WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 30, 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 : 472,346: 130,083 107,035 130,217 178,794 194,088 439,093 431,340: 33,252 41,006
Old : 344,532: 106,230 108,012 85,593 130,092 124,705 321,915 318,311: 22,616 26,221
Other: 127,814: 38,364 13,534 30,112 48,702 69,383 117,178 113,029: 10,636 14,785
: : :
: : Changes in Commitments from: December 23, 2014 :
: -36,877: -4,331 -433 -22,977 -8,879 -11,375 -36,187 -34,785: -690 -2,092
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 22.7 27.6 37.9 41.1 93.0 91.3: 7.0 8.7
Old : 100.0: 30.8 31.4 24.8 37.8 36.2 93.4 92.4: 6.6 7.6
Other: 100.0: 30.0 10.6 23.6 38.1 54.3 91.7 88.4: 8.3 11.6
: : :
:# Traders : Number of Traders in Each Category :
All : 373: 121 115 134 93 108 294 290:
Old : 358: 119 113 107 83 101 259 267:
Other: 224: 62 57 67 59 84 161 174:
:----------------------------------------------------------------------------------------------------
: 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 : 13.4 11.0 21.9 20.5 11.7 10.2 19.1 16.2
Old : 14.5 13.5 24.1 23.4 13.9 12.8 22.7 21.1
Other: 21.9 17.5 34.8 28.7 20.2 16.0 29.2 24.3
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 30, 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 : 146,827: 45,444 24,858 20,538 63,441 78,235 129,423 123,631: 17,404 23,195
Old : 109,633: 40,754 23,273 13,319 43,453 59,072 97,526 95,664: 12,106 13,969
Other: 37,194: 7,668 4,564 4,241 19,989 19,163 31,897 27,967: 5,297 9,227
: : :
: : Changes in Commitments from: December 23, 2014 :
: -3,129: -1,109 -93 -1,212 -957 -1,923 -3,277 -3,228: 148 98
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 16.9 14.0 43.2 53.3 88.1 84.2: 11.9 15.8
Old : 100.0: 37.2 21.2 12.1 39.6 53.9 89.0 87.3: 11.0 12.7
Other: 100.0: 20.6 12.3 11.4 53.7 51.5 85.8 75.2: 14.2 24.8
: : :
:# Traders : Number of Traders in Each Category :
All : 195: 57 40 48 63 77 142 148:
Old : 185: 53 39 35 54 68 122 128:
Other: 134: 26 24 22 41 64 80 100:
:----------------------------------------------------------------------------------------------------
: 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 16.2 26.6 25.8 16.0 14.5 25.1 22.8
Old : 20.8 18.4 32.2 29.1 20.7 18.0 31.6 28.0
Other: 22.0 21.7 37.3 31.8 22.0 21.3 35.1 29.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 30, 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 : 1,584,175: 432,526 113,059 382,835 630,769 809,199 1,446,130 1,305,092: 138,045 279,082
Old : 1,291,792: 377,409 123,133 290,855 509,646 670,613 1,177,910 1,084,601: 113,882 207,191
Other: 292,382: 91,226 26,035 55,871 121,122 138,586 268,220 220,491: 24,163 71,891
: : :
: : Changes in Commitments from: December 23, 2014 :
: -53,240: -4,433 6,595 -45,299 -992 -15,507 -50,725 -54,212: -2,515 972
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 7.1 24.2 39.8 51.1 91.3 82.4: 8.7 17.6
Old : 100.0: 29.2 9.5 22.5 39.5 51.9 91.2 84.0: 8.8 16.0
Other: 100.0: 31.2 8.9 19.1 41.4 47.4 91.7 75.4: 8.3 24.6
: : :
:# Traders : Number of Traders in Each Category :
All : 760: 181 155 195 284 358 571 618:
Old : 746: 163 172 180 276 347 546 600:
Other: 475: 91 66 62 118 276 237 379:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 10.9 11.8 17.8 17.5 8.9 8.3 15.0 13.7
Old : 11.7 11.8 18.8 17.9 10.4 9.5 17.3 14.9
Other: 20.2 16.5 31.7 24.7 16.7 10.7 23.9 15.6
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 30, 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 : 9,356: 2,316 1,522 770 4,167 5,605 7,253 7,897: 2,103 1,459
Old : 8,601: 2,325 1,535 615 3,766 5,173 6,706 7,322: 1,895 1,278
Other: 755: 20 17 126 401 432 547 575: 208 180
