WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 6, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 477,441: 125,789 110,535 137,772 178,082 186,267 441,643 434,575: 35,798 42,866
Old : 344,776: 101,840 111,964 89,469 129,958 116,157 321,267 317,590: 23,510 27,186
Other: 132,664: 40,061 14,684 32,191 48,124 70,110 120,376 116,985: 12,288 15,680
: : :
: : Changes in Commitments from: December 30, 2014 :
: 5,095: -4,294 3,500 7,556 -712 -7,821 2,549 3,235: 2,546 1,860
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 23.2 28.9 37.3 39.0 92.5 91.0: 7.5 9.0
Old : 100.0: 29.5 32.5 25.9 37.7 33.7 93.2 92.1: 6.8 7.9
Other: 100.0: 30.2 11.1 24.3 36.3 52.8 90.7 88.2: 9.3 11.8
: : :
:# Traders : Number of Traders in Each Category :
All : 375: 125 110 134 96 109 299 290:
Old : 361: 126 107 104 84 104 259 269:
Other: 229: 69 53 64 60 85 165 173:
:----------------------------------------------------------------------------------------------------
: 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 : 12.9 10.5 21.0 19.6 11.4 9.5 18.7 15.7
Old : 14.3 13.0 23.7 22.7 13.7 12.2 22.3 20.6
Other: 20.6 17.7 32.8 29.1 19.0 16.1 27.5 24.0
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 6, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 147,266: 44,527 25,613 20,123 64,746 77,708 129,396 123,444: 17,870 23,822
Old : 109,069: 40,125 24,424 12,069 44,433 58,446 96,627 94,938: 12,441 14,131
Other: 38,197: 7,629 4,416 4,827 20,313 19,262 32,769 28,506: 5,429 9,692
: : :
: : Changes in Commitments from: December 30, 2014 :
: 439: -917 754 -415 1,305 -527 -28 -188: 466 627
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 17.4 13.7 44.0 52.8 87.9 83.8: 12.1 16.2
Old : 100.0: 36.8 22.4 11.1 40.7 53.6 88.6 87.0: 11.4 13.0
Other: 100.0: 20.0 11.6 12.6 53.2 50.4 85.8 74.6: 14.2 25.4
: : :
:# Traders : Number of Traders in Each Category :
All : 190: 48 46 49 62 72 137 147:
Old : 180: 45 46 34 55 64 117 128:
Other: 133: 29 22 23 40 62 82 98:
:----------------------------------------------------------------------------------------------------
: 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 : 18.1 17.1 27.3 26.0 16.2 14.8 25.3 22.1
Old : 22.7 20.1 34.0 29.8 22.4 19.3 33.5 28.0
Other: 21.4 22.2 37.1 30.9 21.3 21.2 35.0 28.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 6, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,633,720: 436,179 129,180 403,619 659,940 814,718 1,499,739 1,347,518: 133,981 286,202
Old : 1,312,814: 385,112 147,059 301,206 517,050 655,233 1,203,367 1,103,497: 109,447 209,317
Other: 320,906: 94,975 26,029 58,506 142,890 159,486 296,372 244,021: 24,534 76,885
: : :
: : Changes in Commitments from: December 30, 2014 :
: 49,545: 3,653 16,121 20,784 29,172 5,520 53,609 42,425: -4,064 7,120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 7.9 24.7 40.4 49.9 91.8 82.5: 8.2 17.5
Old : 100.0: 29.3 11.2 22.9 39.4 49.9 91.7 84.1: 8.3 15.9
Other: 100.0: 29.6 8.1 18.2 44.5 49.7 92.4 76.0: 7.6 24.0
: : :
:# Traders : Number of Traders in Each Category :
All : 768: 173 172 201 284 361 576 630:
Old : 754: 156 190 185 278 350 552 613:
Other: 486: 101 67 68 121 276 246 389:
:----------------------------------------------------------------------------------------------------
: 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 : 11.9 10.8 18.8 16.4 7.9 7.6 13.9 12.3
Old : 11.7 10.5 19.3 16.5 10.2 8.4 17.1 13.4
Other: 23.0 15.9 34.8 25.8 16.0 10.0 25.3 16.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 6, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 8,917: 2,092 1,225 780 3,793 5,408 6,665 7,413: 2,252 1,504
