WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 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 : 477,908: 113,536 154,190 118,606 202,221 149,341 434,363 422,137: 43,546 55,772
Old : 432,096: 105,054 158,076 99,268 188,222 129,262 392,543 386,605: 39,553 45,491
Other: 45,812: 22,405 10,037 5,415 13,999 20,079 41,819 35,532: 3,993 10,281
: : :
: : Changes in Commitments from: August 19, 2014 :
: -57,646: 2,150 -636 -39,565 -19,708 -20,762 -57,123 -60,963: -523 3,317
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 32.3 24.8 42.3 31.2 90.9 88.3: 9.1 11.7
Old : 100.0: 24.3 36.6 23.0 43.6 29.9 90.8 89.5: 9.2 10.5
Other: 100.0: 48.9 21.9 11.8 30.6 43.8 91.3 77.6: 8.7 22.4
: : :
:# Traders : Number of Traders in Each Category :
All : 396: 115 136 151 106 106 319 311:
Old : 392: 123 132 143 104 103 309 305:
Other: 157: 36 36 33 35 62 92 116:
:----------------------------------------------------------------------------------------------------
: 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 : 14.7 10.0 23.1 17.9 13.5 9.0 21.6 15.4
Old : 16.1 11.1 24.4 19.5 15.1 10.4 23.0 17.8
Other: 41.6 19.2 54.6 32.7 41.6 18.4 54.5 29.6
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 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 : 148,091: 44,310 40,521 16,710 69,540 64,802 130,560 122,034: 17,531 26,058
Old : 135,502: 43,366 40,187 14,043 61,694 59,485 119,104 113,715: 16,398 21,786
Other: 12,590: 2,878 2,269 733 7,846 5,317 11,457 8,318: 1,133 4,271
: : :
: : Changes in Commitments from: August 19, 2014 :
: -8,239: -300 3,536 -4,314 -3,149 -4,963 -7,764 -5,742: -475 -2,497
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 27.4 11.3 47.0 43.8 88.2 82.4: 11.8 17.6
Old : 100.0: 32.0 29.7 10.4 45.5 43.9 87.9 83.9: 12.1 16.1
Other: 100.0: 22.9 18.0 5.8 62.3 42.2 91.0 66.1: 9.0 33.9
: : :
:# Traders : Number of Traders in Each Category :
All : 188: 50 48 47 67 67 139 145:
Old : 186: 47 53 44 63 64 133 140:
Other: 90: 13 19 12 27 40 46 65:
:----------------------------------------------------------------------------------------------------
: 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 : 17.8 16.8 28.8 24.6 17.6 14.7 27.3 22.1
Old : 19.1 16.5 29.0 24.6 18.1 16.4 27.5 24.5
Other: 49.5 40.1 65.5 46.3 49.5 39.2 65.5 44.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 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 : 1,755,681: 451,555 319,764 478,717 666,882 621,467 1,597,154 1,419,948: 158,527 335,733
Old : 74,305: 10,374 18,755 974 43,807 39,334 55,155 59,063: 19,150 15,242
Other: 1,681,376: 460,778 320,605 458,147 623,075 582,133 1,541,999 1,360,885: 139,377 320,491
: : :
: : Changes in Commitments from: August 19, 2014 :
: -220,923: -375 5,155 -141,717 -79,059 -87,979 -221,151 -224,542: 228 3,619
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 18.2 27.3 38.0 35.4 91.0 80.9: 9.0 19.1
Old : 100.0: 14.0 25.2 1.3 59.0 52.9 74.2 79.5: 25.8 20.5
Other: 100.0: 27.4 19.1 27.2 37.1 34.6 91.7 80.9: 8.3 19.1
: : :
:# Traders : Number of Traders in Each Category :
All : 804: 184 230 227 305 333 626 666:
Old : 348: 49 51 7 145 128 197 183:
Other: 797: 191 223 218 265 332 576 660:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 10.6 10.4 17.7 16.3 9.0 7.7 15.6 12.1
Old : 21.4 18.5 29.9 29.1 21.4 18.5 29.6 29.0
Other: 11.1 10.7 18.5 16.9 9.4 8.2 16.3 13.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 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 : 10,728: 3,263 1,226 1,121 3,765 6,913 8,149 9,261: 2,579 1,467
Old : 10,681: 3,263 1,226 1,121 3,733 6,899 8,117 9,247: 2,564 1,434
Other: 47: 0 0 0 32 14 32 14: 15 33
: : :
: : Changes in Commitments from: August 19, 2014 :
