WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 14, 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 : 546,174: 122,355 172,632 173,069 212,231 146,444 507,656 492,146: 38,519 54,029
Old : 475,316: 117,154 171,684 143,856 181,035 116,163 442,045 431,702: 33,271 43,614
Other: 70,858: 22,514 18,261 11,901 31,196 30,281 65,610 60,443: 5,248 10,414
: : :
: : Changes in Commitments from: October 7, 2014 :
: -2,747: 2,500 -7,794 -3,569 -2,531 4,498 -3,600 -6,865: 853 4,118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 31.6 31.7 38.9 26.8 92.9 90.1: 7.1 9.9
Old : 100.0: 24.6 36.1 30.3 38.1 24.4 93.0 90.8: 7.0 9.2
Other: 100.0: 31.8 25.8 16.8 44.0 42.7 92.6 85.3: 7.4 14.7
: : :
:# Traders : Number of Traders in Each Category :
All : 405: 114 149 152 105 102 319 321:
Old : 396: 125 141 141 101 94 304 307:
Other: 179: 40 45 36 47 66 111 128:
:----------------------------------------------------------------------------------------------------
: 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 : 13.2 8.5 21.1 15.8 11.1 7.7 17.7 13.2
Old : 14.4 9.6 22.6 17.7 13.1 8.9 19.4 15.4
Other: 30.8 21.5 43.4 35.1 30.8 20.2 43.2 32.9
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 14, 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 : 173,604: 48,604 47,360 31,287 76,868 66,787 156,759 145,433: 16,845 28,170
Old : 147,483: 48,596 47,732 23,894 61,360 54,177 133,850 125,803: 13,633 21,680
Other: 26,121: 6,012 5,631 1,389 15,508 12,610 22,909 19,630: 3,212 6,491
: : :
: : Changes in Commitments from: October 7, 2014 :
: -1,550: 333 -1,768 -458 -2,552 -726 -2,676 -2,952: 1,126 1,402
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 27.3 18.0 44.3 38.5 90.3 83.8: 9.7 16.2
Old : 100.0: 33.0 32.4 16.2 41.6 36.7 90.8 85.3: 9.2 14.7
Other: 100.0: 23.0 21.6 5.3 59.4 48.3 87.7 75.2: 12.3 24.8
: : :
:# Traders : Number of Traders in Each Category :
All : 195: 49 53 46 71 66 142 148:
Old : 193: 48 54 41 67 66 133 146:
Other: 106: 18 16 14 41 49 63 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 : 15.9 16.3 26.0 24.8 13.8 11.9 22.3 18.9
Old : 18.6 15.7 28.8 24.8 16.3 15.0 25.6 23.1
Other: 29.3 43.0 51.1 50.5 27.9 41.4 48.8 48.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 14, 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 : 1,899,171: 450,821 288,889 599,629 689,659 685,157 1,740,108 1,573,676: 159,063 325,496
Old : 1,723,914: 429,006 310,680 521,283 631,565 611,972 1,581,853 1,443,935: 142,060 279,979
Other: 175,258: 63,223 19,618 36,938 58,094 73,185 158,255 129,740: 17,002 45,517
: : :
: : Changes in Commitments from: October 7, 2014 :
: 5,820: -7,550 -28,795 16,383 1,441 22,285 10,273 9,873: -4,453 -4,052
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 15.2 31.6 36.3 36.1 91.6 82.9: 8.4 17.1
Old : 100.0: 24.9 18.0 30.2 36.6 35.5 91.8 83.8: 8.2 16.2
Other: 100.0: 36.1 11.2 21.1 33.1 41.8 90.3 74.0: 9.7 26.0
: : :
:# Traders : Number of Traders in Each Category :
All : 808: 159 237 238 303 347 619 681:
Old : 804: 147 246 230 299 345 604 678:
Other: 394: 83 52 57 96 209 205 296:
:----------------------------------------------------------------------------------------------------
: 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 10.8 18.0 16.9 8.0 6.9 13.6 11.1
Old : 10.9 9.8 18.4 16.2 8.5 6.3 14.5 10.6
Other: 16.6 25.5 26.4 34.1 14.9 23.0 23.6 28.2
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 14, 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 : 11,385: 3,953 1,339 1,118 4,115 7,840 9,185 10,297: 2,199 1,088
Old : 11,138: 3,883 1,321 1,116 3,992 7,696 8,991 10,133: 2,147 1,005
Other: 246: 71 20 0 123 144 194 164: 52 82
