WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 544,748: 114,169 164,635 175,825 215,846 155,817 505,841 496,277: 38,907 48,471
Old : 265,035: 91,273 148,260 55,647 100,925 36,430 247,845 240,337: 17,190 24,699
Other: 279,712: 62,581 56,060 80,493 114,921 119,387 257,996 255,940: 21,716 23,772
: : :
: : Changes in Commitments from: March 3, 2015 :
: 37,358: -1,224 12,192 18,653 21,059 5,442 38,488 36,286: -1,130 1,072
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 30.2 32.3 39.6 28.6 92.9 91.1: 7.1 8.9
Old : 100.0: 34.4 55.9 21.0 38.1 13.7 93.5 90.7: 6.5 9.3
Other: 100.0: 22.4 20.0 28.8 41.1 42.7 92.2 91.5: 7.8 8.5
: : :
:# Traders : Number of Traders in Each Category :
All : 422: 138 135 163 117 106 343 330:
Old : 376: 141 110 92 91 71 267 238:
Other: 323: 86 110 102 91 94 244 247:
:----------------------------------------------------------------------------------------------------
: 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 : 11.7 8.4 19.2 15.4 9.9 7.1 16.4 12.4
Old : 14.7 12.8 23.4 22.0 14.2 12.3 22.9 21.5
Other: 13.6 14.2 21.9 23.4 11.0 11.6 17.4 16.6
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 179,418: 47,906 61,968 25,739 89,073 67,026 162,718 154,732: 16,700 24,686
Old : 91,305: 36,808 48,051 5,936 40,527 26,864 83,271 80,850: 8,034 10,455
Other: 88,113: 19,270 22,089 11,630 48,547 40,162 79,447 73,882: 8,666 14,231
: : :
: : Changes in Commitments from: March 3, 2015 :
: -2,858: 1,747 733 -76 -4,596 -4,520 -2,925 -3,862: 66 1,004
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 34.5 14.3 49.6 37.4 90.7 86.2: 9.3 13.8
Old : 100.0: 40.3 52.6 6.5 44.4 29.4 91.2 88.5: 8.8 11.5
Other: 100.0: 21.9 25.1 13.2 55.1 45.6 90.2 83.8: 9.8 16.2
: : :
:# Traders : Number of Traders in Each Category :
All : 195: 44 58 52 71 64 147 148:
Old : 175: 42 50 25 46 49 103 109:
Other: 155: 37 33 29 60 57 112 108:
:----------------------------------------------------------------------------------------------------
: 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 : 16.0 20.2 25.3 28.2 12.5 15.4 20.0 22.8
Old : 25.5 30.2 38.2 41.9 25.5 30.2 37.8 41.9
Other: 14.9 19.4 25.8 29.6 13.9 18.9 23.8 26.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 1,642,332: 344,752 235,982 438,154 719,551 697,307 1,502,457 1,371,442: 139,875 270,890
Old : 1,145,742: 271,901 241,867 274,269 502,059 466,638 1,048,229 982,774: 97,513 162,968
Other: 496,590: 130,632 51,895 106,105 217,492 230,669 454,228 388,668: 42,362 107,922
: : :
: : Changes in Commitments from: March 3, 2015 :
: 31,347: -8,584 14,717 12,634 27,595 4,734 31,645 32,086: -298 -738
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 14.4 26.7 43.8 42.5 91.5 83.5: 8.5 16.5
Old : 100.0: 23.7 21.1 23.9 43.8 40.7 91.5 85.8: 8.5 14.2
Other: 100.0: 26.3 10.5 21.4 43.8 46.5 91.5 78.3: 8.5 21.7
: : :
:# Traders : Number of Traders in Each Category :
All : 765: 171 194 213 285 330 590 623:
Old : 718: 154 195 184 262 309 527 582:
Other: 532: 123 83 103 155 268 327 411:
:----------------------------------------------------------------------------------------------------
: 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 : 13.3 8.6 20.7 14.6 9.2 5.5 15.1 9.6
Old : 13.0 9.9 22.0 16.2 12.0 7.6 20.5 12.9
Other: 20.4 16.9 28.4 25.2 13.0 10.8 20.6 15.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 10,405: 1,669 2,495 1,073 5,542 4,945 8,285 8,513: 2,120 1,892
Old : 6,678: 1,789 1,984 560 2,813 2,817 5,162 5,361: 1,516 1,317
Other: 3,727: 42 672 352 2,729 2,127 3,122 3,152: 605 575
