WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 561,353: 105,027 158,319 196,333 220,089 162,359 521,449 517,011: 39,903 44,342
Old : 247,538: 84,075 143,025 55,220 91,674 31,249 230,970 229,494: 16,569 18,044
Other: 313,814: 66,116 60,459 95,948 128,415 131,110 290,480 287,517: 23,335 26,297
: : :
: : Changes in Commitments from: March 17, 2015 :
: 4,086: -11,830 -5,451 12,287 3,493 -1,565 3,950 5,271: 137 -1,184
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 28.2 35.0 39.2 28.9 92.9 92.1: 7.1 7.9
Old : 100.0: 34.0 57.8 22.3 37.0 12.6 93.3 92.7: 6.7 7.3
Other: 100.0: 21.1 19.3 30.6 40.9 41.8 92.6 91.6: 7.4 8.4
: : :
:# Traders : Number of Traders in Each Category :
All : 427: 144 127 187 113 108 359 344:
Old : 369: 138 111 106 82 76 265 249:
Other: 331: 95 107 122 93 97 267 258:
:----------------------------------------------------------------------------------------------------
: 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 8.5 18.9 15.5 9.7 7.0 16.1 11.7
Old : 15.3 13.8 23.8 22.1 14.8 13.8 23.3 21.9
Other: 13.2 12.5 22.0 21.4 10.2 9.9 16.4 15.5
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 170,821: 42,203 53,069 30,844 79,574 61,649 152,620 145,561: 18,201 25,260
Old : 77,976: 32,161 41,250 6,665 30,663 21,320 69,489 69,235: 8,487 8,741
Other: 92,845: 20,361 22,136 13,860 48,911 40,329 83,131 76,326: 9,714 16,519
: : :
: : Changes in Commitments from: March 17, 2015 :
: -7,453: -4,497 -7,531 1,190 -4,202 -2,450 -7,509 -8,791: 56 1,338
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 31.1 18.1 46.6 36.1 89.3 85.2: 10.7 14.8
Old : 100.0: 41.2 52.9 8.5 39.3 27.3 89.1 88.8: 10.9 11.2
Other: 100.0: 21.9 23.8 14.9 52.7 43.4 89.5 82.2: 10.5 17.8
: : :
:# Traders : Number of Traders in Each Category :
All : 194: 45 53 54 74 69 152 151:
Old : 169: 42 44 23 49 44 100 102:
Other: 160: 35 38 32 64 61 120 114:
:----------------------------------------------------------------------------------------------------
: 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 : 13.2 20.1 21.7 27.4 11.4 16.3 18.8 22.1
Old : 19.7 28.7 31.0 40.8 18.3 28.7 29.6 40.8
Other: 13.8 18.3 23.8 28.1 11.9 15.2 21.2 22.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 1,806,955: 350,489 282,438 512,921 789,078 747,900 1,652,488 1,543,260: 154,467 263,695
Old : 1,277,526: 266,755 282,356 344,703 561,154 495,463 1,172,611 1,122,521: 104,915 155,004
Other: 529,429: 132,940 49,288 119,013 227,924 252,437 479,877 420,738: 49,553 108,691
: : :
: : Changes in Commitments from: March 17, 2015 :
: 28,027: 1,600 -30,340 13,213 8,340 56,735 23,152 39,608: 4,875 -11,580
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 15.6 28.4 43.7 41.4 91.5 85.4: 8.5 14.6
Old : 100.0: 20.9 22.1 27.0 43.9 38.8 91.8 87.9: 8.2 12.1
Other: 100.0: 25.1 9.3 22.5 43.1 47.7 90.6 79.5: 9.4 20.5
: : :
:# Traders : Number of Traders in Each Category :
All : 789: 181 200 237 297 331 621 648:
Old : 744: 162 202 211 271 305 562 600:
Other: 553: 129 88 107 166 277 346 426:
:----------------------------------------------------------------------------------------------------
: 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 : 12.7 9.2 19.6 14.8 7.4 4.9 12.7 8.7
Old : 12.3 8.7 20.9 15.2 10.8 6.8 18.1 11.2
Other: 18.9 17.0 26.5 25.6 11.2 10.2 17.8 15.6
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 10,723: 1,655 2,322 1,106 5,921 5,275 8,681 8,703: 2,041 2,019
Old : 6,610: 1,656 1,851 568 2,933 2,786 5,157 5,204: 1,453 1,406
