WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 19, 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 : 535,554: 111,386 154,826 158,171 221,929 170,103 491,486 483,100: 44,069 52,454
Old : 489,874: 102,181 157,539 140,646 206,609 149,079 449,436 447,264: 40,438 42,611
Other: 45,680: 21,943 10,026 4,786 15,320 21,025 42,049 35,837: 3,630 9,843
: : :
: : Changes in Commitments from: August 12, 2014 :
: -6,029: 703 -4,185 -1,071 -4,528 -1,151 -4,897 -6,407: -1,132 377
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 28.9 29.5 41.4 31.8 91.8 90.2: 8.2 9.8
Old : 100.0: 20.9 32.2 28.7 42.2 30.4 91.7 91.3: 8.3 8.7
Other: 100.0: 48.0 21.9 10.5 33.5 46.0 92.1 78.5: 7.9 21.5
: : :
:# Traders : Number of Traders in Each Category :
All : 403: 121 139 157 105 106 327 317:
Old : 397: 128 135 150 102 102 317 310:
Other: 159: 37 37 34 35 63 91 120:
:----------------------------------------------------------------------------------------------------
: 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 : 14.8 10.4 22.8 17.5 12.6 8.6 19.7 14.1
Old : 16.0 11.2 24.0 18.9 14.0 9.6 20.7 15.7
Other: 41.8 19.4 56.7 33.6 41.7 18.7 56.6 31.2
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 19, 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 : 156,330: 44,611 36,986 21,024 72,689 69,765 138,324 127,775: 18,006 28,555
Old : 144,805: 43,109 36,850 19,397 65,335 64,274 127,842 120,521: 16,964 24,284
Other: 11,525: 2,686 1,320 443 7,354 5,491 10,482 7,254: 1,042 4,271
: : :
: : Changes in Commitments from: August 12, 2014 :
: -1,514: -141 -132 -1,337 607 595 -871 -874: -643 -640
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 23.7 13.4 46.5 44.6 88.5 81.7: 11.5 18.3
Old : 100.0: 29.8 25.4 13.4 45.1 44.4 88.3 83.2: 11.7 16.8
Other: 100.0: 23.3 11.5 3.8 63.8 47.6 91.0 62.9: 9.0 37.1
: : :
:# Traders : Number of Traders in Each Category :
All : 189: 44 51 49 71 71 142 148:
Old : 187: 46 49 47 69 70 139 144:
Other: 85: 11 13 12 26 42 42 63:
:----------------------------------------------------------------------------------------------------
: 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 : 17.1 16.5 27.4 23.6 16.4 13.9 25.6 20.6
Old : 18.2 15.4 27.4 22.9 16.7 15.3 25.4 22.6
Other: 53.7 39.5 70.4 45.7 53.7 39.5 70.4 45.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 19, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 1,976,604: 451,930 314,609 620,434 745,941 709,446 1,818,305 1,644,490: 158,299 332,114
Old : 330,002: 64,614 54,970 104,122 127,917 142,493 296,653 301,584: 33,348 28,418
Other: 1,646,602: 432,301 304,625 471,327 618,024 566,954 1,521,652 1,342,906: 124,951 303,697
: : :
: : Changes in Commitments from: August 12, 2014 :
: -31,948: -5,332 -15,902 -4,828 -18,808 -12,309 -28,968 -33,040: -2,980 1,092
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 15.9 31.4 37.7 35.9 92.0 83.2: 8.0 16.8
Old : 100.0: 19.6 16.7 31.6 38.8 43.2 89.9 91.4: 10.1 8.6
Other: 100.0: 26.3 18.5 28.6 37.5 34.4 92.4 81.6: 7.6 18.4
: : :
:# Traders : Number of Traders in Each Category :
All : 807: 185 226 242 310 334 638 674:
Old : 495: 91 95 86 192 184 334 321:
Other: 784: 180 219 218 269 327 569 651:
:----------------------------------------------------------------------------------------------------
: 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 : 12.2 11.0 19.2 17.5 8.1 7.1 14.0 11.3
Old : 15.7 16.8 25.8 26.7 10.6 8.1 16.7 13.5
Other: 11.9 11.2 19.3 17.4 9.7 7.8 15.9 12.5
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 19, 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 : 10,233: 3,158 1,167 1,027 3,522 6,716 7,707 8,910: 2,526 1,323
Old : 10,193: 3,158 1,167 1,027 3,490 6,702 7,675 8,896: 2,518 1,297
Other: 40: 0 0 0 32 14 32 14: 8 26
: : :
: : Changes in Commitments from: August 12, 2014 :