: : :
: : Changes in Commitments from: March 3, 2015 :
: 430: 450 368 -127 39 338 362 579: 68 -148
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 24.0 10.3 53.3 47.5 79.6 81.8: 20.4 18.2
Old : 100.0: 26.8 29.7 8.4 42.1 42.2 77.3 80.3: 22.7 19.7
Other: 100.0: 1.1 18.0 9.4 73.2 57.1 83.8 84.6: 16.2 15.4
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 9 10 6 16 13 29 25:
Old : 35: 10 7 5 12 11 24 21:
Other: 25: 5 4 6 12 13 19 21:
:----------------------------------------------------------------------------------------------------
: 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 : 34.6 42.5 52.7 59.5 32.3 34.0 40.4 41.2
Old : 36.2 54.8 53.0 66.2 33.9 51.0 47.0 59.8
Other: 50.0 41.6 72.5 64.2 44.0 39.4 57.9 57.6
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 913,568: 170,948 159,335 289,703 402,151 328,323 862,802 777,361: 50,766 136,207
Old : 677,254: 157,806 171,747 186,837 298,610 240,059 643,253 598,643: 34,001 78,611
Other: 236,314: 66,246 40,693 49,761 103,542 88,265 219,549 178,719: 16,765 57,595
: : :
: : Changes in Commitments from: March 3, 2015 :
: 17,017: -15,377 7,647 772 32,557 11,988 17,952 20,407: -935 -3,390
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 17.4 31.7 44.0 35.9 94.4 85.1: 5.6 14.9
Old : 100.0: 23.3 25.4 27.6 44.1 35.4 95.0 88.4: 5.0 11.6
Other: 100.0: 28.0 17.2 21.1 43.8 37.4 92.9 75.6: 7.1 24.4
: : :
:# Traders : Number of Traders in Each Category :
All : 658: 167 237 258 176 210 496 564:
Old : 634: 156 240 222 156 195 445 527:
Other: 425: 111 124 109 96 154 264 332:
:----------------------------------------------------------------------------------------------------
: 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 : 12.9 10.9 19.3 17.5 8.3 6.6 13.1 10.4
Old : 12.0 12.2 19.8 20.0 8.6 9.8 15.1 15.4
Other: 17.8 18.2 28.0 24.0 16.0 16.9 25.6 21.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 396,328: 113,998 77,673 88,417 163,068 200,883 365,483 366,973: 30,844 29,355
Old : 320,406: 117,900 82,415 51,765 128,764 161,023 298,429 295,203: 21,977 25,203
Other: 75,921: 19,325 18,485 13,425 34,304 39,860 67,054 71,770: 8,867 4,152
: : :
: : Changes in Commitments from: March 3, 2015 :
: 9,439: -6,593 22,866 3,578 12,674 -21,556 9,658 4,888: -220 4,551
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 19.6 22.3 41.1 50.7 92.2 92.6: 7.8 7.4
Old : 100.0: 36.8 25.7 16.2 40.2 50.3 93.1 92.1: 6.9 7.9
Other: 100.0: 25.5 24.3 17.7 45.2 52.5 88.3 94.5: 11.7 5.5
: : :
:# Traders : Number of Traders in Each Category :
All : 310: 93 93 107 82 80 237 235:
Old : 304: 101 95 91 81 76 227 218:
Other: 160: 49 41 42 48 37 118 101:
:----------------------------------------------------------------------------------------------------
: 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 : 8.4 27.4 15.4 33.1 8.3 25.5 15.0 30.6
Old : 9.5 27.0 17.6 33.1 9.3 25.5 17.2 31.3
Other: 17.2 31.1 29.2 44.8 16.1 29.4 27.5 41.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 472,082: 47,022 38,014 37,417 240,133 236,964 324,571 312,394: 147,511 159,688
Old : 472,082: 47,022 38,014 37,417 240,133 236,964 324,571 312,394: 147,511 159,688
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: -14,352: -8,175 -13,031 -3,399 -3,239 -8,031 -14,813 -24,461: 461 10,108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 8.1 7.9 50.9 50.2 68.8 66.2: 31.2 33.8
Old : 100.0: 10.0 8.1 7.9 50.9 50.2 68.8 66.2: 31.2 33.8
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 : 118: 23 21 30 56 65 93 102:
