WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 3, 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 : 553,352: 112,232 138,232 189,572 215,052 177,829 516,855 505,633: 36,497 47,719
Old : 373,480: 96,966 135,137 117,635 137,797 91,805 352,398 344,577: 21,082 28,903
Other: 179,872: 41,844 29,674 45,358 77,255 86,025 164,457 161,056: 15,415 18,815
: : :
: : Changes in Commitments from: January 27, 2015 :
: 52,874: 2,377 19,681 23,596 25,291 8,483 51,264 51,760: 1,611 1,114
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 25.0 34.3 38.9 32.1 93.4 91.4: 6.6 8.6
Old : 100.0: 26.0 36.2 31.5 36.9 24.6 94.4 92.3: 5.6 7.7
Other: 100.0: 23.3 16.5 25.2 43.0 47.8 91.4 89.5: 8.6 10.5
: : :
:# Traders : Number of Traders in Each Category :
All : 411: 136 121 162 112 109 346 315:
Old : 386: 139 113 126 101 97 301 280:
Other: 267: 74 78 84 75 87 205 200:
:----------------------------------------------------------------------------------------------------
: 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 : 11.3 8.5 18.9 15.9 9.7 6.8 15.8 11.3
Old : 12.4 11.0 20.6 19.2 11.5 9.1 18.2 15.2
Other: 15.5 17.0 25.2 26.9 14.3 15.8 21.9 22.5
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 3, 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 : 189,984: 43,824 48,242 35,109 93,176 80,169 172,109 163,520: 17,875 26,464
Old : 126,272: 42,417 43,176 17,057 56,256 50,687 115,730 110,920: 10,542 15,352
Other: 63,713: 10,921 14,580 8,538 36,920 29,482 56,379 52,600: 7,333 11,112
: : :
: : Changes in Commitments from: January 27, 2015 :
: 15,540: 3,026 6,619 5,005 8,206 3,340 16,237 14,964: -697 576
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 25.4 18.5 49.0 42.2 90.6 86.1: 9.4 13.9
Old : 100.0: 33.6 34.2 13.5 44.6 40.1 91.7 87.8: 8.3 12.2
Other: 100.0: 17.1 22.9 13.4 57.9 46.3 88.5 82.6: 11.5 17.4
: : :
:# Traders : Number of Traders in Each Category :
All : 196: 45 49 51 77 75 149 155:
Old : 183: 40 49 33 66 64 124 129:
Other: 143: 31 23 22 55 57 96 95:
:----------------------------------------------------------------------------------------------------
: 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 : 15.9 18.7 25.6 26.8 11.2 13.1 18.1 18.9
Old : 23.4 22.2 34.8 31.6 23.4 21.9 33.6 30.7
Other: 16.0 29.3 28.5 38.4 16.0 27.4 28.4 35.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 3, 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 : 1,758,303: 402,871 203,021 473,384 739,943 781,250 1,616,198 1,457,655: 142,105 300,648
Old : 1,338,140: 328,216 201,692 348,538 552,863 583,127 1,229,618 1,133,356: 108,522 204,783
Other: 420,163: 118,297 44,972 81,203 187,079 198,123 386,580 324,299: 33,583 95,865
: : :
: : Changes in Commitments from: January 27, 2015 :
: 68,892: -7,851 40,636 32,697 33,587 4,608 58,432 77,941: 10,460 -9,049
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 11.5 26.9 42.1 44.4 91.9 82.9: 8.1 17.1
Old : 100.0: 24.5 15.1 26.0 41.3 43.6 91.9 84.7: 8.1 15.3
Other: 100.0: 28.2 10.7 19.3 44.5 47.2 92.0 77.2: 8.0 22.8
: : :
:# Traders : Number of Traders in Each Category :
All : 785: 161 203 234 292 343 607 654:
Old : 757: 147 211 212 279 328 566 625:
Other: 511: 98 86 88 144 266 289 400:
:----------------------------------------------------------------------------------------------------
: 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 : 13.9 9.6 20.6 15.3 8.6 6.1 14.1 10.1
Old : 13.1 9.0 20.8 15.0 10.1 7.5 17.3 12.1
Other: 23.9 19.7 32.6 28.7 14.5 11.1 22.3 17.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 3, 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 : 10,245: 1,398 1,373 1,342 5,295 5,206 8,036 7,921: 2,209 2,324
