WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 5, 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 : 551,200: 113,104 167,383 165,281 228,923 167,016 507,309 499,681: 43,892 51,519
Old : 509,225: 106,537 173,805 147,068 215,077 145,882 468,681 466,755: 40,544 42,470
Other: 41,975: 20,877 7,887 3,904 13,846 21,134 38,627 32,926: 3,348 9,049
: : :
: : Changes in Commitments from: July 29, 2014 :
: -1,679: 4,853 -568 -6,021 -2,042 3,331 -3,209 -3,258: 1,531 1,579
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 30.4 30.0 41.5 30.3 92.0 90.7: 8.0 9.3
Old : 100.0: 20.9 34.1 28.9 42.2 28.6 92.0 91.7: 8.0 8.3
Other: 100.0: 49.7 18.8 9.3 33.0 50.3 92.0 78.4: 8.0 21.6
: : :
:# Traders : Number of Traders in Each Category :
All : 407: 119 143 149 108 109 317 323:
Old : 404: 124 140 144 105 108 309 319:
Other: 147: 29 36 27 33 63 82 110:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.9 10.1 23.0 17.3 12.6 7.9 19.7 13.5
Old : 16.0 10.7 24.3 18.5 13.9 9.1 20.7 15.7
Other: 47.1 21.0 63.5 35.2 47.0 20.1 63.3 32.3
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 5, 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 : 159,163: 47,194 38,328 19,938 74,149 72,310 141,281 130,577: 17,882 28,586
Old : 149,336: 45,444 38,571 18,740 68,090 67,640 132,274 124,951: 17,062 24,386
Other: 9,827: 2,535 542 414 6,059 4,671 9,008 5,626: 819 4,201
: : :
: : Changes in Commitments from: July 29, 2014 :
: 1,700: 153 181 -2,497 3,320 4,871 977 2,556: 723 -856
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 24.1 12.5 46.6 45.4 88.8 82.0: 11.2 18.0
Old : 100.0: 30.4 25.8 12.5 45.6 45.3 88.6 83.7: 11.4 16.3
Other: 100.0: 25.8 5.5 4.2 61.7 47.5 91.7 57.3: 8.3 42.7
: : :
:# Traders : Number of Traders in Each Category :
All : 192: 56 43 50 67 69 143 144:
Old : 191: 52 48 49 67 68 141 143:
Other: 71: 10 11 10 20 36 34 53:
:----------------------------------------------------------------------------------------------------
: 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 : 17.7 17.0 27.9 24.8 16.1 13.4 25.2 20.8
Old : 18.8 15.9 27.8 24.1 16.5 14.4 24.8 22.2
Other: 61.6 38.3 76.1 43.9 61.6 38.3 76.1 43.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 5, 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 : 2,024,097: 456,345 323,699 637,613 769,142 724,703 1,863,099 1,686,015: 160,997 338,082
Old : 589,722: 206,483 206,775 122,719 220,483 210,261 549,685 539,755: 40,037 49,967
Other: 1,434,375: 369,741 236,803 395,014 548,659 514,442 1,313,414 1,146,260: 120,960 288,115
: : :
: : Changes in Commitments from: July 29, 2014 :
: 20,692: 18,975 6,146 16,157 -13,943 -2,731 21,190 19,572: -498 1,120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 16.0 31.5 38.0 35.8 92.0 83.3: 8.0 16.7
Old : 100.0: 35.0 35.1 20.8 37.4 35.7 93.2 91.5: 6.8 8.5
Other: 100.0: 25.8 16.5 27.5 38.3 35.9 91.6 79.9: 8.4 20.1
: : :
:# Traders : Number of Traders in Each Category :
All : 813: 187 226 256 304 341 647 685:
Old : 611: 126 158 100 203 202 383 406:
Other: 775: 208 186 202 267 332 572 625:
:----------------------------------------------------------------------------------------------------
: 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 : 11.0 12.2 17.6 18.9 7.8 8.3 13.6 12.2
Old : 18.0 16.6 28.0 27.0 15.3 14.3 25.0 22.5
Other: 10.6 13.8 18.0 19.8 7.9 9.8 13.1 14.0
CORN CONSECUTIVE CSO - CHICAGO BOARD OF TRADE Code-00260B
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 5, 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 : 14,425: 6,960 5,255 3,203 3,739 4,684 13,903 13,142: 522 1,283
Old : 13,324: 7,158 5,256 2,259 3,387 4,528 12,804 12,042: 520 1,282
Other: 1,101: 138 335 609 353 156 1,099 1,100: 2 1
: : :
: : Changes in Commitments from: July 29, 2014 :
: 1,638: 639 913 343 565 341 1,548 1,597: 91 41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.3 36.4 22.2 25.9 32.5 96.4 91.1: 3.6 8.9
Old : 100.0: 53.7 39.4 17.0 25.4 34.0 96.1 90.4: 3.9 9.6
