WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 30, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 551,297: 123,028 184,459 174,725 217,151 138,982 514,904 498,166: 36,393 53,131
Old : 494,072: 115,452 183,061 150,355 196,387 117,157 462,194 450,573: 31,878 43,499
Other: 57,226: 20,756 14,578 11,190 20,764 21,825 52,710 47,593: 4,515 9,633
: : :
: : Changes in Commitments from: September 23, 2014 :
: -3,695: 6,363 2,559 -6,165 -3,500 451 -3,303 -3,155: -393 -540
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 33.5 31.7 39.4 25.2 93.4 90.4: 6.6 9.6
Old : 100.0: 23.4 37.1 30.4 39.7 23.7 93.5 91.2: 6.5 8.8
Other: 100.0: 36.3 25.5 19.6 36.3 38.1 92.1 83.2: 7.9 16.8
: : :
:# Traders : Number of Traders in Each Category :
All : 428: 132 152 155 109 108 328 341:
Old : 422: 130 154 146 107 103 318 330:
Other: 182: 37 45 39 50 68 117 130:
:----------------------------------------------------------------------------------------------------
: 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 : 13.1 8.6 21.0 15.8 11.8 7.4 18.4 12.9
Old : 14.3 9.5 22.4 17.2 13.1 8.5 19.5 14.5
Other: 34.6 18.5 46.7 30.7 34.6 18.5 46.1 28.9
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 30, 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 : 170,695: 47,191 47,540 28,455 79,174 66,567 154,821 142,563: 15,874 28,132
Old : 148,700: 46,683 47,933 22,684 65,985 55,334 135,353 125,951: 13,347 22,749
Other: 21,995: 5,100 4,198 1,180 13,189 11,233 19,468 16,612: 2,526 5,383
: : :
: : Changes in Commitments from: September 23, 2014 :
: 746: 2,129 1,328 327 -2,472 -1,769 -16 -114: 763 860
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 27.9 16.7 46.4 39.0 90.7 83.5: 9.3 16.5
Old : 100.0: 31.4 32.2 15.3 44.4 37.2 91.0 84.7: 9.0 15.3
Other: 100.0: 23.2 19.1 5.4 60.0 51.1 88.5 75.5: 11.5 24.5
: : :
:# Traders : Number of Traders in Each Category :
All : 199: 49 56 49 70 67 145 151:
Old : 198: 53 54 45 66 65 137 148:
Other: 102: 18 16 15 36 50 59 76:
:----------------------------------------------------------------------------------------------------
: 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 : 16.0 16.3 26.3 24.7 13.8 12.3 22.3 19.0
Old : 18.2 15.8 29.2 24.4 16.9 15.1 26.3 22.7
Other: 34.5 45.4 57.9 52.6 32.6 45.4 55.5 51.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 30, 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 : 1,931,406: 464,915 307,657 620,850 691,285 643,778 1,777,050 1,572,286: 154,356 359,121
Old : 1,773,374: 434,831 316,389 564,475 637,786 576,652 1,637,093 1,457,515: 136,281 315,859
Other: 158,032: 57,529 18,714 28,930 53,499 67,127 139,958 114,771: 18,075 43,262
: : :
: : Changes in Commitments from: September 23, 2014 :
: -38,114: 13,873 4,838 -50,660 -2,809 3,971 -39,596 -41,852: 1,482 3,737
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 15.9 32.1 35.8 33.3 92.0 81.4: 8.0 18.6
Old : 100.0: 24.5 17.8 31.8 36.0 32.5 92.3 82.2: 7.7 17.8
Other: 100.0: 36.4 11.8 18.3 33.9 42.5 88.6 72.6: 11.4 27.4
: : :
:# Traders : Number of Traders in Each Category :
All : 797: 196 205 225 284 328 603 656:
Old : 787: 183 214 214 281 325 584 648:
Other: 369: 78 53 52 89 193 188 279:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 10.4 10.9 17.4 17.2 8.2 7.5 14.2 11.3
Old : 10.6 10.0 18.1 16.8 8.5 6.8 14.6 10.8
Other: 17.1 26.6 27.2 34.3 16.8 25.3 25.9 30.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 30, 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 : 10,793: 3,553 1,537 908 4,196 6,981 8,656 9,425: 2,137 1,368
Old : 10,609: 3,492 1,542 902 4,093 6,885 8,486 9,328: 2,123 1,281
Other: 184: 66 0 1 103 96 170 97: 14 87
: : :
: : Changes in Commitments from: September 23, 2014 :
: -215: 33 150 84 -159 -344 -43 -110: -173 -105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 14.2 8.4 38.9 64.7 80.2 87.3: 19.8 12.7
