WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 14, 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 : 593,319: 104,657 170,042 209,702 233,184 164,802 547,542 544,546: 45,776 48,772
Old : 149,789: 58,126 73,022 39,374 38,247 24,809 135,747 137,205: 14,041 12,584
Other: 443,530: 84,487 134,977 132,371 194,937 139,994 411,795 407,342: 31,735 36,188
: : :
: : Changes in Commitments from: April 7, 2015 :
: 23,674: 665 12,464 12,559 7,214 -6,507 20,438 18,516: 3,236 5,159
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 28.7 35.3 39.3 27.8 92.3 91.8: 7.7 8.2
Old : 100.0: 38.8 48.8 26.3 25.5 16.6 90.6 91.6: 9.4 8.4
Other: 100.0: 19.0 30.4 29.8 44.0 31.6 92.8 91.8: 7.2 8.2
: : :
:# Traders : Number of Traders in Each Category :
All : 435: 140 141 189 114 106 364 350:
Old : 306: 116 88 78 70 66 225 193:
Other: 385: 106 145 144 100 98 296 309:
:----------------------------------------------------------------------------------------------------
: 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 : 10.6 8.3 17.4 15.4 8.7 7.1 14.7 12.1
Old : 13.3 17.2 22.7 26.3 13.3 17.1 22.7 25.7
Other: 13.7 10.6 22.1 19.1 11.9 9.0 19.7 13.7
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 14, 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 : 173,514: 37,592 48,537 34,783 80,954 65,158 153,328 148,477: 20,186 25,037
Old : 40,657: 13,878 19,010 5,383 16,654 11,252 35,915 35,645: 4,742 5,012
Other: 132,857: 29,998 35,811 23,115 64,299 53,906 117,413 112,832: 15,444 20,025
: : :
: : Changes in Commitments from: April 7, 2015 :
: 9,276: -1,669 4,187 5,611 2,495 -2,844 6,438 6,954: 2,839 2,322
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 28.0 20.0 46.7 37.6 88.4 85.6: 11.6 14.4
Old : 100.0: 34.1 46.8 13.2 41.0 27.7 88.3 87.7: 11.7 12.3
Other: 100.0: 22.6 27.0 17.4 48.4 40.6 88.4 84.9: 11.6 15.1
: : :
:# Traders : Number of Traders in Each Category :
All : 202: 51 52 56 74 70 156 155:
Old : 141: 39 28 18 42 41 87 82:
Other: 188: 41 53 46 67 68 132 146:
:----------------------------------------------------------------------------------------------------
: 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 17.4 21.3 26.1 10.7 14.4 18.2 21.6
Old : 20.8 33.4 33.7 49.6 19.3 33.4 31.8 49.0
Other: 13.2 16.0 23.2 24.6 11.9 12.1 20.9 18.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 14, 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 : 1,875,432: 324,952 313,634 557,596 829,559 730,289 1,712,106 1,601,518: 163,325 273,913
Old : 1,284,616: 258,395 323,370 353,634 564,234 457,284 1,176,263 1,134,287: 108,353 150,329
Other: 590,816: 132,076 55,783 138,443 265,324 273,005 535,844 467,232: 54,972 123,584
: : :
: : Changes in Commitments from: April 7, 2015 :
: 65,967: -233 58,214 28,792 26,678 -26,915 55,237 60,090: 10,730 5,877
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 16.7 29.7 44.2 38.9 91.3 85.4: 8.7 14.6
Old : 100.0: 20.1 25.2 27.5 43.9 35.6 91.6 88.3: 8.4 11.7
Other: 100.0: 22.4 9.4 23.4 44.9 46.2 90.7 79.1: 9.3 20.9
: : :
:# Traders : Number of Traders in Each Category :
All : 780: 182 192 243 308 323 624 654:
Old : 733: 174 191 208 279 285 559 589:
Other: 570: 125 99 128 189 274 384 442:
:----------------------------------------------------------------------------------------------------
: 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 : 11.2 8.7 17.9 14.7 6.9 4.2 11.7 7.9
Old : 10.8 8.5 18.4 15.2 9.7 6.3 16.3 11.7
Other: 16.0 16.2 23.0 24.1 8.2 8.2 14.3 13.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 14, 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 : 10,522: 1,102 1,138 1,763 5,424 5,187 8,289 8,087: 2,233 2,435
Old : 4,333: 956 501 800 1,660 1,775 3,416 3,075: 918 1,258
Other: 6,188: 677 1,168 432 3,764 3,412 4,873 5,012: 1,315 1,177
: : :
: : Changes in Commitments from: April 7, 2015 :
: -20: -167 35 38 334 -159 205 -86: -225 66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 10.8 16.8 51.6 49.3 78.8 76.9: 21.2 23.1
Old : 100.0: 22.1 11.6 18.5 38.3 41.0 78.8 71.0: 21.2 29.0
Other: 100.0: 10.9 18.9 7.0 60.8 55.1 78.7 81.0: 21.3 19.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 8 10 7 18 12 30 26:
Old : 27: 6 8 5 10 9 19 19:
Other: 35: 7 9 5 17 12 26 24:
:----------------------------------------------------------------------------------------------------
