,965 163,685 510,518 502,939: 42,361 49,940
Old : 512,377: 101,840 174,107 153,450 217,913 143,300 473,204 470,858: 39,174 41,519
Other: 40,502: 20,376 7,810 3,887 13,052 20,385 37,314 32,081: 3,187 8,421
: : :
: : Changes in Commitments from: July 22, 2014 :
: 2,148: 435 15,020 -7,112 10,192 -3,942 3,516 3,966: -1,368 -1,817
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 30.4 31.0 41.8 29.6 92.3 91.0: 7.7 9.0
Old : 100.0: 19.9 34.0 29.9 42.5 28.0 92.4 91.9: 7.6 8.1
Other: 100.0: 50.3 19.3 9.6 32.2 50.3 92.1 79.2: 7.9 20.8
: : :
:# Traders : Number of Traders in Each Category :
All : 412: 127 146 152 110 101 323 323:
Old : 408: 132 141 146 108 101 316 318:
Other: 152: 34 35 31 35 63 90 114:
:----------------------------------------------------------------------------------------------------
: 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 10.2 23.1 17.6 12.3 7.8 19.2 13.5
Old : 16.0 10.8 24.4 18.6 13.5 9.3 20.4 15.6
Other: 48.3 22.0 64.6 37.7 48.3 20.6 64.4 33.4
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 29, 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 : 157,463: 47,040 38,147 22,435 70,829 67,439 140,304 128,020: 17,159 29,443
Old : 147,369: 45,098 38,529 20,822 65,106 62,444 131,026 121,795: 16,343 25,574
Other: 10,094: 3,076 751 480 5,723 4,994 9,279 6,225: 816 3,869
: : :
: : Changes in Commitments from: July 22, 2014 :
: -2,750: -2,009 -498 -1,507 1,238 -1,488 -2,277 -3,493: -473 743
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 24.2 14.2 45.0 42.8 89.1 81.3: 10.9 18.7
Old : 100.0: 30.6 26.1 14.1 44.2 42.4 88.9 82.6: 11.1 17.4
Other: 100.0: 30.5 7.4 4.8 56.7 49.5 91.9 61.7: 8.1 38.3
: : :
:# Traders : Number of Traders in Each Category :
All : 189: 47 48 48 63 67 137 142:
Old : 188: 45 52 47 63 66 136 140:
Other: 72: 11 13 11 16 36 32 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 : 17.9 16.1 28.0 24.1 16.6 13.3 25.7 20.9
Old : 19.0 14.8 27.9 23.2 17.0 14.3 25.4 22.3
Other: 60.6 40.4 74.0 46.7 60.6 40.4 74.0 45.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 29, 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 : 2,003,405: 437,369 317,553 621,455 783,085 727,434 1,841,910 1,666,442: 161,495 336,962
Old : 631,150: 219,534 219,247 119,155 251,005 235,468 589,694 573,869: 41,457 57,281
Other: 1,372,254: 349,454 229,924 370,682 532,080 491,967 1,252,216 1,092,573: 120,039 279,681
: : :
: : Changes in Commitments from: July 22, 2014 :
: -15,077: 19,389 31,948 -31,597 -5,830 -11,329 -18,037 -10,978: 2,960 -4,099
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 15.9 31.0 39.1 36.3 91.9 83.2: 8.1 16.8
Old : 100.0: 34.8 34.7 18.9 39.8 37.3 93.4 90.9: 6.6 9.1
Other: 100.0: 25.5 16.8 27.0 38.8 35.9 91.3 79.6: 8.7 20.4
: : :
:# Traders : Number of Traders in Each Category :
All : 804: 184 213 247 305 340 633 678:
Old : 620: 119 169 105 205 213 387 424:
Other: 752: 202 169 180 262 326 540 601:
:----------------------------------------------------------------------------------------------------
: 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 12.3 17.4 18.8 7.9 8.5 13.5 12.4
Old : 16.4 15.2 26.6 24.8 14.3 12.7 24.1 21.3
Other: 10.9 13.8 18.0 20.2 7.8 10.0 13.0 14.0
CORN CONSECUTIVE CSO - CHICAGO BOARD OF TRADE Code-00260B
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 29, 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 : 12,787: 6,321 4,342 2,860 3,174 4,343 12,355 11,545: 431 1,242
Old : 11,704: 6,491 4,350 1,934 2,849 4,179 11,274 10,463: 430 1,241
Other: 1,083: 139 300 617 325 164 1,081 1,081: 2 1
: : :
: : Changes in Commitments from: July 22, 2014 :
: 1,821: 1,117 1,097 -68 610 449 1,660 1,478: 162 343
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.4 34.0 22.4 24.8 34.0 96.6 90.3: 3.4 9.7
Old : 100.0: 55.5 37.2 16.5 24.3 35.7 96.3 89.4: 3.7 10.6
Other: 100.0: 12.8 27.7 57.0 30.0 15.1 99.8 99.9: 0.2 0.1
