WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 25, 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 : 426,786: 115,013 123,057 96,278 182,493 160,583 393,784 379,919: 33,002 46,867
Old : 331,848: 102,495 117,802 67,823 136,891 112,620 307,209 298,245: 24,639 33,603
Other: 94,938: 27,827 20,564 13,147 45,602 47,964 86,576 81,674: 8,363 13,264
: : :
: : Changes in Commitments from: November 18, 2014 :
: -106,448: -5,988 -2,918 -64,192 -31,616 -37,468 -101,796 -104,578: -4,652 -1,871
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 28.8 22.6 42.8 37.6 92.3 89.0: 7.7 11.0
Old : 100.0: 30.9 35.5 20.4 41.3 33.9 92.6 89.9: 7.4 10.1
Other: 100.0: 29.3 21.7 13.8 48.0 50.5 91.2 86.0: 8.8 14.0
: : :
:# Traders : Number of Traders in Each Category :
All : 378: 109 128 127 104 101 299 288:
Old : 363: 127 109 110 94 96 272 270:
Other: 212: 46 64 54 60 76 143 162:
:----------------------------------------------------------------------------------------------------
: 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 : 15.3 11.4 23.8 19.9 13.9 10.0 22.0 17.3
Old : 15.2 13.9 24.6 23.7 15.0 13.4 23.5 21.6
Other: 29.0 19.7 41.3 32.4 28.9 17.6 40.1 28.2
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 25, 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 : 154,109: 42,279 39,355 23,443 72,557 67,347 138,279 130,145: 15,830 23,964
Old : 118,925: 44,370 37,769 10,619 52,362 52,618 107,351 101,006: 11,573 17,918
Other: 35,185: 7,860 11,537 2,873 20,195 14,729 30,928 29,138: 4,257 6,046
: : :
: : Changes in Commitments from: November 18, 2014 :
: -13,708: 502 -1,072 -9,400 -4,431 -1,677 -13,329 -12,149: -378 -1,559
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 25.5 15.2 47.1 43.7 89.7 84.4: 10.3 15.6
Old : 100.0: 37.3 31.8 8.9 44.0 44.2 90.3 84.9: 9.7 15.1
Other: 100.0: 22.3 32.8 8.2 57.4 41.9 87.9 82.8: 12.1 17.2
: : :
:# Traders : Number of Traders in Each Category :
All : 188: 50 40 50 66 67 140 142:
Old : 180: 49 39 38 59 65 126 127:
Other: 124: 23 24 18 45 50 76 87:
:----------------------------------------------------------------------------------------------------
: 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 : 19.7 20.5 30.9 30.6 16.4 16.5 25.9 24.4
Old : 24.9 19.8 36.7 29.8 23.3 19.3 34.7 28.8
Other: 26.0 42.5 43.6 51.0 26.0 41.1 41.8 48.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 25, 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 : 1,546,770: 442,406 150,871 357,092 603,196 736,376 1,402,694 1,244,339: 144,076 302,431
Old : 1,296,515: 396,227 162,565 276,324 499,100 618,760 1,171,650 1,057,648: 124,865 238,867
Other: 250,255: 78,966 21,093 47,981 104,097 117,616 231,044 186,691: 19,211 63,564
: : :
: : Changes in Commitments from: November 18, 2014 :
: -369,558: -13,216 -16,310 -251,432 -95,790 -83,546 -360,438 -351,288: -9,119 -18,269
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 9.8 23.1 39.0 47.6 90.7 80.4: 9.3 19.6
Old : 100.0: 30.6 12.5 21.3 38.5 47.7 90.4 81.6: 9.6 18.4
Other: 100.0: 31.6 8.4 19.2 41.6 47.0 92.3 74.6: 7.7 25.4
: : :
:# Traders : Number of Traders in Each Category :
All : 762: 152 182 210 296 357 584 640:
Old : 748: 146 190 202 289 343 563 622:
Other: 453: 81 67 60 107 254 217 357:
:----------------------------------------------------------------------------------------------------
: 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 11.6 17.6 17.3 9.1 8.8 15.4 13.9
Old : 11.6 10.8 18.7 16.8 10.4 9.5 17.4 14.8
Other: 23.7 20.7 35.8 28.8 19.4 12.2 26.7 17.8