Old : 118: 23 21 30 56 65 93 102:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.9 14.8 25.3 22.6 12.6 11.3 18.1 17.1
Old : 15.9 14.8 25.3 22.6 12.6 11.3 18.1 17.1
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, March 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 : 588,335: 53,168 92,783 13,254 407,582 391,289 474,004 497,326: 114,331 91,009
Old : 588,335: 53,168 92,783 13,254 407,582 391,289 474,004 497,326: 114,331 91,009
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: 6,242: 2,007 6,210 -4,500 6,191 3,199 3,698 4,909: 2,544 1,333
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 15.8 2.3 69.3 66.5 80.6 84.5: 19.4 15.5
Old : 100.0: 9.0 15.8 2.3 69.3 66.5 80.6 84.5: 19.4 15.5
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 : 91: 12 15 11 55 47 74 66:
Old : 91: 12 15 11 55 47 74 66:
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 : 23.6 36.8 38.0 47.9 19.4 35.1 31.5 44.4
Old : 23.6 36.8 38.0 47.9 19.4 35.1 31.5 44.4
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, March 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 : 7,295: 1,214 116 783 4,885 6,123 6,882 7,022: 413 273
Old : 7,295: 1,214 116 783 4,885 6,123 6,882 7,022: 413 273
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: 365: 19 -100 44 369 420 432 364: -67 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 1.6 10.7 67.0 83.9 94.3 96.3: 5.7 3.7
Old : 100.0: 16.6 1.6 10.7 67.0 83.9 94.3 96.3: 5.7 3.7
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 : 38: 12 2 6 18 20 30 28:
Old : 38: 12 2 6 18 20 30 28:
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 : 36.9 58.5 59.3 74.7 24.6 39.4 33.9 44.2
Old : 36.9 58.5 59.3 74.7 24.6 39.4 33.9 44.2
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, March 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 : 400,841: 110,530 63,864 78,466 164,941 230,620 353,938 372,950: 46,903 27,891
Old : 336,327: 108,411 55,289 57,709 130,982 201,461 297,102 314,458: 39,225 21,869
Other: 64,514: 12,641 19,097 10,236 33,959 29,159 56,835 58,492: 7,679 6,022
: : :
: : Changes in Commitments from: March 3, 2015 :
: 7,930: 4,039 1,679 2,041 1,830 9,501 7,909 13,221: 20 -5,291
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 15.9 19.6 41.1 57.5 88.3 93.0: 11.7 7.0
Old : 100.0: 32.2 16.4 17.2 38.9 59.9 88.3 93.5: 11.7 6.5
Other: 100.0: 19.6 29.6 15.9 52.6 45.2 88.1 90.7: 11.9 9.3
: : :
:# Traders : Number of Traders in Each Category :
All : 288: 82 87 93 91 82 240 205:
Old : 285: 91 83 86 88 78 233 195:
Other: 155: 31 42 32 67 45 120 97:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 7.8 29.9 13.6 37.5 7.6 26.1 12.6 32.4
Old : 8.0 32.6 14.3 40.2 7.9 30.4 13.9 37.7
Other: 17.1 29.2 27.4 42.5 14.0 21.4 23.4 33.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 9,472: 775 4,859 918 5,897 1,749 7,590 7,525: 1,882 1,947
Old : 8,932: 1,265 4,910 375 5,496 1,746 7,137 7,031: 1,795 1,901
Other: 540: 51 490 1 401 3 453 494: 87 46
: : :
: : Changes in Commitments from: March 3, 2015 :
: -67: -36 86 -119 46 -65 -109 -98: 42 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 51.3 9.7 62.3 18.5 80.1 79.4: 19.9 20.6
Old : 100.0: 14.2 55.0 4.2 61.5 19.5 79.9 78.7: 20.1 21.3
Other: 100.0: 9.4 90.7 0.2 74.2 0.6 83.8 91.4: 16.2 8.6
: : :
:# Traders : Number of Traders in Each Category :
All : 65: 13 23 9 22 14 41 42:
Old : 65: 14 24 7 21 14 39 41:
Other: 13: 2 4 1 7 1 10 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 : 44.5 32.4 56.5 43.8 41.7 31.5 49.7 40.3
Old : 44.3 33.4 57.0 43.4 43.6 33.4 53.3 42.8