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 10 5 12 9 7 22 21:
Old : 22: 9 4 10 9 7 21 18:
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 : 57.0 60.6 78.8 78.5 43.5 53.6 61.6 59.8
Old : 57.5 66.2 80.9 80.2 47.8 58.6 67.6 65.3
Other: 58.5 69.0 99.8 98.4 31.8 29.9 34.2 34.2
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 29, 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 : 8,531: 2,687 867 761 2,861 5,687 6,310 7,315: 2,221 1,215
Old : 8,522: 2,687 867 761 2,854 5,687 6,303 7,315: 2,219 1,206
Other: 9: 0 0 0 7 0 7 0: 2 9
: : :
: : Changes in Commitments from: July 22, 2014 :
: 24: 85 64 83 -242 -403 -73 -255: 97 279
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 10.2 8.9 33.5 66.7 74.0 85.8: 26.0 14.2
Old : 100.0: 31.5 10.2 8.9 33.5 66.7 74.0 85.8: 26.0 14.2
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: 17 3 7 14 11 33 19:
Old : 36: 17 3 7 14 11 33 19:
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 : 33.9 56.8 46.6 74.4 33.1 49.9 40.8 60.6
Old : 33.9 56.8 46.6 74.5 33.2 50.0 40.8 60.7
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 29, 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 : 895,718: 177,469 179,446 286,085 382,898 287,995 846,452 753,526: 49,265 142,192
Old : 17,700: 3,463 2,098 14 11,764 11,123 15,241 13,235: 2,459 4,465
Other: 878,018: 178,141 181,483 281,936 371,134 276,872 831,211 740,291: 46,806 137,727
: : :
: : Changes in Commitments from: July 22, 2014 :
: -95,049: -5,602 -17,682 -56,149 -28,872 -14,930 -90,624 -88,761: -4,425 -6,287
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 20.0 31.9 42.7 32.2 94.5 84.1: 5.5 15.9
Old : 100.0: 19.6 11.9 0.1 66.5 62.8 86.1 74.8: 13.9 25.2
Other: 100.0: 20.3 20.7 32.1 42.3 31.5 94.7 84.3: 5.3 15.7
: : :
:# Traders : Number of Traders in Each Category :
All : 678: 175 242 253 174 225 510 573:
Old : 162: 23 27 1 57 65 80 93:
Other: 678: 178 239 249 154 219 486 567:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.6 11.9 20.1 18.4 7.7 5.9 13.2 9.5
Old : 48.4 29.2 65.5 41.6 48.4 26.6 65.1 39.1
Other: 11.8 11.8 20.0 18.4 7.9 5.8 13.5 9.6
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 29, 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 : 21,880: 17,256 1,135 290 2 5,266 17,548 6,691: 4,332 15,189
Old : 962: 887 25 0 2 51 889 76: 73 886
Other: 20,918: 16,369 1,110 290 0 5,215 16,659 6,615: 4,259 14,303
: : :
: : Changes in Commitments from: July 22, 2014 :
: 334: 336 161 228 0 22 564 411: -230 -77
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.9 5.2 1.3 0.0 24.1 80.2 30.6: 19.8 69.4
Old : 100.0: 92.2 2.6 0.0 0.2 5.3 92.4 7.9: 7.6 92.1
Other: 100.0: 78.3 5.3 1.4 0.0 24.9 79.6 31.6: 20.4 68.4
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 5 4 5 1 15 7 23:
Old : 11: 2 1 0 1 7 3 8:
Other: 24: 5 4 5 0 15 6 23:
:----------------------------------------------------------------------------------------------------
: 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 : 78.9 12.9 80.2 19.4 78.8 12.8 78.9 19.4
Old : 92.4 6.9 92.4 7.9 92.4 6.9 92.4 7.9
Other: 78.3 13.1 79.6 20.0 78.1 13.0 78.3 19.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 29, 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 : 372,256: 108,661 103,496 59,298 168,712 171,200 336,670 333,994: 35,585 38,262
Old : 60,900: 12,218 6,642 9,103 31,854 37,213 53,175 52,959: 7,724 7,941
Other: 311,356: 102,546 102,957 44,091 136,858 133,987 283,495 281,035: 27,861 30,321
: : :
: : Changes in Commitments from: July 22, 2014 :
: -18,972: 8,827 582 -14,616 -12,223 -4,254 -18,012 -18,289: -960 -683
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 27.8 15.9 45.3 46.0 90.4 89.7: 9.6 10.3
Old : 100.0: 20.1 10.9 14.9 52.3 61.1 87.3 87.0: 12.7 13.0
Other: 100.0: 32.9 33.1 14.2 44.0 43.0 91.1 90.3: 8.9 9.7
: : :
:# Traders : Number of Traders in Each Category :
All : 298: 90 90 77 85 73 218 207:
Old : 157: 41 39 31 44 52 102 106:
Other: 282: 86 91 66 77 65 197 191:
:----------------------------------------------------------------------------------------------------
: 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 : 10.8 24.9 18.9 33.6 10.7 20.3 18.1 28.0
Old : 23.1 28.3 33.4 37.3 21.0 26.6 30.2 34.2
Other: 12.8 25.6 21.7 35.0 12.6 21.3 21.2 29.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 29, 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 : 890,098: 109,275 92,723 46,821 533,386 553,952 689,482 693,496: 200,616 196,602
Old : 890,098: 109,275 92,723 46,821 533,386 553,952 689,482 693,496: 200,616 196,602
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2014 :
: -18,184: -3,534 4,412 -14,945 -16,369 -8,116 -34,848 -18,649: 16,664 466
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 10.4 5.3 59.9 62.2 77.5 77.9: 22.5 22.1
Old : 100.0: 12.3 10.4 5.3 59.9 62.2 77.5 77.9: 22.5 22.1
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 : 174: 30 37 35 78 88 127 141:
Old : 174: 30 37 35 78 88 127 141:
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 : 23.4 18.0 32.9 26.2 21.0 14.9 29.3 21.7
Old : 23.4 18.0 32.9 26.2 21.0 14.9 29.3 21.7
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 29, 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 : 490,500: 53,586 39,944 3,840 326,393 350,631 383,819 394,415: 106,681 96,085
Old : 490,500: 53,586 39,944 3,840 326,393 350,631 383,819 394,415: 106,681 96,085
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2014 :
: -10,982: -1,787 3,225 -427 -5,137 -11,696 -7,350 -8,898: -3,632 -2,084
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 8.1 0.8 66.5 71.5 78.3 80.4: 21.7 19.6
Old : 100.0: 10.9 8.1 0.8 66.5 71.5 78.3 80.4: 21.7 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: 11 12 8 44 48 60 63:
Old : 84: 11 12 8 44 48 60 63:
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 38.8 42.3 50.5 23.4 34.8 34.6 44.4
Old : 26.9 38.8 42.3 50.5 23.4 34.8 34.6 44.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 29, 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 : 6,541: 1,743 547 654 3,588 5,097 5,985 6,298: 556 243
Old : 6,541: 1,743 547 654 3,588 5,097 5,985 6,298: 556 243
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2014 :
: 281: 91 -35 31 126 372 248 368: 33 -87
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 8.4 10.0 54.9 77.9 91.5 96.3: 8.5 3.7
Old : 100.0: 26.6 8.4 10.0 54.9 77.9 91.5 96.3: 8.5 3.7
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 : 41: 13 5 6 18 19 33 29:
Old : 41: 13 5 6 18 19 33 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.3 55.0 59.8 74.0 22.2 31.8 32.3 39.4
Old : 37.3 55.0 59.8 74.0 22.2 31.8 32.3 39.4
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 29, 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 : 367,288: 90,537 56,172 68,891 161,600 208,484 321,028 333,547: 46,260 33,741
Old : 64,603: 20,866 2,324 7,783 24,422 47,116 53,071 57,224: 11,532 7,380
Other: 302,685: 82,105 66,282 48,675 137,177 161,368 267,957 276,324: 34,728 26,361
: : :
: : Changes in Commitments from: July 22, 2014 :
: -19,187: -1,484 -7,234 -13,423 -3,705 349 -18,613 -20,308: -575 1,121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 15.3 18.8 44.0 56.8 87.4 90.8: 12.6 9.2
Old : 100.0: 32.3 3.6 12.0 37.8 72.9 82.1 88.6: 17.9 11.4
Other: 100.0: 27.1 21.9 16.1 45.3 53.3 88.5 91.3: 11.5 8.7
: : :
:# Traders : Number of Traders in Each Category :
All : 262: 79 65 76 87 97 208 202:
Old : 179: 63 16 30 60 71 129 112:
Other: 250: 67 74 63 82 80 190 178:
:----------------------------------------------------------------------------------------------------
: 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 : 10.4 24.1 17.5 34.0 8.9 20.1 15.0 28.0
Old : 16.7 24.3 28.3 36.3 16.4 23.8 25.7 32.5
Other: 11.3 25.2 19.1 35.5 9.9 21.7 16.7 30.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 29, 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 : 9,670: 850 2,660 1,628 5,276 3,460 7,754 7,749: 1,916 1,922