: 495: 105 59 94 243 197 442 351: 53 144
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 11.4 10.5 35.1 64.4 76.0 86.3: 24.0 13.7
Old : 100.0: 30.5 11.5 10.5 34.9 64.6 76.0 86.6: 24.0 13.4
Other: 100.0: 0.0 0.0 0.0 68.1 29.8 68.1 29.8: 31.9 70.2
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 15 7 6 18 12 39 19:
Old : 41: 15 7 6 18 12 39 19:
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 : 31.4 53.3 46.7 73.6 25.9 52.1 36.0 61.4
Old : 31.3 53.4 46.7 73.8 26.0 52.2 35.9 61.6
Other: 68.1 29.8 68.1 29.8 68.1 29.8 68.1 29.8
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 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 : 956,762: 183,396 197,929 298,152 420,340 300,867 901,888 796,948: 54,873 159,813
Old : 911,076: 179,109 200,803 279,259 401,926 285,394 860,294 765,455: 50,782 145,621
Other: 45,686: 16,251 9,090 6,929 18,414 15,474 41,595 31,493: 4,091 14,192
: : :
: : Changes in Commitments from: August 19, 2014 :
: -18,902: 2,156 13,618 -32,154 6,896 -9,428 -23,103 -27,964: 4,200 9,061
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 20.7 31.2 43.9 31.4 94.3 83.3: 5.7 16.7
Old : 100.0: 19.7 22.0 30.7 44.1 31.3 94.4 84.0: 5.6 16.0
Other: 100.0: 35.6 19.9 15.2 40.3 33.9 91.0 68.9: 9.0 31.1
: : :
:# Traders : Number of Traders in Each Category :
All : 695: 175 261 262 158 221 497 595:
Old : 693: 178 261 253 154 220 485 592:
Other: 266: 48 67 40 48 121 124 203:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.1 11.7 21.0 18.3 7.5 5.1 13.3 8.9
Old : 12.6 12.2 21.4 18.9 7.8 5.2 13.9 9.2
Other: 28.8 17.2 45.2 26.3 28.4 16.4 43.6 23.3
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 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 : 21,570: 17,496 742 365 0 5,513 17,861 6,620: 3,709 14,950
Old : 19,790: 16,286 732 365 0 4,959 16,651 6,056: 3,139 13,734
Other: 1,780: 1,210 10 0 0 554 1,210 564: 570 1,216
: : :
: : Changes in Commitments from: August 19, 2014 :
: 407: 629 9 24 0 111 653 144: -246 263
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.1 3.4 1.7 0.0 25.6 82.8 30.7: 17.2 69.3
Old : 100.0: 82.3 3.7 1.8 0.0 25.1 84.1 30.6: 15.9 69.4
Other: 100.0: 68.0 0.6 0.0 0.0 31.1 68.0 31.7: 32.0 68.3
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 5 4 3 0 15 5 22:
Old : 24: 5 4 3 0 15 5 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 : 81.5 12.9 82.8 19.0 81.0 12.9 81.1 18.7
Old : 82.7 12.7 84.1 18.8 82.1 12.7 82.3 18.3
Other: 68.0 26.5 68.0 29.4 68.0 26.5 68.0 29.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 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 : 413,470: 108,914 99,862 87,224 179,870 186,696 376,007 373,782: 37,462 39,688
Old : 13,326: 4,073 1,851 56 6,917 9,239 11,046 11,146: 2,280 2,180
Other: 400,144: 108,302 101,472 83,707 172,953 177,457 364,961 362,636: 35,182 37,508
: : :
: : Changes in Commitments from: August 19, 2014 :
: -8,465: 2,061 -3,712 -11,546 -797 3,986 -10,282 -11,272: 1,817 2,807
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 24.2 21.1 43.5 45.2 90.9 90.4: 9.1 9.6
Old : 100.0: 30.6 13.9 0.4 51.9 69.3 82.9 83.6: 17.1 16.4
Other: 100.0: 27.1 25.4 20.9 43.2 44.3 91.2 90.6: 8.8 9.4
: : :
:# Traders : Number of Traders in Each Category :
All : 315: 89 93 94 93 77 239 225:
Old : 79: 12 18 1 21 30 33 49:
Other: 309: 93 95 92 91 74 235 220:
:----------------------------------------------------------------------------------------------------
: 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 : 10.7 26.7 18.5 33.5 8.7 20.4 15.5 26.6
Old : 42.4 36.0 59.2 49.6 42.4 36.0 59.2 49.6
Other: 11.0 27.5 19.0 34.6 9.0 21.2 16.0 27.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 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 : 1,010,938: 123,270 91,576 53,189 639,223 650,774 815,682 795,540: 195,256 215,398