: : :
: : Changes in Commitments from: December 23, 2014 :
: -38: -221 1 55 -5 -145 -171 -89: 133 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 16.3 8.2 44.5 59.9 77.5 84.4: 22.5 15.6
Old : 100.0: 27.0 17.8 7.1 43.8 60.1 78.0 85.1: 22.0 14.9
Other: 100.0: 2.6 2.3 16.6 53.1 57.2 72.4 76.1: 27.6 23.9
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 13 4 6 15 10 31 17:
Old : 33: 15 2 5 15 8 30 15:
Other: 17: 1 5 5 7 9 13 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 : 42.6 59.9 54.4 75.2 41.2 57.6 48.0 65.7
Old : 43.7 64.6 55.6 78.9 43.2 63.2 52.5 71.8
Other: 47.1 54.0 66.1 67.2 44.2 44.2 46.9 49.4
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 30, 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 : 787,117: 184,987 132,560 216,057 338,104 303,238 739,148 651,855: 47,969 135,262
Old : 649,505: 168,704 140,815 159,052 283,008 252,395 610,764 552,262: 38,741 97,243
Other: 137,612: 43,853 19,315 29,436 55,096 50,842 128,384 99,593: 9,228 38,019
: : :
: : Changes in Commitments from: December 23, 2014 :
: -116,668: 4,690 2,638 -85,220 -29,559 -31,091 -110,089 -113,673: -6,579 -2,995
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 16.8 27.4 43.0 38.5 93.9 82.8: 6.1 17.2
Old : 100.0: 26.0 21.7 24.5 43.6 38.9 94.0 85.0: 6.0 15.0
Other: 100.0: 31.9 14.0 21.4 40.0 36.9 93.3 72.4: 6.7 27.6
: : :
:# Traders : Number of Traders in Each Category :
All : 616: 141 220 239 161 201 464 529:
Old : 604: 133 226 215 157 194 438 508:
Other: 337: 98 79 76 77 123 217 239:
:----------------------------------------------------------------------------------------------------
: 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 : 13.3 12.0 20.6 18.3 10.3 9.1 16.1 12.5
Old : 13.1 12.7 21.6 19.0 10.5 11.1 17.6 15.4
Other: 22.2 19.9 34.9 27.6 21.1 17.3 32.2 23.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 30, 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 : 384,384: 118,504 61,620 74,192 156,716 219,771 349,413 355,583: 34,972 28,802
Old : 339,987: 122,630 66,141 52,827 134,273 195,433 309,730 314,401: 30,257 25,585
Other: 44,397: 9,491 9,095 7,748 22,443 24,338 39,682 41,181: 4,715 3,216
: : :
: : Changes in Commitments from: December 23, 2014 :
: -3,694: 7,834 -5,253 -8,931 -3,767 13,204 -4,864 -980: 1,171 -2,714
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 16.0 19.3 40.8 57.2 90.9 92.5: 9.1 7.5
Old : 100.0: 36.1 19.5 15.5 39.5 57.5 91.1 92.5: 8.9 7.5
Other: 100.0: 21.4 20.5 17.5 50.6 54.8 89.4 92.8: 10.6 7.2
: : :
:# Traders : Number of Traders in Each Category :
All : 290: 105 60 102 78 70 236 202:
Old : 287: 106 68 90 77 70 228 195:
Other: 98: 19 29 20 38 19 71 55:
:----------------------------------------------------------------------------------------------------
: 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 33.6 16.0 40.1 8.5 30.6 15.4 35.9
Old : 9.4 33.0 17.7 40.3 9.2 30.3 17.0 36.1
Other: 27.2 43.3 42.1 60.3 25.9 39.4 37.9 51.2
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 30, 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 : 953,533: 83,300 103,445 46,954 645,666 638,370 775,919 788,768: 177,613 164,765
Old : 953,533: 83,300 103,445 46,954 645,666 638,370 775,919 788,768: 177,613 164,765
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 23, 2014 :
: -35,981: -1,827 1,300 -22,012 -19,088 -11,809 -42,928 -32,521: 6,947 -3,459
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 10.8 4.9 67.7 66.9 81.4 82.7: 18.6 17.3
Old : 100.0: 8.7 10.8 4.9 67.7 66.9 81.4 82.7: 18.6 17.3
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 : 165: 34 27 36 74 83 122 132:
Old : 165: 34 27 36 74 83 122 132:
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 : 34.2 25.5 42.5 33.6 32.0 22.8 37.3 30.2
Old : 34.2 25.5 42.5 33.6 32.0 22.8 37.3 30.2
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 30, 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 : 524,918: 59,973 63,158 8,521 340,707 364,747 409,201 436,426: 115,717 88,492
Old : 524,918: 59,973 63,158 8,521 340,707 364,747 409,201 436,426: 115,717 88,492
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 23, 2014 :
: -3,934: -586 1,616 -102 -1,266 -1,083 -1,954 431: -1,979 -4,365
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 12.0 1.6 64.9 69.5 78.0 83.1: 22.0 16.9
Old : 100.0: 11.4 12.0 1.6 64.9 69.5 78.0 83.1: 22.0 16.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 97: 15 15 10 51 51 71 71:
Old : 97: 15 15 10 51 51 71 71:
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 : 25.1 39.5 38.4 50.5 20.7 38.2 30.5 46.8
Old : 25.1 39.5 38.4 50.5 20.7 38.2 30.5 46.8
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 30, 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 : 5,689: 1,892 182 433 2,861 4,835 5,186 5,450: 503 239
Old : 5,689: 1,892 182 433 2,861 4,835 5,186 5,450: 503 239
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 23, 2014 :
: 48: -8 -16 -21 114 53 85 16: -37 32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 3.2 7.6 50.3 85.0 91.2 95.8: 8.8 4.2
Old : 100.0: 33.3 3.2 7.6 50.3 85.0 91.2 95.8: 8.8 4.2
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 : 39: 16 4 8 13 16 32 26:
Old : 39: 16 4 8 13 16 32 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 : 39.3 60.2 55.8 78.0 25.3 45.9 35.9 52.9
Old : 39.3 60.2 55.8 78.0 25.3 45.9 35.9 52.9
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 30, 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 : 400,585: 125,874 51,299 71,193 152,999 245,018 350,066 367,510: 50,519 33,075
Old : 366,387: 125,434 47,366 61,482 133,410 228,265 320,326 337,113: 46,061 29,274
Other: 34,198: 4,501 7,994 5,650 19,589 16,752 29,740 30,397: 4,458 3,801
: : :
: : Changes in Commitments from: December 23, 2014 :
: -26,447: 3,395 -3,257 -11,081 -16,256 -10,445 -23,942 -24,783: -2,504 -1,664
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 12.8 17.8 38.2 61.2 87.4 91.7: 12.6 8.3
Old : 100.0: 34.2 12.9 16.8 36.4 62.3 87.4 92.0: 12.6 8.0
Other: 100.0: 13.2 23.4 16.5 57.3 49.0 87.0 88.9: 13.0 11.1
: : :
:# Traders : Number of Traders in Each Category :
All : 287: 92 68 85 87 90 232 204:
Old : 287: 98 68 83 85 90 230 202:
Other: 93: 12 24 21 45 28 71 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 : 7.7 34.7 14.2 43.2 7.2 30.2 12.3 35.7
Old : 7.7 36.6 14.5 44.9 7.4 33.8 13.0 39.4
Other: 25.8 31.1 41.8 46.0 24.3 28.8 40.1 41.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 30, 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 : 9,733: 826 4,179 863 6,129 2,778 7,818 7,820: 1,915 1,913
Old : 9,707: 826 4,170 863 6,115 2,775 7,804 7,808: 1,903 1,899
Other: 26: 0 9 0 14 3 14 12: 12 14
: : :
: : Changes in Commitments from: December 23, 2014 :
: -542: -28 56 -535 39 -97 -524 -576: -18 34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 42.9 8.9 63.0 28.5 80.3 80.3: 19.7 19.7
Old : 100.0: 8.5 43.0 8.9 63.0 28.6 80.4 80.4: 19.6 19.6
Other: 100.0: 0.0 34.6 0.0 53.8 11.5 53.8 46.2: 46.2 53.8
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 12 19 7 18 17 35 39:
Old : 59: 12 19 7 17 17 34 39:
Other: 4: 0 1 0 3 1 3 2:
:----------------------------------------------------------------------------------------------------
: 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 : 48.1 31.1 60.4 44.5 45.1 29.9 51.3 41.3