Other: 78.1 90.9 83.5 91.4 78.1 90.7 83.1 90.7
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 1,405,362: 336,538 334,283 61,206 898,613 858,175 1,296,358 1,253,665: 109,004 151,697
Old : 1,405,362: 336,538 334,283 61,206 898,613 858,175 1,296,358 1,253,665: 109,004 151,697
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: -8,315: 22,369 -8,186 -4,420 -29,279 2,957 -11,329 -9,648: 3,015 1,334
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 23.8 4.4 63.9 61.1 92.2 89.2: 7.8 10.8
Old : 100.0: 23.9 23.8 4.4 63.9 61.1 92.2 89.2: 7.8 10.8
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 : 261: 42 61 35 97 128 157 206:
Old : 261: 42 61 35 97 128 157 206:
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 24.3 43.4 33.8 28.9 24.3 42.1 32.5
Old : 29.4 24.3 43.4 33.8 28.9 24.3 42.1 32.5
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, March 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 : 3,179,476: 345,918 519,112 321,772 2,195,675 1,879,355 2,863,365 2,720,239: 316,111 459,237
Old : 3,179,476: 345,918 519,112 321,772 2,195,675 1,879,355 2,863,365 2,720,239: 316,111 459,237
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: 40,709: 16,749 36,911 -14,387 50,216 5,553 52,578 28,078: -11,868 12,632
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 16.3 10.1 69.1 59.1 90.1 85.6: 9.9 14.4
Old : 100.0: 10.9 16.3 10.1 69.1 59.1 90.1 85.6: 9.9 14.4
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 : 383: 64 100 97 173 187 296 325:
Old : 383: 64 100 97 173 187 296 325:
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 : 30.3 15.5 39.0 23.7 27.4 12.3 34.7 18.1
Old : 30.3 15.5 39.0 23.7 27.4 12.3 34.7 18.1
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, March 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 : 2,149,464: 435,752 410,667 98,661 1,397,308 1,272,210 1,931,720 1,781,537: 217,744 367,927
Old : 2,149,464: 435,752 410,667 98,661 1,397,308 1,272,210 1,931,720 1,781,537: 217,744 367,927
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: 23,370: 17,754 -16,914 -10,484 16,944 55,993 24,214 28,595: -843 -5,225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 19.1 4.6 65.0 59.2 89.9 82.9: 10.1 17.1
Old : 100.0: 20.3 19.1 4.6 65.0 59.2 89.9 82.9: 10.1 17.1
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 : 277: 45 62 49 121 136 192 221:
Old : 277: 45 62 49 121 136 192 221:
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 : 18.3 15.8 30.9 25.2 15.0 13.8 25.6 21.1
Old : 18.3 15.8 30.9 25.2 15.0 13.8 25.6 21.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 735,673: 17,705 129,814 196,562 495,773 359,100 710,040 685,476: 25,634 50,198
Old : 735,673: 17,705 129,814 196,562 495,773 359,100 710,040 685,476: 25,634 50,198
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: 65,746: -1,812 -2,526 42,616 27,427 28,345 68,232 68,434: -2,485 -2,688
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 17.6 26.7 67.4 48.8 96.5 93.2: 3.5 6.8
Old : 100.0: 2.4 17.6 26.7 67.4 48.8 96.5 93.2: 3.5 6.8
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 : 114: 20 31 36 41 57 77 111:
Old : 114: 20 31 36 41 57 77 111:
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 18.5 54.1 30.0 29.5 8.7 33.0 16.2
Old : 42.3 18.5 54.1 30.0 29.5 8.7 33.0 16.2
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, March 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 : 57,839: 17,951 9,107 1,167 30,831 39,729 49,949 50,003: 7,890 7,837
Old : 57,839: 17,951 9,107 1,167 30,831 39,729 49,949 50,003: 7,890 7,837
