WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 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 : 482,791: 119,057 106,465 148,999 179,335 181,271 447,391 436,735: 35,400 46,056
Old : 340,319: 98,847 106,320 96,179 122,983 108,789 318,009 311,288: 22,310 29,032
Other: 142,472: 39,159 19,094 33,872 56,351 72,482 129,382 125,447: 13,090 17,024
: : :
: : Changes in Commitments from: January 6, 2015 :
: 5,350: -6,732 -4,070 11,227 1,253 -4,996 5,748 2,160: -398 3,190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 22.1 30.9 37.1 37.5 92.7 90.5: 7.3 9.5
Old : 100.0: 29.0 31.2 28.3 36.1 32.0 93.4 91.5: 6.6 8.5
Other: 100.0: 27.5 13.4 23.8 39.6 50.9 90.8 88.1: 9.2 11.9
: : :
:# Traders : Number of Traders in Each Category :
All : 387: 134 113 149 97 108 317 300:
Old : 371: 144 102 115 86 102 277 274:
Other: 241: 65 70 68 63 83 174 180:
:----------------------------------------------------------------------------------------------------
: 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 : 12.5 9.9 20.8 18.5 10.8 8.4 17.7 14.2
Old : 14.0 12.1 23.3 22.0 12.1 11.0 19.7 19.4
Other: 19.4 17.4 31.0 29.2 17.5 15.8 26.2 23.8
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 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 : 153,248: 42,838 27,779 22,017 70,999 77,189 135,853 126,985: 17,394 26,263
Old : 110,795: 38,760 26,172 13,866 46,889 55,381 99,515 95,419: 11,280 15,377
Other: 42,452: 7,310 4,839 4,919 24,110 21,808 36,338 31,566: 6,114 10,886
: : :
: : Changes in Commitments from: January 6, 2015 :
: 5,982: -1,689 2,166 1,894 6,253 -519 6,458 3,541: -476 2,441
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 18.1 14.4 46.3 50.4 88.6 82.9: 11.4 17.1
Old : 100.0: 35.0 23.6 12.5 42.3 50.0 89.8 86.1: 10.2 13.9
Other: 100.0: 17.2 11.4 11.6 56.8 51.4 85.6 74.4: 14.4 25.6
: : :
:# Traders : Number of Traders in Each Category :
All : 184: 48 44 44 64 68 133 139:
Old : 173: 44 41 32 55 60 112 120:
Other: 130: 23 25 20 45 58 83 91:
:----------------------------------------------------------------------------------------------------
: 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 : 17.9 18.2 28.3 25.7 15.2 13.5 23.7 19.3
Old : 23.5 20.0 36.1 28.1 23.5 18.5 34.1 25.7
Other: 20.1 25.9 35.4 35.3 19.3 25.8 34.3 32.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 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 : 1,685,156: 435,138 152,697 428,283 690,333 802,596 1,553,755 1,383,577: 131,401 301,579
Old : 1,323,749: 371,905 169,021 316,818 531,465 619,910 1,220,188 1,105,749: 103,560 218,000
Other: 361,407: 109,689 30,133 65,009 158,868 182,686 333,566 277,828: 27,841 83,579
: : :
: : Changes in Commitments from: January 6, 2015 :
: 51,436: -1,041 23,517 24,664 30,393 -12,122 54,016 36,060: -2,580 15,377
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 9.1 25.4 41.0 47.6 92.2 82.1: 7.8 17.9
Old : 100.0: 28.1 12.8 23.9 40.1 46.8 92.2 83.5: 7.8 16.5
Other: 100.0: 30.4 8.3 18.0 44.0 50.5 92.3 76.9: 7.7 23.1
: : :
:# Traders : Number of Traders in Each Category :
All : 804: 193 183 210 302 362 602 660:
Old : 785: 168 203 193 293 351 571 641:
Other: 502: 103 82 75 125 275 259 402:
:----------------------------------------------------------------------------------------------------
: 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 : 12.1 10.1 18.8 15.6 7.4 7.0 13.0 11.0
Old : 11.5 9.4 18.9 14.9 9.8 7.8 16.1 12.4
Other: 23.6 19.6 34.5 29.1 14.2 11.8 24.0 17.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 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 : 9,256: 1,844 1,471 1,096 4,016 4,875 6,956 7,442: 2,300 1,814
