WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 18, 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 : 533,235: 121,002 125,975 160,470 214,109 198,051 495,580 484,496: 37,654 48,738
Old : 442,392: 110,071 121,762 132,369 170,361 152,525 412,802 406,656: 29,591 35,736
Other: 90,842: 26,375 19,658 12,656 43,747 45,526 82,779 77,840: 8,063 13,002
: : :
: : Changes in Commitments from: November 11, 2014 :
: 2,307: 1,619 -13,707 590 2,600 19,345 4,809 6,227: -2,502 -3,921
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 23.6 30.1 40.2 37.1 92.9 90.9: 7.1 9.1
Old : 100.0: 24.9 27.5 29.9 38.5 34.5 93.3 91.9: 6.7 8.1
Other: 100.0: 29.0 21.6 13.9 48.2 50.1 91.1 85.7: 8.9 14.3
: : :
:# Traders : Number of Traders in Each Category :
All : 394: 119 133 140 109 109 316 309:
Old : 379: 125 123 125 106 104 297 292:
Other: 206: 48 59 50 56 75 138 153:
:----------------------------------------------------------------------------------------------------
: 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 : 13.9 11.9 21.7 19.5 11.0 9.6 17.8 15.2
Old : 13.8 13.5 21.6 21.8 11.4 12.0 18.3 17.7
Other: 28.6 20.8 40.5 33.3 28.5 18.7 39.5 29.9
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 18, 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 : 167,817: 41,777 40,427 32,843 76,988 69,023 151,608 142,293: 16,209 25,524
Old : 134,808: 45,583 39,501 20,081 57,071 55,541 122,735 115,123: 12,073 19,685
Other: 33,009: 6,127 10,859 2,829 19,918 13,483 28,874 27,170: 4,135 5,839
: : :
: : Changes in Commitments from: November 11, 2014 :
: -11,173: -4,094 -5,154 -5,266 13 3,117 -9,347 -7,302: -1,825 -3,871
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 24.1 19.6 45.9 41.1 90.3 84.8: 9.7 15.2
Old : 100.0: 33.8 29.3 14.9 42.3 41.2 91.0 85.4: 9.0 14.6
Other: 100.0: 18.6 32.9 8.6 60.3 40.8 87.5 82.3: 12.5 17.7
: : :
:# Traders : Number of Traders in Each Category :
All : 188: 48 42 51 67 65 144 141:
Old : 182: 51 40 39 61 63 131 128:
Other: 120: 22 24 18 45 49 75 85:
:----------------------------------------------------------------------------------------------------
: 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 : 18.4 18.5 29.4 28.2 15.1 14.7 23.7 22.3
Old : 22.8 18.4 33.5 28.1 21.5 18.0 31.7 27.0
Other: 24.2 42.5 41.4 50.8 24.2 40.9 39.2 48.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 18, 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 : 1,916,328: 455,622 167,182 608,524 698,986 819,922 1,763,132 1,595,627: 153,195 320,700
Old : 1,679,883: 409,903 179,985 527,459 608,175 711,929 1,545,537 1,419,373: 134,347 260,510
Other: 236,444: 78,870 20,347 47,915 90,811 107,993 217,596 176,254: 18,849 60,190
: : :
: : Changes in Commitments from: November 11, 2014 :
: -344: 7,474 941 -17,758 12,693 25,947 2,410 9,131: -2,754 -9,476
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 8.7 31.8 36.5 42.8 92.0 83.3: 8.0 16.7
Old : 100.0: 24.4 10.7 31.4 36.2 42.4 92.0 84.5: 8.0 15.5
Other: 100.0: 33.4 8.6 20.3 38.4 45.7 92.0 74.5: 8.0 25.5
: : :
:# Traders : Number of Traders in Each Category :
All : 842: 178 221 267 315 378 657 726:
Old : 832: 173 228 259 313 373 641 720:
Other: 448: 81 70 62 103 251 212 357:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 10.6 11.5 18.5 18.0 7.5 7.6 12.5 11.4
Old : 11.4 11.0 19.2 18.0 8.2 7.3 13.5 11.2
Other: 21.4 20.3 34.0 27.8 20.4 14.1 27.8 19.8