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: -2,694: -3,234 76 411 490 -3,518 -2,333 -3,031: -361 337
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 15.7 2.0 53.3 68.7 86.4 86.5: 13.6 13.5
Old : 100.0: 31.0 15.7 2.0 53.3 68.7 86.4 86.5: 13.6 13.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 96: 33 18 10 35 22 71 47:
Old : 96: 33 18 10 35 22 71 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.3 38.5 37.4 56.9 24.2 37.2 37.3 55.3
Old : 24.3 38.5 37.4 56.9 24.2 37.2 37.3 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, March 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 : 115,678: 35,903 18,215 2,333 61,662 79,457 99,897 100,005: 15,781 15,673
Old : 115,678: 35,903 18,215 2,333 61,662 79,457 99,897 100,005: 15,781 15,673
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: -5,389: -6,468 152 821 980 -7,036 -4,667 -6,062: -722 673
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 15.7 2.0 53.3 68.7 86.4 86.5: 13.6 13.5
Old : 100.0: 31.0 15.7 2.0 53.3 68.7 86.4 86.5: 13.6 13.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 96: 33 18 10 35 22 71 47:
Old : 96: 33 18 10 35 22 71 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.3 38.5 37.4 56.9 24.2 37.2 37.3 55.3
Old : 24.3 38.5 37.4 56.9 24.2 37.2 37.3 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, March 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 : 14,250: 12,686 12,807 752 691 678 14,129 14,237: 121 13
Old : 14,250: 12,686 12,807 752 691 678 14,129 14,237: 121 13
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: 284: 272 2,017 -1 0 -1,729 271 287: 13 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.0 89.9 5.3 4.8 4.8 99.2 99.9: 0.8 0.1
Old : 100.0: 89.0 89.9 5.3 4.8 4.8 99.2 99.9: 0.8 0.1
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 : 25: 13 11 3 1 1 16 13:
Old : 25: 13 11 3 1 1 16 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 85.2 70.4 96.5 90.6 84.5 70.0 87.9 84.2
Old : 85.2 70.4 96.5 90.6 84.5 70.0 87.9 84.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 62,446: 25,771 17,752 8,412 28,157 36,122 62,340 62,286: 106 160
Old : 62,446: 25,771 17,752 8,412 28,157 36,122 62,340 62,286: 106 160
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: 4,887: 1,855 951 8,405 -5,317 -4,406 4,943 4,950: -56 -63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.3 28.4 13.5 45.1 57.8 99.8 99.7: 0.2 0.3
Old : 100.0: 41.3 28.4 13.5 45.1 57.8 99.8 99.7: 0.2 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 5 17 2 8 17 14 36:
Old : 46: 5 17 2 8 17 14 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 87.2 44.9 96.9 66.7 72.2 33.0 79.1 52.1
Old : 87.2 44.9 96.9 66.7 72.2 33.0 79.1 52.1
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, March 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 : 40,579: 24,122 11,966 4,128 12,214 24,375 40,464 40,469: 115 110
Old : 40,579: 24,122 11,966 4,128 12,214 24,375 40,464 40,469: 115 110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: 3,574: 144 -305 4,077 -665 -174 3,556 3,598: 18 -24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.4 29.5 10.2 30.1 60.1 99.7 99.7: 0.3 0.3
Old : 100.0: 59.4 29.5 10.2 30.1 60.1 99.7 99.7: 0.3 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 8 14 2 6 16 15 31:
Old : 43: 8 14 2 6 16 15 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 : 92.0 57.3 98.0 75.9 81.8 52.8 87.9 68.3
Old : 92.0 57.3 98.0 75.9 81.8 52.8 87.9 68.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 13, 2015