Old : 8,315: 1,886 1,414 865 3,519 4,404 6,270 6,683: 2,045 1,632
Other: 941: 13 113 176 497 471 685 760: 255 181
: : :
: : Changes in Commitments from: January 6, 2015 :
: 339: -248 247 315 223 -533 291 29: 48 309
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 15.9 11.8 43.4 52.7 75.1 80.4: 24.9 19.6
Old : 100.0: 22.7 17.0 10.4 42.3 53.0 75.4 80.4: 24.6 19.6
Other: 100.0: 1.4 12.0 18.7 52.8 50.1 72.9 80.7: 27.1 19.3
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 11 5 6 16 10 30 18:
Old : 33: 12 4 5 16 8 29 16:
Other: 18: 1 5 5 8 9 14 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 : 34.0 53.0 50.9 69.3 31.3 47.2 39.0 53.6
Old : 35.6 58.1 51.0 72.6 33.3 53.9 43.5 60.5
Other: 42.3 54.9 65.0 72.4 38.8 41.8 47.2 51.5
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 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 : 842,371: 183,742 149,101 243,225 369,470 310,728 796,436 703,054: 45,935 139,317
Old : 691,605: 166,866 159,281 179,081 309,593 255,874 655,539 594,236: 36,066 97,369
Other: 150,766: 50,613 23,557 30,407 59,877 54,854 140,897 108,818: 9,869 41,948
: : :
: : Changes in Commitments from: January 6, 2015 :
: 39,200: -3,989 18,787 17,265 27,238 -1,141 40,514 34,910: -1,314 4,290
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 17.7 28.9 43.9 36.9 94.5 83.5: 5.5 16.5
Old : 100.0: 24.1 23.0 25.9 44.8 37.0 94.8 85.9: 5.2 14.1
Other: 100.0: 33.6 15.6 20.2 39.7 36.4 93.5 72.2: 6.5 27.8
: : :
:# Traders : Number of Traders in Each Category :
All : 630: 144 245 245 167 210 471 549:
Old : 617: 142 241 219 159 204 438 529:
Other: 359: 103 85 77 80 135 225 256:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.1 11.9 20.8 18.1 9.4 7.8 15.1 11.3
Old : 13.0 12.1 21.4 18.6 9.5 9.6 16.6 13.7
Other: 20.1 19.2 33.1 26.3 19.0 17.1 30.5 22.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 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 : 386,062: 123,945 48,638 77,106 150,184 232,348 351,235 358,093: 34,827 27,969
Old : 339,435: 127,953 51,092 55,834 126,400 207,729 310,187 314,655: 29,247 24,780
Other: 46,627: 8,131 9,687 9,132 23,784 24,619 41,048 43,438: 5,579 3,189
: : :
: : Changes in Commitments from: January 6, 2015 :
: 292: 4,266 -10,135 629 -7,437 9,397 -2,541 -109: 2,834 401
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 12.6 20.0 38.9 60.2 91.0 92.8: 9.0 7.2
Old : 100.0: 37.7 15.1 16.4 37.2 61.2 91.4 92.7: 8.6 7.3
Other: 100.0: 17.4 20.8 19.6 51.0 52.8 88.0 93.2: 12.0 6.8
: : :
:# Traders : Number of Traders in Each Category :
All : 290: 96 71 102 82 76 238 207:
Old : 286: 98 75 92 80 75 232 198:
Other: 107: 25 28 27 41 20 80 63:
:----------------------------------------------------------------------------------------------------
: 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 34.7 15.6 41.1 8.5 32.2 15.3 37.6
Old : 9.3 34.6 17.1 41.4 9.3 32.6 16.9 38.5
Other: 26.0 40.8 40.0 57.2 22.9 36.5 33.9 46.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 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 : 997,931: 89,456 95,780 101,539 624,140 628,316 815,135 825,635: 182,797 172,297
Old : 997,931: 89,456 95,780 101,539 624,140 628,316 815,135 825,635: 182,797 172,297
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: -6,912: -553 -15,030 23,491 -24,419 -12,219 -1,481 -3,758: -5,431 -3,155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 9.6 10.2 62.5 63.0 81.7 82.7: 18.3 17.3
Old : 100.0: 9.0 9.6 10.2 62.5 63.0 81.7 82.7: 18.3 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 : 184: 43 35 51 80 86 143 152:
Old : 184: 43 35 51 80 86 143 152:
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 : 27.9 22.0 35.8 31.5 25.5 18.4 30.2 25.8
Old : 27.9 22.0 35.8 31.5 25.5 18.4 30.2 25.8
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 13, 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 : 517,329: 54,217 75,534 9,965 341,494 347,212 405,675 432,711: 111,653 84,618
Old : 517,329: 54,217 75,534 9,965 341,494 347,212 405,675 432,711: 111,653 84,618
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: -8,042: -9,415 2,180 1,615 4,366 -11,359 -3,434 -7,563: -4,609 -479
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 14.6 1.9 66.0 67.1 78.4 83.6: 21.6 16.4
Old : 100.0: 10.5 14.6 1.9 66.0 67.1 78.4 83.6: 21.6 16.4
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 : 101: 15 17 11 51 51 72 73:
Old : 101: 15 17 11 51 51 72 73:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.8 37.8 38.5 48.1 19.6 36.4 29.7 45.0
Old : 24.8 37.8 38.5 48.1 19.6 36.4 29.7 45.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 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 : 6,525: 1,954 212 572 3,531 5,468 6,057 6,252: 468 273
Old : 6,525: 1,954 212 572 3,531 5,468 6,057 6,252: 468 273
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: 488: -135 31 107 512 409 484 547: 4 -59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 3.2 8.8 54.1 83.8 92.8 95.8: 7.2 4.2
Old : 100.0: 29.9 3.2 8.8 54.1 83.8 92.8 95.8: 7.2 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: 13 5 8 13 18 29 29:
Old : 39: 13 5 8 13 18 29 29:
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 : 42.8 55.6 62.4 75.8 22.6 37.8 33.2 44.0
Old : 42.8 55.6 62.4 75.8 22.6 37.8 33.2 44.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 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 : 403,722: 116,037 58,864 78,565 164,161 229,476 358,763 366,905: 44,959 36,817
Old : 363,671: 115,082 53,010 67,192 140,598 210,558 322,872 330,761: 40,800 32,911
Other: 40,050: 4,988 9,887 7,339 23,563 18,918 35,891 36,144: 4,159 3,906
: : :
: : Changes in Commitments from: January 6, 2015 :
: 8,823: -4,528 8,839 4,180 12,862 -7,470 12,514 5,548: -3,691 3,275
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 14.6 19.5 40.7 56.8 88.9 90.9: 11.1 9.1
Old : 100.0: 31.6 14.6 18.5 38.7 57.9 88.8 91.0: 11.2 9.0
Other: 100.0: 12.5 24.7 18.3 58.8 47.2 89.6 90.2: 10.4 9.8
: : :
:# Traders : Number of Traders in Each Category :
All : 298: 88 82 96 94 90 242 220:
Old : 298: 94 82 93 94 90 241 218:
Other: 106: 15 27 23 51 29 83 63:
:----------------------------------------------------------------------------------------------------
: 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 : 8.1 29.4 14.7 38.2 7.3 25.7 12.4 31.1
Old : 7.8 31.3 14.6 39.3 7.2 29.2 12.8 34.9
Other: 23.1 31.4 38.8 46.7 22.7 27.8 37.3 41.2
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 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 : 8,903: 767 4,837 373 6,137 1,957 7,277 7,167: 1,626 1,736
Old : 8,868: 767 4,828 373 6,119 1,954 7,259 7,155: 1,609 1,713
Other: 35: 0 9 0 18 3 18 12: 17 23
: : :
: : Changes in Commitments from: January 6, 2015 :
: -380: -20 306 -154 -1 -552 -175 -401: -205 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 54.3 4.2 68.9 22.0 81.7 80.5: 18.3 19.5
Old : 100.0: 8.7 54.4 4.2 69.0 22.0 81.9 80.7: 18.1 19.3
Other: 100.0: 0.0 25.7 0.0 51.4 8.6 51.4 34.3: 48.6 65.7
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 11 21 6 18 15 33 38:
Old : 59: 11 21 6 17 15 32 38:
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 : 54.4 34.0 62.7 48.3 54.3 33.6 62.1 46.0