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 25, 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 : 9,525: 2,939 1,263 620 3,602 6,534 7,162 8,416: 2,363 1,109
Old : 8,982: 2,941 1,293 472 3,404 6,170 6,817 7,935: 2,165 1,047
Other: 543: 92 64 55 198 363 344 481: 199 62
: : :
: : Changes in Commitments from: November 18, 2014 :
: -2,515: -622 -159 -661 -1,280 -1,810 -2,562 -2,630: 47 115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 13.3 6.5 37.8 68.6 75.2 88.4: 24.8 11.6
Old : 100.0: 32.7 14.4 5.3 37.9 68.7 75.9 88.3: 24.1 11.7
Other: 100.0: 16.9 11.7 10.0 36.5 66.8 63.4 88.6: 36.6 11.4
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 11 5 5 15 11 30 17:
Old : 32: 12 3 4 14 10 28 15:
Other: 17: 2 4 4 5 9 10 14:
:----------------------------------------------------------------------------------------------------
: 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 : 38.2 61.1 51.8 77.9 36.8 59.7 48.9 73.3
Old : 39.1 64.5 53.3 81.1 38.4 63.2 52.3 77.7
Other: 46.6 68.3 62.5 81.8 42.7 67.8 48.2 72.9
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 25, 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 : 892,505: 180,904 129,343 271,843 385,008 344,767 837,755 745,954: 54,749 146,551
Old : 761,296: 168,609 138,885 214,099 332,140 296,216 714,849 649,200: 46,448 112,096
Other: 131,208: 40,131 18,294 29,908 52,868 48,551 122,907 96,753: 8,302 34,455
: : :
: : Changes in Commitments from: November 18, 2014 :
: -23,594: 545 751 -23,279 -2,264 -2,086 -24,999 -24,614: 1,405 1,020
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 14.5 30.5 43.1 38.6 93.9 83.6: 6.1 16.4
Old : 100.0: 22.1 18.2 28.1 43.6 38.9 93.9 85.3: 6.1 14.7
Other: 100.0: 30.6 13.9 22.8 40.3 37.0 93.7 73.7: 6.3 26.3
: : :
:# Traders : Number of Traders in Each Category :
All : 657: 138 247 249 172 221 474 578:
Old : 646: 135 246 232 168 218 452 565:
Other: 344: 77 90 70 70 143 195 256:
:----------------------------------------------------------------------------------------------------
: 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 : 11.5 10.3 19.0 17.2 7.4 7.7 13.0 11.3
Old : 12.0 10.7 19.6 17.3 8.4 8.9 15.1 13.1
Other: 20.9 20.0 33.0 28.7 20.8 17.5 31.1 23.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 25, 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 : 407,617: 127,794 68,653 76,399 164,529 230,070 368,722 375,121: 38,895 32,496
Old : 373,545: 128,259 70,532 61,287 149,017 211,535 338,563 343,354: 34,982 30,191
Other: 34,072: 8,870 7,456 5,776 15,512 18,534 30,159 31,767: 3,913 2,305
: : :
: : Changes in Commitments from: November 18, 2014 :
: -50,542: 2,279 -8,044 -34,344 -21,099 -7,452 -53,164 -49,840: 2,622 -702
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 16.8 18.7 40.4 56.4 90.5 92.0: 9.5 8.0
Old : 100.0: 34.3 18.9 16.4 39.9 56.6 90.6 91.9: 9.4 8.1
Other: 100.0: 26.0 21.9 17.0 45.5 54.4 88.5 93.2: 11.5 6.8
: : :
:# Traders : Number of Traders in Each Category :
All : 283: 101 59 97 86 74 236 202:
Old : 280: 100 66 92 85 74 232 198:
Other: 85: 21 21 16 30 21 62 49:
:----------------------------------------------------------------------------------------------------
: 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 32.4 15.9 38.5 8.3 30.2 15.2 35.9
Old : 9.2 32.1 17.0 38.6 8.8 30.1 16.4 36.2
Other: 29.6 43.3 45.0 62.7 26.2 39.5 39.7 51.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 25, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,039,399: 119,069 82,668 84,950 593,773 640,080 797,793 807,698: 241,606 231,701
