WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 10, 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 : 548,718: 108,733 133,316 195,959 205,755 171,616 510,446 500,891: 38,272 47,828
Old : 359,039: 95,564 129,940 114,732 127,096 85,447 337,392 330,119: 21,647 28,920
Other: 189,679: 46,657 36,864 47,738 78,659 86,169 173,054 170,772: 16,625 18,908
: : :
: : Changes in Commitments from: February 3, 2015 :
: -4,634: -3,499 -4,916 6,387 -9,297 -6,213 -6,409 -4,743: 1,775 109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 24.3 35.7 37.5 31.3 93.0 91.3: 7.0 8.7
Old : 100.0: 26.6 36.2 32.0 35.4 23.8 94.0 91.9: 6.0 8.1
Other: 100.0: 24.6 19.4 25.2 41.5 45.4 91.2 90.0: 8.8 10.0
: : :
:# Traders : Number of Traders in Each Category :
All : 403: 135 125 169 108 102 344 316:
Old : 379: 137 118 133 99 91 301 282:
Other: 278: 86 80 88 76 81 216 203:
:----------------------------------------------------------------------------------------------------
: 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 : 11.5 9.1 19.4 16.5 10.2 7.7 16.4 12.2
Old : 12.9 11.7 21.2 20.3 12.0 10.2 18.9 16.6
Other: 15.5 16.4 25.1 25.5 13.9 15.0 21.4 22.2
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 10, 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 : 184,859: 42,288 46,254 37,494 87,298 75,141 167,080 158,888: 17,778 25,971
Old : 118,790: 41,264 37,910 17,788 49,335 47,889 108,387 103,587: 10,402 15,203
Other: 66,069: 11,874 19,194 8,856 37,963 27,251 58,693 55,301: 7,376 10,768
: : :
: : Changes in Commitments from: February 3, 2015 :
: -5,126: -1,536 -1,989 2,385 -5,878 -5,028 -5,029 -4,632: -97 -494
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 25.0 20.3 47.2 40.6 90.4 86.0: 9.6 14.0
Old : 100.0: 34.7 31.9 15.0 41.5 40.3 91.2 87.2: 8.8 12.8
Other: 100.0: 18.0 29.1 13.4 57.5 41.2 88.8 83.7: 11.2 16.3
: : :
:# Traders : Number of Traders in Each Category :
All : 197: 50 48 57 73 73 149 159:
Old : 185: 51 40 43 61 62 128 132:
Other: 148: 25 35 26 54 59 95 107:
:----------------------------------------------------------------------------------------------------
: 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 : 14.6 17.6 23.9 25.9 11.8 13.4 18.7 19.4
Old : 20.3 23.3 31.6 32.9 20.3 23.0 29.9 31.8
Other: 15.0 23.8 26.9 34.1 15.0 21.8 26.9 31.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 10, 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 : 1,768,289: 378,486 185,866 485,835 756,600 797,800 1,620,921 1,469,501: 147,368 298,788
Old : 1,337,615: 302,055 185,222 357,827 565,187 596,295 1,225,069 1,139,344: 112,545 198,271
Other: 430,674: 118,694 42,907 85,745 191,413 201,505 395,852 330,157: 34,822 100,517
: : :
: : Changes in Commitments from: February 3, 2015 :
: 9,986: -24,385 -17,155 12,451 16,657 16,550 4,723 11,846: 5,263 -1,860
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 10.5 27.5 42.8 45.1 91.7 83.1: 8.3 16.9
Old : 100.0: 22.6 13.8 26.8 42.3 44.6 91.6 85.2: 8.4 14.8
Other: 100.0: 27.6 10.0 19.9 44.4 46.8 91.9 76.7: 8.1 23.3
: : :
:# Traders : Number of Traders in Each Category :
All : 777: 156 204 230 297 342 602 653:
Old : 747: 144 210 202 283 325 557 618:
Other: 523: 98 97 92 150 268 296 413:
:----------------------------------------------------------------------------------------------------
: 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 : 14.8 10.7 21.4 16.6 8.8 6.3 14.2 10.3
Old : 14.2 10.2 21.9 16.6 10.0 7.9 17.0 12.4
Other: 23.4 18.1 32.0 27.0 15.3 10.9 22.9 16.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 10, 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 : 10,534: 1,291 1,688 1,396 5,717 4,999 8,405 8,083: 2,130 2,451