Old : 9,670: 850 2,660 1,628 5,276 3,460 7,754 7,749: 1,916 1,922
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2014 :
: 386: -25 177 97 208 150 279 424: 107 -37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 27.5 16.8 54.6 35.8 80.2 80.1: 19.8 19.9
Old : 100.0: 8.8 27.5 16.8 54.6 35.8 80.2 80.1: 19.8 19.9
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 : 67: 17 17 13 20 17 42 47:
Old : 67: 17 17 13 20 17 42 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.6 28.3 51.5 43.5 36.7 25.3 46.0 37.3
Old : 38.6 28.3 51.5 43.5 36.7 25.3 46.0 37.3
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 29, 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 : 1,296,855: 361,324 264,009 32,059 801,780 861,804 1,195,164 1,157,872: 101,691 138,983
Old : 1,296,855: 361,324 264,009 32,059 801,780 861,804 1,195,164 1,157,872: 101,691 138,983
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2014 :
: 83,860: 120,894 10,597 -11,955 -30,475 87,507 78,464 86,149: 5,396 -2,288
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 20.4 2.5 61.8 66.5 92.2 89.3: 7.8 10.7
Old : 100.0: 27.9 20.4 2.5 61.8 66.5 92.2 89.3: 7.8 10.7
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 : 262: 45 48 25 92 133 143 200:
Old : 262: 45 48 25 92 133 143 200:
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 : 30.0 20.5 42.7 28.9 29.0 20.5 41.2 28.8
Old : 30.0 20.5 42.7 28.9 29.0 20.5 41.2 28.8
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 29, 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 : 3,225,100: 431,616 424,526 289,581 2,176,491 1,981,531 2,897,688 2,695,638: 327,413 529,462
Old : 3,225,100: 431,616 424,526 289,581 2,176,491 1,981,531 2,897,688 2,695,638: 327,413 529,462
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2014 :
: -22,874: 24,993 23,185 -81,009 20,403 15,652 -35,613 -42,172: 12,739 19,297
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 13.2 9.0 67.5 61.4 89.8 83.6: 10.2 16.4
Old : 100.0: 13.4 13.2 9.0 67.5 61.4 89.8 83.6: 10.2 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 : 391: 59 101 87 162 203 280 332:
Old : 391: 59 101 87 162 203 280 332:
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 : 33.5 16.2 41.5 20.8 32.0 13.2 38.2 17.2
Old : 33.5 16.2 41.5 20.8 32.0 13.2 38.2 17.2
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 29, 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 : 2,361,681: 358,319 320,739 166,910 1,576,644 1,498,704 2,101,872 1,986,353: 259,809 375,328
Old : 2,361,681: 358,319 320,739 166,910 1,576,644 1,498,704 2,101,872 1,986,353: 259,809 375,328
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2014 :
: -58,530: -6,995 13,708 -9,216 -46,875 -48,318 -63,086 -43,826: 4,556 -14,704
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 13.6 7.1 66.8 63.5 89.0 84.1: 11.0 15.9
Old : 100.0: 15.2 13.6 7.1 66.8 63.5 89.0 84.1: 11.0 15.9
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 : 292: 46 59 50 127 154 200 236:
Old : 292: 46 59 50 127 154 200 236:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.8 16.9 35.2 25.8 20.7 16.6 30.3 23.6
Old : 24.8 16.9 35.2 25.8 20.7 16.6 30.3 23.6
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 29, 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 : 466,281: 18,731 119,103 88,033 326,913 203,307 433,677 410,443: 32,604 55,838
Old : 466,281: 18,731 119,103 88,033 326,913 203,307 433,677 410,443: 32,604 55,838
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2014 :
: 13,677: -1,159 7,946 1,639 13,089 1,813 13,570 11,399: 108 2,278
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 25.5 18.9 70.1 43.6 93.0 88.0: 7.0 12.0
Old : 100.0: 4.0 25.5 18.9 70.1 43.6 93.0 88.0: 7.0 12.0
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 : 92: 13 32 25 37 41 66 84:
Old : 92: 13 32 25 37 41 66 84:
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 : 50.3 20.2 57.9 32.3 39.2 16.5 43.3 23.5
Old : 50.3 20.2 57.9 32.3 39.2 16.5 43.3 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 29, 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 : 64,953: 20,220 10,091 862 35,173 46,683 56,255 57,636: 8,698 7,317
Old : 64,953: 20,220 10,091 862 35,173 46,683 56,255 57,636: 8,698 7,317
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2014 :
: -159: -1,339 -2,512 224 974 2,384 -140 96: -19 -255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 15.5 1.3 54.2 71.9 86.6 88.7: 13.4 11.3
Old : 100.0: 31.1 15.5 1.3 54.2 71.9 86.6 88.7: 13.4 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 : 116: 37 25 11 39 26 81 57:
Old : 116: 37 25 11 39 26 81 57:
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 41.6 40.1 60.5 26.5 41.6 40.1 59.5
Old : 26.5 41.6 40.1 60.5 26.5 41.6 40.1 59.5
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 29, 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 : 129,907: 40,440 20,182 1,724 70,345 93,366 112,510 115,272: 17,397 14,634
Old : 129,907: 40,440 20,182 1,724 70,345 93,366 112,510 115,272: 17,397 14,634
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2014 :
: -318: -2,677 -5,024 448 1,949 4,768 -280 192: -38 -510
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 15.5 1.3 54.2 71.9 86.6 88.7: 13.4 11.3
Old : 100.0: 31.1 15.5 1.3 54.2 71.9 86.6 88.7: 13.4 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 : 116: 37 25 11 39 26 81 57:
Old : 116: 37 25 11 39 26 81 57:
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 41.6 40.1 60.5 26.5 41.6 40.1 59.5
Old : 26.5 41.6 40.1 60.5 26.5 41.6 40.1 59.5
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 29, 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 : 10,758: 8,079 10,047 458 2,149 248 10,686 10,753: 72 5
Old : 10,758: 8,079 10,047 458 2,149 248 10,686 10,753: 72 5
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2014 :
: -2,518: -2,873 -2,500 -18 371 0 -2,520 -2,518: 2 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.1 93.4 4.3 20.0 2.3 99.3 100.0: 0.7 0.0
Old : 100.0: 75.1 93.4 4.3 20.0 2.3 99.3 100.0: 0.7 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 : 23: 16 4 2 3 1 20 6:
Old : 23: 16 4 2 3 1 20 6:
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 : 69.0 98.3 84.3 100.0 65.3 93.4 80.6 93.4
Old : 69.0 98.3 84.3 100.0 65.3 93.4 80.6 93.4
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 29, 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 : 53,243: 7,917 19,789 305 44,938 32,977 53,160 53,071: 83 172
Old : 53,243: 7,917 19,789 305 44,938 32,977 53,160 53,071: 83 172
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2014 :
: 810: 92 185 -24 730 624 798 785: 12 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 37.2 0.6 84.4 61.9 99.8 99.7: 0.2 0.3
Old : 100.0: 14.9 37.2 0.6 84.4 61.9 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 : 48: 3 16 1 13 17 16 34:
Old : 48: 3 16 1 13 17 16 34:
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 : 74.7 57.0 97.6 77.6 74.1 47.9 88.6 68.4
Old : 74.7 57.0 97.6 77.6 74.1 47.9 88.6 68.4
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 29, 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 : 34,615: 4,469 12,723 1,305 28,758 20,407 34,532 34,435: 83 180
Old : 34,615: 4,469 12,723 1,305 28,758 20,407 34,532 34,435: 83 180
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2014 :
: 1,294: 125 239 40 1,151 1,006 1,316 1,285: -22 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 36.8 3.8 83.1 59.0 99.8 99.5: 0.2 0.5
Old : 100.0: 12.9 36.8 3.8 83.1 59.0 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 : 43: 4 17 1 7 16 11 34:
Old : 43: 4 17 1 7 16 11 34:
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 : 77.8 53.4 98.4 73.7 76.7 53.4 91.7 70.7
Old : 77.8 53.4 98.4 73.7 76.7 53.4 91.7 70.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 1, 2014