WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 24, 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 : 489,298: 118,678 145,307 140,018 191,274 155,766 449,970 441,091: 39,328 48,208
Old : 258,596: 100,132 133,631 43,436 96,044 55,632 239,612 232,699: 18,984 25,897
Other: 230,702: 57,730 50,861 57,397 95,230 100,133 210,358 208,392: 20,344 22,311
: : :
: : Changes in Commitments from: February 17, 2015 :
: -45,713: 7,238 9,040 -41,965 -10,343 -14,579 -45,070 -47,504: -643 1,791
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 29.7 28.6 39.1 31.8 92.0 90.1: 8.0 9.9
Old : 100.0: 38.7 51.7 16.8 37.1 21.5 92.7 90.0: 7.3 10.0
Other: 100.0: 25.0 22.0 24.9 41.3 43.4 91.2 90.3: 8.8 9.7
: : :
:# Traders : Number of Traders in Each Category :
All : 414: 143 122 160 112 105 347 315:
Old : 369: 150 96 98 89 82 275 244:
Other: 301: 81 99 95 82 91 226 233:
:----------------------------------------------------------------------------------------------------
: 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 : 11.8 9.6 19.7 16.9 11.1 8.5 18.0 14.0
Old : 15.1 14.6 24.4 24.4 14.6 14.0 23.8 23.4
Other: 13.9 15.5 23.1 23.3 12.1 14.0 19.8 19.9
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 24, 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 : 174,983: 44,111 55,300 23,756 90,589 73,346 158,457 152,402: 16,526 22,581
Old : 92,896: 34,036 42,710 6,478 43,629 33,418 84,142 82,605: 8,754 10,291
Other: 82,086: 15,621 18,136 11,733 46,960 39,928 74,315 69,797: 7,772 12,289
: : :
: : Changes in Commitments from: February 17, 2015 :
: -6,409: 1,130 7,795 -12,110 5,591 -821 -5,389 -5,136: -1,020 -1,272
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 31.6 13.6 51.8 41.9 90.6 87.1: 9.4 12.9
Old : 100.0: 36.6 46.0 7.0 47.0 36.0 90.6 88.9: 9.4 11.1
Other: 100.0: 19.0 22.1 14.3 57.2 48.6 90.5 85.0: 9.5 15.0
: : :
:# Traders : Number of Traders in Each Category :
All : 194: 45 53 53 68 65 142 151:
Old : 174: 47 43 36 52 56 112 122:
Other: 151: 26 39 32 54 58 103 112:
:----------------------------------------------------------------------------------------------------
: 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 20.3 24.1 28.9 12.3 14.8 19.8 21.2
Old : 21.1 28.0 31.8 38.6 20.9 28.0 31.3 38.6
Other: 16.8 22.5 28.1 32.2 13.4 18.5 23.5 25.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 24, 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 : 1,621,404: 359,908 205,950 418,339 697,386 712,033 1,475,633 1,336,322: 145,772 285,082
Old : 1,161,201: 285,706 210,428 271,785 494,683 497,123 1,052,174 979,336: 109,027 181,865
Other: 460,203: 127,590 48,910 93,166 202,702 214,910 423,458 356,986: 36,745 103,217
: : :
: : Changes in Commitments from: February 17, 2015 :
: -157,469: -2,950 16,439 -75,721 -77,755 -90,236 -156,425 -149,518: -1,043 -7,951
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 12.7 25.8 43.0 43.9 91.0 82.4: 9.0 17.6
Old : 100.0: 24.6 18.1 23.4 42.6 42.8 90.6 84.3: 9.4 15.7
Other: 100.0: 27.7 10.6 20.2 44.0 46.7 92.0 77.6: 8.0 22.4
: : :
:# Traders : Number of Traders in Each Category :
All : 756: 174 172 220 285 333 591 626:
Old : 714: 163 175 186 268 313 536 581:
Other: 527: 103 95 97 149 271 305 418:
:----------------------------------------------------------------------------------------------------
: 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 : 13.0 8.7 20.2 14.1 9.1 6.0 15.2 9.8
Old : 12.5 9.8 21.1 15.8 11.8 7.8 19.9 12.7
Other: 22.2 17.2 30.5 25.8 14.2 10.6 22.0 15.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 24, 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 : 10,749: 897 2,065 1,360 6,338 5,052 8,595 8,476: 2,154 2,272