: : :
: : Changes in Commitments from: October 7, 2014 :
: 208: 141 236 -42 114 61 214 255: -5 -47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.7 11.8 9.8 36.1 68.9 80.7 90.4: 19.3 9.6
Old : 100.0: 34.9 11.9 10.0 35.8 69.1 80.7 91.0: 19.3 9.0
Other: 100.0: 29.0 8.1 0.0 49.9 58.4 78.9 66.6: 21.1 33.4
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 22 6 8 16 13 41 24:
Old : 47: 22 6 8 15 13 40 24:
Other: 11: 3 1 0 5 5 8 6:
:----------------------------------------------------------------------------------------------------
: 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 : 35.4 56.6 50.8 72.4 34.7 55.6 45.7 68.9
Old : 35.5 57.6 51.3 73.4 34.9 56.9 46.4 70.3
Other: 73.5 64.5 78.9 66.6 61.3 50.3 62.7 50.3
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 14, 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 : 1,258,886: 175,995 188,116 526,898 496,371 365,276 1,199,263 1,080,290: 59,623 178,596
Old : 1,166,033: 170,446 189,974 490,147 453,839 336,104 1,114,432 1,016,225: 51,601 149,808
Other: 92,852: 27,135 19,728 15,165 42,532 29,172 84,831 64,065: 8,021 28,787
: : :
: : Changes in Commitments from: October 7, 2014 :
: 26,349: 1,488 -10,619 26,593 883 17,480 28,964 33,455: -2,615 -7,106
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 14.9 41.9 39.4 29.0 95.3 85.8: 4.7 14.2
Old : 100.0: 14.6 16.3 42.0 38.9 28.8 95.6 87.2: 4.4 12.8
Other: 100.0: 29.2 21.2 16.3 45.8 31.4 91.4 69.0: 8.6 31.0
: : :
:# Traders : Number of Traders in Each Category :
All : 739: 164 316 337 179 215 575 662:
Old : 736: 171 312 322 175 211 559 652:
Other: 339: 82 95 59 62 126 179 251:
:----------------------------------------------------------------------------------------------------
: 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 11.0 18.5 17.9 5.8 4.1 9.7 6.5
Old : 10.5 11.6 18.7 18.8 6.2 4.3 10.4 7.4
Other: 28.3 18.1 40.4 26.3 27.7 17.0 39.0 23.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 14, 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 : 451,320: 122,465 82,904 114,034 179,472 222,211 415,972 419,149: 35,348 32,171
Old : 431,365: 122,094 84,870 104,489 172,198 211,467 398,781 400,826: 32,584 30,539
Other: 19,955: 5,003 2,666 4,914 7,275 10,744 17,191 18,323: 2,764 1,632
: : :
: : Changes in Commitments from: October 7, 2014 :
: 15,371: 1,722 -620 12,964 6,198 3,279 20,884 15,623: -5,513 -252
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 18.4 25.3 39.8 49.2 92.2 92.9: 7.8 7.1
Old : 100.0: 28.3 19.7 24.2 39.9 49.0 92.4 92.9: 7.6 7.1
Other: 100.0: 25.1 13.4 24.6 36.5 53.8 86.1 91.8: 13.9 8.2
: : :
:# Traders : Number of Traders in Each Category :
All : 329: 108 84 117 86 78 263 240:
Old : 328: 111 87 116 85 78 262 239:
Other: 68: 15 17 17 25 18 51 44:
:----------------------------------------------------------------------------------------------------
: 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 : 8.8 26.9 15.9 33.7 8.0 22.5 14.4 28.1
Old : 9.0 26.3 16.3 33.3 8.2 22.2 14.9 28.0
Other: 30.2 54.8 47.3 73.1 19.6 42.3 33.6 50.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 14, 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 : 1,069,926: 131,080 127,465 84,283 658,596 644,852 873,959 856,601: 195,967 213,325
Old : 1,069,926: 131,080 127,465 84,283 658,596 644,852 873,959 856,601: 195,967 213,325
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2014 :
: 52,730: -12,192 7,636 24,555 29,984 8,447 42,348 40,638: 10,382 12,092
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 11.9 7.9 61.6 60.3 81.7 80.1: 18.3 19.9
Old : 100.0: 12.3 11.9 7.9 61.6 60.3 81.7 80.1: 18.3 19.9
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 : 190: 39 43 54 80 90 144 162:
Old : 190: 39 43 54 80 90 144 162:
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 : 27.8 18.0 35.9 28.0 26.7 15.6 32.2 22.8
Old : 27.8 18.0 35.9 28.0 26.7 15.6 32.2 22.8
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, October 14, 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 : 526,796: 65,387 39,761 5,700 336,659 381,792 407,746 427,253: 119,049 99,543
Old : 526,796: 65,387 39,761 5,700 336,659 381,792 407,746 427,253: 119,049 99,543
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2014 :
: -260: 1,740 3,685 -1,128 -1,542 -3,023 -930 -466: 670 206
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 7.5 1.1 63.9 72.5 77.4 81.1: 22.6 18.9
Old : 100.0: 12.4 7.5 1.1 63.9 72.5 77.4 81.1: 22.6 18.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 83: 12 11 4 45 47 59 60:
Old : 83: 12 11 4 45 47 59 60:
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 42.0 39.3 54.6 22.3 40.3 31.2 48.7
Old : 25.2 42.0 39.3 54.6 22.3 40.3 31.2 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, October 14, 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 : 6,775: 2,863 299 654 2,742 5,523 6,259 6,476: 516 299
Old : 6,775: 2,863 299 654 2,742 5,523 6,259 6,476: 516 299
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2014 :
: 51: 96 10 15 -16 53 95 78: -44 -27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.3 4.4 9.7 40.5 81.5 92.4 95.6: 7.6 4.4
Old : 100.0: 42.3 4.4 9.7 40.5 81.5 92.4 95.6: 7.6 4.4
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 : 40: 16 4 6 14 19 31 29:
Old : 40: 16 4 6 14 19 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 : 39.8 63.5 63.3 78.7 34.9 55.0 46.4 61.9
Old : 39.8 63.5 63.3 78.7 34.9 55.0 46.4 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, October 14, 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 : 450,331: 110,335 59,448 98,449 195,005 253,796 403,788 411,693: 46,543 38,638
Old : 427,655: 111,990 57,678 91,794 179,747 241,631 383,531 391,103: 44,124 36,552
Other: 22,677: 2,012 5,437 2,988 15,258 12,165 20,257 20,590: 2,419 2,086
: : :
: : Changes in Commitments from: October 7, 2014 :
: 4,446: 2,623 -3,511 -3,469 6,181 15,137 5,335 8,156: -889 -3,710
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 13.2 21.9 43.3 56.4 89.7 91.4: 10.3 8.6
Old : 100.0: 26.2 13.5 21.5 42.0 56.5 89.7 91.5: 10.3 8.5
Other: 100.0: 8.9 24.0 13.2 67.3 53.6 89.3 90.8: 10.7 9.2
: : :
:# Traders : Number of Traders in Each Category :
All : 285: 86 75 83 90 91 221 213:
Old : 285: 90 73 82 89 91 220 212:
Other: 81: 11 21 22 38 24 64 52:
:----------------------------------------------------------------------------------------------------
: 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 : 9.3 27.0 15.9 35.8 6.7 22.4 11.6 27.5
Old : 9.4 27.6 16.3 36.4 6.9 24.2 11.9 29.4
Other: 36.1 38.3 52.8 58.7 36.1 36.4 51.1 54.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 14, 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 : 12,068: 1,128 4,045 2,841 6,361 3,293 10,329 10,179: 1,739 1,889
Old : 12,068: 1,128 4,045 2,841 6,361 3,293 10,329 10,179: 1,739 1,889
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2014 :
: 316: -12 -134 136 148 298 272 301: 45 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 33.5 23.5 52.7 27.3 85.6 84.3: 14.4 15.7
Old : 100.0: 9.3 33.5 23.5 52.7 27.3 85.6 84.3: 14.4 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 : 77: 20 22 18 22 17 54 51:
Old : 77: 20 22 18 22 17 54 51:
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 : 41.0 36.1 51.2 48.0 29.6 26.5 36.0 33.6
Old : 41.0 36.1 51.2 48.0 29.6 26.5 36.0 33.6