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 18, 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 : 12,040: 3,561 1,421 1,281 4,882 8,344 9,724 11,046: 2,316 994
Old : 11,535: 3,562 1,486 1,102 4,699 7,985 9,363 10,573: 2,172 962
Other: 505: 126 63 52 183 359 361 474: 144 32
: : :
: : Changes in Commitments from: November 11, 2014 :
: 200: -43 165 -62 468 152 362 254: -161 -54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 11.8 10.6 40.5 69.3 80.8 91.7: 19.2 8.3
Old : 100.0: 30.9 12.9 9.6 40.7 69.2 81.2 91.7: 18.8 8.3
Other: 100.0: 24.9 12.4 10.4 36.2 71.0 71.5 93.7: 28.5 6.3
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 17 5 7 16 11 37 19:
Old : 38: 16 5 6 15 11 35 18:
Other: 15: 4 2 4 5 7 10 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 : 35.2 54.9 52.6 74.5 33.4 51.9 42.7 63.9
Old : 35.9 57.2 53.0 76.0 33.8 54.6 45.4 67.4
Other: 49.6 78.1 70.4 91.8 43.8 73.0 51.6 73.9
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 18, 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 : 916,099: 180,359 128,592 295,123 387,272 346,853 862,754 770,568: 53,344 145,531
Old : 789,741: 168,851 137,891 240,714 335,192 298,779 744,757 677,383: 44,984 112,358
Other: 126,357: 37,937 17,130 27,980 52,080 48,074 117,997 93,184: 8,360 33,173
: : :
: : Changes in Commitments from: November 11, 2014 :
: 16,444: -12,363 -3,545 8,502 21,059 13,101 17,198 18,058: -754 -1,614
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 14.0 32.2 42.3 37.9 94.2 84.1: 5.8 15.9
Old : 100.0: 21.4 17.5 30.5 42.4 37.8 94.3 85.8: 5.7 14.2
Other: 100.0: 30.0 13.6 22.1 41.2 38.0 93.4 73.7: 6.6 26.3
: : :
:# Traders : Number of Traders in Each Category :
All : 672: 152 254 256 176 220 493 584:
Old : 661: 149 255 237 174 218 471 572:
Other: 355: 82 97 68 69 142 196 263:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.4 10.3 19.2 18.1 7.0 7.0 12.5 10.3
Old : 11.7 10.8 19.5 18.3 7.9 7.9 14.5 11.8
Other: 21.1 20.3 31.8 28.8 20.6 17.9 30.4 24.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 18, 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 : 458,159: 125,515 76,697 110,743 185,628 237,522 421,886 424,962: 36,273 33,198
Old : 426,124: 126,776 79,907 96,318 170,379 218,931 393,472 395,156: 32,652 30,969
Other: 32,035: 7,900 5,951 5,264 15,249 18,590 28,414 29,806: 3,621 2,229
: : :
: : Changes in Commitments from: November 11, 2014 :
: 1,927: -1,567 3,741 8,530 -3,671 -9,668 3,293 2,603: -1,366 -677
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 16.7 24.2 40.5 51.8 92.1 92.8: 7.9 7.2
Old : 100.0: 29.8 18.8 22.6 40.0 51.4 92.3 92.7: 7.7 7.3
Other: 100.0: 24.7 18.6 16.4 47.6 58.0 88.7 93.0: 11.3 7.0
: : :
:# Traders : Number of Traders in Each Category :
All : 290: 94 72 101 90 76 240 214:
Old : 288: 96 76 95 89 76 237 209:
Other: 80: 17 21 17 30 23 56 53:
:----------------------------------------------------------------------------------------------------
: 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 : 8.5 29.3 15.2 36.6 7.7 25.4 13.9 30.8
Old : 8.8 28.7 15.9 36.2 8.0 24.8 14.7 30.5
Other: 33.1 47.1 48.3 65.6 28.5 42.6 42.2 52.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 18, 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 : 913,787: 99,855 76,871 56,315 575,248 602,483 731,418 735,670: 182,369 178,117
Old : 913,787: 99,855 76,871 56,315 575,248 602,483 731,418 735,670: 182,369 178,117
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2014 :
: -5,728: 23,002 -3,411 -1,977 -23,129 2,731 -2,104 -2,656: -3,624 -3,071