Old : 100.0: 32.9 14.5 8.5 38.6 64.9 80.0 87.9: 20.0 12.1
Other: 100.0: 35.8 0.0 0.5 56.1 52.2 92.4 52.8: 7.6 47.2
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 20 6 6 16 11 41 18:
Old : 43: 20 6 6 16 11 41 18:
Other: 10: 4 0 1 4 4 8 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 61.4 48.2 75.7 33.9 59.8 43.9 69.0
Old : 36.7 62.2 48.4 76.6 33.9 60.9 44.0 70.1
Other: 86.0 52.2 92.4 52.8 72.9 35.9 75.5 35.9
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 30, 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 : 1,240,345: 180,027 210,372 495,886 504,460 342,257 1,180,373 1,048,515: 59,972 191,830
Old : 1,162,856: 177,292 208,727 467,845 465,247 320,928 1,110,384 997,499: 52,473 165,357
Other: 77,488: 18,447 17,358 12,329 39,213 21,329 69,989 51,016: 7,499 26,473
: : :
: : Changes in Commitments from: September 23, 2014 :
: 26,615: 1,392 -5,914 20,817 3,841 8,543 26,050 23,446: 565 3,169
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 17.0 40.0 40.7 27.6 95.2 84.5: 4.8 15.5
Old : 100.0: 15.2 17.9 40.2 40.0 27.6 95.5 85.8: 4.5 14.2
Other: 100.0: 23.8 22.4 15.9 50.6 27.5 90.3 65.8: 9.7 34.2
: : :
:# Traders : Number of Traders in Each Category :
All : 748: 179 313 307 168 216 548 654:
Old : 744: 182 316 290 161 213 527 644:
Other: 336: 80 96 56 58 129 175 247:
:----------------------------------------------------------------------------------------------------
: 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 11.3 19.6 18.6 7.5 3.9 12.2 6.6
Old : 10.6 11.8 19.9 19.4 7.5 4.7 12.4 7.6
Other: 27.3 15.2 39.0 23.2 26.5 14.1 37.2 20.7
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 30, 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 : 21,851: 19,131 1,277 477 0 5,229 19,608 6,983: 2,243 14,868
Old : 19,432: 17,728 1,238 477 0 4,562 18,205 6,277: 1,227 13,155
Other: 2,419: 1,403 39 0 0 667 1,403 706: 1,016 1,713
: : :
: : Changes in Commitments from: September 23, 2014 :
: -828: 336 -45 -73 0 -470 263 -588: -1,091 -240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.6 5.8 2.2 0.0 23.9 89.7 32.0: 10.3 68.0
Old : 100.0: 91.2 6.4 2.5 0.0 23.5 93.7 32.3: 6.3 67.7
Other: 100.0: 58.0 1.6 0.0 0.0 27.6 58.0 29.2: 42.0 70.8
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 5 5 4 0 13 6 21:
Old : 23: 5 5 4 0 13 6 21:
Other: 19: 2 4 0 0 13 2 17:
:----------------------------------------------------------------------------------------------------
: 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 : 87.7 12.8 89.7 19.5 87.4 12.8 87.6 19.0
Old : 91.4 12.3 93.7 19.3 91.1 12.3 91.2 18.7
Other: 58.0 24.5 58.0 27.2 58.0 24.5 58.0 27.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 30, 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 : 430,974: 122,385 92,924 100,381 170,367 205,467 393,133 398,772: 37,841 32,202
Old : 413,461: 122,854 92,275 93,024 162,589 197,609 378,467 382,907: 34,994 30,554
Other: 17,513: 2,828 3,947 4,060 7,777 7,858 14,666 15,865: 2,847 1,648
: : :
: : Changes in Commitments from: September 23, 2014 :
: -19,712: 2,151 -3,321 -10,011 -11,704 -3,492 -19,564 -16,824: -148 -2,888
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 21.6 23.3 39.5 47.7 91.2 92.5: 8.8 7.5
Old : 100.0: 29.7 22.3 22.5 39.3 47.8 91.5 92.6: 8.5 7.4
Other: 100.0: 16.2 22.5 23.2 44.4 44.9 83.7 90.6: 16.3 9.4
: : :
:# Traders : Number of Traders in Each Category :
All : 316: 97 92 102 84 79 242 229:
Old : 315: 102 90 102 83 79 241 229:
Other: 60: 11 18 15 23 14 45 38:
:----------------------------------------------------------------------------------------------------
: 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 : 9.0 27.7 16.0 34.5 8.3 23.6 15.0 29.7
Old : 9.1 27.1 16.5 34.1 8.6 23.3 15.5 29.6