Old : 1,039,399: 119,069 82,668 84,950 593,773 640,080 797,793 807,698: 241,606 231,701
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: 125,612: 19,214 5,797 28,635 18,526 37,596 66,375 72,028: 59,237 53,583
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 8.0 8.2 57.1 61.6 76.8 77.7: 23.2 22.3
Old : 100.0: 11.5 8.0 8.2 57.1 61.6 76.8 77.7: 23.2 22.3
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 : 158: 37 25 33 73 74 125 118:
Old : 158: 37 25 33 73 74 125 118:
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 : 25.3 18.6 34.4 29.6 22.0 15.9 27.2 23.9
Old : 25.3 18.6 34.4 29.6 22.0 15.9 27.2 23.9
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, November 25, 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 : 588,119: 60,614 46,794 20,791 360,332 410,052 441,737 477,637: 146,381 110,481
Old : 588,119: 60,614 46,794 20,791 360,332 410,052 441,737 477,637: 146,381 110,481
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: 53,704: -7,620 3,613 16,338 17,707 18,512 26,425 38,462: 27,279 15,241
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 8.0 3.5 61.3 69.7 75.1 81.2: 24.9 18.8
Old : 100.0: 10.3 8.0 3.5 61.3 69.7 75.1 81.2: 24.9 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 : 88: 13 14 12 49 49 70 67:
Old : 88: 13 14 12 49 49 70 67:
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 : 22.3 43.1 35.1 52.8 19.6 39.1 28.6 45.5
Old : 22.3 43.1 35.1 52.8 19.6 39.1 28.6 45.5
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 25, 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 : 5,260: 1,822 359 417 2,455 4,297 4,694 5,073: 566 187
Old : 5,260: 1,822 359 417 2,455 4,297 4,694 5,073: 566 187
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: -507: -447 11 -5 -27 -432 -479 -426: -28 -81
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.6 6.8 7.9 46.7 81.7 89.2 96.4: 10.8 3.6
Old : 100.0: 34.6 6.8 7.9 46.7 81.7 89.2 96.4: 10.8 3.6
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 : 38: 15 5 10 14 13 33 26:
Old : 38: 15 5 10 14 13 33 26:
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 : 42.5 57.1 56.9 76.4 34.6 52.5 43.7 59.8
Old : 42.5 57.1 56.9 76.4 34.6 52.5 43.7 59.8
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 25, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 444,135: 127,316 46,143 84,534 175,730 274,725 387,581 405,402: 56,554 38,732
Old : 414,170: 126,885 42,824 75,334 159,139 260,098 361,358 378,256: 52,812 35,914
Other: 29,965: 4,370 7,257 5,262 16,591 14,627 26,222 27,146: 3,742 2,819
: : :
: : Changes in Commitments from: November 18, 2014 :
: -33,185: -133 2,046 -26,466 -8,358 -6,559 -34,957 -30,980: 1,772 -2,205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 10.4 19.0 39.6 61.9 87.3 91.3: 12.7 8.7
Old : 100.0: 30.6 10.3 18.2 38.4 62.8 87.2 91.3: 12.8 8.7
Other: 100.0: 14.6 24.2 17.6 55.4 48.8 87.5 90.6: 12.5 9.4
: : :
:# Traders : Number of Traders in Each Category :
All : 279: 89 66 85 87 93 235 203:
Old : 279: 96 69 84 87 93 235 202:
Other: 89: 15 20 23 41 28 69 58:
:----------------------------------------------------------------------------------------------------
: 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 : 7.9 31.4 14.0 40.8 6.0 27.1 10.4 33.1
Old : 7.9 32.5 14.2 41.7 6.1 29.4 11.0 35.5
Other: 26.0 34.3 43.3 48.7 24.5 32.4 41.5 45.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 25, 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 : 10,315: 727 4,311 1,664 6,292 2,529 8,683 8,504: 1,633 1,811
