WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 4, 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 : 536,005: 123,487 143,066 158,047 219,167 184,900 500,701 486,014: 35,304 49,991
Old : 458,159: 115,996 140,659 132,529 180,558 145,975 429,082 419,163: 29,077 38,996
Other: 77,846: 20,493 15,410 12,516 38,609 38,925 71,619 66,851: 6,227 10,995
: : :
: : Changes in Commitments from: October 28, 2014 :
: -5,418: -3,601 -13,297 -506 -754 7,774 -4,862 -6,029: -557 611
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 26.7 29.5 40.9 34.5 93.4 90.7: 6.6 9.3
Old : 100.0: 25.3 30.7 28.9 39.4 31.9 93.7 91.5: 6.3 8.5
Other: 100.0: 26.3 19.8 16.1 49.6 50.0 92.0 85.9: 8.0 14.1
: : :
:# Traders : Number of Traders in Each Category :
All : 407: 117 141 159 107 104 330 322:
Old : 397: 123 140 150 104 97 318 308:
Other: 192: 47 49 43 52 73 122 145:
:----------------------------------------------------------------------------------------------------
: 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 10.5 20.9 17.8 10.7 9.1 17.6 14.5
Old : 13.8 11.7 21.9 19.7 11.9 11.1 18.4 17.2
Other: 29.6 22.1 41.0 34.2 29.4 20.4 40.3 31.7
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 4, 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 : 174,302: 47,639 41,383 34,376 74,944 69,702 156,959 145,460: 17,343 28,842
Old : 143,206: 51,080 41,349 21,566 57,201 58,004 129,846 120,918: 13,359 22,287
Other: 31,096: 6,828 10,302 2,542 17,743 11,698 27,112 24,542: 3,984 6,554
: : :
: : Changes in Commitments from: October 28, 2014 :
: -1,000: -1,255 -928 341 532 272 -382 -315: -618 -685
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 23.7 19.7 43.0 40.0 90.0 83.5: 10.0 16.5
Old : 100.0: 35.7 28.9 15.1 39.9 40.5 90.7 84.4: 9.3 15.6
Other: 100.0: 22.0 33.1 8.2 57.1 37.6 87.2 78.9: 12.8 21.1
: : :
:# Traders : Number of Traders in Each Category :
All : 201: 44 60 56 70 69 151 157:
Old : 194: 47 55 46 66 67 140 146:
Other: 115: 21 21 18 42 47 70 81:
:----------------------------------------------------------------------------------------------------
: 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 17.8 26.1 26.8 13.8 14.3 22.4 21.3
Old : 19.1 18.1 29.5 27.2 18.3 17.2 28.4 25.7
Other: 25.4 41.1 44.3 50.5 23.8 39.2 41.6 48.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 4, 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 : 1,895,470: 452,397 190,683 597,617 700,827 774,582 1,750,841 1,562,882: 144,628 332,588
Old : 1,689,871: 426,296 214,427 517,695 619,647 679,020 1,563,638 1,411,142: 126,233 278,729
Other: 205,599: 62,051 12,205 43,972 81,181 95,563 187,203 151,740: 18,395 53,859
: : :
: : Changes in Commitments from: October 28, 2014 :
: 46,837: 17,839 -24,853 17,030 19,226 45,300 54,096 37,477: -7,258 9,361
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 10.1 31.5 37.0 40.9 92.4 82.5: 7.6 17.5
Old : 100.0: 25.2 12.7 30.6 36.7 40.2 92.5 83.5: 7.5 16.5
Other: 100.0: 30.2 5.9 21.4 39.5 46.5 91.1 73.8: 8.9 26.2
: : :
:# Traders : Number of Traders in Each Category :
All : 832: 168 231 249 305 371 628 717:
Old : 827: 165 239 240 301 364 613 709:
Other: 436: 86 61 57 102 240 210 337:
:----------------------------------------------------------------------------------------------------
: 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 : 11.0 11.8 18.9 18.2 7.7 7.0 13.0 10.7
Old : 11.2 10.9 19.3 17.9 8.3 6.5 14.0 10.4
Other: 16.6 22.8 27.7 31.0 13.7 16.5 21.1 21.8
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 4, 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 : 12,030: 3,692 1,391 1,225 4,686 8,336 9,603 10,952: 2,427 1,078