: 795: 73 363 103 438 364 613 830: 181 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 11.4 10.0 34.4 65.6 75.3 87.1: 24.7 12.9
Old : 100.0: 31.0 11.4 10.1 34.2 65.7 75.3 87.3: 24.7 12.7
Other: 100.0: 0.0 0.0 0.0 80.0 35.0 80.0 35.0: 20.0 65.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 18 4 7 17 12 38 21:
Old : 41: 18 4 7 17 12 38 21:
Other: 3: 0 0 0 2 1 2 1:
:----------------------------------------------------------------------------------------------------
: 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 : 31.8 53.0 45.6 73.4 26.8 51.5 36.9 61.2
Old : 31.7 53.0 45.5 73.6 26.7 51.6 36.9 61.4
Other: 80.0 35.0 80.0 35.0 80.0 35.0 80.0 35.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 19, 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 : 975,664: 181,240 184,311 330,306 413,445 310,295 924,991 824,912: 50,673 150,752
Old : 933,991: 176,492 187,394 312,668 397,485 295,897 886,645 795,959: 47,347 138,033
Other: 41,673: 15,800 7,968 6,587 15,960 14,399 38,346 28,953: 3,326 12,719
: : :
: : Changes in Commitments from: August 12, 2014 :
: -1,284: -422 5,252 -6,940 7,453 -1,273 91 -2,962: -1,375 1,678
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 18.9 33.9 42.4 31.8 94.8 84.5: 5.2 15.5
Old : 100.0: 18.9 20.1 33.5 42.6 31.7 94.9 85.2: 5.1 14.8
Other: 100.0: 37.9 19.1 15.8 38.3 34.6 92.0 69.5: 8.0 30.5
: : :
:# Traders : Number of Traders in Each Category :
All : 695: 175 266 269 154 223 506 595:
Old : 694: 173 271 262 150 222 496 593:
Other: 252: 46 55 33 45 124 112 194:
:----------------------------------------------------------------------------------------------------
: 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 : 11.9 11.8 21.0 19.0 7.0 5.2 12.6 8.9
Old : 12.3 12.2 21.4 19.6 7.3 5.2 13.0 9.1
Other: 32.0 18.3 49.4 27.6 32.0 16.8 47.8 23.9
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 19, 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 : 21,163: 16,867 733 341 0 5,402 17,208 6,476: 3,955 14,687
Old : 19,473: 15,736 723 341 0 4,874 16,077 5,938: 3,396 13,535
Other: 1,690: 1,131 10 0 0 528 1,131 538: 559 1,152
: : :
: : Changes in Commitments from: August 12, 2014 :
: 152: -236 14 -37 0 43 -273 20: 425 132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.7 3.5 1.6 0.0 25.5 81.3 30.6: 18.7 69.4
Old : 100.0: 80.8 3.7 1.8 0.0 25.0 82.6 30.5: 17.4 69.5
Other: 100.0: 66.9 0.6 0.0 0.0 31.2 66.9 31.8: 33.1 68.2
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 4 4 3 0 15 4 22:
Old : 23: 4 4 3 0 15 4 22:
Other: 18: 2 2 0 0 14 2 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 : 81.3 13.0 81.3 19.0 79.7 13.0 79.7 18.7
Old : 82.6 12.7 82.6 18.7 80.8 12.7 80.8 18.2
Other: 66.9 27.0 66.9 29.7 66.9 27.0 66.9 29.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 19, 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 : 421,935: 106,853 103,574 98,770 180,667 182,710 386,290 385,054: 35,645 36,881
Old : 45,620: 14,121 3,226 9,066 17,535 30,190 40,722 42,482: 4,898 3,138
Other: 376,315: 102,490 110,106 79,946 163,132 152,520 345,568 342,572: 30,747 33,743
: : :
: : Changes in Commitments from: August 12, 2014 :
: 32,166: -1,075 -550 23,401 9,266 10,741 31,592 33,592: 574 -1,426
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 24.5 23.4 42.8 43.3 91.6 91.3: 8.4 8.7
Old : 100.0: 31.0 7.1 19.9 38.4 66.2 89.3 93.1: 10.7 6.9
Other: 100.0: 27.2 29.3 21.2 43.3 40.5 91.8 91.0: 8.2 9.0
: : :
:# Traders : Number of Traders in Each Category :
All : 324: 98 97 102 92 72 249 233:
Old : 146: 51 29 28 36 40 100 85:
Other: 319: 95 110 95 88 68 237 227:
:----------------------------------------------------------------------------------------------------
: 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 25.5 18.8 32.2 9.0 19.2 15.5 25.3
Old : 22.1 34.3 34.3 46.8 19.7 34.3 30.8 44.9