Other: 100.0: 12.5 30.4 55.3 32.0 14.2 99.8 99.9: 0.2 0.1
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 10 5 11 9 7 22 20:
Old : 22: 9 4 9 9 7 21 17:
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 : 58.0 63.1 77.4 80.3 44.8 54.4 60.7 60.2
Old : 58.7 67.0 79.2 82.6 48.4 58.8 66.1 65.2
Other: 59.2 69.6 99.8 98.7 34.8 32.6 37.5 37.5
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 5, 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 : 8,735: 2,651 588 905 2,819 5,990 6,376 7,484: 2,360 1,252
Old : 8,726: 2,651 588 905 2,812 5,990 6,369 7,484: 2,358 1,243
Other: 9: 0 0 0 7 0 7 0: 2 9
: : :
: : Changes in Commitments from: July 29, 2014 :
: 205: -36 -279 144 -42 303 66 168: 139 37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 6.7 10.4 32.3 68.6 73.0 85.7: 27.0 14.3
Old : 100.0: 30.4 6.7 10.4 32.2 68.6 73.0 85.8: 27.0 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 : 37: 16 3 6 16 12 34 19:
Old : 37: 16 3 6 16 12 34 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 : 31.7 51.0 44.4 70.9 29.5 47.7 37.2 59.9
Old : 31.7 51.0 44.4 71.0 29.6 47.8 37.2 60.1
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, August 5, 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 : 956,311: 180,463 187,007 325,827 398,161 298,755 904,451 811,589: 51,860 144,722
Old : 924,312: 176,476 191,129 312,946 386,063 286,575 875,485 790,650: 48,827 133,662
Other: 31,999: 14,699 6,590 2,169 12,097 12,180 28,966 20,939: 3,034 11,060
: : :
: : Changes in Commitments from: July 29, 2014 :
: 60,593: 2,994 7,561 39,742 15,263 10,760 57,998 58,063: 2,595 2,530
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 19.6 34.1 41.6 31.2 94.6 84.9: 5.4 15.1
Old : 100.0: 19.1 20.7 33.9 41.8 31.0 94.7 85.5: 5.3 14.5
Other: 100.0: 45.9 20.6 6.8 37.8 38.1 90.5 65.4: 9.5 34.6
: : :
:# Traders : Number of Traders in Each Category :
All : 686: 176 260 255 149 214 487 580:
Old : 686: 178 262 251 147 213 482 578:
Other: 235: 41 51 29 43 120 100 185:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.5 12.0 20.4 19.1 7.2 5.3 12.4 9.0
Old : 11.8 12.4 20.8 19.6 7.5 5.3 12.9 9.0
Other: 39.5 20.9 56.2 29.8 39.5 19.9 54.9 28.8
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 5, 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 : 20,285: 16,479 553 41 0 5,313 16,520 5,907: 3,765 14,378
Old : 18,706: 15,434 543 41 0 4,807 15,475 5,391: 3,231 13,315
Other: 1,579: 1,045 10 0 0 506 1,045 516: 534 1,063
: : :
: : Changes in Commitments from: July 29, 2014 :
: -1,595: -777 -582 -249 -2 47 -1,028 -784: -567 -811
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.2 2.7 0.2 0.0 26.2 81.4 29.1: 18.6 70.9
Old : 100.0: 82.5 2.9 0.2 0.0 25.7 82.7 28.8: 17.3 71.2
Other: 100.0: 66.2 0.6 0.0 0.0 32.0 66.2 32.7: 33.8 67.3
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 4 3 3 0 15 4 21:
Old : 22: 4 3 3 0 15 4 21:
Other: 19: 3 2 0 0 14 3 16:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 81.4 13.6 81.4 19.3 81.2 13.6 81.2 19.3
Old : 82.7 13.0 82.7 18.5 82.5 13.0 82.5 18.5
Other: 66.2 28.2 66.2 30.8 66.2 28.2 66.2 30.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 5, 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 : 369,890: 107,385 97,994 61,360 165,171 169,666 333,916 329,020: 35,974 40,871
Old : 52,470: 13,160 4,968 8,342 22,531 32,497 44,033 45,808: 8,436 6,662
Other: 317,421: 103,876 102,676 43,368 142,640 137,168 289,883 283,212: 27,538 34,209
: : :
: : Changes in Commitments from: July 29, 2014 :
: -2,365: -1,276 -5,502 2,063 -3,541 -1,535 -2,754 -4,974: 389 2,609
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 26.5 16.6 44.7 45.9 90.3 89.0: 9.7 11.0
Old : 100.0: 25.1 9.5 15.9 42.9 61.9 83.9 87.3: 16.1 12.7
Other: 100.0: 32.7 32.3 13.7 44.9 43.2 91.3 89.2: 8.7 10.8
: : :
:# Traders : Number of Traders in Each Category :
All : 293: 91 83 75 84 76 215 204:
Old : 151: 45 29 33 40 50 100 97:
Other: 283: 85 91 67 78 68 199 193:
:----------------------------------------------------------------------------------------------------
: 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 25.2 18.6 34.1 10.7 21.0 18.0 28.8
Old : 20.9 31.9 31.0 39.8 20.9 31.0 31.0 38.6
Other: 12.7 25.6 21.4 34.9 12.3 21.1 20.8 29.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 5, 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 : 882,518: 95,036 87,607 59,443 546,074 543,513 700,554 690,563: 181,964 191,955
Old : 882,518: 95,036 87,607 59,443 546,074 543,513 700,554 690,563: 181,964 191,955
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2014 :
: -7,580: -14,238 -5,116 12,622 12,688 -10,439 11,072 -2,933: -18,652 -4,647
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 9.9 6.7 61.9 61.6 79.4 78.2: 20.6 21.8
Old : 100.0: 10.8 9.9 6.7 61.9 61.6 79.4 78.2: 20.6 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 : 176: 32 37 42 79 89 134 145:
Old : 176: 32 37 42 79 89 134 145:
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 : 23.9 17.7 33.5 26.5 21.9 15.4 29.6 22.4
Old : 23.9 17.7 33.5 26.5 21.9 15.4 29.6 22.4
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, August 5, 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 : 495,385: 51,848 32,892 6,152 336,095 356,511 394,095 395,555: 101,290 99,830
Old : 495,385: 51,848 32,892 6,152 336,095 356,511 394,095 395,555: 101,290 99,830
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2014 :
: 4,885: -1,738 -7,052 2,313 9,702 5,880 10,277 1,140: -5,392 3,744
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 6.6 1.2 67.8 72.0 79.6 79.8: 20.4 20.2
Old : 100.0: 10.5 6.6 1.2 67.8 72.0 79.6 79.8: 20.4 20.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 84: 11 11 9 44 50 60 65:
Old : 84: 11 11 9 44 50 60 65:
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 : 26.8 38.7 41.7 50.1 23.1 34.7 34.1 44.7
Old : 26.8 38.7 41.7 50.1 23.1 34.7 34.1 44.7
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, August 5, 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 : 6,440: 1,785 464 534 3,456 5,137 5,775 6,135: 665 305
Old : 6,440: 1,785 464 534 3,456 5,137 5,775 6,135: 665 305
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2014 :
: -101: 42 -83 -120 -132 40 -210 -163: 109 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 7.2 8.3 53.7 79.8 89.7 95.3: 10.3 4.7
Old : 100.0: 27.7 7.2 8.3 53.7 79.8 89.7 95.3: 10.3 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 : 40: 13 4 5 18 18 32 27:
Old : 40: 13 4 5 18 18 32 27:
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 : 37.0 56.2 61.4 73.8 24.1 33.2 33.2 39.7
Old : 37.0 56.2 61.4 73.8 24.1 33.2 33.2 39.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 5, 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 : 370,088: 94,424 57,960 70,614 159,938 209,569 324,976 338,143: 45,112 31,945
Old : 52,743: 18,563 1,755 7,104 19,314 38,309 44,981 47,167: 7,762 5,575
Other: 317,346: 86,602 66,946 52,770 140,623 171,260 279,996 290,976: 37,350 26,370
: : :
: : Changes in Commitments from: July 29, 2014 :
: 2,800: 3,887 1,788 1,723 -1,662 1,085 3,948 4,596: -1,148 -1,796
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 15.7 19.1 43.2 56.6 87.8 91.4: 12.2 8.6
Old : 100.0: 35.2 3.3 13.5 36.6 72.6 85.3 89.4: 14.7 10.6
Other: 100.0: 27.3 21.1 16.6 44.3 54.0 88.2 91.7: 11.8 8.3
: : :
:# Traders : Number of Traders in Each Category :
All : 263: 78 65 80 86 93 210 199:
Old : 174: 59 15 29 58 65 122 105:
Other: 253: 69 72 66 83 83 194 182:
:----------------------------------------------------------------------------------------------------
: 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 : 10.4 24.7 17.5 34.6 8.6 20.4 14.3 28.4
Old : 21.6 26.6 33.9 41.4 21.0 24.8 31.8 36.1
Other: 11.3 25.6 18.7 35.8 9.3 22.0 15.7 30.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 5, 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 : 10,908: 878 3,145 2,457 5,676 3,384 9,011 8,985: 1,897 1,922