Old : 11,650: 3,685 1,350 1,157 4,459 8,101 9,301 10,607: 2,349 1,043
Other: 380: 39 74 36 227 235 302 345: 78 35
: : :
: : Changes in Commitments from: October 28, 2014 :
: -187: -54 -66 -95 182 -10 33 -171: -219 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 11.6 10.2 39.0 69.3 79.8 91.0: 20.2 9.0
Old : 100.0: 31.6 11.6 9.9 38.3 69.5 79.8 91.0: 20.2 9.0
Other: 100.0: 10.2 19.4 9.6 59.8 61.9 79.5 90.8: 20.5 9.2
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 19 5 7 16 14 38 23:
Old : 42: 17 6 7 16 14 38 22:
Other: 14: 2 3 4 5 7 9 12:
:----------------------------------------------------------------------------------------------------
: 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 : 35.0 58.0 50.5 73.6 34.4 56.5 44.3 68.0
Old : 35.5 59.6 51.4 75.3 34.9 58.4 46.0 70.5
Other: 58.7 71.3 79.1 88.2 50.9 66.4 56.2 67.6
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 4, 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 : 893,426: 187,974 142,215 282,640 371,804 316,104 842,418 740,959: 51,008 152,467
Old : 774,899: 179,072 150,878 230,796 322,598 272,856 732,466 654,530: 42,433 120,369
Other: 118,527: 33,882 16,317 26,864 49,206 43,248 109,952 86,429: 8,575 32,098
: : :
: : Changes in Commitments from: October 28, 2014 :
: -8,196: 3,528 -13,697 -301 -6,004 11,319 -2,776 -2,679: -5,420 -5,517
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 15.9 31.6 41.6 35.4 94.3 82.9: 5.7 17.1
Old : 100.0: 23.1 19.5 29.8 41.6 35.2 94.5 84.5: 5.5 15.5
Other: 100.0: 28.6 13.8 22.7 41.5 36.5 92.8 72.9: 7.2 27.1
: : :
:# Traders : Number of Traders in Each Category :
All : 675: 156 249 241 175 235 477 587:
Old : 668: 148 251 221 173 231 456 576:
Other: 354: 82 86 64 65 155 187 267:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 9.9 9.7 17.9 16.9 6.9 6.4 11.9 9.7
Old : 9.9 10.1 17.9 17.3 7.5 7.5 13.4 11.3
Other: 22.1 19.6 34.3 28.7 21.3 17.2 31.9 23.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 4, 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 : 465,741: 131,992 63,673 110,823 184,987 256,682 427,802 431,178: 37,939 34,563
Old : 440,713: 131,612 65,203 100,936 173,287 241,955 405,835 408,093: 34,878 32,619
Other: 25,028: 4,579 2,669 5,688 11,700 14,727 21,967 23,084: 3,061 1,944
: : :
: : Changes in Commitments from: October 28, 2014 :
: 11,267: 7,935 -9,942 -4,994 5,644 24,513 8,585 9,577: 2,682 1,689
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 13.7 23.8 39.7 55.1 91.9 92.6: 8.1 7.4
Old : 100.0: 29.9 14.8 22.9 39.3 54.9 92.1 92.6: 7.9 7.4
Other: 100.0: 18.3 10.7 22.7 46.7 58.8 87.8 92.2: 12.2 7.8
: : :
:# Traders : Number of Traders in Each Category :
All : 296: 101 67 103 84 81 243 220:
Old : 295: 107 69 101 83 81 242 218:
Other: 76: 18 15 16 32 22 59 45:
:----------------------------------------------------------------------------------------------------
: 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 : 8.4 30.1 15.0 37.6 7.6 25.5 13.5 30.3
Old : 8.6 29.5 15.6 37.2 7.8 25.0 14.1 30.0
Other: 30.6 47.6 46.3 66.1 22.1 39.1 35.3 49.2
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 4, 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 : 928,707: 88,573 79,814 61,220 597,769 599,968 747,562 741,002: 181,145 187,705
Old : 928,707: 88,573 79,814 61,220 597,769 599,968 747,562 741,002: 181,145 187,705
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2014 :
: -18,712: -3,565 -4,098 2,003 -16,807 -21,464 -18,368 -23,559: -344 4,847
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 8.6 6.6 64.4 64.6 80.5 79.8: 19.5 20.2
Old : 100.0: 9.5 8.6 6.6 64.4 64.6 80.5 79.8: 19.5 20.2