: 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 : 33.3 33.9 51.9 50.3 27.4 21.4 35.1 32.1
Old : 45.9 36.9 66.9 53.4 29.9 18.8 41.4 28.0
Other: 34.7 37.3 50.9 56.3 32.6 29.1 45.9 42.9
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 14, 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 : 1,050,407: 166,841 207,859 331,539 493,095 376,356 991,475 915,754: 58,932 134,653
Old : 740,612: 146,846 204,732 204,594 351,482 261,935 702,922 671,260: 37,690 69,352
Other: 309,796: 72,662 55,793 74,279 141,613 114,422 288,553 244,494: 21,243 65,302
: : :
: : Changes in Commitments from: April 7, 2015 :
: 65,131: -9,045 25,675 27,961 43,331 8,934 62,247 62,570: 2,884 2,561
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 19.8 31.6 46.9 35.8 94.4 87.2: 5.6 12.8
Old : 100.0: 19.8 27.6 27.6 47.5 35.4 94.9 90.6: 5.1 9.4
Other: 100.0: 23.5 18.0 24.0 45.7 36.9 93.1 78.9: 6.9 21.1
: : :
:# Traders : Number of Traders in Each Category :
All : 686: 156 274 281 179 208 521 602:
Old : 653: 163 254 230 158 187 456 547:
Other: 461: 119 144 136 112 157 307 366:
:----------------------------------------------------------------------------------------------------
: 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 : 10.6 10.8 18.5 17.2 6.5 4.9 11.2 9.2
Old : 12.0 13.5 19.4 20.4 7.6 7.0 13.4 12.1
Other: 16.1 12.9 24.7 19.1 14.0 11.3 22.0 16.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 14, 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 : 408,589: 116,317 81,306 89,809 167,906 207,736 374,032 378,851: 34,556 29,738
Old : 303,767: 116,589 85,006 49,643 113,836 145,042 280,068 279,690: 23,699 24,077
Other: 104,822: 25,477 22,050 14,417 54,070 62,694 93,964 99,161: 10,857 5,661
: : :
: : Changes in Commitments from: April 7, 2015 :
: -78: 3,869 -8,292 2,164 -7,314 7,336 -1,281 1,208: 1,204 -1,286
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 19.9 22.0 41.1 50.8 91.5 92.7: 8.5 7.3
Old : 100.0: 38.4 28.0 16.3 37.5 47.7 92.2 92.1: 7.8 7.9
Other: 100.0: 24.3 21.0 13.8 51.6 59.8 89.6 94.6: 10.4 5.4
: : :
:# Traders : Number of Traders in Each Category :
All : 316: 100 87 113 83 80 249 236:
Old : 307: 111 85 95 81 74 234 217:
Other: 175: 44 57 45 50 42 126 115:
:----------------------------------------------------------------------------------------------------
: 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 28.4 15.2 34.1 8.1 26.1 14.6 31.5
Old : 9.2 27.0 16.9 34.1 9.0 25.7 15.9 31.7
Other: 18.7 33.5 30.2 45.4 18.0 31.3 29.4 42.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 14, 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 : 520,463: 73,727 49,673 37,601 252,119 292,344 363,447 379,618: 157,015 140,845
Old : 520,463: 73,727 49,673 37,601 252,119 292,344 363,447 379,618: 157,015 140,845
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 7, 2015 :
: 12,535: 15,762 2,734 1,207 -9,287 10,136 7,681 14,077: 4,854 -1,542
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 9.5 7.2 48.4 56.2 69.8 72.9: 30.2 27.1
Old : 100.0: 14.2 9.5 7.2 48.4 56.2 69.8 72.9: 30.2 27.1
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 : 134: 26 26 33 61 68 104 110:
Old : 134: 26 26 33 61 68 104 110:
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 18.6 25.7 28.0 14.4 17.1 21.3 24.3
Old : 16.3 18.6 25.7 28.0 14.4 17.1 21.3 24.3
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, April 14, 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 : 586,979: 53,156 88,508 7,494 405,480 400,377 466,130 496,379: 120,849 90,601
Old : 586,979: 53,156 88,508 7,494 405,480 400,377 466,130 496,379: 120,849 90,601
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 7, 2015 :
: 15,659: 4,218 7,280 -338 10,002 8,903 13,882 15,845: 1,777 -185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 15.1 1.3 69.1 68.2 79.4 84.6: 20.6 15.4
Old : 100.0: 9.1 15.1 1.3 69.1 68.2 79.4 84.6: 20.6 15.4
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 : 92: 13 13 7 50 50 67 66:
Old : 92: 13 13 7 50 50 67 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 : 24.4 36.8 38.9 48.3 20.3 36.7 31.9 46.5
Old : 24.4 36.8 38.9 48.3 20.3 36.7 31.9 46.5
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, April 14, 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 : 6,347: 1,460 133 543 3,973 5,394 5,976 6,070: 371 277