Old : 10,908: 878 3,145 2,457 5,676 3,384 9,011 8,985: 1,897 1,922
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2014 :
: 1,238: 29 485 828 400 -76 1,257 1,237: -19 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 28.8 22.5 52.0 31.0 82.6 82.4: 17.4 17.6
Old : 100.0: 8.1 28.8 22.5 52.0 31.0 82.6 82.4: 17.4 17.6
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 : 70: 19 19 15 20 17 44 50:
Old : 70: 19 19 15 20 17 44 50:
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 27.6 49.0 41.3 34.5 23.1 43.0 34.7
Old : 37.3 27.6 49.0 41.3 34.5 23.1 43.0 34.7
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, August 5, 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 : 1,369,582: 340,631 253,263 51,870 876,367 921,171 1,268,868 1,226,304: 100,714 143,278
Old : 1,369,582: 340,631 253,263 51,870 876,367 921,171 1,268,868 1,226,304: 100,714 143,278
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2014 :
: 72,726: -20,694 -10,745 19,811 74,587 59,366 73,704 68,432: -978 4,295
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 18.5 3.8 64.0 67.3 92.6 89.5: 7.4 10.5
Old : 100.0: 24.9 18.5 3.8 64.0 67.3 92.6 89.5: 7.4 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 : 265: 47 46 33 93 138 149 208:
Old : 265: 47 46 33 93 138 149 208:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.6 20.4 42.0 29.7 28.4 20.4 40.7 29.0
Old : 28.6 20.4 42.0 29.7 28.4 20.4 40.7 29.0
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, August 5, 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 : 3,305,398: 413,575 419,732 332,682 2,252,663 2,028,153 2,998,920 2,780,568: 306,479 524,831
Old : 3,305,398: 413,575 419,732 332,682 2,252,663 2,028,153 2,998,920 2,780,568: 306,479 524,831
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2014 :
: 80,298: -18,041 -4,794 43,101 76,172 46,623 101,232 84,929: -20,934 -4,631
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 12.7 10.1 68.2 61.4 90.7 84.1: 9.3 15.9
Old : 100.0: 12.5 12.7 10.1 68.2 61.4 90.7 84.1: 9.3 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 : 396: 63 98 86 175 210 293 339:
Old : 396: 63 98 86 175 210 293 339:
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 : 32.1 15.0 40.9 19.8 30.5 11.8 37.0 15.9
Old : 32.1 15.0 40.9 19.8 30.5 11.8 37.0 15.9
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, August 5, 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 : 2,424,555: 307,648 304,340 187,124 1,653,291 1,554,131 2,148,063 2,045,595: 276,491 378,959
Old : 2,424,555: 307,648 304,340 187,124 1,653,291 1,554,131 2,148,063 2,045,595: 276,491 378,959
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2014 :
: 62,873: -50,670 -16,400 20,214 76,647 55,427 46,191 59,242: 16,683 3,631
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 12.6 7.7 68.2 64.1 88.6 84.4: 11.4 15.6
Old : 100.0: 12.7 12.6 7.7 68.2 64.1 88.6 84.4: 11.4 15.6
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 : 290: 47 58 50 131 152 203 235:
Old : 290: 47 58 50 131 152 203 235:
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 : 21.9 17.1 31.5 26.7 18.2 16.5 26.6 23.9
Old : 21.9 17.1 31.5 26.7 18.2 16.5 26.6 23.9
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, August 5, 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 : 461,427: 17,959 121,073 97,309 317,107 190,251 432,375 408,633: 29,052 52,794
Old : 461,427: 17,959 121,073 97,309 317,107 190,251 432,375 408,633: 29,052 52,794
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2014 :
: -4,854: -772 1,970 9,276 -9,807 -13,056 -1,302 -1,810: -3,552 -3,044
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 26.2 21.1 68.7 41.2 93.7 88.6: 6.3 11.4
Old : 100.0: 3.9 26.2 21.1 68.7 41.2 93.7 88.6: 6.3 11.4
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 : 89: 13 31 25 36 41 64 83:
Old : 89: 13 31 25 36 41 64 83:
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 : 46.5 21.1 55.6 31.9 35.2 16.2 40.5 22.6