Old : 8,223: 1,295 1,521 1,015 4,123 3,617 6,432 6,153: 1,790 2,070
Other: 2,311: 10 181 367 1,595 1,382 1,972 1,930: 339 381
: : :
: : Changes in Commitments from: February 3, 2015 :
: 289: -107 315 54 423 -207 369 162: -80 127
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 16.0 13.3 54.3 47.5 79.8 76.7: 20.2 23.3
Old : 100.0: 15.8 18.5 12.3 50.1 44.0 78.2 74.8: 21.8 25.2
Other: 100.0: 0.4 7.8 15.9 69.0 59.8 85.3 83.5: 14.7 16.5
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 8 8 5 14 11 26 20:
Old : 30: 9 6 4 13 9 24 17:
Other: 18: 2 4 5 10 10 15 16:
:----------------------------------------------------------------------------------------------------
: 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 : 35.9 46.4 58.0 64.3 31.6 35.1 37.9 39.4
Old : 34.0 55.9 55.8 66.7 31.4 47.4 44.3 50.8
Other: 53.8 46.7 74.6 72.4 44.4 45.0 54.2 52.8
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 10, 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 : 995,015: 155,492 183,427 337,752 446,592 331,909 939,835 853,087: 55,179 141,928
Old : 806,398: 143,690 195,959 251,452 368,556 266,941 763,699 714,352: 42,699 92,046
Other: 188,617: 58,582 34,249 39,518 78,036 64,968 176,137 138,735: 12,480 49,881
: : :
: : Changes in Commitments from: February 3, 2015 :
: 36,740: -10,152 11,193 33,718 9,647 -10,690 33,213 34,222: 3,527 2,518
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 18.4 33.9 44.9 33.4 94.5 85.7: 5.5 14.3
Old : 100.0: 17.8 24.3 31.2 45.7 33.1 94.7 88.6: 5.3 11.4
Other: 100.0: 31.1 18.2 21.0 41.4 34.4 93.4 73.6: 6.6 26.4
: : :
:# Traders : Number of Traders in Each Category :
All : 653: 144 262 278 180 198 507 576:
Old : 639: 146 255 245 167 185 467 545:
Other: 377: 106 99 105 87 132 251 284:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.4 11.6 20.3 18.0 8.6 5.9 13.4 8.9
Old : 12.8 12.5 20.8 19.4 9.0 8.0 15.3 12.2
Other: 19.6 18.9 32.0 24.5 18.4 17.3 29.3 21.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 10, 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 : 429,661: 98,802 80,289 111,993 186,040 202,642 396,835 394,925: 32,825 34,736
Old : 362,573: 103,478 85,499 78,457 154,866 167,809 336,800 331,765: 25,772 30,808
Other: 67,088: 14,757 14,223 14,104 31,174 34,833 60,035 63,160: 7,053 3,928
: : :
: : Changes in Commitments from: February 3, 2015 :
: -17,889: -3,777 -12,764 -6,370 -6,613 -51 -16,760 -19,186: -1,129 1,297
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 18.7 26.1 43.3 47.2 92.4 91.9: 7.6 8.1
Old : 100.0: 28.5 23.6 21.6 42.7 46.3 92.9 91.5: 7.1 8.5
Other: 100.0: 22.0 21.2 21.0 46.5 51.9 89.5 94.1: 10.5 5.9
: : :
:# Traders : Number of Traders in Each Category :
All : 321: 89 92 127 91 81 260 250:
Old : 315: 94 98 112 89 78 247 237:
Other: 157: 40 45 43 50 30 117 96:
:----------------------------------------------------------------------------------------------------
: 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 : 8.7 26.3 15.2 31.8 7.7 22.8 13.6 27.5
Old : 9.5 25.4 17.1 31.3 9.3 23.1 16.6 28.0
Other: 18.7 35.0 32.9 48.9 16.7 32.2 28.5 41.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 10, 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 : 829,023: 68,698 77,614 83,903 501,098 498,963 653,699 660,481: 175,324 168,542
Old : 829,023: 68,698 77,614 83,903 501,098 498,963 653,699 660,481: 175,324 168,542
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2015 :
: -4,945: -8,947 -4,105 5,801 2 -450 -3,144 1,246: -1,801 -6,191
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 9.4 10.1 60.4 60.2 78.9 79.7: 21.1 20.3
Old : 100.0: 8.3 9.4 10.1 60.4 60.2 78.9 79.7: 21.1 20.3