Old : 1,010,938: 123,270 91,576 53,189 639,223 650,774 815,682 795,540: 195,256 215,398
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 6,999: 5,046 7,330 -19,107 16,465 13,718 2,404 1,941: 4,595 5,058
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 9.1 5.3 63.2 64.4 80.7 78.7: 19.3 21.3
Old : 100.0: 12.2 9.1 5.3 63.2 64.4 80.7 78.7: 19.3 21.3
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 : 183: 39 34 44 81 88 141 146:
Old : 183: 39 34 44 81 88 141 146:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.3 20.5 36.2 30.4 24.4 17.0 31.4 23.9
Old : 27.3 20.5 36.2 30.4 24.4 17.0 31.4 23.9
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 26, 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 : 537,053: 57,234 37,888 10,558 342,319 378,016 410,111 426,462: 126,942 110,590
Old : 537,053: 57,234 37,888 10,558 342,319 378,016 410,111 426,462: 126,942 110,590
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 17,015: 676 -168 2,797 -2,783 2,099 690 4,728: 16,325 12,287
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 7.1 2.0 63.7 70.4 76.4 79.4: 23.6 20.6
Old : 100.0: 10.7 7.1 2.0 63.7 70.4 76.4 79.4: 23.6 20.6
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 : 79: 11 11 7 43 43 58 57:
Old : 79: 11 11 7 43 43 58 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 : 24.7 37.4 38.4 49.9 20.6 34.3 30.4 43.3
Old : 24.7 37.4 38.4 49.9 20.6 34.3 30.4 43.3
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 26, 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 : 6,133: 1,858 377 634 2,881 4,856 5,373 5,867: 760 266
Old : 6,133: 1,858 377 634 2,881 4,856 5,373 5,867: 760 266
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 56: -213 -28 82 103 -10 -28 44: 84 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 6.1 10.3 47.0 79.2 87.6 95.7: 12.4 4.3
Old : 100.0: 30.3 6.1 10.3 47.0 79.2 87.6 95.7: 12.4 4.3
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 : 39: 15 5 6 17 14 34 23:
Old : 39: 15 5 6 17 14 34 23:
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 : 36.8 64.3 55.9 81.8 25.6 53.5 34.9 57.4
Old : 36.8 64.3 55.9 81.8 25.6 53.5 34.9 57.4
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, August 26, 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 : 385,784: 100,535 52,479 74,561 165,571 222,758 340,667 349,797: 45,116 35,986
Old : 11,572: 2,154 1,272 0 7,202 7,513 9,356 8,785: 2,216 2,787
Other: 374,212: 101,099 53,925 71,843 158,369 215,245 331,311 341,012: 42,900 33,199
: : :
: : Changes in Commitments from: August 19, 2014 :
: -3,992: -4,814 4,377 -6,882 12,420 -3,347 724 -5,852: -4,716 1,861
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 13.6 19.3 42.9 57.7 88.3 90.7: 11.7 9.3
Old : 100.0: 18.6 11.0 0.0 62.2 64.9 80.9 75.9: 19.1 24.1
Other: 100.0: 27.0 14.4 19.2 42.3 57.5 88.5 91.1: 11.5 8.9
: : :
:# Traders : Number of Traders in Each Category :
All : 272: 82 66 83 92 97 223 206:
Old : 87: 17 8 0 31 33 48 41:
Other: 272: 83 66 80 89 94 219 201:
:----------------------------------------------------------------------------------------------------
: 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 : 9.9 27.0 17.1 36.2 7.8 22.5 13.5 29.4
Old : 33.1 31.6 50.6 50.1 33.1 31.6 50.6 50.1
Other: 10.2 27.5 17.5 36.8 8.1 23.4 14.0 30.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 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 : 9,384: 992 3,764 632 6,083 3,250 7,708 7,646: 1,676 1,738
Old : 9,384: 992 3,764 632 6,083 3,250 7,708 7,646: 1,676 1,738
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: -827: 153 70 -766 192 -11 -421 -707: -406 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 40.1 6.7 64.8 34.6 82.1 81.5: 17.9 18.5