Old : 8,119: 2,125 1,234 592 3,377 4,951 6,094 6,777: 2,025 1,342
Other: 798: 20 44 136 415 457 571 636: 227 162
: : :
: : Changes in Commitments from: December 30, 2014 :
: -439: -224 -298 10 -374 -197 -588 -484: 149 46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 13.7 8.8 42.5 60.6 74.7 83.1: 25.3 16.9
Old : 100.0: 26.2 15.2 7.3 41.6 61.0 75.1 83.5: 24.9 16.5
Other: 100.0: 2.5 5.5 17.0 52.0 57.2 71.5 79.7: 28.5 20.3
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 12 4 6 15 10 30 17:
Old : 32: 13 3 5 15 8 29 15:
Other: 18: 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 : 38.7 61.2 51.4 73.4 37.3 58.9 44.5 63.2
Old : 39.8 66.6 52.8 77.1 39.4 65.5 49.6 70.7
Other: 47.4 56.0 66.6 70.9 44.6 46.3 47.3 53.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 6, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 803,171: 187,731 130,314 225,960 342,232 311,869 755,923 668,143: 47,248 135,028
Old : 659,561: 172,465 139,784 164,064 284,741 260,030 621,270 563,878: 38,292 95,683
Other: 143,609: 46,386 21,650 30,776 57,491 51,839 134,653 104,265: 8,956 39,345
: : :
: : Changes in Commitments from: December 30, 2014 :
: 16,053: 2,744 -2,246 9,902 4,128 8,631 16,774 16,288: -721 -235
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 16.2 28.1 42.6 38.8 94.1 83.2: 5.9 16.8
Old : 100.0: 26.1 21.2 24.9 43.2 39.4 94.2 85.5: 5.8 14.5
Other: 100.0: 32.3 15.1 21.4 40.0 36.1 93.8 72.6: 6.2 27.4
: : :
:# Traders : Number of Traders in Each Category :
All : 626: 143 238 234 163 204 463 534:
Old : 613: 140 236 209 156 198 433 513:
Other: 347: 96 85 78 80 128 221 248:
:----------------------------------------------------------------------------------------------------
: 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 : 12.4 12.1 19.9 18.4 9.4 9.0 15.5 12.2
Old : 12.4 12.9 20.6 19.0 9.9 11.0 16.6 15.0
Other: 21.4 19.4 33.9 27.0 20.4 16.7 31.5 22.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 6, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 385,769: 119,679 58,774 76,477 157,621 222,951 353,776 358,201: 31,993 27,568
Old : 339,505: 124,898 64,087 53,460 133,909 197,475 312,268 315,022: 27,237 24,483
Other: 46,265: 9,338 9,244 8,459 23,712 25,476 41,509 43,179: 4,756 3,085
: : :
: : Changes in Commitments from: December 30, 2014 :
: 1,385: 1,174 -2,846 2,285 905 3,180 4,364 2,619: -2,979 -1,234
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 15.2 19.8 40.9 57.8 91.7 92.9: 8.3 7.1
Old : 100.0: 36.8 18.9 15.7 39.4 58.2 92.0 92.8: 8.0 7.2
Other: 100.0: 20.2 20.0 18.3 51.3 55.1 89.7 93.3: 10.3 6.7
: : :
:# Traders : Number of Traders in Each Category :
All : 295: 107 61 102 81 68 241 203:
Old : 291: 110 68 90 79 68 233 195:
Other: 105: 21 31 26 39 19 78 61:
:----------------------------------------------------------------------------------------------------
: 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 : 8.9 33.8 16.4 40.1 8.6 31.4 15.5 36.3
Old : 9.5 33.1 17.9 40.1 9.2 31.1 17.0 36.5
Other: 26.2 43.3 40.7 59.3 25.0 40.1 36.4 50.2
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 6, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,004,844: 90,009 110,810 78,048 648,559 640,535 816,616 829,392: 188,228 175,451
Old : 1,004,844: 90,009 110,810 78,048 648,559 640,535 816,616 829,392: 188,228 175,451
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2014 :
: 51,311: 6,709 7,365 31,094 2,893 2,166 40,696 40,625: 10,615 10,687
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 11.0 7.8 64.5 63.7 81.3 82.5: 18.7 17.5
Old : 100.0: 9.0 11.0 7.8 64.5 63.7 81.3 82.5: 18.7 17.5