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 8.4 6.2 63.0 65.9 80.0 80.5: 20.0 19.5
Old : 100.0: 10.9 8.4 6.2 63.0 65.9 80.0 80.5: 20.0 19.5
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 : 174: 38 28 40 83 88 134 143:
Old : 174: 38 28 40 83 88 134 143:
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 : 30.0 18.1 38.4 28.5 26.6 17.6 31.9 25.5
Old : 30.0 18.1 38.4 28.5 26.6 17.6 31.9 25.5
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 18, 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 : 534,415: 68,234 43,181 4,453 342,625 391,541 415,313 439,175: 119,102 95,240
Old : 534,415: 68,234 43,181 4,453 342,625 391,541 415,313 439,175: 119,102 95,240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2014 :
: 19,535: 8,185 4,829 335 6,831 17,275 15,351 22,439: 4,183 -2,904
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 8.1 0.8 64.1 73.3 77.7 82.2: 22.3 17.8
Old : 100.0: 12.8 8.1 0.8 64.1 73.3 77.7 82.2: 22.3 17.8
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 : 86: 13 11 7 50 48 67 62:
Old : 86: 13 11 7 50 48 67 62:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.5 44.0 38.9 54.8 21.9 43.1 31.9 50.0
Old : 24.5 44.0 38.9 54.8 21.9 43.1 31.9 50.0
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 18, 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 : 5,767: 2,269 348 422 2,482 4,729 5,173 5,499: 594 268
Old : 5,767: 2,269 348 422 2,482 4,729 5,173 5,499: 594 268
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2014 :
: -150: -106 45 109 -190 -378 -187 -224: 37 74
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.3 6.0 7.3 43.0 82.0 89.7 95.4: 10.3 4.6
Old : 100.0: 39.3 6.0 7.3 43.0 82.0 89.7 95.4: 10.3 4.6
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 : 39: 15 4 9 15 15 33 27:
Old : 39: 15 4 9 15 15 33 27:
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 : 44.2 58.2 59.9 75.6 39.1 53.9 47.6 61.0
Old : 44.2 58.2 59.9 75.6 39.1 53.9 47.6 61.0
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 18, 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 : 477,320: 127,449 44,097 111,001 184,088 281,285 422,538 436,382: 54,782 40,938
Old : 449,612: 127,153 41,618 102,910 168,401 267,091 398,464 411,619: 51,148 37,993
Other: 27,708: 3,902 6,085 4,485 15,687 14,194 24,074 24,763: 3,634 2,945
: : :
: : Changes in Commitments from: November 11, 2014 :
: -1,004: -10,019 3,842 3,778 6,031 -8,307 -209 -687: -795 -317
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 9.2 23.3 38.6 58.9 88.5 91.4: 11.5 8.6
Old : 100.0: 28.3 9.3 22.9 37.5 59.4 88.6 91.5: 11.4 8.5
Other: 100.0: 14.1 22.0 16.2 56.6 51.2 86.9 89.4: 13.1 10.6
: : :
:# Traders : Number of Traders in Each Category :
All : 296: 95 74 94 93 102 250 221:
Old : 296: 102 76 93 93 102 250 220:
Other: 91: 14 22 23 41 30 70 60:
:----------------------------------------------------------------------------------------------------
: 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 : 8.5 28.3 14.8 37.4 5.1 24.7 9.3 30.4
Old : 8.5 28.9 15.1 38.2 5.2 26.5 9.6 32.3
Other: 26.9 36.2 43.1 49.7 25.3 34.3 41.5 46.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 18, 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 : 10,620: 739 4,299 1,777 6,481 2,493 8,997 8,568: 1,623 2,051
Old : 10,620: 739 4,299 1,777 6,481 2,493 8,997 8,568: 1,623 2,051
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2014 :
: 88: -52 194 7 75 62 30 264: 59 -176