Other: 29.6 55.4 46.5 71.9 21.6 46.0 36.5 53.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 30, 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 : 949,705: 118,126 99,763 56,996 605,971 609,303 781,093 766,062: 168,612 183,643
Old : 949,705: 118,126 99,763 56,996 605,971 609,303 781,093 766,062: 168,612 183,643
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2014 :
: -18,377: 4,471 -1,156 -3,985 -13,628 -16,571 -13,143 -21,712: -5,234 3,335
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 10.5 6.0 63.8 64.2 82.2 80.7: 17.8 19.3
Old : 100.0: 12.4 10.5 6.0 63.8 64.2 82.2 80.7: 17.8 19.3
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 : 189: 37 40 48 85 89 148 151:
Old : 189: 37 40 48 85 89 148 151:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.0 21.1 37.3 31.9 27.1 18.4 33.9 26.7
Old : 28.0 21.1 37.3 31.9 27.1 18.4 33.9 26.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 30, 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 : 520,723: 61,443 36,762 5,711 342,448 379,008 409,602 421,481: 111,120 99,241
Old : 520,723: 61,443 36,762 5,711 342,448 379,008 409,602 421,481: 111,120 99,241
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2014 :
: 13,575: 5,649 1,517 762 1,510 9,356 7,921 11,635: 5,654 1,940
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 7.1 1.1 65.8 72.8 78.7 80.9: 21.3 19.1
Old : 100.0: 11.8 7.1 1.1 65.8 72.8 78.7 80.9: 21.3 19.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 82: 13 11 5 45 45 61 58:
Old : 82: 13 11 5 45 45 61 58:
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 : 25.2 41.7 39.9 54.8 22.0 40.3 31.9 48.7
Old : 25.2 41.7 39.9 54.8 22.0 40.3 31.9 48.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 30, 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 : 6,363: 2,207 256 638 2,933 5,090 5,778 5,984: 585 379
Old : 6,363: 2,207 256 638 2,933 5,090 5,778 5,984: 585 379
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2014 :
: -20: 435 0 -52 -274 -46 109 -98: -129 78
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.7 4.0 10.0 46.1 80.0 90.8 94.0: 9.2 6.0
Old : 100.0: 34.7 4.0 10.0 46.1 80.0 90.8 94.0: 9.2 6.0
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 : 42: 17 3 6 14 20 32 29:
Old : 42: 17 3 6 14 20 32 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 : 40.0 59.4 59.3 73.8 35.7 54.8 46.6 63.1
Old : 40.0 59.4 59.3 73.8 35.7 54.8 46.6 63.1
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 30, 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 : 444,590: 104,412 62,420 102,558 195,251 236,748 402,221 401,726: 42,369 42,864
Old : 424,866: 104,972 60,545 97,190 182,436 226,339 384,598 384,073: 40,268 40,793
Other: 19,724: 2,202 4,638 2,607 12,815 10,409 17,623 17,653: 2,101 2,071
: : :
: : Changes in Commitments from: September 23, 2014 :
: 7,859: 1,330 834 3,235 3,580 2,856 8,145 6,925: -286 934
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 14.0 23.1 43.9 53.3 90.5 90.4: 9.5 9.6
Old : 100.0: 24.7 14.3 22.9 42.9 53.3 90.5 90.4: 9.5 9.6
Other: 100.0: 11.2 23.5 13.2 65.0 52.8 89.3 89.5: 10.7 10.5
: : :
:# Traders : Number of Traders in Each Category :
All : 272: 71 74 88 93 89 220 208:
Old : 272: 77 72 86 93 89 219 207:
Other: 80: 6 26 20 37 20 62 48:
:----------------------------------------------------------------------------------------------------
: 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 : 11.2 26.8 18.7 36.1 8.1 21.6 13.3 27.0
Old : 11.4 27.0 18.8 36.2 8.2 22.7 13.5 28.4
Other: 34.2 44.8 52.6 63.0 33.9 43.8 50.8 59.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 30, 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 : 11,763: 1,186 4,451 2,566 6,104 3,005 9,857 10,022: 1,907 1,741
Old : 11,763: 1,186 4,451 2,566 6,104 3,005 9,857 10,022: 1,907 1,741
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2014 :