Old : 7,283: 1,275 1,792 638 3,733 3,169 5,645 5,600: 1,637 1,683
Other: 3,466: 1 651 343 2,606 1,883 2,949 2,877: 516 589
: : :
: : Changes in Commitments from: February 17, 2015 :
: -777: -203 251 -283 -360 -796 -845 -828: 69 51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 19.2 12.6 59.0 47.0 80.0 78.9: 20.0 21.1
Old : 100.0: 17.5 24.6 8.8 51.3 43.5 77.5 76.9: 22.5 23.1
Other: 100.0: 0.0 18.8 9.9 75.2 54.3 85.1 83.0: 14.9 17.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 9 9 6 15 11 28 22:
Old : 32: 11 6 5 11 9 23 19:
Other: 20: 1 6 6 11 10 17 17:
:----------------------------------------------------------------------------------------------------
: 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 : 37.6 46.2 57.1 63.2 28.0 31.2 34.4 37.4
Old : 39.7 57.4 55.7 67.9 29.0 45.8 41.9 52.3
Other: 54.9 48.7 75.4 68.2 48.7 46.0 64.7 61.5
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 24, 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 : 884,614: 173,054 158,041 276,224 377,042 315,800 826,320 750,065: 58,294 134,549
Old : 676,931: 163,032 176,035 178,811 291,113 241,188 632,955 596,033: 43,976 80,898
Other: 207,683: 64,006 35,990 43,430 85,929 74,613 193,365 154,032: 14,318 53,651
: : :
: : Changes in Commitments from: February 17, 2015 :
: -65,922: 8,868 -14,942 -32,940 -43,238 -15,913 -67,310 -63,795: 1,387 -2,127
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 17.9 31.2 42.6 35.7 93.4 84.8: 6.6 15.2
Old : 100.0: 24.1 26.0 26.4 43.0 35.6 93.5 88.0: 6.5 12.0
Other: 100.0: 30.8 17.3 20.9 41.4 35.9 93.1 74.2: 6.9 25.8
: : :
:# Traders : Number of Traders in Each Category :
All : 648: 165 226 259 182 214 511 553:
Old : 629: 155 228 218 168 205 462 522:
Other: 399: 111 105 107 94 142 259 302:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.3 10.8 19.0 17.1 9.1 7.1 14.0 10.8
Old : 11.2 11.8 19.7 19.2 8.6 9.7 16.3 15.9
Other: 19.1 18.6 30.4 24.4 17.6 16.8 27.3 21.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 24, 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 : 395,007: 104,428 66,645 92,703 166,537 204,636 363,667 363,984: 31,340 31,023
Old : 325,603: 111,651 75,282 55,777 135,168 168,122 302,597 299,181: 23,006 26,422
Other: 69,404: 16,784 15,371 12,918 31,368 36,515 61,070 64,803: 8,334 4,601
: : :
: : Changes in Commitments from: February 17, 2015 :
: -32,940: -285 -2,030 -15,644 -15,077 -14,694 -31,007 -32,369: -1,933 -571
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 16.9 23.5 42.2 51.8 92.1 92.1: 7.9 7.9
Old : 100.0: 34.3 23.1 17.1 41.5 51.6 92.9 91.9: 7.1 8.1
Other: 100.0: 24.2 22.1 18.6 45.2 52.6 88.0 93.4: 12.0 6.6
: : :
:# Traders : Number of Traders in Each Category :
All : 307: 94 78 114 86 83 246 235:
Old : 301: 96 87 98 84 78 234 218:
Other: 151: 37 42 39 50 32 113 91:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 9.4 28.3 16.5 34.0 8.4 24.6 14.9 29.5
Old : 10.3 27.6 18.7 34.0 9.5 24.1 17.5 29.9
Other: 18.2 34.9 31.1 46.8 16.2 32.7 28.4 42.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 24, 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 : 638,103: 64,708 49,573 31,262 361,379 370,539 457,349 451,375: 180,754 186,728
Old : 638,103: 64,708 49,573 31,262 361,379 370,539 457,349 451,375: 180,754 186,728
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: -205,558: -16,073 -13,296 -68,689 -129,269 -138,152 -214,030 -220,137: 8,472 14,579
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 7.8 4.9 56.6 58.1 71.7 70.7: 28.3 29.3
Old : 100.0: 10.1 7.8 4.9 56.6 58.1 71.7 70.7: 28.3 29.3
