WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 28, 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 : 541,423: 127,088 156,363 158,553 219,921 177,126 505,562 492,043: 35,861 49,381
Old : 465,797: 121,229 154,879 130,426 184,670 141,580 436,325 426,885: 29,472 38,912
Other: 75,626: 20,938 16,563 13,049 35,252 35,547 69,238 65,158: 6,389 10,468
: : :
: : Changes in Commitments from: October 21, 2014 :
: -3,601: 6,530 -6,861 -12,200 2,745 15,793 -2,925 -3,267: -676 -334
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 28.9 29.3 40.6 32.7 93.4 90.9: 6.6 9.1
Old : 100.0: 26.0 33.3 28.0 39.6 30.4 93.7 91.6: 6.3 8.4
Other: 100.0: 27.7 21.9 17.3 46.6 47.0 91.6 86.2: 8.4 13.8
: : :
:# Traders : Number of Traders in Each Category :
All : 409: 118 144 154 107 106 326 321:
Old : 399: 126 134 146 105 100 313 310:
Other: 180: 42 44 41 48 67 118 128:
:----------------------------------------------------------------------------------------------------
: 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 : 13.8 10.0 21.7 16.9 11.1 8.7 18.2 14.0
Old : 15.1 11.4 23.3 18.7 12.8 10.6 19.9 16.5
Other: 26.8 22.6 38.2 35.1 26.7 20.8 37.6 32.4
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 28, 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 : 175,302: 48,893 42,311 34,036 74,412 69,429 157,341 145,775: 17,961 29,527
Old : 143,507: 51,486 41,062 22,022 56,100 57,014 129,607 120,098: 13,900 23,409
Other: 31,795: 6,941 10,781 2,481 18,312 12,415 27,734 25,678: 4,062 6,118
: : :
: : Changes in Commitments from: October 21, 2014 :
: 3,140: -860 -655 2,682 393 -331 2,215 1,696: 925 1,444
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 24.1 19.4 42.4 39.6 89.8 83.2: 10.2 16.8
Old : 100.0: 35.9 28.6 15.3 39.1 39.7 90.3 83.7: 9.7 16.3
Other: 100.0: 21.8 33.9 7.8 57.6 39.0 87.2 80.8: 12.8 19.2
: : :
:# Traders : Number of Traders in Each Category :
All : 196: 50 60 52 67 65 145 151:
Old : 189: 50 54 42 63 63 135 139:
Other: 115: 22 22 17 42 46 69 82:
:----------------------------------------------------------------------------------------------------
: 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 : 16.6 16.9 26.2 25.4 14.6 12.8 23.0 19.7
Old : 19.1 16.8 28.9 26.0 18.0 15.7 27.5 23.9
Other: 26.0 39.4 45.5 50.3 23.8 38.1 42.6 48.3
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 28, 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 : 1,848,632: 434,558 215,536 580,587 681,601 729,283 1,696,746 1,525,405: 151,886 323,227
Old : 1,660,822: 415,202 244,580 496,509 615,003 646,221 1,526,714 1,387,310: 134,108 273,512
Other: 187,810: 60,523 12,122 42,911 66,598 83,062 170,032 138,095: 17,778 49,715
: : :
: : Changes in Commitments from: October 21, 2014 :
: -58,152: -8,800 -34,714 -34,632 -9,439 17,589 -52,871 -51,757: -5,282 -6,396
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 11.7 31.4 36.9 39.4 91.8 82.5: 8.2 17.5
Old : 100.0: 25.0 14.7 29.9 37.0 38.9 91.9 83.5: 8.1 16.5
Other: 100.0: 32.2 6.5 22.8 35.5 44.2 90.5 73.5: 9.5 26.5
: : :
:# Traders : Number of Traders in Each Category :
All : 807: 156 228 243 302 364 615 694:
Old : 803: 143 240 234 298 361 599 690:
Other: 413: 89 48 57 99 220 206 310:
:----------------------------------------------------------------------------------------------------
: 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 : 10.9 11.4 18.5 17.6 8.2 7.2 13.8 11.0
Old : 11.3 10.3 19.1 16.9 8.8 6.2 14.8 10.2
Other: 16.5 25.8 25.5 33.0 13.5 23.0 21.2 26.2
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 28, 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 : 12,217: 3,746 1,458 1,320 4,504 8,345 9,570 11,123: 2,646 1,094