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 : 171: 37 31 41 78 83 133 137:
Old : 171: 37 31 41 78 83 133 137:
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 : 31.2 25.4 39.0 33.0 28.9 22.7 33.8 29.0
Old : 31.2 25.4 39.0 33.0 28.9 22.7 33.8 29.0
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, January 6, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 525,371: 63,631 73,354 8,350 337,128 358,571 409,109 440,274: 116,262 85,097
Old : 525,371: 63,631 73,354 8,350 337,128 358,571 409,109 440,274: 116,262 85,097
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2014 :
: 453: 3,658 10,196 -171 -3,579 -6,176 -92 3,849: 545 -3,395
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 14.0 1.6 64.2 68.3 77.9 83.8: 22.1 16.2
Old : 100.0: 12.1 14.0 1.6 64.2 68.3 77.9 83.8: 22.1 16.2
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 : 97: 15 16 10 49 50 69 71:
Old : 97: 15 16 10 49 50 69 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 40.0 39.2 50.0 20.9 37.9 31.3 46.3
Old : 25.1 40.0 39.2 50.0 20.9 37.9 31.3 46.3
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, January 6, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 29,000 U.S. GALLONS) :
: : :
All : 6,037: 2,089 181 465 3,019 5,059 5,573 5,705: 464 332
Old : 6,037: 2,089 181 465 3,019 5,059 5,573 5,705: 464 332
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2014 :
: 348: 197 -1 32 158 224 387 255: -39 93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.6 3.0 7.7 50.0 83.8 92.3 94.5: 7.7 5.5
Old : 100.0: 34.6 3.0 7.7 50.0 83.8 92.3 94.5: 7.7 5.5
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 : 40: 16 4 8 13 17 32 27:
Old : 40: 16 4 8 13 17 32 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.5 54.7 58.8 75.3 23.7 41.2 33.2 48.1
Old : 40.5 54.7 58.8 75.3 23.7 41.2 33.2 48.1
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, January 6, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 394,898: 120,565 50,025 74,385 151,299 236,946 346,248 361,356: 48,650 33,542
Old : 359,374: 120,574 46,264 63,501 130,723 219,492 314,798 329,257: 44,575 30,117
Other: 35,525: 4,528 8,300 6,346 20,576 17,454 31,450 32,099: 4,075 3,425
: : :
: : Changes in Commitments from: December 30, 2014 :
: -5,687: -5,309 -1,274 3,192 -1,700 -8,072 -3,818 -6,154: -1,869 467
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 12.7 18.8 38.3 60.0 87.7 91.5: 12.3 8.5
Old : 100.0: 33.6 12.9 17.7 36.4 61.1 87.6 91.6: 12.4 8.4
Other: 100.0: 12.7 23.4 17.9 57.9 49.1 88.5 90.4: 11.5 9.6
: : :
:# Traders : Number of Traders in Each Category :
All : 289: 88 75 88 92 91 238 208:
Old : 289: 94 74 84 90 91 234 206:
Other: 105: 17 25 22 50 29 80 64:
:----------------------------------------------------------------------------------------------------
: 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 32.7 14.4 41.3 7.1 28.7 12.2 34.2
Old : 7.8 34.5 14.4 42.9 7.2 32.3 12.9 38.2
Other: 25.2 30.7 40.5 45.1 23.8 28.4 38.9 39.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 6, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 9,283: 787 4,531 527 6,138 2,509 7,452 7,567: 1,830 1,716
Old : 9,257: 787 4,522 527 6,124 2,506 7,438 7,555: 1,818 1,702
Other: 26: 0 9 0 14 3 14 12: 12 14
: : :
: : Changes in Commitments from: December 30, 2014 :
: -451: -39 352 -336 9 -269 -366 -253: -85 -198
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 48.8 5.7 66.1 27.0 80.3 81.5: 19.7 18.5
Old : 100.0: 8.5 48.9 5.7 66.2 27.1 80.4 81.6: 19.6 18.4
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 6 18 17 33 39:
Old : 59: 12 19 6 17 17 32 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 : 51.3 32.3 60.4 46.8 48.1 32.0 54.6 43.3
