WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 27, 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 : 500,478: 109,855 118,551 165,976 189,761 169,346 465,591 453,873: 34,886 46,604
Old : 342,503: 96,343 117,776 102,883 122,812 93,033 322,038 313,692: 20,465 28,811
Other: 157,975: 37,775 25,039 38,829 66,949 76,313 143,553 140,181: 14,422 17,793
: : :
: : Changes in Commitments from: January 20, 2015 :
: -7,035: -4,614 6,789 -3,986 1,713 -9,897 -6,887 -7,094: -148 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 23.7 33.2 37.9 33.8 93.0 90.7: 7.0 9.3
Old : 100.0: 28.1 34.4 30.0 35.9 27.2 94.0 91.6: 6.0 8.4
Other: 100.0: 23.9 15.8 24.6 42.4 48.3 90.9 88.7: 9.1 11.3
: : :
:# Traders : Number of Traders in Each Category :
All : 401: 130 112 164 108 109 336 316:
Old : 381: 141 105 123 95 100 293 279:
Other: 259: 65 85 76 71 81 193 191:
:----------------------------------------------------------------------------------------------------
: 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 9.3 19.6 17.2 10.5 7.8 17.1 12.7
Old : 13.0 12.2 21.6 20.4 12.4 10.1 19.5 16.7
Other: 17.0 18.5 27.6 29.2 15.8 17.3 24.4 23.8
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 27, 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 : 174,444: 40,798 41,623 30,104 84,970 76,829 155,872 148,556: 18,572 25,889
Old : 120,950: 40,928 38,815 16,012 52,215 50,276 109,155 105,103: 11,795 15,848
Other: 53,494: 7,631 10,570 6,330 32,755 26,553 46,717 43,453: 6,777 10,041
: : :
: : Changes in Commitments from: January 20, 2015 :
: 8,384: -1,805 7,753 3,205 7,049 -2,405 8,449 8,554: -65 -170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 23.9 17.3 48.7 44.0 89.4 85.2: 10.6 14.8
Old : 100.0: 33.8 32.1 13.2 43.2 41.6 90.2 86.9: 9.8 13.1
Other: 100.0: 14.3 19.8 11.8 61.2 49.6 87.3 81.2: 12.7 18.8
: : :
:# Traders : Number of Traders in Each Category :
All : 200: 46 49 55 76 74 152 158:
Old : 189: 48 43 38 67 64 132 132:
Other: 144: 19 36 23 51 60 91 102:
:----------------------------------------------------------------------------------------------------
: 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 18.1 27.7 25.8 12.4 13.6 19.9 19.3
Old : 24.6 21.1 36.6 29.7 24.6 21.1 35.1 28.9
Other: 18.8 27.9 34.0 37.5 18.7 26.6 33.8 34.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 27, 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 : 1,689,411: 410,722 162,384 440,688 706,356 776,642 1,557,766 1,379,714: 131,645 309,696
Old : 1,301,351: 333,388 166,839 332,447 533,167 585,542 1,199,002 1,084,827: 102,348 216,523
Other: 388,060: 114,926 33,137 70,649 173,189 191,101 358,764 294,887: 29,296 93,173
: : :
: : Changes in Commitments from: January 20, 2015 :
: -27,213: -22,463 -1,931 -3,717 -299 -30,225 -26,479 -35,873: -734 8,660
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 9.6 26.1 41.8 46.0 92.2 81.7: 7.8 18.3
Old : 100.0: 25.6 12.8 25.5 41.0 45.0 92.1 83.4: 7.9 16.6
Other: 100.0: 29.6 8.5 18.2 44.6 49.2 92.5 76.0: 7.5 24.0
: : :
:# Traders : Number of Traders in Each Category :
All : 783: 175 193 217 288 339 591 642:
Old : 757: 152 208 197 276 329 549 623:
Other: 505: 107 77 77 141 264 285 385:
:----------------------------------------------------------------------------------------------------
: 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 : 13.7 9.8 20.3 15.7 8.4 6.6 14.0 10.9
Old : 12.9 9.2 20.4 15.3 10.1 8.0 17.1 12.6
Other: 24.6 20.9 34.4 30.2 14.9 11.9 23.7 17.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 27, 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 : 9,156: 1,483 997 1,225 4,308 4,634 7,016 6,856: 2,139 2,299
Old : 7,865: 1,592 1,024 858 3,497 3,997 5,947 5,879: 1,918 1,986