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 40.5 16.7 61.0 23.5 84.7 80.7: 15.3 19.3
Old : 100.0: 7.0 40.5 16.7 61.0 23.5 84.7 80.7: 15.3 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 : 64: 13 20 12 20 18 39 45:
Old : 64: 13 20 12 20 18 39 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.8 29.2 56.4 42.0 41.0 28.1 49.4 36.9
Old : 43.8 29.2 56.4 42.0 41.0 28.1 49.4 36.9
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 18, 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 : 1,563,307: 325,130 348,578 89,181 1,044,498 981,649 1,458,809 1,419,407: 104,499 143,900
Old : 1,563,307: 325,130 348,578 89,181 1,044,498 981,649 1,458,809 1,419,407: 104,499 143,900
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2014 :
: 115,456: 19,621 13,185 19,421 92,953 93,902 131,996 126,509: -16,540 -11,053
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 22.3 5.7 66.8 62.8 93.3 90.8: 6.7 9.2
Old : 100.0: 20.8 22.3 5.7 66.8 62.8 93.3 90.8: 6.7 9.2
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 : 265: 46 57 36 99 124 159 204:
Old : 265: 46 57 36 99 124 159 204:
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 : 28.7 26.3 40.3 37.9 27.8 26.3 37.9 37.6
Old : 28.7 26.3 40.3 37.9 27.8 26.3 37.9 37.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 18, 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 : 3,522,494: 374,649 502,681 365,638 2,436,623 2,192,570 3,176,909 3,060,889: 345,585 461,605
Old : 3,522,494: 374,649 502,681 365,638 2,436,623 2,192,570 3,176,909 3,060,889: 345,585 461,605
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2014 :
: 117,303: 17,600 19,420 23,916 68,420 92,710 109,937 136,046: 7,367 -18,743
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 14.3 10.4 69.2 62.2 90.2 86.9: 9.8 13.1
Old : 100.0: 10.6 14.3 10.4 69.2 62.2 90.2 86.9: 9.8 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 : 395: 66 92 94 185 204 305 336:
Old : 395: 66 92 94 185 204 305 336:
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 : 28.5 18.0 38.2 24.4 26.1 14.6 33.9 19.2
Old : 28.5 18.0 38.2 24.4 26.1 14.6 33.9 19.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 18, 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 : 2,319,666: 317,295 293,106 227,048 1,513,995 1,415,812 2,058,338 1,935,967: 261,328 383,699
Old : 2,319,666: 317,295 293,106 227,048 1,513,995 1,415,812 2,058,338 1,935,967: 261,328 383,699
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2014 :
: 36,274: -22,827 8,951 -1,931 39,079 32,319 14,322 39,340: 21,952 -3,066
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 12.6 9.8 65.3 61.0 88.7 83.5: 11.3 16.5
Old : 100.0: 13.7 12.6 9.8 65.3 61.0 88.7 83.5: 11.3 16.5
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 : 282: 44 68 53 115 142 190 232:
Old : 282: 44 68 53 115 142 190 232:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.2 17.2 30.0 25.6 17.1 12.4 25.8 19.1
Old : 19.2 17.2 30.0 25.6 17.1 12.4 25.8 19.1
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 18, 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 : 715,038: 23,804 195,274 125,632 534,409 337,746 683,845 658,652: 31,193 56,386
Old : 715,038: 23,804 195,274 125,632 534,409 337,746 683,845 658,652: 31,193 56,386
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2014 :
: 24,793: -298 4,886 8,645 19,564 13,309 27,910 26,840: -3,118 -2,048
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 27.3 17.6 74.7 47.2 95.6 92.1: 4.4 7.9
