WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 23, 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 : 554,993: 116,666 181,900 180,890 220,651 138,531 518,207 501,321: 36,786 53,671
Old : 499,607: 107,373 179,612 159,563 200,149 116,680 467,085 455,855: 32,522 43,752
Other: 55,385: 21,661 14,656 8,959 20,502 21,851 51,122 45,466: 4,264 9,919
: : :
: : Changes in Commitments from: September 16, 2014 :
: 38,413: 4,095 13,425 21,197 11,904 2,541 37,197 37,163: 1,216 1,250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 32.8 32.6 39.8 25.0 93.4 90.3: 6.6 9.7
Old : 100.0: 21.5 36.0 31.9 40.1 23.4 93.5 91.2: 6.5 8.8
Other: 100.0: 39.1 26.5 16.2 37.0 39.5 92.3 82.1: 7.7 17.9
: : :
:# Traders : Number of Traders in Each Category :
All : 433: 135 151 150 112 110 328 343:
Old : 426: 129 157 140 110 105 317 331:
Other: 183: 41 44 36 47 71 112 133:
:----------------------------------------------------------------------------------------------------
: 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 : 13.0 8.4 20.9 15.7 11.7 7.5 18.4 12.5
Old : 14.1 9.0 22.3 17.0 13.0 8.2 19.4 13.7
Other: 36.8 17.2 48.0 29.0 36.8 17.0 47.2 27.9
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 23, 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 : 169,948: 45,062 46,212 28,129 81,646 68,336 154,837 142,676: 15,111 27,272
Old : 149,355: 44,084 47,147 22,742 69,098 57,163 135,925 127,053: 13,430 22,302
Other: 20,593: 5,190 3,277 1,175 12,548 11,172 18,912 15,624: 1,681 4,969
: : :
: : Changes in Commitments from: September 16, 2014 :
: 8,538: -359 1,428 4,475 4,868 1,410 8,984 7,313: -446 1,226
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 27.2 16.6 48.0 40.2 91.1 84.0: 8.9 16.0
Old : 100.0: 29.5 31.6 15.2 46.3 38.3 91.0 85.1: 9.0 14.9
Other: 100.0: 25.2 15.9 5.7 60.9 54.3 91.8 75.9: 8.2 24.1
: : :
:# Traders : Number of Traders in Each Category :
All : 204: 53 53 50 71 69 149 154:
Old : 203: 53 54 46 65 65 139 149:
Other: 103: 19 15 15 36 50 60 75:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.8 17.7 27.2 26.0 14.1 12.4 22.7 19.2
Old : 19.0 16.3 30.1 25.1 17.4 15.1 26.6 23.0
Other: 36.7 49.3 60.9 55.9 35.0 49.2 58.9 54.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 23, 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 : 1,969,520: 451,043 302,819 671,510 694,094 639,807 1,816,647 1,614,137: 152,874 355,383
Old : 1,814,144: 423,412 317,914 609,969 644,597 571,611 1,677,977 1,499,494: 136,167 314,650
Other: 155,376: 62,309 19,584 26,863 49,497 68,196 138,669 114,643: 16,707 40,733
: : :
: : Changes in Commitments from: September 16, 2014 :
: 92,511: -5,556 -3,837 74,787 19,627 6,721 88,858 77,671: 3,653 14,840
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 15.4 34.1 35.2 32.5 92.2 82.0: 7.8 18.0
Old : 100.0: 23.3 17.5 33.6 35.5 31.5 92.5 82.7: 7.5 17.3
Other: 100.0: 40.1 12.6 17.3 31.9 43.9 89.2 73.8: 10.8 26.2
: : :
:# Traders : Number of Traders in Each Category :
All : 813: 201 220 237 281 331 609 676:
Old : 806: 194 227 228 278 327 594 668:
Other: 380: 77 62 54 89 198 190 291:
:----------------------------------------------------------------------------------------------------
: 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 : 10.1 10.7 17.2 16.9 7.9 7.1 13.9 10.7
Old : 10.4 9.9 17.9 16.4 8.3 6.3 14.3 10.1
Other: 17.3 28.2 28.5 35.6 17.3 27.1 27.0 32.6
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 23, 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 : 11,008: 3,520 1,387 824 4,355 7,324 8,699 9,535: 2,310 1,473
Old : 10,865: 3,467 1,385 824 4,279 7,265 8,570 9,474: 2,296 1,391
Other: 143: 53 2 0 76 59 129 61: 14 82
: : :
: : Changes in Commitments from: September 16, 2014 :
: 382: 213 270 -141 742 -89 814 39: -432 342
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 12.6 7.5 39.6 66.5 79.0 86.6: 21.0 13.4