Other: 12.1 25.3 20.0 32.6 10.0 19.2 17.2 25.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 19, 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 : 1,003,939: 118,224 84,246 72,297 622,757 637,056 813,278 793,599: 190,661 210,340
Old : 1,003,939: 118,224 84,246 72,297 622,757 637,056 813,278 793,599: 190,661 210,340
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2014 :
: 47,032: 9,386 1,441 12,176 25,981 22,417 47,544 36,034: -511 10,998
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 8.4 7.2 62.0 63.5 81.0 79.0: 19.0 21.0
Old : 100.0: 11.8 8.4 7.2 62.0 63.5 81.0 79.0: 19.0 21.0
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 : 189: 36 39 43 84 92 145 149:
Old : 189: 36 39 43 84 92 145 149:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.6 17.9 34.2 26.6 23.7 16.4 30.8 22.6
Old : 25.6 17.9 34.2 26.6 23.7 16.4 30.8 22.6
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 19, 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 : 520,038: 56,558 38,057 7,761 345,102 375,917 409,421 421,735: 110,617 98,303
Old : 520,038: 56,558 38,057 7,761 345,102 375,917 409,421 421,735: 110,617 98,303
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2014 :
: 24,252: 2,638 4,367 3,405 8,991 20,667 15,034 28,439: 9,218 -4,187
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 7.3 1.5 66.4 72.3 78.7 81.1: 21.3 18.9
Old : 100.0: 10.9 7.3 1.5 66.4 72.3 78.7 81.1: 21.3 18.9
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 : 84: 11 12 8 46 47 62 62:
Old : 84: 11 12 8 46 47 62 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 : 25.0 37.6 39.2 50.7 20.8 34.6 31.0 43.9
Old : 25.0 37.6 39.2 50.7 20.8 34.6 31.0 43.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 19, 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 : 6,077: 2,071 405 552 2,778 4,866 5,401 5,823: 676 254
Old : 6,077: 2,071 405 552 2,778 4,866 5,401 5,823: 676 254
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2014 :
: -334: 150 -73 7 -539 -270 -382 -336: 48 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 6.7 9.1 45.7 80.1 88.9 95.8: 11.1 4.2
Old : 100.0: 34.1 6.7 9.1 45.7 80.1 88.9 95.8: 11.1 4.2
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 : 41: 15 5 6 17 17 34 26:
Old : 41: 15 5 6 17 17 34 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.9 57.9 55.2 75.3 27.9 47.3 37.8 53.6
Old : 35.9 57.9 55.2 75.3 27.9 47.3 37.8 53.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 19, 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 : 389,775: 105,349 48,102 81,443 153,151 226,105 339,943 355,650: 49,832 34,125
Old : 43,353: 13,946 2,462 9,583 12,636 26,361 36,164 38,405: 7,189 4,948
Other: 346,422: 100,331 54,567 62,933 140,515 199,744 303,779 317,244: 42,642 29,177
: : :
: : Changes in Commitments from: August 12, 2014 :
: 11,950: 8,681 -1,026 2,906 -3,138 8,708 8,449 10,587: 3,501 1,363
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 12.3 20.9 39.3 58.0 87.2 91.2: 12.8 8.8
Old : 100.0: 32.2 5.7 22.1 29.1 60.8 83.4 88.6: 16.6 11.4
Other: 100.0: 29.0 15.8 18.2 40.6 57.7 87.7 91.6: 12.3 8.4
: : :
:# Traders : Number of Traders in Each Category :
All : 273: 89 57 83 88 97 225 202:
Old : 160: 52 16 28 57 60 116 97:
Other: 267: 84 62 78 84 92 215 195:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 9.7 25.7 17.1 35.3 7.6 22.9 12.7 30.1
Old : 23.7 23.5 34.3 36.7 16.7 18.9 24.6 30.1
Other: 10.7 28.5 18.2 38.1 8.7 25.5 14.2 33.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 19, 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 : 10,211: 838 3,694 1,399 5,892 3,260 8,129 8,354: 2,082 1,857
Old : 10,211: 838 3,694 1,399 5,892 3,260 8,129 8,354: 2,082 1,857
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2014 :
: -590: -85 188 -398 -131 -307 -613 -517: 23 -73