Old : 51.4 32.4 60.4 47.0 48.2 32.1 54.7 43.4
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, January 6, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,346,626: 258,223 311,506 70,231 923,513 812,311 1,251,968 1,194,048: 94,658 152,578
Old : 1,346,626: 258,223 311,506 70,231 923,513 812,311 1,251,968 1,194,048: 94,658 152,578
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2014 :
: 35,627: -1,278 11,017 15,257 17,263 8,121 31,242 34,395: 4,384 1,231
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 23.1 5.2 68.6 60.3 93.0 88.7: 7.0 11.3
Old : 100.0: 19.2 23.1 5.2 68.6 60.3 93.0 88.7: 7.0 11.3
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 : 258: 44 58 35 97 121 155 200:
Old : 258: 44 58 35 97 121 155 200:
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 : 26.6 28.7 39.2 37.9 25.4 28.7 37.6 37.1
Old : 26.6 28.7 39.2 37.9 25.4 28.7 37.6 37.1
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, January 6, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 3,336,722: 270,145 520,308 393,432 2,348,931 1,973,950 3,012,508 2,887,690: 324,214 449,032
Old : 3,336,722: 270,145 520,308 393,432 2,348,931 1,973,950 3,012,508 2,887,690: 324,214 449,032
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2014 :
: 251,184: 2,728 -14,651 123,600 101,209 144,723 227,536 253,671: 23,648 -2,487
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 15.6 11.8 70.4 59.2 90.3 86.5: 9.7 13.5
Old : 100.0: 8.1 15.6 11.8 70.4 59.2 90.3 86.5: 9.7 13.5
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 : 366: 58 94 89 155 188 268 316:
Old : 366: 58 94 89 155 188 268 316:
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 : 29.3 14.9 39.0 22.0 26.6 12.2 33.6 16.1
Old : 29.3 14.9 39.0 22.0 26.6 12.2 33.6 16.1
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, January 6, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,997,746: 342,078 303,373 150,679 1,234,003 1,161,104 1,726,760 1,615,156: 270,985 382,590
Old : 1,997,746: 342,078 303,373 150,679 1,234,003 1,161,104 1,726,760 1,615,156: 270,985 382,590
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2014 :
: -5,045: 22,419 18,828 7,044 -65,413 -26,579 -35,950 -707: 30,905 -4,338
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 15.2 7.5 61.8 58.1 86.4 80.8: 13.6 19.2
Old : 100.0: 17.1 15.2 7.5 61.8 58.1 86.4 80.8: 13.6 19.2
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 : 284: 49 71 61 107 135 193 230:
Old : 284: 49 71 61 107 135 193 230:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.5 14.3 28.9 23.1 14.1 11.4 23.2 18.5
Old : 17.5 14.3 28.9 23.1 14.1 11.4 23.2 18.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 6, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 685,786: 23,717 148,844 145,016 491,604 338,073 660,337 631,933: 25,449 53,853
Old : 685,786: 23,717 148,844 145,016 491,604 338,073 660,337 631,933: 25,449 53,853
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2014 :
: -66,514: -18,021 -26,866 -10,213 -40,948 -33,650 -69,182 -70,729: 2,668 4,214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 21.7 21.1 71.7 49.3 96.3 92.1: 3.7 7.9
Old : 100.0: 3.5 21.7 21.1 71.7 49.3 96.3 92.1: 3.7 7.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 96: 10 34 35 39 45 75 93:
Old : 96: 10 34 35 39 45 75 93:
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 : 44.9 22.1 54.8 34.0 32.6 13.8 36.5 22.5
Old : 44.9 22.1 54.8 34.0 32.6 13.8 36.5 22.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 6, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 58,327: 19,674 10,054 850 29,357 41,802 49,880 52,706: 8,447 5,621