Other: 4,113: 158 631 378 2,988 2,489 3,524 3,499: 589 614
: : :
: : Changes in Commitments from: March 17, 2015 :
: 88: 22 -187 -84 95 363 33 92: 55 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 21.7 10.3 55.2 49.2 81.0 81.2: 19.0 18.8
Old : 100.0: 25.1 28.0 8.6 44.4 42.1 78.0 78.7: 22.0 21.3
Other: 100.0: 3.9 15.3 9.2 72.6 60.5 85.7 85.1: 14.3 14.9
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 10 8 6 17 12 31 22:
Old : 33: 8 7 5 14 10 26 18:
Other: 26: 5 5 6 13 12 21 20:
:----------------------------------------------------------------------------------------------------
: 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 : 35.2 42.4 53.2 59.9 32.3 35.1 40.3 45.1
Old : 35.8 55.7 54.3 67.1 34.0 51.0 47.1 59.7
Other: 49.3 39.2 68.2 62.1 43.7 35.9 57.2 55.1
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 982,456: 175,657 174,701 317,561 435,395 356,937 928,613 849,199: 53,843 133,256
Old : 715,624: 159,158 186,698 201,373 320,280 252,537 680,812 640,608: 34,812 75,016
Other: 266,832: 71,834 43,338 60,853 115,114 104,400 247,801 208,591: 19,030 58,240
: : :
: : Changes in Commitments from: March 17, 2015 :
: -7,665: 5,387 -3,876 -7,582 -5,381 8,883 -7,576 -2,575: -90 -5,090
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 17.8 32.3 44.3 36.3 94.5 86.4: 5.5 13.6
Old : 100.0: 22.2 26.1 28.1 44.8 35.3 95.1 89.5: 4.9 10.5
Other: 100.0: 26.9 16.2 22.8 43.1 39.1 92.9 78.2: 7.1 21.8
: : :
:# Traders : Number of Traders in Each Category :
All : 669: 160 247 271 179 216 514 579:
Old : 639: 146 252 231 162 196 462 531:
Other: 441: 138 108 121 100 161 285 345:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.9 11.3 18.5 17.4 7.3 5.6 12.1 9.3
Old : 11.0 12.7 19.2 19.6 8.6 8.6 14.7 13.6
Other: 17.4 17.4 27.1 22.9 15.5 15.9 24.6 20.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 412,662: 106,495 85,673 98,115 176,912 199,348 381,522 383,135: 31,140 29,526
Old : 325,864: 107,584 90,106 60,849 134,937 149,682 303,370 300,638: 22,494 25,226
Other: 86,798: 21,819 18,474 14,357 41,975 49,666 78,152 82,497: 8,646 4,300
: : :
: : Changes in Commitments from: March 17, 2015 :
: -414: -1,963 -4,872 -15 1,062 6,235 -917 1,348: 503 -1,762
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 20.8 23.8 42.9 48.3 92.5 92.8: 7.5 7.2
Old : 100.0: 33.0 27.7 18.7 41.4 45.9 93.1 92.3: 6.9 7.7
Other: 100.0: 25.1 21.3 16.5 48.4 57.2 90.0 95.0: 10.0 5.0
: : :
:# Traders : Number of Traders in Each Category :
All : 317: 95 86 119 88 76 248 243:
Old : 308: 104 86 103 85 72 233 227:
Other: 171: 43 51 48 52 36 130 106:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 8.2 26.0 15.1 31.9 8.0 23.5 14.0 28.9
Old : 9.4 25.2 17.3 31.5 9.0 23.7 16.3 29.5
Other: 17.2 33.6 28.4 46.0 16.4 32.1 27.3 42.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 513,144: 47,169 42,641 44,805 265,643 273,042 357,617 360,488: 155,527 152,656
Old : 513,144: 47,169 42,641 44,805 265,643 273,042 357,617 360,488: 155,527 152,656
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2015 :
: 31,696: -12,182 8,586 6,609 31,030 19,022 25,458 34,217: 6,238 -2,521
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 8.3 8.7 51.8 53.2 69.7 70.3: 30.3 29.7
Old : 100.0: 9.2 8.3 8.7 51.8 53.2 69.7 70.3: 30.3 29.7
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 : 122: 20 22 27 58 67 91 103:
Old : 122: 20 22 27 58 67 91 103:
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 : 16.3 15.8 25.6 24.4 13.7 12.7 19.7 18.6