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 36.2 13.7 57.7 31.9 79.6 81.8: 20.4 18.2
Old : 100.0: 8.2 36.2 13.7 57.7 31.9 79.6 81.8: 20.4 18.2
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 : 65: 15 19 13 22 20 43 48:
Old : 65: 15 19 13 22 20 43 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.5 31.5 49.0 45.3 36.0 28.6 46.4 42.0
Old : 37.5 31.5 49.0 45.3 36.0 28.6 46.4 42.0
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 19, 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 : 1,504,357: 361,347 253,399 82,911 943,989 1,022,641 1,388,246 1,358,951: 116,111 145,406
Old : 1,504,357: 361,347 253,399 82,911 943,989 1,022,641 1,388,246 1,358,951: 116,111 145,406
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2014 :
: 115,514: 24,059 8,221 16,729 74,156 76,492 114,943 101,441: 572 14,073
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 16.8 5.5 62.8 68.0 92.3 90.3: 7.7 9.7
Old : 100.0: 24.0 16.8 5.5 62.8 68.0 92.3 90.3: 7.7 9.7
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 : 270: 47 43 31 96 147 151 213:
Old : 270: 47 43 31 96 147 151 213:
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 : 31.0 20.9 42.5 29.1 30.8 20.9 41.3 28.9
Old : 31.0 20.9 42.5 29.1 30.8 20.9 41.3 28.9
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 19, 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 : 3,581,446: 441,557 420,252 456,556 2,334,487 2,192,674 3,232,601 3,069,482: 348,845 511,964
Old : 3,581,446: 441,557 420,252 456,556 2,334,487 2,192,674 3,232,601 3,069,482: 348,845 511,964
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2014 :
: 113,382: 13,829 -3,731 61,982 40,395 73,459 116,207 131,710: -2,825 -18,328
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 11.7 12.7 65.2 61.2 90.3 85.7: 9.7 14.3
Old : 100.0: 12.3 11.7 12.7 65.2 61.2 90.3 85.7: 9.7 14.3
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 : 403: 77 89 86 174 212 296 342:
Old : 403: 77 89 86 174 212 296 342:
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 14.1 38.3 19.7 28.0 10.7 33.8 14.7
Old : 30.0 14.1 38.3 19.7 28.0 10.7 33.8 14.7
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 19, 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 : 2,479,389: 395,520 318,499 230,862 1,587,620 1,532,947 2,214,003 2,082,308: 265,387 397,081
Old : 2,479,389: 395,520 318,499 230,862 1,587,620 1,532,947 2,214,003 2,082,308: 265,387 397,081
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2014 :
: 18,622: 28,227 -8,365 14,262 -24,131 24,934 18,359 30,831: 263 -12,209
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 12.8 9.3 64.0 61.8 89.3 84.0: 10.7 16.0
Old : 100.0: 16.0 12.8 9.3 64.0 61.8 89.3 84.0: 10.7 16.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 292: 45 66 49 130 151 207 234:
Old : 292: 45 66 49 130 151 207 234:
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 : 18.3 14.9 28.8 24.2 13.7 14.3 22.1 21.6
Old : 18.3 14.9 28.8 24.2 13.7 14.3 22.1 21.6
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, August 19, 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 : 529,693: 16,084 132,704 132,019 350,673 213,569 498,776 478,292: 30,917 51,401
Old : 529,693: 16,084 132,704 132,019 350,673 213,569 498,776 478,292: 30,917 51,401
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2014 :
: 35,791: -1,811 8,882 23,580 13,588 8,416 35,357 40,878: 435 -5,086
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 25.1 24.9 66.2 40.3 94.2 90.3: 5.8 9.7
Old : 100.0: 3.0 25.1 24.9 66.2 40.3 94.2 90.3: 5.8 9.7
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 : 92: 9 39 29 35 41 67 88:
Old : 92: 9 39 29 35 41 67 88:
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 : 45.8 19.7 56.6 33.3 33.0 14.3 38.1 19.4
Old : 45.8 19.7 56.6 33.3 33.0 14.3 38.1 19.4