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 : 175: 37 32 42 82 87 138 142:
Old : 175: 37 32 42 82 87 138 142:
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 : 31.0 16.4 39.4 26.5 28.1 16.4 33.8 24.4
Old : 31.0 16.4 39.4 26.5 28.1 16.4 33.8 24.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 4, 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 : 518,597: 58,343 39,213 5,742 338,765 376,147 402,850 421,102: 115,747 97,495
Old : 518,597: 58,343 39,213 5,742 338,765 376,147 402,850 421,102: 115,747 97,495
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2014 :
: 6,973: 2,975 731 -349 5,075 7,031 7,701 7,413: -728 -439
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 7.6 1.1 65.3 72.5 77.7 81.2: 22.3 18.8
Old : 100.0: 11.3 7.6 1.1 65.3 72.5 77.7 81.2: 22.3 18.8
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 : 83: 11 11 7 49 45 64 59:
Old : 83: 11 11 7 49 45 64 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 : 25.2 44.1 39.1 55.2 22.9 42.6 32.3 49.5
Old : 25.2 44.1 39.1 55.2 22.9 42.6 32.3 49.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 4, 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 : 6,576: 2,696 319 295 3,099 5,752 6,090 6,366: 486 210
Old : 6,576: 2,696 319 295 3,099 5,752 6,090 6,366: 486 210
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2014 :
: -217: 2 -7 -357 169 173 -186 -191: -31 -26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.0 4.9 4.5 47.1 87.5 92.6 96.8: 7.4 3.2
Old : 100.0: 41.0 4.9 4.5 47.1 87.5 92.6 96.8: 7.4 3.2
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 : 38: 15 3 5 15 17 32 24:
Old : 38: 15 3 5 15 17 32 24:
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 : 43.6 65.4 63.7 82.7 36.8 56.2 48.2 62.7
Old : 43.6 65.4 63.7 82.7 36.8 56.2 48.2 62.7
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, November 4, 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 : 463,234: 133,754 44,031 99,100 176,614 280,552 409,468 423,683: 53,766 39,552
Old : 436,824: 133,853 42,203 91,257 161,300 266,828 386,410 400,288: 50,414 36,536
Other: 26,411: 3,577 5,505 4,167 15,314 13,724 23,058 23,395: 3,353 3,016
: : :
: : Changes in Commitments from: October 28, 2014 :
: 22,724: 15,480 -336 3,599 -1,535 16,748 17,544 20,011: 5,180 2,713
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 9.5 21.4 38.1 60.6 88.4 91.5: 11.6 8.5
Old : 100.0: 30.6 9.7 20.9 36.9 61.1 88.5 91.6: 11.5 8.4
Other: 100.0: 13.5 20.8 15.8 58.0 52.0 87.3 88.6: 12.7 11.4
: : :
:# Traders : Number of Traders in Each Category :
All : 276: 88 66 84 89 95 233 202:
Old : 276: 95 65 83 89 95 233 201:
Other: 82: 13 17 20 40 26 66 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 : 8.8 29.5 14.9 38.5 5.6 26.2 10.0 31.6
Old : 8.8 30.2 15.3 39.3 5.5 28.2 10.1 33.9
Other: 28.6 37.0 44.3 50.9 26.9 35.1 42.5 47.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 4, 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 : 10,341: 751 4,012 1,618 6,179 2,293 8,549 7,923: 1,792 2,418
Old : 10,341: 751 4,012 1,618 6,179 2,293 8,549 7,923: 1,792 2,418
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2014 :
: -84: -162 111 191 -41 -672 -12 -369: -72 284
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 38.8 15.7 59.8 22.2 82.7 76.6: 17.3 23.4
Old : 100.0: 7.3 38.8 15.7 59.8 22.2 82.7 76.6: 17.3 23.4
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 : 61: 12 18 13 21 16 41 41:
Old : 61: 12 18 13 21 16 41 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.6 29.7 54.0 43.0 39.1 28.9 47.1 38.5
Old : 41.6 29.7 54.0 43.0 39.1 28.9 47.1 38.5