Old : 100.0: 10.6 40.1 6.7 64.8 34.6 82.1 81.5: 17.9 18.5
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 : 65: 14 20 8 22 20 41 44:
Old : 65: 14 20 8 22 20 41 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.6 34.1 54.0 49.7 41.0 31.1 52.4 46.2
Old : 41.6 34.1 54.0 49.7 41.0 31.1 52.4 46.2
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 26, 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 : 1,553,236: 378,590 329,265 80,008 975,747 980,101 1,434,345 1,389,374: 118,891 163,863
Old : 1,553,236: 378,590 329,265 80,008 975,747 980,101 1,434,345 1,389,374: 118,891 163,863
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 48,879: 17,243 75,865 -2,903 31,759 -42,540 46,099 30,423: 2,780 18,456
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 21.2 5.2 62.8 63.1 92.3 89.5: 7.7 10.5
Old : 100.0: 24.4 21.2 5.2 62.8 63.1 92.3 89.5: 7.7 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 : 273: 50 48 46 102 144 173 218:
Old : 273: 50 48 46 102 144 173 218:
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 : 32.8 20.5 43.0 30.4 31.4 20.5 41.2 30.1
Old : 32.8 20.5 43.0 30.4 31.4 20.5 41.2 30.1
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 26, 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 : 3,308,799: 405,238 382,433 317,641 2,231,436 2,088,645 2,954,315 2,788,719: 354,484 520,080
Old : 3,308,799: 405,238 382,433 317,641 2,231,436 2,088,645 2,954,315 2,788,719: 354,484 520,080
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: -272,647: -36,319 -37,819 -138,915 -103,052 -104,029 -278,286 -280,763: 5,639 8,116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 11.6 9.6 67.4 63.1 89.3 84.3: 10.7 15.7
Old : 100.0: 12.2 11.6 9.6 67.4 63.1 89.3 84.3: 10.7 15.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 358: 68 81 87 145 187 261 307:
Old : 358: 68 81 87 145 187 261 307:
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 : 32.9 15.6 40.4 22.0 31.3 12.3 37.4 17.3
Old : 32.9 15.6 40.4 22.0 31.3 12.3 37.4 17.3
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 26, 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 : 2,539,515: 401,725 335,697 205,088 1,631,239 1,580,501 2,238,052 2,121,286: 301,462 418,229
Old : 2,539,515: 401,725 335,697 205,088 1,631,239 1,580,501 2,238,052 2,121,286: 301,462 418,229
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 60,125: 6,205 17,198 -25,774 43,619 47,554 24,050 38,978: 36,076 21,147
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 13.2 8.1 64.2 62.2 88.1 83.5: 11.9 16.5
Old : 100.0: 15.8 13.2 8.1 64.2 62.2 88.1 83.5: 11.9 16.5
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 : 279: 45 63 52 120 147 197 230:
Old : 279: 45 63 52 120 147 197 230:
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 : 17.8 16.0 29.2 24.9 13.9 14.4 23.4 21.2
Old : 17.8 16.0 29.2 24.9 13.9 14.4 23.4 21.2
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 26, 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 : 543,247: 18,750 146,410 132,312 361,632 213,579 512,695 492,301: 30,552 50,946
Old : 543,247: 18,750 146,410 132,312 361,632 213,579 512,695 492,301: 30,552 50,946
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 13,554: 2,666 13,706 294 10,959 10 13,919 14,009: -365 -455
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 27.0 24.4 66.6 39.3 94.4 90.6: 5.6 9.4
Old : 100.0: 3.5 27.0 24.4 66.6 39.3 94.4 90.6: 5.6 9.4
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 : 96: 10 39 28 36 44 68 91:
Old : 96: 10 39 28 36 44 68 91:
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 : 46.8 21.4 56.9 34.6 34.8 15.9 39.5 21.4
Old : 46.8 21.4 56.9 34.6 34.8 15.9 39.5 21.4