Old : 11,929: 3,744 1,387 1,298 4,304 8,183 9,347 10,868: 2,582 1,061
Other: 288: 19 87 5 200 163 224 255: 64 33
: : :
: : Changes in Commitments from: October 21, 2014 :
: 735: -120 244 145 370 416 395 804: 340 -70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 11.9 10.8 36.9 68.3 78.3 91.0: 21.7 9.0
Old : 100.0: 31.4 11.6 10.9 36.1 68.6 78.4 91.1: 21.6 8.9
Other: 100.0: 6.5 30.3 1.7 69.6 56.6 77.7 88.6: 22.3 11.4
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 16 8 7 18 13 40 22:
Old : 44: 16 7 7 17 13 39 21:
Other: 13: 3 2 1 6 6 9 9:
:----------------------------------------------------------------------------------------------------
: 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 : 33.0 56.8 48.5 73.2 32.8 55.7 42.3 68.1
Old : 33.1 58.0 49.0 74.2 33.0 57.2 42.8 69.8
Other: 66.9 71.6 77.3 88.3 56.4 65.0 57.6 68.5
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 28, 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 : 901,622: 184,445 155,912 282,941 377,808 304,785 845,194 743,638: 56,428 157,984
Old : 792,305: 176,946 160,618 236,557 330,850 268,532 744,353 665,707: 47,952 126,597
Other: 109,317: 30,424 18,219 23,459 46,959 36,253 100,842 77,930: 8,475 31,387
: : :
: : Changes in Commitments from: October 21, 2014 :
: -337,713: 3,388 -25,391 -235,970 -99,767 -55,611 -332,348 -316,973: -5,364 -20,740
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 17.3 31.4 41.9 33.8 93.7 82.5: 6.3 17.5
Old : 100.0: 22.3 20.3 29.9 41.8 33.9 93.9 84.0: 6.1 16.0
Other: 100.0: 27.8 16.7 21.5 43.0 33.2 92.2 71.3: 7.8 28.7
: : :
:# Traders : Number of Traders in Each Category :
All : 678: 145 269 259 178 224 494 602:
Old : 669: 138 277 237 172 220 467 589:
Other: 348: 87 85 64 68 140 191 256:
:----------------------------------------------------------------------------------------------------
: 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 : 10.0 8.5 17.9 15.4 7.3 5.8 12.7 9.1
Old : 10.5 9.0 17.9 15.8 8.4 6.9 14.5 10.6
Other: 24.9 18.3 36.1 27.3 24.3 16.5 34.3 22.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 28, 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 : 454,475: 124,057 73,615 115,817 179,343 232,169 419,217 421,601: 35,257 32,874
Old : 431,531: 123,757 76,027 105,658 169,720 218,724 399,135 400,408: 32,397 31,123
Other: 22,943: 5,439 2,727 5,020 9,623 13,445 20,082 21,192: 2,861 1,751
: : :
: : Changes in Commitments from: October 21, 2014 :
: -3,421: -95 -13,484 -1,194 -2,357 16,481 -3,646 1,803: 225 -5,225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 16.2 25.5 39.5 51.1 92.2 92.8: 7.8 7.2
Old : 100.0: 28.7 17.6 24.5 39.3 50.7 92.5 92.8: 7.5 7.2
Other: 100.0: 23.7 11.9 21.9 41.9 58.6 87.5 92.4: 12.5 7.6
: : :
:# Traders : Number of Traders in Each Category :
All : 315: 106 76 116 86 79 257 235:
Old : 314: 108 81 114 85 79 255 234:
Other: 73: 18 15 15 28 20 56 42:
:----------------------------------------------------------------------------------------------------
: 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 : 8.9 28.0 15.3 34.3 7.8 23.0 13.8 28.2
Old : 9.1 27.4 15.9 33.9 8.0 22.7 14.4 28.1
Other: 30.0 53.8 46.8 71.6 22.8 43.3 37.2 51.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 28, 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 : 947,419: 92,138 83,912 59,217 614,575 621,432 765,930 764,561: 181,489 182,858
Old : 947,419: 92,138 83,912 59,217 614,575 621,432 765,930 764,561: 181,489 182,858
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2014 :
: -99,107: -11,420 -4,546 -30,429 -53,747 -50,581 -95,596 -85,555: -3,511 -13,551
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 8.9 6.3 64.9 65.6 80.8 80.7: 19.2 19.3