Old : 48.2 31.2 60.5 44.7 45.2 30.0 51.4 41.4
Other: 53.8 46.2 53.8 46.2 42.3 34.6 42.3 34.6
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 30, 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 : 1,311,000: 259,501 300,490 54,974 906,250 804,189 1,220,725 1,159,653: 90,274 151,346
Old : 1,311,000: 259,501 300,490 54,974 906,250 804,189 1,220,725 1,159,653: 90,274 151,346
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 23, 2014 :
: -1,234: 1,213 -2,067 -9,598 8,380 9,179 -5 -2,486: -1,229 1,252
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 22.9 4.2 69.1 61.3 93.1 88.5: 6.9 11.5
Old : 100.0: 19.8 22.9 4.2 69.1 61.3 93.1 88.5: 6.9 11.5
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 : 254: 42 53 33 97 125 155 195:
Old : 254: 42 53 33 97 125 155 195:
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 : 26.9 29.4 39.4 38.5 26.5 29.4 38.1 38.1
Old : 26.9 29.4 39.4 38.5 26.5 29.4 38.1 38.1
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 30, 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 : 3,085,538: 267,417 534,959 269,832 2,247,722 1,829,228 2,784,972 2,634,019: 300,566 451,518
Old : 3,085,538: 267,417 534,959 269,832 2,247,722 1,829,228 2,784,972 2,634,019: 300,566 451,518
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 23, 2014 :
: -148,616: 23,869 13,935 -79,475 -97,909 -83,005 -153,515 -148,545: 4,899 -70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 17.3 8.7 72.8 59.3 90.3 85.4: 9.7 14.6
Old : 100.0: 8.7 17.3 8.7 72.8 59.3 90.3 85.4: 9.7 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 : 355: 55 92 87 155 179 265 303:
Old : 355: 55 92 87 155 179 265 303:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.3 16.0 41.5 22.8 30.1 12.5 37.5 16.8
Old : 31.3 16.0 41.5 22.8 30.1 12.5 37.5 16.8
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, December 30, 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 : 2,002,790: 319,660 284,545 143,634 1,299,416 1,187,683 1,762,710 1,615,863: 240,080 386,928
Old : 2,002,790: 319,660 284,545 143,634 1,299,416 1,187,683 1,762,710 1,615,863: 240,080 386,928
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 23, 2014 :
: -101,296: -12,862 -7,239 -56,893 -21,195 -67,553 -90,950 -131,684: -10,346 30,388
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 14.2 7.2 64.9 59.3 88.0 80.7: 12.0 19.3
Old : 100.0: 16.0 14.2 7.2 64.9 59.3 88.0 80.7: 12.0 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 : 273: 46 63 52 111 132 190 214:
Old : 273: 46 63 52 111 132 190 214:
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 : 18.2 15.2 31.4 24.8 16.0 11.3 26.4 19.3
Old : 18.2 15.2 31.4 24.8 16.0 11.3 26.4 19.3
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 30, 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 : 752,300: 41,738 175,709 155,229 532,552 371,723 729,519 702,662: 22,780 49,638
Old : 752,300: 41,738 175,709 155,229 532,552 371,723 729,519 702,662: 22,780 49,638
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 23, 2014 :
: 8,452: 110 3,033 4,346 3,430 1,149 7,886 8,528: 566 -76
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 23.4 20.6 70.8 49.4 97.0 93.4: 3.0 6.6
Old : 100.0: 5.5 23.4 20.6 70.8 49.4 97.0 93.4: 3.0 6.6
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 : 104: 16 31 35 41 50 79 99:
Old : 104: 16 31 35 41 50 79 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 : 43.4 22.2 55.5 34.5 33.9 15.4 37.9 24.2
Old : 43.4 22.2 55.5 34.5 33.9 15.4 37.9 24.2
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, December 30, 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 : 58,914: 17,674 9,834 697 31,640 42,441 50,011 52,972: 8,904 5,942