Old : 16.3 15.8 25.6 24.4 13.7 12.7 19.7 18.6
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 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 : 582,218: 46,725 95,537 7,106 402,447 389,164 456,278 491,807: 125,939 90,410
Old : 582,218: 46,725 95,537 7,106 402,447 389,164 456,278 491,807: 125,939 90,410
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2015 :
: 173: -4,661 2,159 -4,188 1,255 -4,181 -7,594 -6,210: 7,767 6,383
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 16.4 1.2 69.1 66.8 78.4 84.5: 21.6 15.5
Old : 100.0: 8.0 16.4 1.2 69.1 66.8 78.4 84.5: 21.6 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 : 89: 11 14 8 49 48 64 66:
Old : 89: 11 14 8 49 48 64 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 : 24.5 36.5 39.5 48.3 20.9 36.3 32.7 46.2
Old : 24.5 36.5 39.5 48.3 20.9 36.3 32.7 46.2
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, March 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 : 7,452: 1,170 73 823 5,052 6,305 7,045 7,201: 407 251
Old : 7,452: 1,170 73 823 5,052 6,305 7,045 7,201: 407 251
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2015 :
: -261: -63 -30 -161 -24 -25 -248 -216: -13 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 1.0 11.0 67.8 84.6 94.5 96.6: 5.5 3.4
Old : 100.0: 15.7 1.0 11.0 67.8 84.6 94.5 96.6: 5.5 3.4
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 : 36: 11 2 7 18 20 30 28:
Old : 36: 11 2 7 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 : 37.5 57.7 60.1 76.7 26.5 41.8 35.7 46.7
Old : 37.5 57.7 60.1 76.7 26.5 41.8 35.7 46.7
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 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 : 396,578: 94,460 66,179 84,812 168,763 212,167 348,035 363,157: 48,543 33,421
Old : 324,669: 91,288 56,594 62,395 131,329 179,330 285,011 298,319: 39,657 26,350
Other: 71,909: 14,131 20,543 11,458 37,434 32,837 63,023 64,838: 8,886 7,071
: : :
: : Changes in Commitments from: March 17, 2015 :
: -4,681: -5,767 -4,599 2,011 -3,710 -2,057 -7,466 -4,646: 2,786 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 16.7 21.4 42.6 53.5 87.8 91.6: 12.2 8.4
Old : 100.0: 28.1 17.4 19.2 40.5 55.2 87.8 91.9: 12.2 8.1
Other: 100.0: 19.7 28.6 15.9 52.1 45.7 87.6 90.2: 12.4 9.8
: : :
:# Traders : Number of Traders in Each Category :
All : 278: 74 88 98 87 75 235 198:
Old : 274: 88 77 89 84 71 224 189:
Other: 153: 31 41 30 68 44 121 93:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 8.6 27.9 14.7 35.4 7.7 24.6 12.5 30.4
Old : 8.4 30.3 14.9 37.6 8.1 28.4 14.2 35.2
Other: 17.0 29.4 27.4 42.3 13.6 20.8 22.6 30.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 9,435: 779 4,747 1,230 5,532 2,052 7,540 8,028: 1,895 1,407
Old : 8,827: 1,310 4,787 643 5,100 2,045 7,053 7,475: 1,774 1,352
Other: 608: 50 541 5 432 7 487 553: 121 55
: : :
: : Changes in Commitments from: March 17, 2015 :
: 76: 13 -254 289 -265 254 36 288: 39 -213
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 50.3 13.0 58.6 21.7 79.9 85.1: 20.1 14.9
Old : 100.0: 14.8 54.2 7.3 57.8 23.2 79.9 84.7: 20.1 15.3
Other: 100.0: 8.2 89.0 0.8 71.1 1.2 80.1 91.0: 19.9 9.0
: : :
:# Traders : Number of Traders in Each Category :
All : 67: 11 26 11 22 15 41 47:
Old : 67: 14 25 9 20 15 38 46:
Other: 15: 1 6 3 7 2 11 8:
:----------------------------------------------------------------------------------------------------
: 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 : 40.9 31.8 52.4 43.8 37.3 30.5 44.5 39.5
Old : 42.1 32.6 52.6 43.5 42.1 32.6 49.8 42.3