Old : 100.0: 31.9 12.7 7.6 39.4 66.9 78.9 87.2: 21.1 12.8
Other: 100.0: 37.1 1.4 0.0 53.1 41.3 90.2 42.7: 9.8 57.3
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 21 6 6 17 13 42 21:
Old : 45: 21 6 6 16 13 41 21:
Other: 8: 1 1 0 5 4 6 5:
:----------------------------------------------------------------------------------------------------
: 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 : 36.7 56.7 48.7 73.0 32.0 55.1 42.3 64.8
Old : 36.7 57.4 48.9 73.6 32.0 55.9 42.3 65.6
Other: 86.0 42.0 90.2 42.7 77.6 30.1 77.6 30.1
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 23, 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 : 1,213,730: 178,635 216,286 475,068 500,619 333,714 1,154,323 1,025,069: 59,407 188,661
Old : 1,141,538: 175,436 214,356 448,472 464,913 313,990 1,088,821 976,817: 52,717 164,721
Other: 72,192: 18,483 17,214 11,313 35,706 19,725 65,502 48,252: 6,690 23,939
: : :
: : Changes in Commitments from: September 16, 2014 :
: 94,281: 746 4,104 68,738 23,355 11,303 92,839 84,145: 1,442 10,136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 17.8 39.1 41.2 27.5 95.1 84.5: 4.9 15.5
Old : 100.0: 15.4 18.8 39.3 40.7 27.5 95.4 85.6: 4.6 14.4
Other: 100.0: 25.6 23.8 15.7 49.5 27.3 90.7 66.8: 9.3 33.2
: : :
:# Traders : Number of Traders in Each Category :
All : 736: 171 310 305 161 218 541 638:
Old : 734: 173 313 287 153 216 516 633:
Other: 323: 75 90 56 56 126 166 240:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.4 11.4 20.4 18.4 8.0 4.2 12.7 7.5
Old : 11.4 11.8 20.7 19.1 8.1 5.0 13.2 8.3
Other: 27.4 15.6 39.9 25.8 26.6 15.2 37.9 22.4
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 23, 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 : 22,679: 18,795 1,322 550 0 5,699 19,345 7,571: 3,334 15,108
Old : 20,377: 17,488 1,288 550 0 5,007 18,038 6,845: 2,339 13,532
Other: 2,302: 1,307 34 0 0 692 1,307 726: 995 1,576
: : :
: : Changes in Commitments from: September 16, 2014 :
: -252: -67 -118 -285 0 65 -352 -338: 100 86
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.9 5.8 2.4 0.0 25.1 85.3 33.4: 14.7 66.6
Old : 100.0: 85.8 6.3 2.7 0.0 24.6 88.5 33.6: 11.5 66.4
Other: 100.0: 56.8 1.5 0.0 0.0 30.1 56.8 31.5: 43.2 68.5
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 5 6 4 0 14 6 23:
Old : 25: 5 6 4 0 14 6 23:
Other: 20: 2 4 0 0 14 2 18:
:----------------------------------------------------------------------------------------------------
: 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 : 83.1 13.0 85.3 19.6 82.7 13.0 82.9 19.1
Old : 86.1 12.8 88.5 19.3 85.7 12.6 85.8 18.8
Other: 56.8 26.5 56.8 29.5 56.8 26.5 56.8 29.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 23, 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 : 450,686: 120,233 96,245 110,393 182,071 208,958 412,697 415,596: 37,989 35,090
Old : 433,556: 122,326 95,792 101,543 174,132 203,037 398,001 400,371: 35,556 33,185
Other: 17,130: 2,428 4,974 4,330 7,939 5,922 14,697 15,225: 2,433 1,905
: : :
: : Changes in Commitments from: September 16, 2014 :
: 17,811: 8,455 -6,024 7,516 1,585 15,403 17,556 16,896: 255 915
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 21.4 24.5 40.4 46.4 91.6 92.2: 8.4 7.8
Old : 100.0: 28.2 22.1 23.4 40.2 46.8 91.8 92.3: 8.2 7.7
Other: 100.0: 14.2 29.0 25.3 46.3 34.6 85.8 88.9: 14.2 11.1
: : :
:# Traders : Number of Traders in Each Category :
All : 314: 94 92 104 87 78 246 228:
Old : 313: 102 87 103 86 78 245 227:
Other: 58: 7 22 15 23 10 43 35:
:----------------------------------------------------------------------------------------------------
: 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 28.3 16.7 34.7 8.2 22.5 14.7 28.5
Old : 9.9 28.1 17.1 34.7 8.4 22.6 15.2 28.9