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, October 14, 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 : 1,515,336: 359,263 345,930 65,507 979,001 948,127 1,403,770 1,359,564: 111,566 155,773
Old : 1,515,336: 359,263 345,930 65,507 979,001 948,127 1,403,770 1,359,564: 111,566 155,773
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2014 :
: -72,475: 2,666 -84,234 -3,192 -66,783 37,981 -67,309 -49,445: -5,166 -23,030
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 22.8 4.3 64.6 62.6 92.6 89.7: 7.4 10.3
Old : 100.0: 23.7 22.8 4.3 64.6 62.6 92.6 89.7: 7.4 10.3
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 : 270: 41 59 33 99 126 154 204:
Old : 270: 41 59 33 99 126 154 204:
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 : 26.5 27.4 37.5 39.7 26.1 27.4 36.8 39.5
Old : 26.5 27.4 37.5 39.7 26.1 27.4 36.8 39.5
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, October 14, 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 : 3,555,830: 404,746 463,676 430,807 2,400,879 2,122,477 3,236,432 3,016,960: 319,398 538,870
Old : 3,555,830: 404,746 463,676 430,807 2,400,879 2,122,477 3,236,432 3,016,960: 319,398 538,870
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2014 :
: 277,834: 24,663 31,639 85,481 172,704 156,117 282,848 273,236: -5,014 4,597
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 13.0 12.1 67.5 59.7 91.0 84.8: 9.0 15.2
Old : 100.0: 11.4 13.0 12.1 67.5 59.7 91.0 84.8: 9.0 15.2
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 : 399: 68 99 101 172 209 304 345:
Old : 399: 68 99 101 172 209 304 345:
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 : 30.6 15.2 40.6 20.3 27.0 11.7 35.7 15.7
Old : 30.6 15.2 40.6 20.3 27.0 11.7 35.7 15.7
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, October 14, 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 : 2,444,298: 335,518 309,955 232,235 1,612,688 1,507,658 2,180,441 2,049,849: 263,857 394,449
Old : 2,444,298: 335,518 309,955 232,235 1,612,688 1,507,658 2,180,441 2,049,849: 263,857 394,449
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2014 :
: 108,398: 4,296 -19,576 76,052 16,831 61,186 97,179 117,662: 11,219 -9,264
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 12.7 9.5 66.0 61.7 89.2 83.9: 10.8 16.1
Old : 100.0: 13.7 12.7 9.5 66.0 61.7 89.2 83.9: 10.8 16.1
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 : 298: 46 70 55 119 155 195 250:
Old : 298: 46 70 55 119 155 195 250:
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 : 18.9 13.7 29.8 21.8 16.4 9.2 24.1 15.5
Old : 18.9 13.7 29.8 21.8 16.4 9.2 24.1 15.5
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, October 14, 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 : 620,563: 14,782 148,965 126,315 442,077 285,257 583,174 560,537: 37,389 60,026
Old : 620,563: 14,782 148,965 126,315 442,077 285,257 583,174 560,537: 37,389 60,026
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2014 :
: 29,436: 1,375 6,763 853 24,132 20,330 26,360 27,946: 3,076 1,490
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 24.0 20.4 71.2 46.0 94.0 90.3: 6.0 9.7
Old : 100.0: 2.4 24.0 20.4 71.2 46.0 94.0 90.3: 6.0 9.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 96: 11 38 32 30 43 63 95:
Old : 96: 11 38 32 30 43 63 95:
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 : 43.8 20.6 56.2 32.3 34.8 16.1 41.1 21.8
Old : 43.8 20.6 56.2 32.3 34.8 16.1 41.1 21.8
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, October 14, 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 : 62,294: 18,127 11,505 1,119 34,851 42,144 54,097 54,768: 8,197 7,526
Old : 62,294: 18,127 11,505 1,119 34,851 42,144 54,097 54,768: 8,197 7,526