: 1,824: 182 -22 1,318 71 576 1,570 1,872: 254 -47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 37.8 21.8 51.9 25.5 83.8 85.2: 16.2 14.8
Old : 100.0: 10.1 37.8 21.8 51.9 25.5 83.8 85.2: 16.2 14.8
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 : 75: 17 24 19 20 16 51 52:
Old : 75: 17 24 19 20 16 51 52:
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 : 37.6 31.6 49.3 44.4 31.2 27.4 39.4 37.3
Old : 37.6 31.6 49.3 44.4 31.2 27.4 39.4 37.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 30, 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 : 1,670,737: 403,225 534,958 58,288 1,104,907 925,212 1,566,419 1,518,458: 104,318 152,280
Old : 1,670,737: 403,225 534,958 58,288 1,104,907 925,212 1,566,419 1,518,458: 104,318 152,280
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2014 :
: -78,575: -3,928 -27,029 -10,414 -62,098 -38,714 -76,439 -76,156: -2,135 -2,418
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 32.0 3.5 66.1 55.4 93.8 90.9: 6.2 9.1
Old : 100.0: 24.1 32.0 3.5 66.1 55.4 93.8 90.9: 6.2 9.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 267: 44 64 32 93 119 149 203:
Old : 267: 44 64 32 93 119 149 203:
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 : 30.2 27.5 42.4 41.8 29.9 27.5 41.7 41.6
Old : 30.2 27.5 42.4 41.8 29.9 27.5 41.7 41.6
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 30, 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 : 3,239,218: 437,921 429,256 298,340 2,207,600 1,979,312 2,943,860 2,706,908: 295,358 532,310
Old : 3,239,218: 437,921 429,256 298,340 2,207,600 1,979,312 2,943,860 2,706,908: 295,358 532,310
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2014 :
: 9,248: -32,101 18,379 -26,951 55,208 22,357 -3,845 13,785: 13,093 -4,537
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 13.3 9.2 68.2 61.1 90.9 83.6: 9.1 16.4
Old : 100.0: 13.5 13.3 9.2 68.2 61.1 90.9 83.6: 9.1 16.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 370: 54 101 90 152 191 268 320:
Old : 370: 54 101 90 152 191 268 320:
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 : 35.1 13.9 46.5 19.7 32.3 10.6 40.4 15.2
Old : 35.1 13.9 46.5 19.7 32.3 10.6 40.4 15.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 30, 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 : 2,326,286: 348,458 373,782 140,779 1,604,986 1,420,807 2,094,224 1,935,368: 232,062 390,918
Old : 2,326,286: 348,458 373,782 140,779 1,604,986 1,420,807 2,094,224 1,935,368: 232,062 390,918
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2014 :
: -98,987: -24,311 78 -51,014 -28,346 -62,147 -103,671 -113,083: 4,684 14,096
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 16.1 6.1 69.0 61.1 90.0 83.2: 10.0 16.8
Old : 100.0: 15.0 16.1 6.1 69.0 61.1 90.0 83.2: 10.0 16.8
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 : 307: 38 83 53 124 154 195 257:
Old : 307: 38 83 53 124 154 195 257:
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 : 19.1 14.6 30.6 24.1 16.8 11.4 25.9 18.4
Old : 19.1 14.6 30.6 24.1 16.8 11.4 25.9 18.4
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 30, 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 : 603,617: 16,172 149,798 125,128 424,643 268,221 565,942 543,147: 37,675 60,470
Old : 603,617: 16,172 149,798 125,128 424,643 268,221 565,942 543,147: 37,675 60,470
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2014 :
: 17,327: 763 -12,545 7,784 8,855 21,200 17,403 16,440: -76 888
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 24.8 20.7 70.3 44.4 93.8 90.0: 6.2 10.0
Old : 100.0: 2.7 24.8 20.7 70.3 44.4 93.8 90.0: 6.2 10.0
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 : 95: 8 39 30 35 44 67 93:
Old : 95: 8 39 30 35 44 67 93:
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 : 46.2 19.2 57.3 31.6 37.6 15.6 41.7 20.5