Other: 30.9 57.2 48.2 73.4 22.6 45.3 38.1 54.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 23, 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 : 968,082: 113,655 100,919 60,981 619,600 625,874 794,236 787,774: 173,846 180,308
Old : 968,082: 113,655 100,919 60,981 619,600 625,874 794,236 787,774: 173,846 180,308
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2014 :
: 1,594: 3,355 18,240 -9,004 5,767 -2,649 118 6,588: 1,476 -4,994
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 10.4 6.3 64.0 64.7 82.0 81.4: 18.0 18.6
Old : 100.0: 11.7 10.4 6.3 64.0 64.7 82.0 81.4: 18.0 18.6
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 : 195: 41 38 47 89 91 154 152:
Old : 195: 41 38 47 89 91 154 152:
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 : 24.3 20.2 34.1 30.6 23.1 17.7 30.0 24.4
Old : 24.3 20.2 34.1 30.6 23.1 17.7 30.0 24.4
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, September 23, 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 : 507,147: 55,794 35,245 4,949 340,938 369,652 401,681 409,846: 105,466 97,301
Old : 507,147: 55,794 35,245 4,949 340,938 369,652 401,681 409,846: 105,466 97,301
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2014 :
: -3,856: 1,294 201 -58 -5,956 -7,153 -4,720 -7,010: 864 3,154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 6.9 1.0 67.2 72.9 79.2 80.8: 20.8 19.2
Old : 100.0: 11.0 6.9 1.0 67.2 72.9 79.2 80.8: 20.8 19.2
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 : 78: 9 10 4 48 44 59 56:
Old : 78: 9 10 4 48 44 59 56:
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 : 25.4 42.6 40.7 55.3 22.2 40.8 32.4 49.5
Old : 25.4 42.6 40.7 55.3 22.2 40.8 32.4 49.5
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, September 23, 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 : 6,383: 1,772 256 690 3,207 5,136 5,669 6,082: 714 301
Old : 6,383: 1,772 256 690 3,207 5,136 5,669 6,082: 714 301
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2014 :
: -251: 219 15 41 -557 -274 -297 -218: 46 -33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 4.0 10.8 50.2 80.5 88.8 95.3: 11.2 4.7
Old : 100.0: 27.8 4.0 10.8 50.2 80.5 88.8 95.3: 11.2 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 : 39: 15 2 7 15 20 31 29:
Old : 39: 15 2 7 15 20 31 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.5 60.4 60.1 73.7 34.8 55.2 45.3 61.9
Old : 42.5 60.4 60.1 73.7 34.8 55.2 45.3 61.9
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, September 23, 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 : 436,732: 103,081 61,586 99,324 191,672 233,892 394,077 394,801: 42,655 41,930
Old : 420,670: 103,000 60,532 94,879 182,041 225,410 379,919 380,820: 40,751 39,850
Other: 16,062: 2,487 3,460 2,039 9,631 8,482 14,157 13,981: 1,904 2,081
: : :
: : Changes in Commitments from: September 16, 2014 :
: 16,578: 613 750 8,151 9,322 3,693 18,085 12,593: -1,507 3,985
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 14.1 22.7 43.9 53.6 90.2 90.4: 9.8 9.6
Old : 100.0: 24.5 14.4 22.6 43.3 53.6 90.3 90.5: 9.7 9.5
Other: 100.0: 15.5 21.5 12.7 60.0 52.8 88.1 87.0: 11.9 13.0
: : :
:# Traders : Number of Traders in Each Category :
All : 270: 72 73 89 95 94 223 211:
Old : 270: 76 73 88 95 94 222 211:
Other: 70: 7 21 17 32 17 54 40:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 10.8 26.5 18.1 35.2 7.1 22.0 12.3 27.4
Old : 10.8 26.5 18.0 35.1 7.1 22.6 12.4 28.3
Other: 32.3 47.5 50.2 65.2 31.7 46.7 49.0 61.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 23, 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 : 9,939: 1,004 4,474 1,248 6,034 2,428 8,287 8,150: 1,652 1,789
Old : 9,939: 1,004 4,474 1,248 6,034 2,428 8,287 8,150: 1,652 1,789
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2014 :
: -55: 16 64 34 -43 -166 7 -67: -62 13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 45.0 12.6 60.7 24.4 83.4 82.0: 16.6 18.0