Old : 54.5 34.2 62.8 48.5 54.5 33.7 62.2 46.2
Other: 51.4 34.3 51.4 34.3 42.9 25.7 42.9 25.7
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 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 : 1,369,953: 265,769 299,176 87,829 914,794 828,325 1,268,392 1,215,331: 101,561 154,623
Old : 1,369,953: 265,769 299,176 87,829 914,794 828,325 1,268,392 1,215,331: 101,561 154,623
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: 23,327: 7,546 -12,330 17,598 -8,719 16,015 16,425 21,282: 6,903 2,045
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 21.8 6.4 66.8 60.5 92.6 88.7: 7.4 11.3
Old : 100.0: 19.4 21.8 6.4 66.8 60.5 92.6 88.7: 7.4 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 : 263: 48 54 38 99 126 161 205:
Old : 263: 48 54 38 99 126 161 205:
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 : 25.5 28.4 38.3 38.5 24.3 28.4 36.6 36.7
Old : 25.5 28.4 38.3 38.5 24.3 28.4 36.6 36.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 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 : 3,531,487: 307,534 495,531 459,234 2,434,264 2,115,573 3,201,032 3,070,338: 330,454 461,149
Old : 3,531,487: 307,534 495,531 459,234 2,434,264 2,115,573 3,201,032 3,070,338: 330,454 461,149
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: 194,765: 37,389 -24,777 65,802 85,333 141,623 188,524 182,648: 6,240 12,117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 14.0 13.0 68.9 59.9 90.6 86.9: 9.4 13.1
Old : 100.0: 8.7 14.0 13.0 68.9 59.9 90.6 86.9: 9.4 13.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 384: 65 95 99 166 201 290 336:
Old : 384: 65 95 99 166 201 290 336:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.6 15.5 38.0 22.7 23.6 11.9 31.2 15.6
Old : 28.6 15.5 38.0 22.7 23.6 11.9 31.2 15.6
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 13, 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 : 2,073,305: 355,512 300,038 167,398 1,278,921 1,222,254 1,801,831 1,689,691: 271,474 383,614
Old : 2,073,305: 355,512 300,038 167,398 1,278,921 1,222,254 1,801,831 1,689,691: 271,474 383,614
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: 75,559: 13,433 -3,334 16,719 44,918 61,150 75,071 74,535: 489 1,024
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 14.5 8.1 61.7 59.0 86.9 81.5: 13.1 18.5
Old : 100.0: 17.1 14.5 8.1 61.7 59.0 86.9 81.5: 13.1 18.5
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 : 285: 49 67 59 108 140 192 231:
Old : 285: 49 67 59 108 140 192 231:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.4 14.2 30.0 22.3 15.5 12.5 23.6 19.1
Old : 19.4 14.2 30.0 22.3 15.5 12.5 23.6 19.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 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 : 728,963: 19,124 168,326 150,504 535,989 362,925 705,618 681,755: 23,346 47,208
Old : 728,963: 19,124 168,326 150,504 535,989 362,925 705,618 681,755: 23,346 47,208
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: 43,178: -4,593 19,483 5,488 44,386 24,852 45,281 49,822: -2,103 -6,645
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 23.1 20.6 73.5 49.8 96.8 93.5: 3.2 6.5
Old : 100.0: 2.6 23.1 20.6 73.5 49.8 96.8 93.5: 3.2 6.5
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 : 104: 15 34 38 42 49 81 101:
Old : 104: 15 34 38 42 49 81 101:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.3 21.8 55.2 33.5 33.6 12.9 37.3 21.4
Old : 45.3 21.8 55.2 33.5 33.6 12.9 37.3 21.4
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 13, 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 : 57,587: 17,829 9,542 1,057 30,525 41,239 49,411 51,838: 8,176 5,749