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2014 :
: -6,132: -2,457 54 215 -3,771 -5,192 -6,014 -4,924: -118 -1,208
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 18.5 1.8 55.9 67.7 86.8 87.9: 13.2 12.1
Old : 100.0: 29.1 18.5 1.8 55.9 67.7 86.8 87.9: 13.2 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 : 102: 28 25 10 36 24 69 54:
Old : 102: 28 25 10 36 24 69 54:
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 : 26.2 37.1 42.3 53.8 26.2 36.6 40.8 52.4
Old : 26.2 37.1 42.3 53.8 26.2 36.6 40.8 52.4
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, October 14, 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 : 124,589: 36,254 23,009 2,238 69,702 84,289 108,195 109,537: 16,394 15,052
Old : 124,589: 36,254 23,009 2,238 69,702 84,289 108,195 109,537: 16,394 15,052
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2014 :
: -12,264: -4,914 107 429 -7,542 -10,384 -12,027 -9,847: -237 -2,417
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 18.5 1.8 55.9 67.7 86.8 87.9: 13.2 12.1
Old : 100.0: 29.1 18.5 1.8 55.9 67.7 86.8 87.9: 13.2 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 : 102: 28 25 10 36 24 69 54:
Old : 102: 28 25 10 36 24 69 54:
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 : 26.2 37.1 42.3 53.8 26.2 36.6 40.8 52.4
Old : 26.2 37.1 42.3 53.8 26.2 36.6 40.8 52.4
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, October 14, 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 : 11,245: 9,985 9,539 552 460 1,142 10,997 11,233: 248 12
Old : 11,245: 9,985 9,539 552 460 1,142 10,997 11,233: 248 12
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2014 :
: 674: 544 519 120 0 35 664 674: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.8 84.8 4.9 4.1 10.2 97.8 99.9: 2.2 0.1
Old : 100.0: 88.8 84.8 4.9 4.1 10.2 97.8 99.9: 2.2 0.1
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 : 23: 14 7 2 1 2 16 10:
Old : 23: 14 7 2 1 2 16 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.9 76.1 93.5 97.0 78.7 76.1 86.2 90.2
Old : 80.9 76.1 93.5 97.0 78.7 76.1 86.2 90.2
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, October 14, 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 : 51,450: 4,164 19,919 155 47,004 31,084 51,323 51,158: 127 292
Old : 51,450: 4,164 19,919 155 47,004 31,084 51,323 51,158: 127 292
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2014 :
: 1,398: 1,011 1,740 -43 436 -379 1,404 1,318: -6 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 38.7 0.3 91.4 60.4 99.8 99.4: 0.2 0.6
Old : 100.0: 8.1 38.7 0.3 91.4 60.4 99.8 99.4: 0.2 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 5 17 1 11 17 16 35:
Old : 48: 5 17 1 11 17 16 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 : 83.5 55.4 95.3 75.0 77.8 45.9 86.9 65.5
Old : 83.5 55.4 95.3 75.0 77.8 45.9 86.9 65.5
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, October 14, 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 : 50,206: 6,731 11,813 3,348 39,928 34,700 50,007 49,861: 199 345
Old : 50,206: 6,731 11,813 3,348 39,928 34,700 50,007 49,861: 199 345
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2014 :
: 3,583: 2,888 1,089 15 699 2,444 3,602 3,548: -19 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 23.5 6.7 79.5 69.1 99.6 99.3: 0.4 0.7
Old : 100.0: 13.4 23.5 6.7 79.5 69.1 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 : 49: 8 14 1 5 24 13 39:
Old : 49: 8 14 1 5 24 13 39:
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 : 96.0 50.2 98.8 71.0 87.5 50.2 90.0 67.3
Old : 96.0 50.2 98.8 71.0 87.5 50.2 90.0 67.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 17, 2014