Old : 10,315: 727 4,311 1,664 6,292 2,529 8,683 8,504: 1,633 1,811
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: -304: -12 13 -113 -189 36 -314 -64: 9 -240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 41.8 16.1 61.0 24.5 84.2 82.4: 15.8 17.6
Old : 100.0: 7.0 41.8 16.1 61.0 24.5 84.2 82.4: 15.8 17.6
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 : 63: 9 23 11 22 17 40 44:
Old : 63: 9 23 11 22 17 40 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 : 44.6 31.2 57.9 45.1 40.4 29.6 47.9 38.3
Old : 44.6 31.2 57.9 45.1 40.4 29.6 47.9 38.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 25, 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 : 1,506,823: 315,363 338,758 75,475 1,017,845 946,594 1,408,684 1,360,828: 98,139 145,996
Old : 1,506,823: 315,363 338,758 75,475 1,017,845 946,594 1,408,684 1,360,828: 98,139 145,996
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: -56,484: -9,767 -9,820 -13,706 -26,653 -35,054 -50,125 -58,580: -6,359 2,095
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 22.5 5.0 67.5 62.8 93.5 90.3: 6.5 9.7
Old : 100.0: 20.9 22.5 5.0 67.5 62.8 93.5 90.3: 6.5 9.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 268: 49 57 38 98 130 163 212:
Old : 268: 49 57 38 98 130 163 212:
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 : 30.5 25.1 40.9 36.9 29.6 25.1 39.9 36.7
Old : 30.5 25.1 40.9 36.9 29.6 25.1 39.9 36.7
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 25, 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 : 3,416,082: 376,955 459,311 278,406 2,286,315 2,067,956 2,941,676 2,805,673: 474,407 610,410
Old : 3,416,082: 376,955 459,311 278,406 2,286,315 2,067,956 2,941,676 2,805,673: 474,407 610,410
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: -106,412: 2,306 -43,370 -87,232 -150,308 -124,614 -235,233 -255,216: 128,822 148,804
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 13.4 8.1 66.9 60.5 86.1 82.1: 13.9 17.9
Old : 100.0: 11.0 13.4 8.1 66.9 60.5 86.1 82.1: 13.9 17.9
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 : 364: 64 86 91 161 186 281 308:
Old : 364: 64 86 91 161 186 281 308:
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 : 28.3 19.1 37.7 26.2 27.1 16.4 34.6 20.8
Old : 28.3 19.1 37.7 26.2 27.1 16.4 34.6 20.8
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 25, 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 : 2,195,369: 298,368 281,670 166,062 1,387,735 1,218,755 1,852,165 1,666,487: 343,204 528,882
Old : 2,195,369: 298,368 281,670 166,062 1,387,735 1,218,755 1,852,165 1,666,487: 343,204 528,882
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: -124,297: -18,927 -11,435 -60,987 -126,259 -197,058 -206,173 -269,480: 81,876 145,183
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 12.8 7.6 63.2 55.5 84.4 75.9: 15.6 24.1
Old : 100.0: 13.6 12.8 7.6 63.2 55.5 84.4 75.9: 15.6 24.1
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 : 256: 45 55 52 108 132 179 213:
Old : 256: 45 55 52 108 132 179 213:
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 : 18.7 13.8 30.5 21.9 15.9 9.9 25.0 15.6
Old : 18.7 13.8 30.5 21.9 15.9 9.9 25.0 15.6
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 25, 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 : 735,100: 36,104 200,771 128,421 537,314 348,290 701,840 677,482: 33,260 57,618
Old : 735,100: 36,104 200,771 128,421 537,314 348,290 701,840 677,482: 33,260 57,618
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: 20,063: 12,300 5,497 2,789 2,906 10,544 17,995 18,830: 2,068 1,232