Other: 1,290: 36 117 223 811 637 1,069 977: 221 313
: : :
: : Changes in Commitments from: January 20, 2015 :
: -223: -36 -385 4 -474 -250 -507 -631: 284 408
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 10.9 13.4 47.1 50.6 76.6 74.9: 23.4 25.1
Old : 100.0: 20.2 13.0 10.9 44.5 50.8 75.6 74.7: 24.4 25.3
Other: 100.0: 2.8 9.1 17.2 62.8 49.4 82.9 75.7: 17.1 24.3
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 9 7 6 15 9 28 18:
Old : 32: 11 5 5 15 8 27 17:
Other: 18: 2 4 5 9 7 15 12:
:----------------------------------------------------------------------------------------------------
: 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 : 35.0 47.3 53.7 63.8 33.6 39.6 41.5 47.9
Old : 36.3 52.4 53.4 66.1 35.7 48.0 46.3 55.8
Other: 51.1 48.9 72.8 71.7 50.0 41.9 61.7 54.6
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 27, 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 : 925,371: 161,457 178,921 285,717 431,911 318,620 879,086 783,258: 46,285 142,113
Old : 756,148: 148,756 189,480 210,687 360,892 258,642 720,335 658,809: 35,814 97,339
Other: 169,223: 53,838 30,577 33,894 71,019 59,978 158,751 124,449: 10,471 44,774
: : :
: : Changes in Commitments from: January 20, 2015 :
: 16,550: -18,737 11,640 -1,590 36,830 4,561 16,503 14,611: 48 1,940
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 19.3 30.9 46.7 34.4 95.0 84.6: 5.0 15.4
Old : 100.0: 19.7 25.1 27.9 47.7 34.2 95.3 87.1: 4.7 12.9
Other: 100.0: 31.8 18.1 20.0 42.0 35.4 93.8 73.5: 6.2 26.5
: : :
:# Traders : Number of Traders in Each Category :
All : 666: 156 261 270 170 198 496 577:
Old : 653: 154 260 238 161 189 460 550:
Other: 373: 108 97 89 84 131 238 272:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.4 11.3 21.4 17.3 9.5 5.7 14.6 9.1
Old : 14.2 11.8 22.2 18.0 10.2 7.5 16.8 11.7
Other: 21.1 19.3 33.8 26.3 19.9 17.8 31.2 22.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 27, 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 : 421,112: 120,149 73,468 90,493 174,541 222,929 385,184 386,890: 35,928 34,222
Old : 361,075: 124,627 77,604 61,086 146,041 191,894 331,754 330,584: 29,320 30,490
Other: 60,037: 12,442 12,783 12,488 28,500 31,034 53,430 56,306: 6,608 3,732
: : :
: : Changes in Commitments from: January 20, 2015 :
: 28,566: -7,165 23,636 12,744 22,865 -14,857 28,444 21,523: 123 7,044
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 17.4 21.5 41.4 52.9 91.5 91.9: 8.5 8.1
Old : 100.0: 34.5 21.5 16.9 40.4 53.1 91.9 91.6: 8.1 8.4
Other: 100.0: 20.7 21.3 20.8 47.5 51.7 89.0 93.8: 11.0 6.2
: : :
:# Traders : Number of Traders in Each Category :
All : 316: 105 79 108 88 78 253 227:
Old : 309: 103 87 95 86 75 242 214:
Other: 133: 37 32 36 45 27 101 81:
:----------------------------------------------------------------------------------------------------
: 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 : 7.8 29.1 14.2 34.8 7.8 25.9 13.6 30.7
Old : 8.7 28.9 15.8 34.8 8.7 26.1 15.6 31.7
Other: 20.9 35.5 34.9 51.1 18.9 32.2 30.3 41.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 27, 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 : 903,635: 89,066 89,083 75,206 557,093 567,278 721,365 731,568: 182,270 172,068
Old : 903,635: 89,066 89,083 75,206 557,093 567,278 721,365 731,568: 182,270 172,068
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2015 :
: -99,898: -1,802 6,745 -48,370 -50,680 -52,489 -100,852 -94,114: 953 -5,784
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 9.9 8.3 61.7 62.8 79.8 81.0: 20.2 19.0
Old : 100.0: 9.9 9.9 8.3 61.7 62.8 79.8 81.0: 20.2 19.0
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 : 163: 36 28 42 77 84 129 138:
Old : 163: 36 28 42 77 84 129 138:
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 : 26.8 22.3 35.4 31.0 24.9 18.6 30.5 26.4
Old : 26.8 22.3 35.4 31.0 24.9 18.6 30.5 26.4
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 27, 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 : 506,512: 57,465 72,249 7,085 333,394 342,759 397,944 422,093: 108,568 84,419
Old : 506,512: 57,465 72,249 7,085 333,394 342,759 397,944 422,093: 108,568 84,419
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2015 :
: -5,308: -1,910 -1,406 -3,109 6,142 3,190 1,124 -1,325: -6,431 -3,983
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 14.3 1.4 65.8 67.7 78.6 83.3: 21.4 16.7
Old : 100.0: 11.3 14.3 1.4 65.8 67.7 78.6 83.3: 21.4 16.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 98: 15 15 11 52 51 74 70:
Old : 98: 15 15 11 52 51 74 70:
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 : 24.3 35.4 38.2 49.0 19.0 35.4 29.2 45.6
Old : 24.3 35.4 38.2 49.0 19.0 35.4 29.2 45.6
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 27, 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: 1,052 202 572 4,517 5,412 6,141 6,186: 384 339
Old : 6,525: 1,052 202 572 4,517 5,412 6,141 6,186: 384 339
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2015 :
: -228: -933 -91 10 712 -196 -211 -277: -17 49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 3.1 8.8 69.2 82.9 94.1 94.8: 5.9 5.2
Old : 100.0: 16.1 3.1 8.8 69.2 82.9 94.1 94.8: 5.9 5.2
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: 11 3 8 17 20 30 30:
Old : 39: 11 3 8 17 20 30 30:
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 : 44.2 56.6 62.1 72.3 17.9 29.7 28.1 35.2
Old : 44.2 56.6 62.1 72.3 17.9 29.7 28.1 35.2
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 27, 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 : 433,178: 116,565 61,156 88,804 182,656 244,437 388,025 394,397: 45,152 38,781
Old : 383,789: 115,376 54,040 72,362 155,587 223,337 343,324 349,739: 40,464 34,049
Other: 49,389: 8,320 14,246 9,312 27,069 21,099 44,701 44,657: 4,688 4,732
: : :
: : Changes in Commitments from: January 20, 2015 :
: 16,527: 2,678 -5,797 6,968 6,744 16,908 16,391 18,080: 136 -1,553
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 14.1 20.5 42.2 56.4 89.6 91.0: 10.4 9.0
Old : 100.0: 30.1 14.1 18.9 40.5 58.2 89.5 91.1: 10.5 8.9
Other: 100.0: 16.8 28.8 18.9 54.8 42.7 90.5 90.4: 9.5 9.6
: : :
:# Traders : Number of Traders in Each Category :
All : 305: 89 83 98 91 89 247 222:
Old : 305: 99 82 94 91 89 246 219:
Other: 126: 23 31 28 57 35 98 77:
:----------------------------------------------------------------------------------------------------
: 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 28.0 13.9 36.9 6.5 24.7 11.2 30.5
Old : 7.3 30.2 13.7 38.3 6.4 28.5 11.8 34.6
Other: 22.0 31.7 36.3 46.8 21.6 27.8 35.1 40.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 27, 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 : 9,624: 802 5,023 923 6,277 1,838 8,002 7,785: 1,622 1,840
Old : 9,587: 801 5,009 923 6,258 1,835 7,982 7,768: 1,605 1,820
Other: 37: 1 14 0 19 3 20 17: 17 20
: : :
: : Changes in Commitments from: January 20, 2015 :
: 382: 46 35 413 -71 -141 389 308: -6 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 52.2 9.6 65.2 19.1 83.1 80.9: 16.9 19.1
Old : 100.0: 8.4 52.2 9.6 65.3 19.1 83.3 81.0: 16.7 19.0
Other: 100.0: 2.7 37.8 0.0 51.4 8.1 54.1 45.9: 45.9 54.1
: : :
:# Traders : Number of Traders in Each Category :
All : 67: 14 24 11 18 14 38 45:
Old : 67: 14 24 11 17 14 37 45:
Other: 7: 1 2 0 4 1 5 3:
:----------------------------------------------------------------------------------------------------