Old : 58,327: 19,674 10,054 850 29,357 41,802 49,880 52,706: 8,447 5,621
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2014 :
: -587: 2,000 220 153 -2,283 -638 -130 -266: -457 -321
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.7 17.2 1.5 50.3 71.7 85.5 90.4: 14.5 9.6
Old : 100.0: 33.7 17.2 1.5 50.3 71.7 85.5 90.4: 14.5 9.6
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 : 100: 31 20 9 36 23 70 49:
Old : 100: 31 20 9 36 23 70 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.2 39.7 37.6 60.2 22.1 39.6 37.5 59.9
Old : 22.2 39.7 37.6 60.2 22.1 39.6 37.5 59.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 6, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 116,655: 39,348 20,108 1,700 58,713 83,605 99,761 105,413: 16,894 11,242
Old : 116,655: 39,348 20,108 1,700 58,713 83,605 99,761 105,413: 16,894 11,242
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2014 :
: -1,174: 4,001 440 305 -4,566 -1,276 -261 -531: -913 -642
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.7 17.2 1.5 50.3 71.7 85.5 90.4: 14.5 9.6
Old : 100.0: 33.7 17.2 1.5 50.3 71.7 85.5 90.4: 14.5 9.6
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 : 100: 31 20 9 36 23 70 49:
Old : 100: 31 20 9 36 23 70 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.2 39.7 37.6 60.2 22.1 39.6 37.5 59.9
Old : 22.2 39.7 37.6 60.2 22.1 39.6 37.5 59.9
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, January 6, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 10,784: 9,140 9,462 629 912 678 10,681 10,769: 103 15
Old : 10,784: 9,140 9,462 629 912 678 10,681 10,769: 103 15
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2014 :
: 738: 604 763 -31 150 0 723 732: 15 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.8 87.7 5.8 8.5 6.3 99.0 99.9: 1.0 0.1
Old : 100.0: 84.8 87.7 5.8 8.5 6.3 99.0 99.9: 1.0 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 : 22: 12 8 2 2 1 15 10:
Old : 22: 12 8 2 2 1 15 10:
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 80.4 92.2 95.2 69.6 75.0 86.8 87.7
Old : 71.7 80.4 92.2 95.2 69.6 75.0 86.8 87.7
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, January 6, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 51,865: 23,785 23,430 24 27,963 28,252 51,772 51,706: 93 159
Old : 51,865: 23,785 23,430 24 27,963 28,252 51,772 51,706: 93 159
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2014 :
: 620: 2,428 383 20 -1,773 194 675 597: -55 23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.9 45.2 0.0 53.9 54.5 99.8 99.7: 0.2 0.3
Old : 100.0: 45.9 45.2 0.0 53.9 54.5 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: 7 19 2 8 14 17 33:
Old : 47: 7 19 2 8 14 17 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 85.5 58.6 97.3 76.5 82.3 51.1 90.6 69.0
Old : 85.5 58.6 97.3 76.5 82.3 51.1 90.6 69.0
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, January 6, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 33,547: 17,984 13,107 206 15,227 20,160 33,417 33,473: 130 74
Old : 33,547: 17,984 13,107 206 15,227 20,160 33,417 33,473: 130 74
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2014 :
: 1,062: -538 1,289 14 1,582 -256 1,058 1,047: 4 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.6 39.1 0.6 45.4 60.1 99.6 99.8: 0.4 0.2
Old : 100.0: 53.6 39.1 0.6 45.4 60.1 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: 6 20 2 6 17 13 38:
Old : 48: 6 20 2 6 17 13 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 91.9 56.6 98.5 75.9 91.9 56.4 98.0 74.8
Old : 91.9 56.6 98.5 75.9 91.9 56.4 98.0 74.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 9, 2015