Old : 100.0: 9.7 8.9 6.3 64.9 65.6 80.8 80.7: 19.2 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 : 174: 37 30 39 79 88 131 142:
Old : 174: 37 30 39 79 88 131 142:
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 : 32.5 17.2 40.7 28.7 29.8 17.2 36.2 25.9
Old : 32.5 17.2 40.7 28.7 29.8 17.2 36.2 25.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 28, 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 : 511,624: 55,368 38,482 6,091 333,690 369,116 395,149 413,689: 116,475 97,935
Old : 511,624: 55,368 38,482 6,091 333,690 369,116 395,149 413,689: 116,475 97,935
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2014 :
: -5,128: -1,700 3,110 474 -6,109 -5,674 -7,335 -2,090: 2,206 -3,038
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 7.5 1.2 65.2 72.1 77.2 80.9: 22.8 19.1
Old : 100.0: 10.8 7.5 1.2 65.2 72.1 77.2 80.9: 22.8 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: 11 11 7 46 47 61 61:
Old : 82: 11 11 7 46 47 61 61:
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 42.2 39.7 53.6 23.3 41.1 32.2 48.4
Old : 25.4 42.2 39.7 53.6 23.3 41.1 32.2 48.4
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 28, 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 : 6,793: 2,694 326 652 2,930 5,579 6,276 6,557: 517 236
Old : 6,793: 2,694 326 652 2,930 5,579 6,276 6,557: 517 236
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2014 :
: 53: 65 44 30 -48 -8 47 66: 6 -13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.7 4.8 9.6 43.1 82.1 92.4 96.5: 7.6 3.5
Old : 100.0: 39.7 4.8 9.6 43.1 82.1 92.4 96.5: 7.6 3.5
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 : 36: 15 3 6 13 15 30 23:
Old : 36: 15 3 6 13 15 30 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.7 65.5 64.5 82.6 32.8 51.5 43.9 57.2
Old : 44.7 65.5 64.5 82.6 32.8 51.5 43.9 57.2
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 28, 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 : 440,510: 118,274 44,367 95,501 178,150 263,803 391,924 403,671: 48,586 36,839
Old : 415,349: 119,150 41,989 88,497 162,195 250,629 369,842 381,115: 45,507 34,234
Other: 25,161: 2,469 5,723 3,659 15,954 13,174 22,082 22,556: 3,079 2,605
: : :
: : Changes in Commitments from: October 21, 2014 :
: 587: 7,730 -11,469 -485 -7,298 13,539 -52 1,585: 639 -998
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 10.1 21.7 40.4 59.9 89.0 91.6: 11.0 8.4
Old : 100.0: 28.7 10.1 21.3 39.1 60.3 89.0 91.8: 11.0 8.2
Other: 100.0: 9.8 22.7 14.5 63.4 52.4 87.8 89.6: 12.2 10.4
: : :
:# Traders : Number of Traders in Each Category :
All : 265: 81 64 87 89 92 223 201:
Old : 265: 84 65 85 89 92 222 200:
Other: 83: 13 19 20 39 24 65 50:
:----------------------------------------------------------------------------------------------------
: 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 : 8.7 28.5 14.9 37.9 6.2 24.3 10.9 30.1
Old : 8.9 29.3 15.3 38.6 6.3 26.9 11.1 32.9
Other: 39.0 37.3 53.1 53.2 38.5 35.4 51.4 49.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 28, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 10,425: 913 3,900 1,427 6,221 2,964 8,561 8,292: 1,865 2,134
Old : 10,425: 913 3,900 1,427 6,221 2,964 8,561 8,292: 1,865 2,134
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2014 :
: -1,257: -284 4 -338 -650 -916 -1,272 -1,250: 14 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 37.4 13.7 59.7 28.4 82.1 79.5: 17.9 20.5
Old : 100.0: 8.8 37.4 13.7 59.7 28.4 82.1 79.5: 17.9 20.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 65: 14 19 12 22 18 44 44:
Old : 65: 14 19 12 22 18 44 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.0 32.3 49.2 44.6 33.4 31.0 41.2 39.2