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, November 4, 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 : 1,369,547: 309,972 302,094 58,202 897,464 868,404 1,265,639 1,228,700: 103,908 140,847
Old : 1,369,547: 309,972 302,094 58,202 897,464 868,404 1,265,639 1,228,700: 103,908 140,847
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2014 :
: -62,777: -34,234 -18,069 6,853 -29,552 -56,108 -56,934 -67,324: -5,844 4,546
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 22.1 4.2 65.5 63.4 92.4 89.7: 7.6 10.3
Old : 100.0: 22.6 22.1 4.2 65.5 63.4 92.4 89.7: 7.6 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 : 266: 48 54 36 94 124 158 198:
Old : 266: 48 54 36 94 124 158 198:
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 : 28.1 27.1 37.2 40.2 27.8 27.1 36.0 39.7
Old : 28.1 27.1 37.2 40.2 27.8 27.1 36.0 39.7
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, November 4, 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 : 3,385,496: 397,738 437,830 344,730 2,327,482 2,160,659 3,069,950 2,943,218: 315,547 442,278
Old : 3,385,496: 397,738 437,830 344,730 2,327,482 2,160,659 3,069,950 2,943,218: 315,547 442,278
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2014 :
: 118,184: -22,820 -1,163 24,528 136,255 128,593 137,963 151,958: -19,778 -33,773
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 12.9 10.2 68.7 63.8 90.7 86.9: 9.3 13.1
Old : 100.0: 11.7 12.9 10.2 68.7 63.8 90.7 86.9: 9.3 13.1
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 : 382: 61 89 86 178 200 291 323:
Old : 382: 61 89 86 178 200 291 323:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.6 18.0 38.9 24.1 26.4 14.5 33.7 19.3
Old : 28.6 18.0 38.9 24.1 26.4 14.5 33.7 19.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 4, 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 : 2,264,553: 365,832 281,739 225,734 1,419,151 1,374,507 2,010,717 1,881,979: 253,836 382,574
Old : 2,264,553: 365,832 281,739 225,734 1,419,151 1,374,507 2,010,717 1,881,979: 253,836 382,574
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2014 :
: 66,255: 7,338 12,338 14,891 75,685 46,268 97,914 73,497: -31,659 -7,242
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 12.4 10.0 62.7 60.7 88.8 83.1: 11.2 16.9
Old : 100.0: 16.2 12.4 10.0 62.7 60.7 88.8 83.1: 11.2 16.9
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 : 287: 54 60 50 122 143 199 230:
Old : 287: 54 60 50 122 143 199 230:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.9 16.1 27.2 23.4 13.8 11.2 22.0 17.5
Old : 15.9 16.1 27.2 23.4 13.8 11.2 22.0 17.5
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, November 4, 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 : 663,313: 17,294 172,733 115,392 496,201 317,214 628,887 605,339: 34,426 57,974
Old : 663,313: 17,294 172,733 115,392 496,201 317,214 628,887 605,339: 34,426 57,974
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2014 :
: 2,439: 12,027 3,975 -3,603 -2,616 3,206 5,808 3,577: -3,369 -1,138
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 26.0 17.4 74.8 47.8 94.8 91.3: 5.2 8.7
Old : 100.0: 2.6 26.0 17.4 74.8 47.8 94.8 91.3: 5.2 8.7
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 : 99: 14 36 31 32 42 65 94:
Old : 99: 14 36 31 32 42 65 94:
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 : 45.0 21.3 57.6 34.2 35.6 16.3 40.8 22.1
Old : 45.0 21.3 57.6 34.2 35.6 16.3 40.8 22.1
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, November 4, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 69,727: 20,816 9,822 1,583 39,124 47,839 61,524 59,244: 8,203 10,483
Old : 69,727: 20,816 9,822 1,583 39,124 47,839 61,524 59,244: 8,203 10,483
