WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 2, 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 : 461,562: 112,393 118,333 114,106 198,184 181,485 424,684 413,924: 36,878 47,637
Old : 357,644: 99,757 112,299 82,549 148,163 129,800 330,470 324,648: 27,175 32,996
Other: 103,918: 28,866 22,265 15,326 50,021 51,686 94,214 89,276: 9,704 14,641
: : :
: : Changes in Commitments from: November 25, 2014 :
: 34,776: -2,620 -4,724 17,828 15,692 20,902 30,899 34,006: 3,876 770
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 25.6 24.7 42.9 39.3 92.0 89.7: 8.0 10.3
Old : 100.0: 27.9 31.4 23.1 41.4 36.3 92.4 90.8: 7.6 9.2
Other: 100.0: 27.8 21.4 14.7 48.1 49.7 90.7 85.9: 9.3 14.1
: : :
:# Traders : Number of Traders in Each Category :
All : 382: 107 134 121 97 110 288 293:
Old : 368: 120 117 100 88 104 261 272:
Other: 211: 44 64 52 59 79 140 162:
:----------------------------------------------------------------------------------------------------
: 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 : 14.3 12.2 22.3 20.6 13.0 9.4 20.6 16.2
Old : 14.5 14.9 23.2 23.9 14.1 13.0 22.0 20.5
Other: 27.4 18.2 40.3 30.7 27.3 16.6 38.8 26.5
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 2, 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 : 153,529: 43,798 30,933 24,124 69,850 75,139 137,772 130,197: 15,757 23,332
Old : 118,572: 45,075 30,095 12,662 49,644 58,902 107,381 101,658: 11,192 16,914
Other: 34,957: 7,152 9,268 3,033 20,206 16,237 30,391 28,538: 4,566 6,418
: : :
: : Changes in Commitments from: November 25, 2014 :
: -580: 1,519 -8,422 681 -2,707 7,793 -507 52: -73 -632
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 20.1 15.7 45.5 48.9 89.7 84.8: 10.3 15.2
Old : 100.0: 38.0 25.4 10.7 41.9 49.7 90.6 85.7: 9.4 14.3
Other: 100.0: 20.5 26.5 8.7 57.8 46.5 86.9 81.6: 13.1 18.4
: : :
:# Traders : Number of Traders in Each Category :
All : 191: 52 40 48 64 70 143 139:
Old : 185: 55 37 35 58 66 128 125:
Other: 127: 22 26 18 43 56 74 93:
:----------------------------------------------------------------------------------------------------
: 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 : 17.4 19.6 28.4 30.7 16.5 17.8 26.4 25.8
Old : 22.2 21.3 33.4 31.4 21.2 19.8 32.3 29.4
Other: 23.7 37.5 41.2 47.9 23.7 36.2 39.4 45.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 2, 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 : 1,536,954: 440,954 153,274 364,174 602,521 723,163 1,407,649 1,240,611: 129,305 296,343
Old : 1,280,539: 392,128 162,926 283,782 495,347 602,408 1,171,257 1,049,116: 109,283 231,424
Other: 256,415: 81,006 22,529 48,212 107,174 120,755 236,392 191,495: 20,023 64,920
: : :
: : Changes in Commitments from: November 25, 2014 :
: -9,816: -1,452 2,403 7,082 -675 -13,213 4,955 -3,728: -14,771 -6,088
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 10.0 23.7 39.2 47.1 91.6 80.7: 8.4 19.3
Old : 100.0: 30.6 12.7 22.2 38.7 47.0 91.5 81.9: 8.5 18.1
Other: 100.0: 31.6 8.8 18.8 41.8 47.1 92.2 74.7: 7.8 25.3
: : :
:# Traders : Number of Traders in Each Category :
All : 777: 164 185 220 283 358 578 654:
Old : 764: 156 191 206 273 344 551 635:
Other: 458: 80 64 60 112 260 220 361:
:----------------------------------------------------------------------------------------------------
: 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 : 10.8 11.7 18.0 17.4 9.3 8.7 15.7 13.7
Old : 12.0 11.1 19.2 17.1 10.7 9.4 17.8 14.6