Old : 57,587: 17,829 9,542 1,057 30,525 41,239 49,411 51,838: 8,176 5,749
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: -741: -1,845 -512 207 1,169 -564 -469 -868: -271 128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 16.6 1.8 53.0 71.6 85.8 90.0: 14.2 10.0
Old : 100.0: 31.0 16.6 1.8 53.0 71.6 85.8 90.0: 14.2 10.0
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: 30 20 8 36 22 70 46:
Old : 98: 30 20 8 36 22 70 46:
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 : 22.6 39.1 39.0 60.4 22.5 39.1 38.9 60.0
Old : 22.6 39.1 39.0 60.4 22.5 39.1 38.9 60.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 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 : 115,173: 35,658 19,084 2,114 61,050 82,478 98,822 103,676: 16,351 11,497
Old : 115,173: 35,658 19,084 2,114 61,050 82,478 98,822 103,676: 16,351 11,497
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: -1,481: -3,690 -1,024 414 2,337 -1,127 -939 -1,737: -543 255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 16.6 1.8 53.0 71.6 85.8 90.0: 14.2 10.0
Old : 100.0: 31.0 16.6 1.8 53.0 71.6 85.8 90.0: 14.2 10.0
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: 30 20 8 36 22 70 46:
Old : 98: 30 20 8 36 22 70 46:
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 : 22.6 39.1 39.0 60.4 22.5 39.1 38.9 60.0
Old : 22.6 39.1 39.0 60.4 22.5 39.1 38.9 60.0
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 13, 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 : 11,579: 10,028 10,301 582 878 678 11,488 11,561: 91 18
Old : 11,579: 10,028 10,301 582 878 678 11,488 11,561: 91 18
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: 795: 888 839 -47 -34 0 807 792: -12 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.6 89.0 5.0 7.6 5.9 99.2 99.8: 0.8 0.2
Old : 100.0: 86.6 89.0 5.0 7.6 5.9 99.2 99.8: 0.8 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 : 24: 12 10 2 2 1 15 12:
Old : 24: 12 10 2 2 1 15 12:
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 : 77.5 75.4 96.4 91.9 76.0 71.9 90.4 86.0
Old : 77.5 75.4 96.4 91.9 76.0 71.9 90.4 86.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 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 : 50,297: 22,419 22,773 32 27,733 27,338 50,184 50,143: 113 154
Old : 50,297: 22,419 22,773 32 27,733 27,338 50,184 50,143: 113 154
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: -1,568: -1,366 -657 8 -230 -914 -1,588 -1,563: 20 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.6 45.3 0.1 55.1 54.4 99.8 99.7: 0.2 0.3
Old : 100.0: 44.6 45.3 0.1 55.1 54.4 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 : 46: 7 18 2 8 14 17 32:
Old : 46: 7 18 2 8 14 17 32:
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 59.8 97.6 77.2 82.2 52.1 90.7 69.6
Old : 85.5 59.8 97.6 77.2 82.2 52.1 90.7 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, January 13, 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 : 35,435: 19,418 13,120 163 15,745 22,057 35,326 35,340: 109 95
Old : 35,435: 19,418 13,120 163 15,745 22,057 35,326 35,340: 109 95
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: 1,888: 1,434 13 -43 518 1,897 1,909 1,867: -21 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.8 37.0 0.5 44.4 62.2 99.7 99.7: 0.3 0.3
Old : 100.0: 54.8 37.0 0.5 44.4 62.2 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 : 47: 8 17 1 6 17 15 34:
Old : 47: 8 17 1 6 17 15 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 87.5 55.5 97.5 74.1 87.5 55.3 97.5 73.1
Old : 87.5 55.5 97.5 74.1 87.5 55.3 97.5 73.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 16, 2015