Old : 100.0: 10.1 45.0 12.6 60.7 24.4 83.4 82.0: 16.6 18.0
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 : 70: 18 24 13 22 15 47 45:
Old : 70: 18 24 13 22 15 47 45:
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 : 39.5 31.9 50.9 44.6 37.0 31.9 47.0 44.1
Old : 39.5 31.9 50.9 44.6 37.0 31.9 47.0 44.1
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, September 23, 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 : 1,749,312: 407,153 561,987 68,701 1,167,005 963,926 1,642,859 1,594,614: 106,453 154,698
Old : 1,749,312: 407,153 561,987 68,701 1,167,005 963,926 1,642,859 1,594,614: 106,453 154,698
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2014 :
: 129,347: 23,618 88,149 16,801 88,312 23,370 128,731 128,319: 616 1,027
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 32.1 3.9 66.7 55.1 93.9 91.2: 6.1 8.8
Old : 100.0: 23.3 32.1 3.9 66.7 55.1 93.9 91.2: 6.1 8.8
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 : 269: 45 58 35 95 129 155 207:
Old : 269: 45 58 35 95 129 155 207:
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 26.2 44.2 40.9 32.3 26.2 43.4 40.7
Old : 32.8 26.2 44.2 40.9 32.3 26.2 43.4 40.7
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, September 23, 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 : 3,229,970: 470,022 410,877 325,291 2,152,392 1,956,954 2,947,705 2,693,123: 282,265 536,847
Old : 3,229,970: 470,022 410,877 325,291 2,152,392 1,956,954 2,947,705 2,693,123: 282,265 536,847
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2014 :
: -99,178: 23,436 3,419 -75,494 -20,030 -25,145 -72,089 -97,220: -27,089 -1,958
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 12.7 10.1 66.6 60.6 91.3 83.4: 8.7 16.6
Old : 100.0: 14.6 12.7 10.1 66.6 60.6 91.3 83.4: 8.7 16.6
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 : 369: 56 92 86 165 200 276 323:
Old : 369: 56 92 86 165 200 276 323:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.9 13.8 42.8 20.2 32.2 10.1 39.2 14.7
Old : 33.9 13.8 42.8 20.2 32.2 10.1 39.2 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, September 23, 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 : 2,425,272: 372,770 373,704 191,793 1,633,331 1,482,953 2,197,894 2,048,451: 227,378 376,821
Old : 2,425,272: 372,770 373,704 191,793 1,633,331 1,482,953 2,197,894 2,048,451: 227,378 376,821
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2014 :
: -78,146: -51,602 7,868 -64,947 45,016 -6,073 -71,533 -63,152: -6,614 -14,995
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 15.4 7.9 67.3 61.1 90.6 84.5: 9.4 15.5
Old : 100.0: 15.4 15.4 7.9 67.3 61.1 90.6 84.5: 9.4 15.5
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 : 306: 41 74 56 131 164 204 262:
Old : 306: 41 74 56 131 164 204 262:
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 14.2 29.3 22.9 16.7 10.9 25.3 17.8
Old : 18.3 14.2 29.3 22.9 16.7 10.9 25.3 17.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 23, 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 : 586,290: 15,409 162,343 117,343 415,787 247,021 548,539 526,707: 37,750 59,583
Old : 586,290: 15,409 162,343 117,343 415,787 247,021 548,539 526,707: 37,750 59,583
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2014 :
: 24,876: 1,177 5,204 -1,597 24,774 15,236 24,353 18,842: 522 6,033
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 27.7 20.0 70.9 42.1 93.6 89.8: 6.4 10.2
Old : 100.0: 2.6 27.7 20.0 70.9 42.1 93.6 89.8: 6.4 10.2
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 : 93: 10 37 28 35 43 66 90:
Old : 93: 10 37 28 35 43 66 90:
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 : 46.9 22.8 57.8 34.2 37.9 18.8 42.7 23.8
Old : 46.9 22.8 57.8 34.2 37.9 18.8 42.7 23.8
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, September 23, 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 : 69,392: 22,626 14,543 628 38,226 46,652 61,480 61,823: 7,912 7,569