Old : 37.0 32.3 49.2 44.6 33.4 31.0 41.2 39.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 28, 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 : 1,432,324: 344,206 320,163 51,349 927,017 924,512 1,322,572 1,296,024: 109,752 136,301
Old : 1,432,324: 344,206 320,163 51,349 927,017 924,512 1,322,572 1,296,024: 109,752 136,301
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2014 :
: -52,980: 7,027 -29,891 -16,985 -42,356 -7,444 -52,315 -54,321: -665 1,340
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 22.4 3.6 64.7 64.5 92.3 90.5: 7.7 9.5
Old : 100.0: 24.0 22.4 3.6 64.7 64.5 92.3 90.5: 7.7 9.5
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 : 268: 50 50 33 100 130 163 200:
Old : 268: 50 50 33 100 130 163 200:
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 : 26.7 26.3 36.7 38.9 26.5 26.3 35.6 38.7
Old : 26.7 26.3 36.7 38.9 26.5 26.3 35.6 38.7
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, October 28, 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 : 3,267,312: 420,558 438,993 320,202 2,191,227 2,032,065 2,931,987 2,791,260: 335,325 476,052
Old : 3,267,312: 420,558 438,993 320,202 2,191,227 2,032,065 2,931,987 2,791,260: 335,325 476,052
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2014 :
: -405,358: -9,004 -11,718 -179,700 -213,298 -189,634 -402,002 -381,052: -3,356 -24,306
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 13.4 9.8 67.1 62.2 89.7 85.4: 10.3 14.6
Old : 100.0: 12.9 13.4 9.8 67.1 62.2 89.7 85.4: 10.3 14.6
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 : 380: 68 88 87 170 194 286 321:
Old : 380: 68 88 87 170 194 286 321:
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 : 29.1 17.8 39.2 23.4 26.3 14.1 33.8 18.1
Old : 29.1 17.8 39.2 23.4 26.3 14.1 33.8 18.1
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 28, 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 : 2,198,298: 358,494 269,401 210,843 1,343,466 1,328,239 1,912,803 1,808,482: 285,495 389,816
Old : 2,198,298: 358,494 269,401 210,843 1,343,466 1,328,239 1,912,803 1,808,482: 285,495 389,816
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2014 :
: -112,409: 8,458 -18,069 -65,594 -53,336 -51,233 -110,472 -134,895: -1,937 22,487
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 12.3 9.6 61.1 60.4 87.0 82.3: 13.0 17.7
Old : 100.0: 16.3 12.3 9.6 61.1 60.4 87.0 82.3: 13.0 17.7
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 : 276: 52 57 50 114 139 189 223:
Old : 276: 52 57 50 114 139 189 223:
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 : 18.1 14.9 29.4 22.4 13.8 9.8 21.5 16.0
Old : 18.1 14.9 29.4 22.4 13.8 9.8 21.5 16.0
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 28, 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 : 660,874: 5,267 168,758 118,995 498,817 314,009 623,079 601,761: 37,795 59,112
Old : 660,874: 5,267 168,758 118,995 498,817 314,009 623,079 601,761: 37,795 59,112
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2014 :
: 26,307: -3,189 19,829 2,028 26,351 9,659 25,190 31,516: 1,117 -5,209
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 25.5 18.0 75.5 47.5 94.3 91.1: 5.7 8.9
Old : 100.0: 0.8 25.5 18.0 75.5 47.5 94.3 91.1: 5.7 8.9
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 : 96: 8 41 30 30 41 62 92:
Old : 96: 8 41 30 30 41 62 92:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.8 20.0 59.4 32.9 35.9 15.2 41.7 21.0
Old : 45.8 20.0 59.4 32.9 35.9 15.2 41.7 21.0
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 28, 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 : 59,063: 18,189 12,502 1,065 33,641 36,207 52,896 49,774: 6,167 9,289