Other: 74.0 88.8 79.3 91.0 74.0 88.1 78.8 89.6
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 1,462,139: 405,438 311,175 66,585 881,456 938,321 1,353,479 1,316,082: 108,660 146,057
Old : 1,462,139: 405,438 311,175 66,585 881,456 938,321 1,353,479 1,316,082: 108,660 146,057
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2015 :
: 56,549: 45,313 -23,030 3,049 -2,835 63,528 45,527 43,546: 11,022 13,003
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 21.3 4.6 60.3 64.2 92.6 90.0: 7.4 10.0
Old : 100.0: 27.7 21.3 4.6 60.3 64.2 92.6 90.0: 7.4 10.0
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 : 269: 50 61 37 94 125 162 205:
Old : 269: 50 61 37 94 125 162 205:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.1 28.2 41.0 37.8 28.8 28.2 39.0 35.7
Old : 29.1 28.2 41.0 37.8 28.8 28.2 39.0 35.7
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 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 : 3,513,518: 320,799 476,782 403,254 2,437,881 2,205,877 3,161,935 3,085,913: 351,583 427,604
Old : 3,513,518: 320,799 476,782 403,254 2,437,881 2,205,877 3,161,935 3,085,913: 351,583 427,604
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2015 :
: 323,433: -37,665 -14,583 85,211 240,507 260,682 288,053 331,310: 35,380 -7,877
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 13.6 11.5 69.4 62.8 90.0 87.8: 10.0 12.2
Old : 100.0: 9.1 13.6 11.5 69.4 62.8 90.0 87.8: 10.0 12.2
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 : 399: 68 98 100 174 204 300 344:
Old : 399: 68 98 100 174 204 300 344:
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 : 31.5 18.2 40.0 26.9 25.6 13.8 32.6 18.7
Old : 31.5 18.2 40.0 26.9 25.6 13.8 32.6 18.7
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 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 : 2,215,353: 382,170 397,808 117,999 1,460,812 1,325,614 1,960,981 1,841,420: 254,372 373,933
Old : 2,215,353: 382,170 397,808 117,999 1,460,812 1,325,614 1,960,981 1,841,420: 254,372 373,933
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2015 :
: 15,334: -46,124 -9,790 8,708 25,984 25,622 -11,432 24,540: 26,766 -9,207
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 18.0 5.3 65.9 59.8 88.5 83.1: 11.5 16.9
Old : 100.0: 17.3 18.0 5.3 65.9 59.8 88.5 83.1: 11.5 16.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 269: 39 66 53 115 136 188 221:
Old : 269: 39 66 53 115 136 188 221:
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 : 21.3 14.4 34.8 23.7 16.7 13.1 28.6 20.6
Old : 21.3 14.4 34.8 23.7 16.7 13.1 28.6 20.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 766,266: 51,931 131,518 167,650 521,754 412,790 741,335 711,958: 24,931 54,308
Old : 766,266: 51,931 131,518 167,650 521,754 412,790 741,335 711,958: 24,931 54,308
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2015 :
: -12,074: 20,855 -5,122 -32,470 -1,212 22,044 -12,828 -15,549: 754 3,475
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 17.2 21.9 68.1 53.9 96.7 92.9: 3.3 7.1
Old : 100.0: 6.8 17.2 21.9 68.1 53.9 96.7 92.9: 3.3 7.1
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 : 114: 18 36 33 43 54 79 108:
Old : 114: 18 36 33 43 54 79 108:
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 : 40.5 22.8 51.8 34.1 28.8 10.4 34.5 17.8
Old : 40.5 22.8 51.8 34.1 28.8 10.4 34.5 17.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 54,651: 14,991 8,899 1,514 30,161 39,070 46,666 49,483: 7,984 5,167
Old : 54,651: 14,991 8,899 1,514 30,161 39,070 46,666 49,483: 7,984 5,167