Old : 8,358: 1,452 1,383 945 4,147 4,031 6,544 6,359: 1,815 1,999
Other: 1,887: 11 54 333 1,148 1,175 1,492 1,562: 395 325
: : :
: : Changes in Commitments from: January 27, 2015 :
: 1,089: -85 376 118 987 571 1,019 1,065: 70 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 13.4 13.1 51.7 50.8 78.4 77.3: 21.6 22.7
Old : 100.0: 17.4 16.6 11.3 49.6 48.2 78.3 76.1: 21.7 23.9
Other: 100.0: 0.6 2.9 17.6 60.9 62.3 79.1 82.8: 20.9 17.2
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 9 6 5 15 12 27 20:
Old : 31: 9 6 4 14 10 25 18:
Other: 17: 2 3 5 10 9 15 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 46.4 56.2 65.2 30.8 36.5 37.3 40.5
Old : 34.2 53.3 55.6 67.2 32.4 46.1 42.1 49.8
Other: 50.7 45.1 69.0 72.7 40.5 43.3 45.6 49.2
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 3, 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 : 958,275: 165,644 172,234 304,033 436,945 342,598 906,622 818,865: 51,653 139,410
Old : 779,849: 153,134 186,437 223,548 362,322 278,478 739,004 688,462: 40,845 91,387
Other: 178,426: 56,968 30,255 36,028 74,623 64,120 167,619 130,403: 10,807 48,023
: : :
: : Changes in Commitments from: January 27, 2015 :
: 32,904: 4,187 -6,687 18,316 5,034 23,979 27,536 35,607: 5,368 -2,703
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 18.0 31.7 45.6 35.8 94.6 85.5: 5.4 14.5
Old : 100.0: 19.6 23.9 28.7 46.5 35.7 94.8 88.3: 5.2 11.7
Other: 100.0: 31.9 17.0 20.2 41.8 35.9 93.9 73.1: 6.1 26.9
: : :
:# Traders : Number of Traders in Each Category :
All : 658: 154 259 268 173 200 499 570:
Old : 644: 158 250 236 163 188 463 540:
Other: 375: 112 87 95 89 138 244 280:
:----------------------------------------------------------------------------------------------------
: 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 11.5 20.4 18.2 8.9 6.4 14.0 9.3
Old : 13.3 12.3 21.1 19.5 9.1 8.4 15.9 12.7
Other: 20.0 19.2 32.6 25.1 18.7 17.6 29.8 22.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 3, 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 : 447,550: 102,579 93,054 118,363 192,654 202,694 413,595 414,110: 33,954 33,439
Old : 380,502: 107,678 99,441 83,939 161,949 168,007 353,567 351,388: 26,936 29,115
Other: 67,047: 14,767 13,478 14,558 30,704 34,686 60,029 62,723: 7,019 4,325
: : :
: : Changes in Commitments from: January 27, 2015 :
: 26,438: -17,570 19,586 27,869 18,112 -20,235 28,411 27,220: -1,973 -783
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 20.8 26.4 43.0 45.3 92.4 92.5: 7.6 7.5
Old : 100.0: 28.3 26.1 22.1 42.6 44.2 92.9 92.3: 7.1 7.7
Other: 100.0: 22.0 20.1 21.7 45.8 51.7 89.5 93.5: 10.5 6.5
: : :
:# Traders : Number of Traders in Each Category :
All : 346: 101 93 131 94 78 276 261:
Old : 339: 104 97 117 93 75 266 246:
Other: 146: 32 42 48 48 27 114 93:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 8.2 24.2 14.5 29.4 7.3 20.6 13.1 24.8
Old : 9.3 23.1 16.5 28.6 9.3 21.1 16.2 25.5
Other: 19.0 34.3 33.1 49.1 16.4 31.5 27.6 40.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 3, 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 : 833,968: 77,645 81,719 78,102 501,095 499,413 656,843 659,235: 177,125 174,733
Old : 833,968: 77,645 81,719 78,102 501,095 499,413 656,843 659,235: 177,125 174,733
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2015 :
: -69,667: -11,421 -7,364 2,897 -55,998 -67,865 -64,522 -72,333: -5,145 2,665
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 9.8 9.4 60.1 59.9 78.8 79.0: 21.2 21.0
Old : 100.0: 9.3 9.8 9.4 60.1 59.9 78.8 79.0: 21.2 21.0
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 : 161: 34 28 40 81 83 130 136:
Old : 161: 34 28 40 81 83 130 136:
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 : 24.5 18.4 32.4 27.1 21.2 14.3 27.2 22.5
Old : 24.5 18.4 32.4 27.1 21.2 14.3 27.2 22.5
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, February 3, 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 : 506,015: 47,608 76,834 12,393 330,072 325,554 390,073 414,780: 115,942 91,234
Old : 506,015: 47,608 76,834 12,393 330,072 325,554 390,073 414,780: 115,942 91,234
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2015 :
: -497: -9,857 4,585 5,308 -3,322 -17,205 -7,871 -7,313: 7,374 6,816
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 15.2 2.4 65.2 64.3 77.1 82.0: 22.9 18.0
Old : 100.0: 9.4 15.2 2.4 65.2 64.3 77.1 82.0: 22.9 18.0
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 : 96: 13 15 9 52 51 70 70:
Old : 96: 13 15 9 52 51 70 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 : 24.5 32.8 37.5 47.5 18.1 32.4 27.5 42.8
Old : 24.5 32.8 37.5 47.5 18.1 32.4 27.5 42.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 3, 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 : 7,086: 1,206 192 604 4,900 5,928 6,710 6,724: 376 362
Old : 7,086: 1,206 192 604 4,900 5,928 6,710 6,724: 376 362
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2015 :
: 561: 154 -10 32 383 516 569 538: -8 23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 2.7 8.5 69.2 83.7 94.7 94.9: 5.3 5.1
Old : 100.0: 17.0 2.7 8.5 69.2 83.7 94.7 94.9: 5.3 5.1
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 : 41: 12 2 8 16 22 30 32:
Old : 41: 12 2 8 16 22 30 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 : 42.3 56.3 61.7 71.9 16.4 27.6 25.0 33.2
Old : 42.3 56.3 61.7 71.9 16.4 27.6 25.0 33.2
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, February 3, 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 : 439,073: 114,797 65,232 90,938 183,077 246,893 388,812 403,063: 50,261 36,010
Old : 388,067: 115,676 58,857 73,053 154,472 226,042 343,200 357,951: 44,867 30,116
Other: 51,006: 7,407 14,660 9,600 28,605 20,851 45,612 45,111: 5,394 5,895
: : :
: : Changes in Commitments from: January 27, 2015 :
: 5,895: -1,768 4,076 2,134 421 2,456 787 8,666: 5,108 -2,771
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 14.9 20.7 41.7 56.2 88.6 91.8: 11.4 8.2
Old : 100.0: 29.8 15.2 18.8 39.8 58.2 88.4 92.2: 11.6 7.8
Other: 100.0: 14.5 28.7 18.8 56.1 40.9 89.4 88.4: 10.6 11.6
: : :
:# Traders : Number of Traders in Each Category :
All : 296: 81 90 95 90 88 240 217:
Old : 296: 93 87 94 90 88 240 216:
Other: 127: 22 34 29 58 36 101 78:
:----------------------------------------------------------------------------------------------------
: 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 27.5 14.0 36.1 6.1 24.1 10.5 29.5
Old : 7.5 29.8 13.7 37.6 6.1 28.0 11.2 33.9
Other: 20.7 31.2 35.0 45.7 20.3 26.9 33.2 39.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 3, 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 : 11,032: 677 4,968 1,945 6,452 2,130 9,075 9,044: 1,957 1,989
Old : 10,994: 677 4,955 1,944 6,433 2,127 9,055 9,027: 1,939 1,968
Other: 38: 1 14 0 19 3 20 17: 18 21
: : :
: : Changes in Commitments from: January 27, 2015 :
: 1,408: -124 -54 1,022 175 291 1,073 1,259: 335 149
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 45.0 17.6 58.5 19.3 82.3 82.0: 17.7 18.0
Old : 100.0: 6.2 45.1 17.7 58.5 19.3 82.4 82.1: 17.6 17.9
Other: 100.0: 2.6 36.8 0.0 50.0 7.9 52.6 44.7: 47.4 55.3
: : :
:# Traders : Number of Traders in Each Category :
All : 66: 14 25 13 20 14 40 47:
Old : 66: 14 25 13 19 14 39 47:
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 : 39.2 29.0 52.5 41.8 39.1 27.3 48.6 37.6
Old : 39.3 29.1 52.6 42.0 39.2 27.4 48.7 37.7