Other: 23.0 19.6 34.8 27.8 18.8 11.4 26.0 17.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 2, 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 : 9,325: 2,641 1,360 702 3,867 5,931 7,210 7,992: 2,115 1,333
Old : 8,714: 2,642 1,438 541 3,637 5,516 6,820 7,495: 1,894 1,219
Other: 612: 89 12 71 230 415 390 498: 221 114
: : :
: : Changes in Commitments from: November 25, 2014 :
: -200: -298 97 82 265 -603 48 -424: -248 224
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 14.6 7.5 41.5 63.6 77.3 85.7: 22.7 14.3
Old : 100.0: 30.3 16.5 6.2 41.7 63.3 78.3 86.0: 21.7 14.0
Other: 100.0: 14.6 1.9 11.7 37.5 67.8 63.8 81.4: 36.2 18.6
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 14 5 6 16 10 34 17:
Old : 36: 14 5 5 15 9 32 16:
Other: 17: 3 3 5 5 9 11 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 : 40.2 59.3 51.3 74.8 38.4 57.1 47.0 69.2
Old : 41.6 63.2 52.6 78.2 40.9 61.0 51.5 73.3
Other: 46.2 63.8 59.6 74.8 42.7 58.7 46.1 63.1
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 2, 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 : 915,637: 168,341 139,555 298,529 395,884 329,066 862,754 767,150: 52,884 148,488
Old : 785,445: 152,218 145,612 244,900 343,964 280,942 741,082 671,454: 44,363 113,992
Other: 130,192: 41,381 19,201 28,371 51,920 48,124 121,672 95,696: 8,521 34,496
: : :
: : Changes in Commitments from: November 25, 2014 :
: 23,133: -12,563 10,212 26,686 10,876 -15,701 24,998 21,196: -1,865 1,937
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 15.2 32.6 43.2 35.9 94.2 83.8: 5.8 16.2
Old : 100.0: 19.4 18.5 31.2 43.8 35.8 94.4 85.5: 5.6 14.5
Other: 100.0: 31.8 14.7 21.8 39.9 37.0 93.5 73.5: 6.5 26.5
: : :
:# Traders : Number of Traders in Each Category :
All : 669: 138 263 258 179 222 489 594:
Old : 657: 132 264 239 174 218 465 578:
Other: 356: 92 88 74 77 141 212 261:
:----------------------------------------------------------------------------------------------------
: 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 : 11.8 10.0 19.3 16.8 7.3 6.8 12.9 10.3
Old : 11.9 10.2 19.4 16.9 8.3 7.8 14.8 11.7
Other: 21.2 19.8 33.6 28.3 21.2 17.6 31.7 23.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 2, 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 : 413,809: 119,313 81,068 82,691 178,275 214,322 380,279 378,081: 33,530 35,728
Old : 376,586: 120,617 82,538 66,832 159,436 194,255 346,885 343,625: 29,701 32,961
Other: 37,223: 8,318 8,153 6,236 18,840 20,067 33,394 34,456: 3,829 2,767
: : :
: : Changes in Commitments from: November 25, 2014 :
: 6,192: -8,481 12,415 6,293 13,746 -15,748 11,558 2,960: -5,366 3,232
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 19.6 20.0 43.1 51.8 91.9 91.4: 8.1 8.6
Old : 100.0: 32.0 21.9 17.7 42.3 51.6 92.1 91.2: 7.9 8.8
Other: 100.0: 22.3 21.9 16.8 50.6 53.9 89.7 92.6: 10.3 7.4
: : :
:# Traders : Number of Traders in Each Category :
All : 305: 94 90 104 83 76 233 231:
Old : 301: 94 94 96 82 76 226 226:
Other: 92: 21 24 17 34 21 65 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 : 8.6 29.4 15.3 35.1 8.1 26.0 14.7 31.2
Old : 9.1 28.9 16.5 34.8 8.6 25.7 15.8 31.3
Other: 28.8 43.5 44.8 61.7 26.3 39.0 39.1 49.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 2, 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 : 941,050: 119,959 95,318 57,487 575,440 605,110 752,887 757,916: 188,163 183,134
Old : 941,050: 119,959 95,318 57,487 575,440 605,110 752,887 757,916: 188,163 183,134
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2014 :
: -98,349: 890 12,650 -27,463 -18,333 -34,969 -44,906 -49,782: -53,443 -48,567
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 10.1 6.1 61.1 64.3 80.0 80.5: 20.0 19.5