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2014 :
: 10,664: 2,627 -2,680 518 5,483 11,632 8,628 9,470: 2,036 1,194
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 14.1 2.3 56.1 68.6 88.2 85.0: 11.8 15.0
Old : 100.0: 29.9 14.1 2.3 56.1 68.6 88.2 85.0: 11.8 15.0
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 : 106: 27 23 13 39 27 72 57:
Old : 106: 27 23 13 39 27 72 57:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.1 35.7 40.7 53.7 26.1 35.1 40.7 53.0
Old : 26.1 35.7 40.7 53.7 26.1 35.1 40.7 53.0
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, November 4, 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 : 139,453: 41,633 19,644 3,167 78,248 95,677 123,047 118,487: 16,406 20,966
Old : 139,453: 41,633 19,644 3,167 78,248 95,677 123,047 118,487: 16,406 20,966
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2014 :
: 21,328: 5,254 -5,360 1,036 10,966 23,263 17,256 18,940: 4,072 2,388
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 14.1 2.3 56.1 68.6 88.2 85.0: 11.8 15.0
Old : 100.0: 29.9 14.1 2.3 56.1 68.6 88.2 85.0: 11.8 15.0
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 : 106: 27 23 13 39 27 72 57:
Old : 106: 27 23 13 39 27 72 57:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.1 35.7 40.7 53.7 26.1 35.1 40.7 53.0
Old : 26.1 35.7 40.7 53.7 26.1 35.1 40.7 53.0
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, November 4, 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 : 11,384: 10,025 9,841 646 560 875 11,231 11,362: 153 22
Old : 11,384: 10,025 9,841 646 560 875 11,231 11,362: 153 22
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2014 :
: -1,119: -1,088 -984 -38 100 -107 -1,026 -1,129: -93 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.1 86.4 5.7 4.9 7.7 98.7 99.8: 1.3 0.2
Old : 100.0: 88.1 86.4 5.7 4.9 7.7 98.7 99.8: 1.3 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 : 22: 11 8 2 2 2 14 11:
Old : 22: 11 8 2 2 2 14 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 : 89.1 70.8 96.4 93.7 85.0 70.4 87.8 86.6
Old : 89.1 70.8 96.4 93.7 85.0 70.4 87.8 86.6
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, November 4, 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 : 49,353: 4,701 19,143 55 44,444 29,962 49,200 49,160: 153 193
Old : 49,353: 4,701 19,143 55 44,444 29,962 49,200 49,160: 153 193
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2014 :
: -2,753: 457 -555 0 -3,200 -2,169 -2,743 -2,724: -10 -29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 38.8 0.1 90.1 60.7 99.7 99.6: 0.3 0.4
Old : 100.0: 9.5 38.8 0.1 90.1 60.7 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 : 49: 8 16 1 12 16 20 33:
Old : 49: 8 16 1 12 16 20 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 53.6 95.7 74.8 79.0 43.7 87.0 64.8
Old : 84.7 53.6 95.7 74.8 79.0 43.7 87.0 64.8
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, November 4, 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 : 53,996: 7,885 19,268 2,831 42,968 31,588 53,684 53,687: 312 309
Old : 53,996: 7,885 19,268 2,831 42,968 31,588 53,684 53,687: 312 309
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2014 :
: 1,336: 227 2,225 0 1,034 -879 1,261 1,346: 75 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 35.7 5.2 79.6 58.5 99.4 99.4: 0.6 0.6
Old : 100.0: 14.6 35.7 5.2 79.6 58.5 99.4 99.4: 0.6 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: 8 17 1 4 20 12 38:
Old : 48: 8 17 1 4 20 12 38:
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 : 95.3 54.3 98.8 78.6 90.0 54.3 92.0 74.4
Old : 95.3 54.3 98.8 78.6 90.0 54.3 92.0 74.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 7, 2014