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 26, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 63,118: 17,976 15,419 1,507 35,100 37,349 54,582 54,274: 8,536 8,844
Old : 63,118: 17,976 15,419 1,507 35,100 37,349 54,582 54,274: 8,536 8,844
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 5,540: 4,092 135 399 1,641 4,138 6,132 4,672: -592 868
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 24.4 2.4 55.6 59.2 86.5 86.0: 13.5 14.0
Old : 100.0: 28.5 24.4 2.4 55.6 59.2 86.5 86.0: 13.5 14.0
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 : 115: 28 34 10 39 25 72 64:
Old : 115: 28 34 10 39 25 72 64:
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 : 26.1 37.4 39.0 55.8 26.0 37.3 39.0 55.6
Old : 26.1 37.4 39.0 55.8 26.0 37.3 39.0 55.6
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 26, 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 : 126,236: 35,952 30,838 3,013 70,199 74,697 109,165 108,549: 17,071 17,687
Old : 126,236: 35,952 30,838 3,013 70,199 74,697 109,165 108,549: 17,071 17,687
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 11,079: 8,184 270 798 3,282 8,275 12,264 9,344: -1,185 1,735
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 24.4 2.4 55.6 59.2 86.5 86.0: 13.5 14.0
Old : 100.0: 28.5 24.4 2.4 55.6 59.2 86.5 86.0: 13.5 14.0
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 : 115: 28 34 10 39 25 72 64:
Old : 115: 28 34 10 39 25 72 64:
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 : 26.1 37.4 39.0 55.8 26.0 37.3 39.0 55.6
Old : 26.1 37.4 39.0 55.8 26.0 37.3 39.0 55.6
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 26, 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 : 13,104: 8,831 11,918 656 3,555 528 13,042 13,102: 62 2
Old : 13,104: 8,831 11,918 656 3,555 528 13,042 13,102: 62 2
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: -452: -581 -427 -25 160 0 -446 -452: -6 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.4 90.9 5.0 27.1 4.0 99.5 100.0: 0.5 0.0
Old : 100.0: 67.4 90.9 5.0 27.1 4.0 99.5 100.0: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 70.7 90.6 88.0 100.0 68.0 88.3 81.4 90.9
Old : 70.7 90.6 88.0 100.0 68.0 88.3 81.4 90.9
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 26, 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 : 54,469: 6,646 21,094 292 47,477 32,894 54,415 54,280: 54 189
Old : 54,469: 6,646 21,094 292 47,477 32,894 54,415 54,280: 54 189
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 187: 43 -124 -41 207 344 209 179: -22 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 38.7 0.5 87.2 60.4 99.9 99.7: 0.1 0.3
Old : 100.0: 12.2 38.7 0.5 87.2 60.4 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 : 49: 4 16 1 13 18 17 35:
Old : 49: 4 16 1 13 18 17 35:
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 : 75.7 54.0 97.6 74.6 75.1 45.1 88.8 65.6
Old : 75.7 54.0 97.6 74.6 75.1 45.1 88.8 65.6
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 26, 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 : 44,234: 1,111 17,126 2,542 40,458 24,316 44,111 43,984: 123 250
Old : 44,234: 1,111 17,126 2,542 40,458 24,316 44,111 43,984: 123 250
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 1,871: -352 1,714 14 2,199 139 1,861 1,867: 10 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 38.7 5.7 91.5 55.0 99.7 99.4: 0.3 0.6
Old : 100.0: 2.5 38.7 5.7 91.5 55.0 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 : 49: 3 21 1 7 19 10 41:
Old : 49: 3 21 1 7 19 10 41:
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 : 87.4 45.7 99.6 68.6 85.5 45.7 90.8 66.1
Old : 87.4 45.7 99.6 68.6 85.5 45.7 90.8 66.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 29, 2014