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 19, 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 : 57,578: 13,884 15,284 1,107 33,459 33,211 48,450 49,602: 9,128 7,976
Old : 57,578: 13,884 15,284 1,107 33,459 33,211 48,450 49,602: 9,128 7,976
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2014 :
: 504: 742 -1,462 236 -1,309 352 -332 -875: 836 1,379
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 26.5 1.9 58.1 57.7 84.1 86.1: 15.9 13.9
Old : 100.0: 24.1 26.5 1.9 58.1 57.7 84.1 86.1: 15.9 13.9
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 : 111: 29 29 13 44 21 79 57:
Old : 111: 29 29 13 44 21 79 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 : 22.5 37.9 35.2 56.4 22.5 37.6 35.2 56.1
Old : 22.5 37.9 35.2 56.4 22.5 37.6 35.2 56.1
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 19, 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 : 115,157: 27,768 30,568 2,215 66,918 66,422 96,900 99,205: 18,256 15,952
Old : 115,157: 27,768 30,568 2,215 66,918 66,422 96,900 99,205: 18,256 15,952
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2014 :
: 1,009: 1,483 -2,924 471 -2,618 704 -664 -1,749: 1,673 2,758
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 26.5 1.9 58.1 57.7 84.1 86.1: 15.9 13.9
Old : 100.0: 24.1 26.5 1.9 58.1 57.7 84.1 86.1: 15.9 13.9
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 : 111: 29 29 13 44 21 79 57:
Old : 111: 29 29 13 44 21 79 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 : 22.5 37.9 35.2 56.4 22.5 37.6 35.2 56.1
Old : 22.5 37.9 35.2 56.4 22.5 37.6 35.2 56.1
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 19, 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 : 13,556: 9,412 12,345 681 3,395 528 13,488 13,554: 68 2
Old : 13,556: 9,412 12,345 681 3,395 528 13,488 13,554: 68 2
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2014 :
: 1,088: -478 1,152 -55 1,621 0 1,088 1,097: 0 -9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.4 91.1 5.0 25.0 3.9 99.5 100.0: 0.5 0.0
Old : 100.0: 69.4 91.1 5.0 25.0 3.9 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 : 23: 16 5 3 2 1 19 8:
Old : 23: 16 5 3 2 1 19 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 : 71.0 89.8 87.7 100.0 68.2 87.5 81.3 91.1
Old : 71.0 89.8 87.7 100.0 68.2 87.5 81.3 91.1
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 19, 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 : 54,282: 6,603 21,218 333 47,270 32,550 54,206 54,101: 76 181
Old : 54,282: 6,603 21,218 333 47,270 32,550 54,206 54,101: 76 181
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2014 :
: -1,116: -1,206 273 -10 68 -1,385 -1,148 -1,122: 32 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 39.1 0.6 87.1 60.0 99.9 99.7: 0.1 0.3
Old : 100.0: 12.2 39.1 0.6 87.1 60.0 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 1 13 17 16 33:
Old : 46: 3 15 1 13 17 16 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 : 74.5 53.7 97.5 74.3 73.9 44.7 88.5 65.3
Old : 74.5 53.7 97.5 74.3 73.9 44.7 88.5 65.3
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 19, 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 : 42,363: 1,463 15,412 2,528 38,259 24,177 42,250 42,117: 113 246
Old : 42,363: 1,463 15,412 2,528 38,259 24,177 42,250 42,117: 113 246
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2014 :
: 2,608: 109 675 61 2,432 1,886 2,602 2,622: 6 -14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 36.4 6.0 90.3 57.1 99.7 99.4: 0.3 0.6
Old : 100.0: 3.5 36.4 6.0 90.3 57.1 99.7 99.4: 0.3 0.6
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 : 48: 6 18 2 6 19 13 38:
Old : 48: 6 18 2 6 19 13 38:
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 : 88.3 44.0 99.3 66.6 87.0 44.0 90.2 64.0
Old : 88.3 44.0 99.3 66.6 87.0 44.0 90.2 64.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 22, 2014