Other: 50.0 44.7 52.6 44.7 44.7 36.8 44.7 36.8
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 3, 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 : 1,448,094: 297,791 292,706 96,206 947,446 908,609 1,341,443 1,297,521: 106,651 150,573
Old : 1,448,094: 297,791 292,706 96,206 947,446 908,609 1,341,443 1,297,521: 106,651 150,573
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2015 :
: 49,345: -33,328 7,627 15,976 67,269 19,500 49,917 43,103: -572 6,242
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 20.2 6.6 65.4 62.7 92.6 89.6: 7.4 10.4
Old : 100.0: 20.6 20.2 6.6 65.4 62.7 92.6 89.6: 7.4 10.4
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 : 265: 41 57 35 103 130 162 204:
Old : 265: 41 57 35 103 130 162 204:
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 : 21.7 27.0 34.0 37.4 19.5 27.0 31.3 34.6
Old : 21.7 27.0 34.0 37.4 19.5 27.0 31.3 34.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 3, 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 : 3,409,917: 301,948 451,971 431,830 2,297,538 2,073,936 3,031,316 2,957,738: 378,601 452,180
Old : 3,409,917: 301,948 451,971 431,830 2,297,538 2,073,936 3,031,316 2,957,738: 378,601 452,180
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2015 :
: 44,592: -19,012 -14,391 42,392 9,945 19,176 33,326 47,177: 11,266 -2,585
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 13.3 12.7 67.4 60.8 88.9 86.7: 11.1 13.3
Old : 100.0: 8.9 13.3 12.7 67.4 60.8 88.9 86.7: 11.1 13.3
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 : 371: 60 97 98 162 189 281 325:
Old : 371: 60 97 98 162 189 281 325:
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 : 26.0 16.5 35.1 24.5 19.9 11.0 26.6 15.2
Old : 26.0 16.5 35.1 24.5 19.9 11.0 26.6 15.2
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, February 3, 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 : 1,993,615: 321,554 357,938 127,545 1,286,876 1,170,286 1,735,975 1,655,768: 257,639 337,846
Old : 1,993,615: 321,554 357,938 127,545 1,286,876 1,170,286 1,735,975 1,655,768: 257,639 337,846
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2015 :
: 18,339: 4,674 31,466 -103 49,569 15,463 54,139 46,826: -35,801 -28,488
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 18.0 6.4 64.5 58.7 87.1 83.1: 12.9 16.9
Old : 100.0: 16.1 18.0 6.4 64.5 58.7 87.1 83.1: 12.9 16.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 268: 46 59 55 116 131 191 216:
Old : 268: 46 59 55 116 131 191 216:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.5 15.0 33.0 23.2 16.4 13.2 23.7 20.6
Old : 20.5 15.0 33.0 23.2 16.4 13.2 23.7 20.6
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, February 3, 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 : 703,751: 14,383 134,306 134,153 531,161 389,990 679,697 658,449: 24,054 45,301
Old : 703,751: 14,383 134,306 134,153 531,161 389,990 679,697 658,449: 24,054 45,301
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2015 :
: -34,277: -5,782 -6,850 -11,006 -19,143 -17,127 -35,931 -34,983: 1,654 706
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 19.1 19.1 75.5 55.4 96.6 93.6: 3.4 6.4
Old : 100.0: 2.0 19.1 19.1 75.5 55.4 96.6 93.6: 3.4 6.4
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 : 105: 16 30 33 42 52 78 100:
Old : 105: 16 30 33 42 52 78 100:
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 : 45.4 20.6 55.3 32.4 31.4 11.1 35.0 18.8
Old : 45.4 20.6 55.3 32.4 31.4 11.1 35.0 18.8
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, February 3, 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 : 54,278: 13,310 8,418 1,438 28,783 39,126 43,531 48,982: 10,747 5,297