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2015 :
: -1,863: -857 -1,418 -255 -387 1,019 -1,499 -655: -363 -1,207
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 16.3 2.8 55.2 71.5 85.4 90.5: 14.6 9.5
Old : 100.0: 27.4 16.3 2.8 55.2 71.5 85.4 90.5: 14.6 9.5
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 : 97: 27 20 8 32 26 63 50:
Old : 97: 27 20 8 32 26 63 50:
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 : 30.2 39.5 43.5 61.7 30.0 38.2 43.3 60.1
Old : 30.2 39.5 43.5 61.7 30.0 38.2 43.3 60.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 109,301: 29,982 17,798 3,028 60,322 78,140 93,333 98,966: 15,969 10,335
Old : 109,301: 29,982 17,798 3,028 60,322 78,140 93,333 98,966: 15,969 10,335
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2015 :
: -3,725: -1,715 -2,837 -511 -773 2,037 -2,999 -1,311: -726 -2,415
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 16.3 2.8 55.2 71.5 85.4 90.5: 14.6 9.5
Old : 100.0: 27.4 16.3 2.8 55.2 71.5 85.4 90.5: 14.6 9.5
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 : 97: 27 20 8 32 26 63 50:
Old : 97: 27 20 8 32 26 63 50:
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 : 30.2 39.5 43.5 61.7 30.0 38.2 43.3 60.1
Old : 30.2 39.5 43.5 61.7 30.0 38.2 43.3 60.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 13,146: 11,416 11,754 714 848 678 12,978 13,146: 168 0
Old : 13,146: 11,416 11,754 714 848 678 12,978 13,146: 168 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2015 :
: -3,778: -1,826 -1,691 -1,941 -67 0 -3,834 -3,632: 56 -146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.8 89.4 5.4 6.5 5.2 98.7 100.0: 1.3 0.0
Old : 100.0: 86.8 89.4 5.4 6.5 5.2 98.7 100.0: 1.3 0.0
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 : 27: 16 10 2 1 1 18 12:
Old : 27: 16 10 2 1 1 18 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 : 68.5 74.5 92.6 92.5 67.8 72.1 83.7 85.7
Old : 68.5 74.5 92.6 92.5 67.8 72.1 83.7 85.7
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 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 : 45,423: 32,437 17,520 0 12,871 27,770 45,308 45,290: 115 133
Old : 45,423: 32,437 17,520 0 12,871 27,770 45,308 45,290: 115 133
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2015 :
: -1,026: 449 -558 0 -1,462 -463 -1,013 -1,021: -13 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.4 38.6 0.0 28.3 61.1 99.7 99.7: 0.3 0.3
Old : 100.0: 71.4 38.6 0.0 28.3 61.1 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: 7 16 0 7 15 14 31:
Old : 43: 7 16 0 7 15 14 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 : 90.3 54.5 97.2 74.1 84.2 46.0 89.7 65.6
Old : 90.3 54.5 97.2 74.1 84.2 46.0 89.7 65.6
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 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 : 38,351: 28,961 13,378 0 9,256 24,876 38,217 38,254: 134 97
Old : 38,351: 28,961 13,378 0 9,256 24,876 38,217 38,254: 134 97
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2015 :
: 1,681: 1,272 665 -19 414 1,041 1,667 1,687: 14 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.5 34.9 0.0 24.1 64.9 99.7 99.7: 0.3 0.3
Old : 100.0: 75.5 34.9 0.0 24.1 64.9 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: 11 14 0 4 15 15 29:
Old : 43: 11 14 0 4 15 15 29:
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 : 94.3 58.7 98.1 76.9 94.3 58.1 98.1 76.4
Old : 94.3 58.7 98.1 76.9 94.3 58.1 98.1 76.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 27, 2015