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 : 168: 28 40 46 82 84 137 143:
Old : 168: 28 40 46 82 84 137 143:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.9 14.2 33.0 24.2 19.9 10.7 26.3 18.1
Old : 23.9 14.2 33.0 24.2 19.9 10.7 26.3 18.1
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 10, 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 : 541,377: 45,459 78,190 17,314 357,478 355,691 420,250 451,194: 121,127 90,182
Old : 541,377: 45,459 78,190 17,314 357,478 355,691 420,250 451,194: 121,127 90,182
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2015 :
: 35,362: -2,149 1,356 4,921 27,406 30,137 30,177 36,414: 5,185 -1,052
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 14.4 3.2 66.0 65.7 77.6 83.3: 22.4 16.7
Old : 100.0: 8.4 14.4 3.2 66.0 65.7 77.6 83.3: 22.4 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 : 94: 11 15 10 51 53 69 71:
Old : 94: 11 15 10 51 53 69 71:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.3 34.9 37.1 48.6 17.8 33.6 27.8 40.9
Old : 23.3 34.9 37.1 48.6 17.8 33.6 27.8 40.9
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 10, 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 : 6,873: 1,149 223 633 4,679 5,707 6,461 6,563: 412 310
Old : 6,873: 1,149 223 633 4,679 5,707 6,461 6,563: 412 310
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2015 :
: -213: -57 31 29 -221 -221 -249 -161: 36 -52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 3.2 9.2 68.1 83.0 94.0 95.5: 6.0 4.5
Old : 100.0: 16.7 3.2 9.2 68.1 83.0 94.0 95.5: 6.0 4.5
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 : 38: 11 3 8 15 19 28 30:
Old : 38: 11 3 8 15 19 28 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 : 41.9 56.4 61.7 73.0 20.5 31.4 28.4 37.3
Old : 41.9 56.4 61.7 73.0 20.5 31.4 28.4 37.3
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 10, 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 : 437,126: 102,559 68,728 100,016 183,408 228,322 385,983 397,067: 51,143 40,059
Old : 381,298: 103,749 61,358 79,984 151,792 206,483 335,524 347,825: 45,774 33,474
Other: 55,828: 8,037 16,598 10,805 31,616 21,839 50,459 49,242: 5,369 6,585
: : :
: : Changes in Commitments from: February 3, 2015 :
: -1,947: -12,238 3,496 9,078 331 -18,570 -2,829 -5,996: 882 4,049
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 15.7 22.9 42.0 52.2 88.3 90.8: 11.7 9.2
Old : 100.0: 27.2 16.1 21.0 39.8 54.2 88.0 91.2: 12.0 8.8
Other: 100.0: 14.4 29.7 19.4 56.6 39.1 90.4 88.2: 9.6 11.8
: : :
:# Traders : Number of Traders in Each Category :
All : 294: 84 82 104 93 89 242 226:
Old : 294: 100 78 101 93 89 240 225:
Other: 135: 23 41 34 60 35 109 84:
:----------------------------------------------------------------------------------------------------
: 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 : 8.8 26.5 15.0 34.8 6.9 22.6 11.4 28.0
Old : 8.1 28.2 14.6 36.2 6.7 26.4 11.8 32.6
Other: 19.0 28.4 33.0 41.9 17.3 23.2 28.8 35.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 10, 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 : 11,232: 639 4,804 2,256 6,404 2,250 9,300 9,310: 1,932 1,922
Old : 11,031: 791 4,848 2,049 6,306 2,247 9,147 9,144: 1,884 1,887
Other: 201: 51 159 4 98 3 153 166: 48 35
: : :
: : Changes in Commitments from: February 3, 2015 :
: 199: -38 -165 311 -48 120 225 266: -25 -67
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 42.8 20.1 57.0 20.0 82.8 82.9: 17.2 17.1
Old : 100.0: 7.2 43.9 18.6 57.2 20.4 82.9 82.9: 17.1 17.1
Other: 100.0: 25.4 79.1 2.0 48.8 1.5 76.1 82.6: 23.9 17.4
: : :
:# Traders : Number of Traders in Each Category :
All : 67: 9 26 16 21 14 43 48:
Old : 67: 12 25 14 20 14 41 47:
Other: 10: 2 3 1 5 1 8 4:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.0 29.3 52.4 42.5 37.5 26.6 46.2 36.8
Old : 38.2 29.8 52.8 43.3 37.7 27.1 46.5 37.5
Other: 71.6 82.6 76.1 82.6 71.6 79.1 72.6 79.1
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 10, 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 : 1,531,064: 280,732 304,947 119,056 1,025,015 946,722 1,424,803 1,370,724: 106,261 160,339
Old : 1,531,064: 280,732 304,947 119,056 1,025,015 946,722 1,424,803 1,370,724: 106,261 160,339
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2015 :
: 82,970: -17,059 12,241 22,850 77,569 38,112 83,360 73,204: -390 9,766
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 19.9 7.8 66.9 61.8 93.1 89.5: 6.9 10.5
Old : 100.0: 18.3 19.9 7.8 66.9 61.8 93.1 89.5: 6.9 10.5
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 : 272: 43 58 39 108 131 169 210:
Old : 272: 43 58 39 108 131 169 210:
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 : 26.3 25.6 38.5 35.3 24.3 25.6 34.6 32.8
Old : 26.3 25.6 38.5 35.3 24.3 25.6 34.6 32.8
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 10, 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 : 3,387,906: 358,795 442,595 485,976 2,161,372 1,996,258 3,006,143 2,924,829: 381,763 463,077
Old : 3,387,906: 358,795 442,595 485,976 2,161,372 1,996,258 3,006,143 2,924,829: 381,763 463,077
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2015 :
: -22,011: 56,847 -9,376 54,145 -136,165 -77,678 -25,173 -32,909: 3,162 10,897
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 13.1 14.3 63.8 58.9 88.7 86.3: 11.3 13.7
Old : 100.0: 10.6 13.1 14.3 63.8 58.9 88.7 86.3: 11.3 13.7
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 : 397: 76 92 105 174 202 307 342:
Old : 397: 76 92 105 174 202 307 342:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.2 15.3 31.4 22.7 19.8 10.7 25.8 14.8
Old : 23.2 15.3 31.4 22.7 19.8 10.7 25.8 14.8
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, February 10, 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 : 2,206,581: 353,092 364,083 158,192 1,436,026 1,324,189 1,947,310 1,846,464: 259,270 360,117
Old : 2,206,581: 353,092 364,083 158,192 1,436,026 1,324,189 1,947,310 1,846,464: 259,270 360,117
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2015 :
: 212,966: 31,539 6,146 30,647 149,150 153,903 211,335 190,695: 1,631 22,271
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 16.5 7.2 65.1 60.0 88.3 83.7: 11.7 16.3
Old : 100.0: 16.0 16.5 7.2 65.1 60.0 88.3 83.7: 11.7 16.3
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 : 285: 54 62 58 123 139 208 228:
Old : 285: 54 62 58 123 139 208 228:
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 13.1 31.6 22.3 16.6 11.9 25.6 18.5
Old : 19.8 13.1 31.6 22.3 16.6 11.9 25.6 18.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 10, 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 : 700,522: 18,747 136,980 143,688 508,464 372,616 670,899 653,284: 29,623 47,238
Old : 700,522: 18,747 136,980 143,688 508,464 372,616 670,899 653,284: 29,623 47,238
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2015 :
: -3,228: 4,365 2,673 9,535 -22,697 -17,374 -8,797 -5,165: 5,569 1,937
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 19.6 20.5 72.6 53.2 95.8 93.3: 4.2 6.7
Old : 100.0: 2.7 19.6 20.5 72.6 53.2 95.8 93.3: 4.2 6.7
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 : 107: 16 33 35 40 50 78 101:
Old : 107: 16 33 35 40 50 78 101:
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 : 43.8 20.8 53.7 32.9 30.5 11.4 34.2 19.2
Old : 43.8 20.8 53.7 32.9 30.5 11.4 34.2 19.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 10, 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 : 55,236: 17,399 8,322 809 26,791 40,073 44,999 49,203: 10,237 6,032