Old : 46.2 19.2 57.3 31.6 37.6 15.6 41.7 20.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 30, 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 : 70,996: 24,850 11,445 538 37,299 50,400 62,687 62,384: 8,308 8,612
Old : 70,996: 24,850 11,445 538 37,299 50,400 62,687 62,384: 8,308 8,612
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2014 :
: 1,604: 2,224 -3,098 -90 -926 3,748 1,208 560: 396 1,043
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.0 16.1 0.8 52.5 71.0 88.3 87.9: 11.7 12.1
Old : 100.0: 35.0 16.1 0.8 52.5 71.0 88.3 87.9: 11.7 12.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 115: 36 26 9 36 27 75 59:
Old : 115: 36 26 9 36 27 75 59:
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 : 20.4 39.9 34.4 58.0 20.4 39.9 34.4 56.9
Old : 20.4 39.9 34.4 58.0 20.4 39.9 34.4 56.9
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 30, 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 : 141,991: 49,699 22,890 1,077 74,599 100,800 125,375 124,767: 16,616 17,224
Old : 141,991: 49,699 22,890 1,077 74,599 100,800 125,375 124,767: 16,616 17,224
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2014 :
: 3,207: 4,447 -6,196 -179 -1,853 7,496 2,415 1,121: 792 2,087
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.0 16.1 0.8 52.5 71.0 88.3 87.9: 11.7 12.1
Old : 100.0: 35.0 16.1 0.8 52.5 71.0 88.3 87.9: 11.7 12.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 115: 36 26 9 36 27 75 59:
Old : 115: 36 26 9 36 27 75 59:
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 : 20.4 39.9 34.4 58.0 20.4 39.9 34.4 56.9
Old : 20.4 39.9 34.4 58.0 20.4 39.9 34.4 56.9
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 30, 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 : 11,174: 10,121 9,537 432 360 1,179 10,913 11,148: 261 26
Old : 11,174: 10,121 9,537 432 360 1,179 10,913 11,148: 261 26
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2014 :
: 443: 474 -41 -43 0 501 431 417: 12 26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.6 85.3 3.9 3.2 10.6 97.7 99.8: 2.3 0.2
Old : 100.0: 90.6 85.3 3.9 3.2 10.6 97.7 99.8: 2.3 0.2
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 : 24: 16 6 2 1 2 18 9:
Old : 24: 16 6 2 1 2 18 9:
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 : 77.9 77.7 91.3 98.6 76.8 77.3 86.7 92.7
Old : 77.9 77.7 91.3 98.6 76.8 77.3 86.7 92.7
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 30, 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 : 51,427: 2,706 17,459 201 48,370 33,518 51,277 51,178: 150 249
Old : 51,427: 2,706 17,459 201 48,370 33,518 51,277 51,178: 150 249
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2014 :
: -97: 895 1,086 -8 -1,008 -1,180 -121 -102: 24 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 33.9 0.4 94.1 65.2 99.7 99.5: 0.3 0.5
Old : 100.0: 5.3 33.9 0.4 94.1 65.2 99.7 99.5: 0.3 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 : 46: 5 15 1 11 17 16 33:
Old : 46: 5 15 1 11 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 : 84.7 56.8 96.1 77.2 79.3 47.3 87.3 67.8
Old : 84.7 56.8 96.1 77.2 79.3 47.3 87.3 67.8
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 30, 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 : 46,220: 3,895 12,066 3,233 38,918 30,608 46,046 45,907: 174 313
Old : 46,220: 3,895 12,066 3,233 38,918 30,608 46,046 45,907: 174 313
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2014 :
: 1,014: -2,175 2,187 -50 3,206 -1,119 981 1,018: 33 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 26.1 7.0 84.2 66.2 99.6 99.3: 0.4 0.7
Old : 100.0: 8.4 26.1 7.0 84.2 66.2 99.6 99.3: 0.4 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: 3 20 1 4 22 7 43:
Old : 47: 3 20 1 4 22 7 43:
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 : 99.5 50.4 99.6 70.1 89.7 50.4 89.7 64.0
Old : 99.5 50.4 99.6 70.1 89.7 50.4 89.7 64.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 3, 2014