Old : 58,914: 17,674 9,834 697 31,640 42,441 50,011 52,972: 8,904 5,942
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 23, 2014 :
: 3,689: 3,271 84 30 190 3,323 3,491 3,437: 197 252
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 16.7 1.2 53.7 72.0 84.9 89.9: 15.1 10.1
Old : 100.0: 30.0 16.7 1.2 53.7 72.0 84.9 89.9: 15.1 10.1
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 : 98: 28 19 6 35 27 67 48:
Old : 98: 28 19 6 35 27 67 48:
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 : 23.6 37.0 39.2 57.0 23.6 37.0 39.2 56.5
Old : 23.6 37.0 39.2 57.0 23.6 37.0 39.2 56.5
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 30, 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 : 117,829: 35,347 19,668 1,395 63,280 84,881 100,021 105,944: 17,807 11,884
Old : 117,829: 35,347 19,668 1,395 63,280 84,881 100,021 105,944: 17,807 11,884
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 23, 2014 :
: 7,378: 6,543 167 60 381 6,647 6,983 6,874: 395 504
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 16.7 1.2 53.7 72.0 84.9 89.9: 15.1 10.1
Old : 100.0: 30.0 16.7 1.2 53.7 72.0 84.9 89.9: 15.1 10.1
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 : 98: 28 19 6 35 27 67 48:
Old : 98: 28 19 6 35 27 67 48:
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 : 23.6 37.0 39.2 57.0 23.6 37.0 39.2 56.5
Old : 23.6 37.0 39.2 57.0 23.6 37.0 39.2 56.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 30, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 10,046: 8,536 8,699 660 762 678 9,958 10,037: 88 9
Old : 10,046: 8,536 8,699 660 762 678 9,958 10,037: 88 9
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 23, 2014 :
: 584: 312 507 76 177 0 565 583: 19 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.0 86.6 6.6 7.6 6.7 99.1 99.9: 0.9 0.1
Old : 100.0: 85.0 86.6 6.6 7.6 6.7 99.1 99.9: 0.9 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 12 7 2 2 1 15 9:
Old : 21: 12 7 2 2 1 15 9:
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 : 71.7 83.5 92.5 98.3 69.2 78.3 86.1 88.9
Old : 71.7 83.5 92.5 98.3 69.2 78.3 86.1 88.9
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, December 30, 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 : 51,245: 21,357 23,047 4 29,736 28,058 51,097 51,109: 148 136
Old : 51,245: 21,357 23,047 4 29,736 28,058 51,097 51,109: 148 136
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 23, 2014 :
: 421: -397 388 0 801 18 404 406: 17 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.7 45.0 0.0 58.0 54.8 99.7 99.7: 0.3 0.3
Old : 100.0: 41.7 45.0 0.0 58.0 54.8 99.7 99.7: 0.3 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 : 44: 6 18 1 8 13 15 31:
Old : 44: 6 18 1 8 13 15 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 85.1 59.0 96.9 77.1 81.8 51.5 91.0 69.6
Old : 85.1 59.0 96.9 77.1 81.8 51.5 91.0 69.6
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 30, 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 : 32,485: 18,522 11,818 192 13,645 20,416 32,359 32,426: 126 59
Old : 32,485: 18,522 11,818 192 13,645 20,416 32,359 32,426: 126 59
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 23, 2014 :
: -3: -1,406 -335 176 1,237 156 7 -3: -10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.0 36.4 0.6 42.0 62.8 99.6 99.8: 0.4 0.2
Old : 100.0: 57.0 36.4 0.6 42.0 62.8 99.6 99.8: 0.4 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 : 48: 8 17 2 6 18 14 37:
Old : 48: 8 17 2 6 18 14 37:
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 : 92.0 58.7 97.9 77.7 92.0 58.4 97.6 77.0
Old : 92.0 58.7 97.9 77.7 92.0 58.4 97.6 77.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 2, 2015