Old : 55,236: 17,399 8,322 809 26,791 40,073 44,999 49,203: 10,237 6,032
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2015 :
: 957: 4,089 -97 -629 -1,992 947 1,468 222: -510 736
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 15.1 1.5 48.5 72.5 81.5 89.1: 18.5 10.9
Old : 100.0: 31.5 15.1 1.5 48.5 72.5 81.5 89.1: 18.5 10.9
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 : 90: 30 13 8 34 23 67 41:
Old : 90: 30 13 8 34 23 67 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.2 38.0 36.4 57.0 22.2 37.7 36.3 56.7
Old : 22.2 38.0 36.4 57.0 22.2 37.7 36.3 56.7
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 10, 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 : 110,471: 34,798 16,643 1,618 53,582 80,145 89,998 98,407: 20,474 12,065
Old : 110,471: 34,798 16,643 1,618 53,582 80,145 89,998 98,407: 20,474 12,065
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2015 :
: 1,914: 8,177 -193 -1,257 -3,985 1,894 2,935 443: -1,021 1,471
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 15.1 1.5 48.5 72.5 81.5 89.1: 18.5 10.9
Old : 100.0: 31.5 15.1 1.5 48.5 72.5 81.5 89.1: 18.5 10.9
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 : 90: 30 13 8 34 23 67 41:
Old : 90: 30 13 8 34 23 67 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.2 38.0 36.4 57.0 22.2 37.7 36.3 56.7
Old : 22.2 38.0 36.4 57.0 22.2 37.7 36.3 56.7
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 10, 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 : 12,897: 11,535 9,979 798 462 2,096 12,795 12,873: 102 24
Old : 12,897: 11,535 9,979 798 462 2,096 12,795 12,873: 102 24
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2015 :
: 307: 221 -284 -15 97 609 303 310: 4 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.4 77.4 6.2 3.6 16.3 99.2 99.8: 0.8 0.2
Old : 100.0: 89.4 77.4 6.2 3.6 16.3 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 : 26: 15 9 2 1 2 17 12:
Old : 26: 15 9 2 1 2 17 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 73.8 95.1 91.8 77.5 71.3 87.1 84.6
Old : 78.8 73.8 95.1 91.8 77.5 71.3 87.1 84.6
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 10, 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 : 54,956: 23,931 17,557 0 30,877 36,875 54,808 54,432: 148 524
Old : 54,956: 23,931 17,557 0 30,877 36,875 54,808 54,432: 148 524
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2015 :
: 1,075: 134 -388 -3 889 1,059 1,020 668: 55 407
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.5 31.9 0.0 56.2 67.1 99.7 99.0: 0.3 1.0
Old : 100.0: 43.5 31.9 0.0 56.2 67.1 99.7 99.0: 0.3 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 : 46: 6 16 0 9 17 15 33:
Old : 46: 6 16 0 9 17 15 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.2 46.3 96.6 68.8 79.4 39.3 90.5 61.8
Old : 80.2 46.3 96.6 68.8 79.4 39.3 90.5 61.8
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 10, 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 : 35,664: 21,980 13,083 276 13,245 21,887 35,501 35,246: 163 418
Old : 35,664: 21,980 13,083 276 13,245 21,887 35,501 35,246: 163 418
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2015 :
: 229: -977 237 34 1,177 -21 234 250: -5 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.6 36.7 0.8 37.1 61.4 99.5 98.8: 0.5 1.2
Old : 100.0: 61.6 36.7 0.8 37.1 61.4 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: 7 17 2 6 17 15 34:
Old : 46: 7 17 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 : 88.6 55.9 97.0 72.5 88.6 55.9 97.0 71.9
Old : 88.6 55.9 97.0 72.5 88.6 55.9 97.0 71.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 13, 2015