Old : 54,278: 13,310 8,418 1,438 28,783 39,126 43,531 48,982: 10,747 5,297
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2015 :
: -176: 1,550 -3,948 -161 -2,896 3,345 -1,506 -764: 1,331 588
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 15.5 2.6 53.0 72.1 80.2 90.2: 19.8 9.8
Old : 100.0: 24.5 15.5 2.6 53.0 72.1 80.2 90.2: 19.8 9.8
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 : 92: 31 16 12 34 20 69 44:
Old : 92: 31 16 12 34 20 69 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 : 21.3 39.3 33.3 59.3 21.3 39.0 33.2 59.1
Old : 21.3 39.3 33.3 59.3 21.3 39.0 33.2 59.1
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, February 3, 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 : 108,557: 26,620 16,836 2,876 57,566 78,252 87,062 97,964: 21,494 10,593
Old : 108,557: 26,620 16,836 2,876 57,566 78,252 87,062 97,964: 21,494 10,593
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2015 :
: -351: 3,099 -7,896 -321 -5,791 6,690 -3,013 -1,528: 2,662 1,176
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 15.5 2.6 53.0 72.1 80.2 90.2: 19.8 9.8
Old : 100.0: 24.5 15.5 2.6 53.0 72.1 80.2 90.2: 19.8 9.8
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 : 92: 31 16 12 34 20 69 44:
Old : 92: 31 16 12 34 20 69 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 : 21.3 39.3 33.3 59.3 21.3 39.0 33.2 59.1
Old : 21.3 39.3 33.3 59.3 21.3 39.0 33.2 59.1
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, February 3, 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 : 12,590: 11,314 10,263 813 365 1,487 12,492 12,563: 98 27
Old : 12,590: 11,314 10,263 813 365 1,487 12,492 12,563: 98 27
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2015 :
: -77: 675 -74 0 -736 -5 -61 -79: -16 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.9 81.5 6.5 2.9 11.8 99.2 99.8: 0.8 0.2
Old : 100.0: 89.9 81.5 6.5 2.9 11.8 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 : 25: 14 9 2 1 2 16 12:
Old : 25: 14 9 2 1 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 : 74.1 72.8 94.7 91.4 72.7 70.3 87.7 84.1
Old : 74.1 72.8 94.7 91.4 72.7 70.3 87.7 84.1
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, February 3, 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 : 53,881: 23,797 17,945 3 29,988 35,816 53,788 53,764: 93 117
Old : 53,881: 23,797 17,945 3 29,988 35,816 53,788 53,764: 93 117
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2015 :
: -287: -488 -900 -1 193 648 -296 -253: 9 -34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.2 33.3 0.0 55.7 66.5 99.8 99.8: 0.2 0.2
Old : 100.0: 44.2 33.3 0.0 55.7 66.5 99.8 99.8: 0.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 7 17 1 8 17 16 34:
Old : 48: 7 17 1 8 17 16 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 : 79.7 47.0 96.4 69.0 78.9 39.8 90.4 61.9
Old : 79.7 47.0 96.4 69.0 78.9 39.8 90.4 61.9
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, February 3, 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: 22,957 12,846 242 12,068 21,908 35,267 34,996: 168 439
Old : 35,435: 22,957 12,846 242 12,068 21,908 35,267 34,996: 168 439
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2015 :
: -800: 2,422 -607 79 -3,330 -332 -829 -860: 29 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.8 36.3 0.7 34.1 61.8 99.5 98.8: 0.5 1.2
Old : 100.0: 64.8 36.3 0.7 34.1 61.8 99.5 98.8: 0.5 1.2
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 : 46: 8 16 2 6 17 15 34:
Old : 46: 8 16 2 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 : 87.7 56.0 97.2 72.9 87.7 56.0 97.2 72.3
Old : 87.7 56.0 97.2 72.9 87.7 56.0 97.2 72.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 6, 2015