: 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 : 47.5 33.2 58.1 46.4 47.5 31.2 56.9 43.6
Old : 47.6 33.4 58.2 46.5 47.6 31.3 57.1 43.9
Other: 51.4 45.9 54.1 45.9 45.9 37.8 45.9 37.8
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 27, 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 : 1,398,749: 331,119 285,079 80,230 880,177 889,109 1,291,526 1,254,418: 107,223 144,331
Old : 1,398,749: 331,119 285,079 80,230 880,177 889,109 1,291,526 1,254,418: 107,223 144,331
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2015 :
: 6,433: 37,360 -10,250 -18,379 -21,185 38,062 -2,204 9,433: 8,637 -3,000
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 20.4 5.7 62.9 63.6 92.3 89.7: 7.7 10.3
Old : 100.0: 23.7 20.4 5.7 62.9 63.6 92.3 89.7: 7.7 10.3
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 : 268: 47 55 37 103 124 165 201:
Old : 268: 47 55 37 103 124 165 201:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.9 28.0 35.1 37.7 20.6 28.0 33.0 36.1
Old : 21.9 28.0 35.1 37.7 20.6 28.0 33.0 36.1
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 27, 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 : 3,365,325: 320,960 466,362 389,438 2,287,592 2,054,760 2,997,990 2,910,561: 367,335 454,764
Old : 3,365,325: 320,960 466,362 389,438 2,287,592 2,054,760 2,997,990 2,910,561: 367,335 454,764
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2015 :
: -328,807: -12,293 -5,120 -143,286 -183,315 -184,912 -338,894 -333,318: 10,087 4,511
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 13.9 11.6 68.0 61.1 89.1 86.5: 10.9 13.5
Old : 100.0: 9.5 13.9 11.6 68.0 61.1 89.1 86.5: 10.9 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 : 368: 57 94 92 162 185 278 312:
Old : 368: 57 94 92 162 185 278 312:
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 : 29.1 16.3 38.2 24.2 24.0 12.3 30.9 16.8
Old : 29.1 16.3 38.2 24.2 24.0 12.3 30.9 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, January 27, 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 : 1,975,276: 316,880 326,471 127,648 1,237,308 1,154,822 1,681,836 1,608,942: 293,440 366,334
Old : 1,975,276: 316,880 326,471 127,648 1,237,308 1,154,822 1,681,836 1,608,942: 293,440 366,334
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2015 :
: -130,962: -19,867 19,841 -56,769 -53,479 -95,984 -130,116 -132,912: -846 1,950
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 16.5 6.5 62.6 58.5 85.1 81.5: 14.9 18.5
Old : 100.0: 16.0 16.5 6.5 62.6 58.5 85.1 81.5: 14.9 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 : 269: 44 62 52 111 128 188 209:
Old : 269: 44 62 52 111 128 188 209:
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 : 19.8 14.6 30.8 22.6 16.9 13.0 24.0 19.9
Old : 19.8 14.6 30.8 22.6 16.9 13.0 24.0 19.9
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 27, 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 : 738,027: 20,164 141,157 145,160 550,304 407,116 715,628 693,433: 22,400 44,595
Old : 738,027: 20,164 141,157 145,160 550,304 407,116 715,628 693,433: 22,400 44,595
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2015 :
: 3,025: 2,642 -9,944 -4,815 8,516 20,603 6,343 5,844: -3,318 -2,819
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 19.1 19.7 74.6 55.2 97.0 94.0: 3.0 6.0
Old : 100.0: 2.7 19.1 19.7 74.6 55.2 97.0 94.0: 3.0 6.0
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 : 107: 18 30 35 45 53 83 102:
Old : 107: 18 30 35 45 53 83 102:
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 : 45.1 21.3 55.1 32.9 31.3 12.5 34.7 20.0
Old : 45.1 21.3 55.1 32.9 31.3 12.5 34.7 20.0
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 27, 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 : 54,454: 11,760 12,366 1,598 31,679 35,781 45,038 49,746: 9,416 4,708