Old : 100.0: 12.7 10.1 6.1 61.1 64.3 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 : 162: 32 27 35 77 82 126 128:
Old : 162: 32 27 35 77 82 126 128:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.2 21.4 35.5 32.3 24.2 18.7 30.9 26.3
Old : 26.2 21.4 35.5 32.3 24.2 18.7 30.9 26.3
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, December 2, 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 : 558,966: 67,986 54,785 19,612 354,452 393,519 442,050 467,916: 116,916 91,050
Old : 558,966: 67,986 54,785 19,612 354,452 393,519 442,050 467,916: 116,916 91,050
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2014 :
: -29,153: 7,372 7,991 -1,179 -5,880 -16,534 313 -9,722: -29,466 -19,431
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 9.8 3.5 63.4 70.4 79.1 83.7: 20.9 16.3
Old : 100.0: 12.2 9.8 3.5 63.4 70.4 79.1 83.7: 20.9 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 : 93: 15 15 11 52 50 74 69:
Old : 93: 15 15 11 52 50 74 69:
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 : 23.0 43.8 36.3 54.0 20.0 41.4 29.6 48.2
Old : 23.0 43.8 36.3 54.0 20.0 41.4 29.6 48.2
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, December 2, 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 : 5,271: 1,864 207 397 2,513 4,432 4,774 5,036: 497 235
Old : 5,271: 1,864 207 397 2,513 4,432 4,774 5,036: 497 235
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2014 :
: 11: 42 -152 -20 58 135 80 -37: -69 48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 3.9 7.5 47.7 84.1 90.6 95.5: 9.4 4.5
Old : 100.0: 35.4 3.9 7.5 47.7 84.1 90.6 95.5: 9.4 4.5
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 : 35: 14 3 8 14 15 31 24:
Old : 35: 14 3 8 14 15 31 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 : 42.1 59.5 57.7 78.6 35.4 52.2 46.7 61.3
Old : 42.1 59.5 57.7 78.6 35.4 52.2 46.7 61.3
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, December 2, 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 : 431,151: 124,831 49,481 81,121 172,491 262,968 378,443 393,571: 52,708 37,580
Old : 399,658: 124,230 45,398 72,274 154,266 247,462 350,770 365,134: 48,888 34,524
Other: 31,493: 4,378 7,860 5,070 18,225 15,507 27,673 28,437: 3,820 3,056
: : :
: : Changes in Commitments from: November 25, 2014 :
: -12,984: -2,485 3,338 -3,413 -3,239 -11,757 -9,137 -11,832: -3,846 -1,152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 11.5 18.8 40.0 61.0 87.8 91.3: 12.2 8.7
Old : 100.0: 31.1 11.4 18.1 38.6 61.9 87.8 91.4: 12.2 8.6
Other: 100.0: 13.9 25.0 16.1 57.9 49.2 87.9 90.3: 12.1 9.7
: : :
:# Traders : Number of Traders in Each Category :
All : 281: 88 71 85 87 93 235 201:
Old : 281: 98 68 83 87 93 234 200:
Other: 91: 12 23 21 44 28 72 56:
:----------------------------------------------------------------------------------------------------
: 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 : 8.3 30.4 14.4 40.0 6.1 26.6 10.7 32.7
Old : 8.2 31.6 14.7 40.9 6.3 29.1 11.3 35.3
Other: 26.3 33.1 43.6 47.8 24.7 31.4 41.8 44.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 2, 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 : 11,151: 870 4,305 2,582 6,147 2,530 9,599 9,417: 1,552 1,734
Old : 11,150: 870 4,304 2,582 6,146 2,530 9,598 9,416: 1,552 1,734
Other: 1: 0 1 0 1 0 1 1: 0 0
: : :
: : Changes in Commitments from: November 25, 2014 :
: 836: 143 -7 918 -145 0 916 912: -81 -77
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 38.6 23.2 55.1 22.7 86.1 84.4: 13.9 15.6