Old : 69,392: 22,626 14,543 628 38,226 46,652 61,480 61,823: 7,912 7,569
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2014 :
: -18,833: -1,547 1,747 -2,958 -13,873 -14,999 -18,378 -16,210: -455 -2,623
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 21.0 0.9 55.1 67.2 88.6 89.1: 11.4 10.9
Old : 100.0: 32.6 21.0 0.9 55.1 67.2 88.6 89.1: 11.4 10.9
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 : 120: 34 32 13 37 27 77 66:
Old : 120: 34 32 13 37 27 77 66:
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 : 21.8 35.6 36.2 52.5 21.7 35.1 36.1 51.4
Old : 21.8 35.6 36.2 52.5 21.7 35.1 36.1 51.4
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, September 23, 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 : 138,784: 45,252 29,086 1,256 76,452 93,304 122,960 123,646: 15,824 15,138
Old : 138,784: 45,252 29,086 1,256 76,452 93,304 122,960 123,646: 15,824 15,138
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2014 :
: -37,667: -3,094 3,493 -5,916 -27,746 -29,998 -36,756 -32,421: -910 -5,246
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 21.0 0.9 55.1 67.2 88.6 89.1: 11.4 10.9
Old : 100.0: 32.6 21.0 0.9 55.1 67.2 88.6 89.1: 11.4 10.9
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 : 120: 34 32 13 37 27 77 66:
Old : 120: 34 32 13 37 27 77 66:
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 : 21.8 35.6 36.2 52.5 21.7 35.1 36.1 51.4
Old : 21.8 35.6 36.2 52.5 21.7 35.1 36.1 51.4
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, September 23, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 10,731: 9,647 9,578 475 360 678 10,482 10,731: 249 0
Old : 10,731: 9,647 9,578 475 360 678 10,482 10,731: 249 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2014 :
: -3,494: 2,254 -1,823 -1,667 -4,183 0 -3,596 -3,490: 102 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.9 89.3 4.4 3.4 6.3 97.7 100.0: 2.3 0.0
Old : 100.0: 89.9 89.3 4.4 3.4 6.3 97.7 100.0: 2.3 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 6 2 1 1 18 8:
Old : 23: 16 6 2 1 1 18 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 : 77.5 81.3 91.4 100.0 75.9 80.9 85.9 92.2
Old : 77.5 81.3 91.4 100.0 75.9 80.9 85.9 92.2
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, September 23, 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 : 51,524: 1,811 16,373 209 49,378 34,698 51,398 51,280: 126 244
Old : 51,524: 1,811 16,373 209 49,378 34,698 51,398 51,280: 126 244
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2014 :
: -3,078: -1,868 -226 -55 -1,203 -2,798 -3,126 -3,079: 48 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 31.8 0.4 95.8 67.3 99.8 99.5: 0.2 0.5
Old : 100.0: 3.5 31.8 0.4 95.8 67.3 99.8 99.5: 0.2 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 5 15 1 11 18 16 34:
Old : 47: 5 15 1 11 18 16 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 85.3 56.6 96.9 77.0 80.4 47.1 87.8 67.5
Old : 85.3 56.6 96.9 77.0 80.4 47.1 87.8 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, September 23, 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 : 45,206: 6,070 9,879 3,283 35,712 31,727 45,065 44,889: 141 317
Old : 45,206: 6,070 9,879 3,283 35,712 31,727 45,065 44,889: 141 317
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2014 :
: 5,838: 3,211 -226 353 2,221 5,655 5,785 5,782: 53 56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 21.9 7.3 79.0 70.2 99.7 99.3: 0.3 0.7
Old : 100.0: 13.4 21.9 7.3 79.0 70.2 99.7 99.3: 0.3 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: 7 14 1 5 22 12 37:
Old : 47: 7 14 1 5 22 12 37:
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 : 97.5 54.0 99.4 74.2 88.0 54.0 89.2 67.6
Old : 97.5 54.0 99.4 74.2 88.0 54.0 89.2 67.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 26, 2014