Old : 59,063: 18,189 12,502 1,065 33,641 36,207 52,896 49,774: 6,167 9,289
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2014 :
: 1,666: 3,855 204 158 -2,342 901 1,671 1,263: -5 403
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 21.2 1.8 57.0 61.3 89.6 84.3: 10.4 15.7
Old : 100.0: 30.8 21.2 1.8 57.0 61.3 89.6 84.3: 10.4 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 : 100: 27 22 11 37 24 69 52:
Old : 100: 27 22 11 37 24 69 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 : 28.2 35.3 44.3 49.8 28.2 34.6 44.2 48.7
Old : 28.2 35.3 44.3 49.8 28.2 34.6 44.2 48.7
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 28, 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 : 118,126: 36,379 25,003 2,131 67,282 72,414 105,792 99,548: 12,334 18,578
Old : 118,126: 36,379 25,003 2,131 67,282 72,414 105,792 99,548: 12,334 18,578
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2014 :
: 3,333: 7,710 407 316 -4,683 1,803 3,343 2,526: -10 807
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 21.2 1.8 57.0 61.3 89.6 84.3: 10.4 15.7
Old : 100.0: 30.8 21.2 1.8 57.0 61.3 89.6 84.3: 10.4 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 : 100: 27 22 11 37 24 69 52:
Old : 100: 27 22 11 37 24 69 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 : 28.2 35.3 44.3 49.8 28.2 34.6 44.2 48.7
Old : 28.2 35.3 44.3 49.8 28.2 34.6 44.2 48.7
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 28, 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 : 12,503: 11,113 10,825 684 460 982 12,257 12,491: 246 12
Old : 12,503: 11,113 10,825 684 460 982 12,257 12,491: 246 12
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2014 :
: 1,444: 1,394 1,270 60 0 117 1,454 1,447: -10 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.9 86.6 5.5 3.7 7.9 98.0 99.9: 2.0 0.1
Old : 100.0: 88.9 86.6 5.5 3.7 7.9 98.0 99.9: 2.0 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 : 21: 11 8 2 1 2 13 11:
Old : 21: 11 8 2 1 2 13 11:
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 : 86.8 73.0 95.9 93.5 84.1 73.0 88.0 87.7
Old : 86.8 73.0 95.9 93.5 84.1 73.0 88.0 87.7
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, October 28, 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 : 52,106: 4,244 19,698 55 47,644 32,131 51,943 51,884: 163 222
Old : 52,106: 4,244 19,698 55 47,644 32,131 51,943 51,884: 163 222
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2014 :
: 396: -422 -1,031 3 819 1,400 400 372: -4 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 37.8 0.1 91.4 61.7 99.7 99.6: 0.3 0.4
Old : 100.0: 8.1 37.8 0.1 91.4 61.7 99.7 99.6: 0.3 0.4
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 : 47: 7 17 1 9 16 16 34:
Old : 47: 7 17 1 9 16 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 : 85.6 54.2 96.3 75.3 80.1 44.8 88.0 65.9
Old : 85.6 54.2 96.3 75.3 80.1 44.8 88.0 65.9
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 28, 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 : 52,660: 7,658 17,043 2,831 41,934 32,467 52,423 52,341: 237 319
Old : 52,660: 7,658 17,043 2,831 41,934 32,467 52,423 52,341: 237 319
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2014 :
: 1,731: 2,030 110 -8 -363 1,631 1,659 1,733: 72 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 32.4 5.4 79.6 61.7 99.5 99.4: 0.5 0.6
Old : 100.0: 14.5 32.4 5.4 79.6 61.7 99.5 99.4: 0.5 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 11 14 1 4 21 15 36:
Old : 49: 11 14 1 4 21 15 36:
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 : 94.6 55.0 98.3 77.9 88.9 55.0 91.5 73.6
Old : 94.6 55.0 98.3 77.9 88.9 55.0 91.5 73.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 31, 2014