Old : 100.0: 7.8 38.6 23.2 55.1 22.7 86.1 84.4: 13.9 15.6
Other: 100.0: 0.0 100.0 0.0 100.0 0.0 100.0 100.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 70: 12 24 15 21 19 46 50:
Old : 70: 12 24 15 21 19 46 50:
Other: 2: 0 1 0 1 0 1 1:
:----------------------------------------------------------------------------------------------------
: 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 32.2 56.3 45.1 37.6 27.0 43.6 35.1
Old : 43.6 32.2 56.3 45.2 37.6 27.0 43.6 35.1
Other: 100.0 100.0 100.0 100.0 100.0 100.0 100.0 100.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 2, 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 : 1,447,905: 290,658 335,389 70,827 974,210 888,849 1,335,695 1,295,065: 112,210 152,840
Old : 1,447,905: 290,658 335,389 70,827 974,210 888,849 1,335,695 1,295,065: 112,210 152,840
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2014 :
: -58,919: -24,705 -3,369 -4,648 -43,635 -57,745 -72,989 -65,763: 14,070 6,844
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 23.2 4.9 67.3 61.4 92.3 89.4: 7.7 10.6
Old : 100.0: 20.1 23.2 4.9 67.3 61.4 92.3 89.4: 7.7 10.6
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 : 253: 49 49 31 94 126 153 196:
Old : 253: 49 49 31 94 126 153 196:
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 26.5 41.9 37.1 29.3 26.5 41.0 36.6
Old : 30.0 26.5 41.9 37.1 29.3 26.5 41.0 36.6
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, December 2, 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 : 3,121,921: 330,826 504,581 287,308 2,173,601 1,871,274 2,791,735 2,663,163: 330,185 458,758
Old : 3,121,921: 330,826 504,581 287,308 2,173,601 1,871,274 2,791,735 2,663,163: 330,185 458,758
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2014 :
: -294,162: -46,129 45,270 8,902 -112,714 -196,682 -149,940 -142,510: -144,221 -151,651
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 16.2 9.2 69.6 59.9 89.4 85.3: 10.6 14.7
Old : 100.0: 10.6 16.2 9.2 69.6 59.9 89.4 85.3: 10.6 14.7
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 : 360: 61 91 87 155 182 272 304:
Old : 360: 61 91 87 155 182 272 304:
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 19.6 40.1 25.1 28.1 16.9 36.3 21.1
Old : 30.0 19.6 40.1 25.1 28.1 16.9 36.3 21.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 2, 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 : 2,025,006: 282,622 300,039 149,783 1,308,789 1,188,503 1,741,195 1,638,325: 283,811 386,681
Old : 2,025,006: 282,622 300,039 149,783 1,308,789 1,188,503 1,741,195 1,638,325: 283,811 386,681
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2014 :
: -170,363: -15,745 18,368 -16,278 -78,947 -30,252 -110,970 -28,162: -59,393 -142,201
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 14.8 7.4 64.6 58.7 86.0 80.9: 14.0 19.1
Old : 100.0: 14.0 14.8 7.4 64.6 58.7 86.0 80.9: 14.0 19.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 266: 49 58 49 102 136 174 220:
Old : 266: 49 58 49 102 136 174 220:
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 : 20.5 17.3 32.0 25.6 18.2 11.6 26.6 18.4
Old : 20.5 17.3 32.0 25.6 18.2 11.6 26.6 18.4
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, December 2, 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 : 700,978: 32,508 192,182 125,914 511,049 325,915 669,471 644,011: 31,507 56,967
Old : 700,978: 32,508 192,182 125,914 511,049 325,915 669,471 644,011: 31,507 56,967
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2014 :
: -34,122: -3,597 -8,588 -2,507 -26,265 -22,375 -32,369 -33,471: -1,754 -652