Old : 46.5 21.1 55.6 31.9 35.2 16.2 40.5 22.6
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, August 5, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 60,439: 15,835 15,124 1,352 34,632 37,647 51,818 54,123: 8,621 6,316
Old : 60,439: 15,835 15,124 1,352 34,632 37,647 51,818 54,123: 8,621 6,316
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2014 :
: -4,514: -4,385 5,033 490 -541 -9,036 -4,437 -3,513: -77 -1,001
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 25.0 2.2 57.3 62.3 85.7 89.5: 14.3 10.5
Old : 100.0: 26.2 25.0 2.2 57.3 62.3 85.7 89.5: 14.3 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 : 113: 30 29 11 43 22 78 57:
Old : 113: 30 29 11 43 22 78 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 : 25.8 38.9 37.7 57.0 21.6 38.8 33.5 55.7
Old : 25.8 38.9 37.7 57.0 21.6 38.8 33.5 55.7
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, August 5, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 120,879: 31,670 30,249 2,704 69,263 75,294 103,637 108,247: 17,242 12,632
Old : 120,879: 31,670 30,249 2,704 69,263 75,294 103,637 108,247: 17,242 12,632
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2014 :
: -9,028: -8,771 10,067 980 -1,082 -18,072 -8,873 -7,025: -154 -2,003
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 25.0 2.2 57.3 62.3 85.7 89.5: 14.3 10.5
Old : 100.0: 26.2 25.0 2.2 57.3 62.3 85.7 89.5: 14.3 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 : 113: 30 29 11 43 22 78 57:
Old : 113: 30 29 11 43 22 78 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 : 25.8 38.9 37.7 57.0 21.6 38.8 33.5 55.7
Old : 25.8 38.9 37.7 57.0 21.6 38.8 33.5 55.7
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, August 5, 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 : 12,018: 8,936 11,251 514 2,351 248 11,801 12,013: 217 5
Old : 12,018: 8,936 11,251 514 2,351 248 11,801 12,013: 217 5
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2014 :
: 1,260: 857 1,204 56 202 0 1,115 1,260: 145 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.4 93.6 4.3 19.6 2.1 98.2 100.0: 1.8 0.0
Old : 100.0: 74.4 93.6 4.3 19.6 2.1 98.2 100.0: 1.8 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: 16 5 3 3 1 20 8:
Old : 24: 16 5 3 3 1 20 8:
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 : 65.6 95.9 83.5 100.0 62.6 93.4 79.7 93.6
Old : 65.6 95.9 83.5 100.0 62.6 93.4 79.7 93.6
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, August 5, 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 : 53,836: 7,177 19,736 434 46,147 33,490 53,758 53,660: 78 176
Old : 53,836: 7,177 19,736 434 46,147 33,490 53,758 53,660: 78 176
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2014 :
: 593: -740 -53 129 1,209 513 598 589: -5 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 36.7 0.8 85.7 62.2 99.9 99.7: 0.1 0.3
Old : 100.0: 13.3 36.7 0.8 85.7 62.2 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: 3 15 2 13 17 17 33:
Old : 46: 3 15 2 13 17 17 33:
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 56.1 97.6 76.5 74.0 47.1 88.5 67.5
Old : 74.7 56.1 97.6 76.5 74.0 47.1 88.5 67.5
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, August 5, 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 : 37,341: 2,615 12,646 2,269 32,374 22,169 37,258 37,084: 83 257
Old : 37,341: 2,615 12,646 2,269 32,374 22,169 37,258 37,084: 83 257
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2014 :
: 2,726: -1,854 -77 964 3,616 1,762 2,726 2,649: 0 77
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 33.9 6.1 86.7 59.4 99.8 99.3: 0.2 0.7
Old : 100.0: 7.0 33.9 6.1 86.7 59.4 99.8 99.3: 0.2 0.7
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 : 47: 6 16 1 7 19 13 36:
Old : 47: 6 16 1 7 19 13 36:
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 : 80.8 48.9 98.2 70.8 80.8 48.9 89.3 66.0
Old : 80.8 48.9 98.2 70.8 80.8 48.9 89.3 66.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 8, 2014