Old : 54,454: 11,760 12,366 1,598 31,679 35,781 45,038 49,746: 9,416 4,708
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2015 :
: 2,729: -2,160 3,089 920 2,995 -1,866 1,755 2,143: 974 586
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 22.7 2.9 58.2 65.7 82.7 91.4: 17.3 8.6
Old : 100.0: 21.6 22.7 2.9 58.2 65.7 82.7 91.4: 17.3 8.6
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 : 93: 28 20 10 35 19 68 44:
Old : 93: 28 20 10 35 19 68 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.6 40.3 40.8 58.5 26.5 40.0 40.7 58.2
Old : 26.6 40.3 40.8 58.5 26.5 40.0 40.7 58.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 27, 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 : 108,908: 23,521 24,733 3,197 63,357 71,562 90,075 99,491: 18,833 9,417
Old : 108,908: 23,521 24,733 3,197 63,357 71,562 90,075 99,491: 18,833 9,417
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2015 :
: 5,458: -4,320 6,178 1,840 5,990 -3,733 3,510 4,285: 1,948 1,173
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 22.7 2.9 58.2 65.7 82.7 91.4: 17.3 8.6
Old : 100.0: 21.6 22.7 2.9 58.2 65.7 82.7 91.4: 17.3 8.6
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 : 93: 28 20 10 35 19 68 44:
Old : 93: 28 20 10 35 19 68 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.6 40.3 40.8 58.5 26.5 40.0 40.7 58.2
Old : 26.6 40.3 40.8 58.5 26.5 40.0 40.7 58.2
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 27, 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 : 12,667: 10,639 10,337 813 1,101 1,492 12,553 12,642: 114 25
Old : 12,667: 10,639 10,337 813 1,101 1,492 12,553 12,642: 114 25
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2015 :
: 547: 270 306 22 250 218 542 546: 5 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.0 81.6 6.4 8.7 11.8 99.1 99.8: 0.9 0.2
Old : 100.0: 84.0 81.6 6.4 8.7 11.8 99.1 99.8: 0.9 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 : 25: 13 9 2 2 2 16 12:
Old : 25: 13 9 2 2 2 16 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 : 78.8 71.3 94.9 90.4 77.3 68.8 87.5 83.2
Old : 78.8 71.3 94.9 90.4 77.3 68.8 87.5 83.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 27, 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 : 54,168: 24,285 18,845 4 29,795 35,168 54,084 54,017: 84 151
Old : 54,168: 24,285 18,845 4 29,795 35,168 54,084 54,017: 84 151
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2015 :
: 4,590: 1,195 -2,140 0 3,420 6,744 4,615 4,604: -25 -14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.8 34.8 0.0 55.0 64.9 99.8 99.7: 0.2 0.3
Old : 100.0: 44.8 34.8 0.0 55.0 64.9 99.8 99.7: 0.2 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 8 17 1 9 17 18 34:
Old : 49: 8 17 1 9 17 18 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 79.3 46.5 95.9 68.3 78.5 39.3 89.9 61.2
Old : 79.3 46.5 95.9 68.3 78.5 39.3 89.9 61.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 27, 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 : 36,235: 20,535 13,453 163 15,398 22,240 36,096 35,856: 139 379
Old : 36,235: 20,535 13,453 163 15,398 22,240 36,096 35,856: 139 379
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2015 :
: 190: -91 -102 0 273 -17 182 -119: 8 309
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.7 37.1 0.4 42.5 61.4 99.6 99.0: 0.4 1.0
Old : 100.0: 56.7 37.1 0.4 42.5 61.4 99.6 99.0: 0.4 1.0
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 : 47: 6 19 1 6 17 13 36:
Old : 47: 6 19 1 6 17 13 36:
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 : 88.3 54.8 98.1 71.9 88.3 54.8 98.1 71.3
Old : 88.3 54.8 98.1 71.9 88.3 54.8 98.1 71.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 30, 2015