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 : 130: 29 21 28 61 68 98 109:
Old : 130: 29 21 28 61 68 98 109:
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 : 20.3 14.4 30.2 23.3 17.3 11.7 23.6 17.5
Old : 20.3 14.4 30.2 23.3 17.3 11.7 23.6 17.5
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 24, 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 : 632,234: 46,661 88,832 29,691 433,432 424,158 509,784 542,680: 122,451 89,554
Old : 632,234: 46,661 88,832 29,691 433,432 424,158 509,784 542,680: 122,451 89,554
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 54,850: -2,263 8,887 921 53,266 42,013 51,924 51,820: 2,926 3,030
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 14.1 4.7 68.6 67.1 80.6 85.8: 19.4 14.2
Old : 100.0: 7.4 14.1 4.7 68.6 67.1 80.6 85.8: 19.4 14.2
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 : 95: 11 15 12 56 54 75 73:
Old : 95: 11 15 12 56 54 75 73:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.3 36.0 34.3 47.5 16.7 32.0 25.8 40.2
Old : 21.3 36.0 34.3 47.5 16.7 32.0 25.8 40.2
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 24, 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 : 6,773: 1,164 229 692 4,484 5,518 6,340 6,439: 433 334
Old : 6,773: 1,164 229 692 4,484 5,518 6,340 6,439: 433 334
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: -36: 30 -23 -15 -114 -21 -99 -59: 63 23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 3.4 10.2 66.2 81.5 93.6 95.1: 6.4 4.9
Old : 100.0: 17.2 3.4 10.2 66.2 81.5 93.6 95.1: 6.4 4.9
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 : 40: 12 4 8 16 19 29 31:
Old : 40: 12 4 8 16 19 29 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.4 57.1 62.1 73.1 24.1 33.9 32.7 39.3
Old : 40.4 57.1 62.1 73.1 24.1 33.9 32.7 39.3
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 24, 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 : 408,939: 116,360 60,363 75,841 166,270 236,804 358,472 373,008: 50,467 35,931
Old : 353,262: 116,840 53,578 56,923 135,362 213,517 309,126 324,019: 44,136 29,243
Other: 55,677: 8,194 15,459 10,244 30,908 23,287 49,346 48,990: 6,331 6,688
: : :
: : Changes in Commitments from: February 17, 2015 :
: -28,938: 6,171 -5,434 -21,120 -13,198 -2,919 -28,147 -29,473: -790 535
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 14.8 18.5 40.7 57.9 87.7 91.2: 12.3 8.8
Old : 100.0: 33.1 15.2 16.1 38.3 60.4 87.5 91.7: 12.5 8.3
Other: 100.0: 14.7 27.8 18.4 55.5 41.8 88.6 88.0: 11.4 12.0
: : :
:# Traders : Number of Traders in Each Category :
All : 286: 93 70 92 92 88 241 208:
Old : 284: 97 73 91 91 88 238 207:
Other: 131: 25 33 29 61 38 104 82:
:----------------------------------------------------------------------------------------------------
: 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 30.3 13.6 38.0 7.2 27.1 12.0 33.3
Old : 7.8 33.0 13.7 40.7 7.2 31.6 12.7 38.8
Other: 20.3 26.8 32.8 43.2 18.0 22.5 28.2 34.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 24, 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 : 9,608: 786 4,674 1,069 5,702 1,927 7,556 7,670: 2,052 1,939
Old : 9,386: 965 4,722 836 5,604 1,924 7,405 7,483: 1,981 1,904
Other: 222: 51 182 2 98 3 151 187: 71 35
: : :
: : Changes in Commitments from: February 17, 2015 :
: -968: 103 31 -591 -567 -399 -1,054 -959: 86 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 48.6 11.1 59.3 20.1 78.6 79.8: 21.4 20.2
Old : 100.0: 10.3 50.3 8.9 59.7 20.5 78.9 79.7: 21.1 20.3
Other: 100.0: 23.0 82.0 0.9 44.1 1.4 68.0 84.2: 32.0 15.8
: : :
:# Traders : Number of Traders in Each Category :
All : 65: 8 25 12 22 14 42 44:
Old : 65: 12 23 11 21 14 40 44:
Other: 11: 2 4 1 5 1 8 5:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.4 31.4 50.4 43.6 39.9 30.8 48.4 42.4
Old : 40.8 32.1 51.0 44.6 40.2 31.7 49.0 43.6
Other: 64.9 83.8 68.0 84.2 64.9 82.0 65.8 82.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 24, 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 : 1,611,188: 316,722 339,757 71,721 1,098,825 1,029,372 1,487,268 1,440,850: 123,920 170,337
Old : 1,611,188: 316,722 339,757 71,721 1,098,825 1,029,372 1,487,268 1,440,850: 123,920 170,337
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: -74,909: -19,124 -1,096 -59,473 -20,685 -29,215 -99,282 -89,784: 24,373 14,874
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 21.1 4.5 68.2 63.9 92.3 89.4: 7.7 10.6
Old : 100.0: 19.7 21.1 4.5 68.2 63.9 92.3 89.4: 7.7 10.6
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 : 262: 40 59 38 99 132 161 208:
Old : 262: 40 59 38 99 132 161 208:
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 : 29.4 22.7 42.0 33.4 23.7 22.7 34.5 30.2
Old : 29.4 22.7 42.0 33.4 23.7 22.7 34.5 30.2
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 24, 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 : 3,137,973: 338,284 461,148 361,961 2,068,967 1,868,919 2,769,212 2,692,028: 368,762 445,946
Old : 3,137,973: 338,284 461,148 361,961 2,068,967 1,868,919 2,769,212 2,692,028: 368,762 445,946
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: -372,101: -7,809 -9,909 -192,026 -180,399 -171,575 -380,234 -373,510: 8,133 1,409
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 14.7 11.5 65.9 59.6 88.2 85.8: 11.8 14.2
Old : 100.0: 10.8 14.7 11.5 65.9 59.6 88.2 85.8: 11.8 14.2
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 : 375: 63 93 102 171 193 292 330:
Old : 375: 63 93 102 171 193 292 330:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.0 15.9 35.5 23.4 24.5 12.0 31.1 17.6
Old : 27.0 15.9 35.5 23.4 24.5 12.0 31.1 17.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 24, 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 : 2,294,990: 388,322 404,657 127,482 1,471,004 1,298,564 1,986,808 1,830,702: 308,181 464,287
Old : 2,294,990: 388,322 404,657 127,482 1,471,004 1,298,564 1,986,808 1,830,702: 308,181 464,287
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: -44,997: 17,802 8,479 -60,506 -82,640 -90,172 -125,344 -142,198: 80,347 97,201
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 17.6 5.6 64.1 56.6 86.6 79.8: 13.4 20.2
Old : 100.0: 16.9 17.6 5.6 64.1 56.6 86.6 79.8: 13.4 20.2
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 : 261: 41 60 50 113 134 186 212:
Old : 261: 41 60 50 113 134 186 212:
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 : 18.8 13.6 30.6 22.9 14.8 11.3 24.2 18.7
Old : 18.8 13.6 30.6 22.9 14.8 11.3 24.2 18.7
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 24, 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 : 710,035: 37,020 126,584 161,570 483,314 365,100 681,905 653,255: 28,130 56,781
Old : 710,035: 37,020 126,584 161,570 483,314 365,100 681,905 653,255: 28,130 56,781
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 18,500: 11,437 -4,983 12,167 -6,348 1,250 17,257 8,434: 1,243 10,066
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 17.8 22.8 68.1 51.4 96.0 92.0: 4.0 8.0
Old : 100.0: 5.2 17.8 22.8 68.1 51.4 96.0 92.0: 4.0 8.0
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 : 110: 22 29 39 42 51 84 105:
Old : 110: 22 29 39 42 51 84 105:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.6 19.8 51.8 32.5 28.1 11.1 31.7 19.3
Old : 40.6 19.8 51.8 32.5 28.1 11.1 31.7 19.3