Old : 100.0: 3.3 27.3 17.6 74.7 47.2 95.6 92.1: 4.4 7.9
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 : 105: 15 35 33 38 48 74 99:
Old : 105: 15 35 33 38 48 74 99:
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 : 45.2 23.6 56.8 35.1 37.2 19.0 41.8 25.5
Old : 45.2 23.6 56.8 35.1 37.2 19.0 41.8 25.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 18, 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 : 75,575: 25,132 10,893 1,927 39,821 50,795 66,880 63,615: 8,695 11,961
Old : 75,575: 25,132 10,893 1,927 39,821 50,795 66,880 63,615: 8,695 11,961
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2014 :
: 4,078: 1,608 47 172 1,569 3,342 3,350 3,561: 728 517
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 14.4 2.5 52.7 67.2 88.5 84.2: 11.5 15.8
Old : 100.0: 33.3 14.4 2.5 52.7 67.2 88.5 84.2: 11.5 15.8
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 : 108: 26 27 10 39 26 71 57:
Old : 108: 26 27 10 39 26 71 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 : 22.2 36.4 36.8 53.5 22.2 35.8 36.8 52.9
Old : 22.2 36.4 36.8 53.5 22.2 35.8 36.8 52.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 18, 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 : 151,151: 50,264 21,786 3,853 79,643 101,591 133,760 127,230: 17,390 23,921
Old : 151,151: 50,264 21,786 3,853 79,643 101,591 133,760 127,230: 17,390 23,921
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2014 :
: 8,156: 3,216 93 345 3,139 6,685 6,700 7,123: 1,457 1,034
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 14.4 2.5 52.7 67.2 88.5 84.2: 11.5 15.8
Old : 100.0: 33.3 14.4 2.5 52.7 67.2 88.5 84.2: 11.5 15.8
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 : 108: 26 27 10 39 26 71 57:
Old : 108: 26 27 10 39 26 71 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 : 22.2 36.4 36.8 53.5 22.2 35.8 36.8 52.9
Old : 22.2 36.4 36.8 53.5 22.2 35.8 36.8 52.9
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 18, 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 : 50,591: 6,270 18,370 83 44,146 31,865 50,499 50,318: 92 273
Old : 50,591: 6,270 18,370 83 44,146 31,865 50,499 50,318: 92 273
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2014 :
: 136: 740 -1,178 33 -618 1,163 155 18: -19 118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 36.3 0.2 87.3 63.0 99.8 99.5: 0.2 0.5
Old : 100.0: 12.4 36.3 0.2 87.3 63.0 99.8 99.5: 0.2 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 6 15 3 12 18 19 35:
Old : 48: 6 15 3 12 18 19 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 : 82.3 53.9 96.8 74.6 77.0 44.3 88.4 64.9
Old : 82.3 53.9 96.8 74.6 77.0 44.3 88.4 64.9
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, November 18, 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 : 53,863: 9,388 18,623 2,831 41,488 32,292 53,707 53,746: 156 117
Old : 53,863: 9,388 18,623 2,831 41,488 32,292 53,707 53,746: 156 117
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2014 :
: 47: 1,243 -818 0 -1,171 846 72 28: -25 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 34.6 5.3 77.0 60.0 99.7 99.8: 0.3 0.2
Old : 100.0: 17.4 34.6 5.3 77.0 60.0 99.7 99.8: 0.3 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 : 47: 9 13 1 6 20 15 34:
Old : 47: 9 13 1 6 20 15 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 : 95.1 54.4 98.9 79.4 89.4 54.4 91.9 75.0
Old : 95.1 54.4 98.9 79.4 89.4 54.4 91.9 75.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 21, 2014