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 27.4 18.0 72.9 46.5 95.5 91.9: 4.5 8.1
Old : 100.0: 4.6 27.4 18.0 72.9 46.5 95.5 91.9: 4.5 8.1
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 : 100: 15 30 34 39 47 76 94:
Old : 100: 15 30 34 39 47 76 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 : 46.7 23.1 58.4 35.6 38.9 18.6 42.5 26.6
Old : 46.7 23.1 58.4 35.6 38.9 18.6 42.5 26.6
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, December 2, 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 : 77,943: 24,684 10,847 1,218 42,809 54,466 68,711 66,532: 9,233 11,412
Old : 77,943: 24,684 10,847 1,218 42,809 54,466 68,711 66,532: 9,233 11,412
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2014 :
: 3,556: 1,396 357 103 1,606 3,822 3,105 4,282: 451 -725
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 13.9 1.6 54.9 69.9 88.2 85.4: 11.8 14.6
Old : 100.0: 31.7 13.9 1.6 54.9 69.9 88.2 85.4: 11.8 14.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 116: 29 29 11 41 30 77 63:
Old : 116: 29 29 11 41 30 77 63:
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 : 20.4 37.9 36.5 54.9 20.4 37.3 36.4 54.2
Old : 20.4 37.9 36.5 54.9 20.4 37.3 36.4 54.2
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, December 2, 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 : 155,887: 49,368 21,694 2,437 85,617 108,932 137,422 133,064: 18,465 22,823
Old : 155,887: 49,368 21,694 2,437 85,617 108,932 137,422 133,064: 18,465 22,823
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2014 :
: 7,113: 2,793 713 206 3,212 7,644 6,211 8,563: 902 -1,450
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 13.9 1.6 54.9 69.9 88.2 85.4: 11.8 14.6
Old : 100.0: 31.7 13.9 1.6 54.9 69.9 88.2 85.4: 11.8 14.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 116: 29 29 11 41 30 77 63:
Old : 116: 29 29 11 41 30 77 63:
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 : 20.4 37.9 36.5 54.9 20.4 37.3 36.4 54.2
Old : 20.4 37.9 36.5 54.9 20.4 37.3 36.4 54.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 2, 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 : 52,609: 8,416 20,251 4 44,070 32,202 52,490 52,457: 119 152
Old : 52,609: 8,416 20,251 4 44,070 32,202 52,490 52,457: 119 152
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2014 :
: 949: 1,131 676 -45 -135 614 951 1,245: -2 -296
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 38.5 0.0 83.8 61.2 99.8 99.7: 0.2 0.3
Old : 100.0: 16.0 38.5 0.0 83.8 61.2 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 : 49: 8 16 1 11 18 20 34:
Old : 49: 8 16 1 11 18 20 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 : 83.7 53.4 95.9 73.5 78.4 44.1 88.0 64.2
Old : 83.7 53.4 95.9 73.5 78.4 44.1 88.0 64.2
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, December 2, 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 : 52,673: 9,507 19,186 2,763 40,298 30,612 52,568 52,561: 105 112
Old : 52,673: 9,507 19,186 2,763 40,298 30,612 52,568 52,561: 105 112
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2014 :
: -67: 968 -7 -39 -975 5 -46 -41: -21 -26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 36.4 5.2 76.5 58.1 99.8 99.8: 0.2 0.2
Old : 100.0: 18.0 36.4 5.2 76.5 58.1 99.8 99.8: 0.2 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 : 44: 8 14 1 4 19 12 34:
Old : 44: 8 14 1 4 19 12 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 : 96.5 53.4 99.2 78.4 91.2 53.4 92.9 74.6
Old : 96.5 53.4 99.2 78.4 91.2 53.4 92.9 74.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 6, 2014