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 24, 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 : 60,079: 19,802 9,025 796 28,856 44,472 49,455 54,293: 10,625 5,786
Old : 60,079: 19,802 9,025 796 28,856 44,472 49,455 54,293: 10,625 5,786
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: -477: -1,153 466 -85 786 -624 -451 -242: -26 -235
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 15.0 1.3 48.0 74.0 82.3 90.4: 17.7 9.6
Old : 100.0: 33.0 15.0 1.3 48.0 74.0 82.3 90.4: 17.7 9.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 95: 28 16 9 36 26 69 46:
Old : 95: 28 16 9 36 26 69 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.3 34.8 34.4 55.6 21.2 34.8 34.4 55.3
Old : 21.3 34.8 34.4 55.6 21.2 34.8 34.4 55.3
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 24, 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 : 120,158: 39,605 18,050 1,591 57,713 88,945 98,909 108,586: 21,249 11,572
Old : 120,158: 39,605 18,050 1,591 57,713 88,945 98,909 108,586: 21,249 11,572
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: -955: -2,305 933 -169 1,572 -1,248 -902 -485: -53 -470
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 15.0 1.3 48.0 74.0 82.3 90.4: 17.7 9.6
Old : 100.0: 33.0 15.0 1.3 48.0 74.0 82.3 90.4: 17.7 9.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 95: 28 16 9 36 26 69 46:
Old : 95: 28 16 9 36 26 69 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.3 34.8 34.4 55.6 21.2 34.8 34.4 55.3
Old : 21.3 34.8 34.4 55.6 21.2 34.8 34.4 55.3
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 24, 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 : 12,062: 10,554 9,838 745 662 1,446 11,961 12,029: 101 33
Old : 12,062: 10,554 9,838 745 662 1,446 11,961 12,029: 101 33
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 16: 50 83 -44 0 -21 6 18: 10 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.5 81.6 6.2 5.5 12.0 99.2 99.7: 0.8 0.3
Old : 100.0: 87.5 81.6 6.2 5.5 12.0 99.2 99.7: 0.8 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 : 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 : 80.0 73.7 94.1 92.9 79.1 71.4 86.5 85.3
Old : 80.0 73.7 94.1 92.9 79.1 71.4 86.5 85.3
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 24, 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 : 56,159: 23,519 17,782 0 32,514 38,229 56,033 56,011: 126 148
Old : 56,159: 23,519 17,782 0 32,514 38,229 56,033 56,011: 126 148
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 168: -591 258 -47 822 -36 184 175: -16 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.9 31.7 0.0 57.9 68.1 99.8 99.7: 0.2 0.3
Old : 100.0: 41.9 31.7 0.0 57.9 68.1 99.8 99.7: 0.2 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 6 17 0 9 16 15 33:
Old : 47: 6 17 0 9 16 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 : 80.9 46.3 96.9 69.0 80.1 39.4 90.9 62.1
Old : 80.9 46.3 96.9 69.0 80.1 39.4 90.9 62.1
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 24, 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 : 35,843: 23,413 12,643 23 12,302 22,724 35,738 35,390: 105 453
Old : 35,843: 23,413 12,643 23 12,302 22,724 35,738 35,390: 105 453
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: -396: 400 -233 -84 -652 -57 -336 -374: -60 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.3 35.3 0.1 34.3 63.4 99.7 98.7: 0.3 1.3
Old : 100.0: 65.3 35.3 0.1 34.3 63.4 99.7 98.7: 0.3 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 8 17 2 6 16 15 34:
Old : 46: 8 17 2 6 16 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 : 89.9 58.3 98.1 75.0 89.9 58.3 98.1 74.5
Old : 89.9 58.3 98.1 75.0 89.9 58.3 98.1 74.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 27, 2015