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 27.3 17.5 73.1 47.4 95.5 92.2: 4.5 7.8
Old : 100.0: 4.9 27.3 17.5 73.1 47.4 95.5 92.2: 4.5 7.8
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 : 102: 14 33 33 40 48 75 97:
Old : 102: 14 33 33 40 48 75 97:
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 : 44.8 24.1 57.0 35.7 37.0 18.4 41.5 25.2
Old : 44.8 24.1 57.0 35.7 37.0 18.4 41.5 25.2
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 25, 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 : 74,387: 23,288 10,491 1,115 41,203 50,644 65,606 62,250: 8,781 12,137
Old : 74,387: 23,288 10,491 1,115 41,203 50,644 65,606 62,250: 8,781 12,137
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: -1,188: -1,845 -402 -811 1,381 -151 -1,275 -1,365: 86 176
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 14.1 1.5 55.4 68.1 88.2 83.7: 11.8 16.3
Old : 100.0: 31.3 14.1 1.5 55.4 68.1 88.2 83.7: 11.8 16.3
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 : 108: 25 26 8 41 28 70 58:
Old : 108: 25 26 8 41 28 70 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.5 37.8 37.3 53.6 21.5 37.3 37.2 53.0
Old : 21.5 37.8 37.3 53.6 21.5 37.3 37.2 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 25, 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 : 148,774: 46,575 20,981 2,231 82,405 101,289 131,211 124,500: 17,563 24,274
Old : 148,774: 46,575 20,981 2,231 82,405 101,289 131,211 124,500: 17,563 24,274
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: -2,377: -3,689 -805 -1,622 2,762 -302 -2,549 -2,729: 173 353
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 14.1 1.5 55.4 68.1 88.2 83.7: 11.8 16.3
Old : 100.0: 31.3 14.1 1.5 55.4 68.1 88.2 83.7: 11.8 16.3
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 : 108: 25 26 8 41 28 70 58:
Old : 108: 25 26 8 41 28 70 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.5 37.8 37.3 53.6 21.5 37.3 37.2 53.0
Old : 21.5 37.8 37.3 53.6 21.5 37.3 37.2 53.0
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 25, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 51,660: 7,285 19,575 49 44,205 31,588 51,539 51,212: 121 448
Old : 51,660: 7,285 19,575 49 44,205 31,588 51,539 51,212: 121 448
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: 1,069: 1,015 1,205 -34 59 -277 1,040 894: 29 175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 37.9 0.1 85.6 61.1 99.8 99.1: 0.2 0.9
Old : 100.0: 14.1 37.9 0.1 85.6 61.1 99.8 99.1: 0.2 0.9
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 : 46: 6 15 2 11 18 18 34:
Old : 46: 6 15 2 11 18 18 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 : 81.9 52.8 96.5 73.2 77.0 43.3 88.3 63.7
Old : 81.9 52.8 96.5 73.2 77.0 43.3 88.3 63.7
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 25, 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 : 52,740: 8,539 19,193 2,802 41,273 30,607 52,614 52,602: 126 138
Old : 52,740: 8,539 19,193 2,802 41,273 30,607 52,614 52,602: 126 138
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: -1,123: -849 570 -29 -215 -1,685 -1,093 -1,144: -30 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 36.4 5.3 78.3 58.0 99.8 99.7: 0.2 0.3
Old : 100.0: 16.2 36.4 5.3 78.3 58.0 99.8 99.7: 0.2 0.3
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 : 47: 10 14 1 5 19 15 34:
Old : 47: 10 14 1 5 19 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 : 95.8 53.6 98.9 78.5 90.0 53.6 92.2 74.4
Old : 95.8 53.6 98.9 78.5 90.0 53.6 92.2 74.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 29, 2014