Old : 6,347: 1,460 133 543 3,973 5,394 5,976 6,070: 371 277
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 7, 2015 :
: -203: 154 -16 -84 -297 -63 -227 -163: 24 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 2.1 8.6 62.6 85.0 94.2 95.6: 5.8 4.4
Old : 100.0: 23.0 2.1 8.6 62.6 85.0 94.2 95.6: 5.8 4.4
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 : 39: 13 3 5 16 20 31 26:
Old : 39: 13 3 5 16 20 31 26:
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 : 39.8 59.7 58.1 75.8 31.9 52.3 43.5 57.5
Old : 39.8 59.7 58.1 75.8 31.9 52.3 43.5 57.5
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, April 14, 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 : 404,553: 87,325 86,226 84,765 179,961 191,252 352,050 362,243: 52,503 42,310
Old : 314,430: 84,398 73,929 56,790 132,588 151,201 273,777 281,920: 40,654 32,511
Other: 90,123: 18,345 27,715 12,556 47,372 40,052 78,273 80,323: 11,849 9,800
: : :
: : Changes in Commitments from: April 7, 2015 :
: 9,416: -7,692 14,708 5,334 8,632 -16,636 6,274 3,406: 3,142 6,010
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 21.3 21.0 44.5 47.3 87.0 89.5: 13.0 10.5
Old : 100.0: 26.8 23.5 18.1 42.2 48.1 87.1 89.7: 12.9 10.3
Other: 100.0: 20.4 30.8 13.9 52.6 44.4 86.9 89.1: 13.1 10.9
: : :
:# Traders : Number of Traders in Each Category :
All : 295: 78 95 110 87 79 238 226:
Old : 293: 94 86 97 84 77 228 216:
Other: 171: 38 52 37 63 46 128 110:
:----------------------------------------------------------------------------------------------------
: 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 : 10.1 22.0 16.6 29.1 8.7 18.4 13.7 24.7
Old : 10.2 23.3 16.5 30.8 9.8 21.5 15.6 28.7
Other: 16.7 24.8 26.1 38.2 13.4 19.3 21.9 28.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 14, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 11,998: 673 5,067 3,007 6,084 1,522 9,763 9,595: 2,235 2,403
Old : 10,185: 2,049 4,913 1,553 4,559 1,505 8,161 7,971: 2,024 2,214
Other: 1,813: 5 1,534 73 1,525 17 1,603 1,624: 210 189
: : :
: : Changes in Commitments from: April 7, 2015 :
: 1,175: -103 360 621 307 -410 825 571: 350 603
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 42.2 25.1 50.7 12.7 81.4 80.0: 18.6 20.0
Old : 100.0: 20.1 48.2 15.3 44.8 14.8 80.1 78.3: 19.9 21.7
Other: 100.0: 0.3 84.6 4.0 84.1 0.9 88.4 89.6: 11.6 10.4
: : :
:# Traders : Number of Traders in Each Category :
All : 70: 13 24 13 23 12 44 47:
Old : 69: 18 22 11 22 12 43 44:
Other: 22: 1 11 5 9 2 14 14:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.6 29.6 49.3 40.9 33.2 24.8 39.3 32.0
Old : 32.3 29.2 45.2 40.4 31.1 29.2 40.8 37.7
Other: 79.0 77.6 86.2 87.0 79.0 74.6 84.0 83.7
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 14, 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 : 1,439,126: 452,383 293,939 48,908 809,342 943,057 1,310,633 1,285,904: 128,493 153,222
Old : 1,439,126: 452,383 293,939 48,908 809,342 943,057 1,310,633 1,285,904: 128,493 153,222
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 7, 2015 :
: 45,488: 46,906 14,465 -292 -8,902 28,642 37,712 42,815: 7,776 2,673
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 20.4 3.4 56.2 65.5 91.1 89.4: 8.9 10.6
Old : 100.0: 31.4 20.4 3.4 56.2 65.5 91.1 89.4: 8.9 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 : 266: 49 60 36 96 120 161 200:
Old : 266: 49 60 36 96 120 161 200:
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 : 24.1 28.6 35.9 37.5 23.8 28.6 35.1 36.2
Old : 24.1 28.6 35.9 37.5 23.8 28.6 35.1 36.2
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, April 14, 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 : 3,331,712: 354,641 484,118 302,516 2,312,889 2,119,375 2,970,046 2,906,008: 361,666 425,703
Old : 3,331,712: 354,641 484,118 302,516 2,312,889 2,119,375 2,970,046 2,906,008: 361,666 425,703
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 7, 2015 :
: 14,136: 41,711 -974 5,199 -38,070 18,116 8,840 22,342: 5,296 -8,205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 14.5 9.1 69.4 63.6 89.1 87.2: 10.9 12.8
Old : 100.0: 10.6 14.5 9.1 69.4 63.6 89.1 87.2: 10.9 12.8
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 : 395: 63 100 94 176 199 301 331:
Old : 395: 63 100 94 176 199 301 331:
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 : 32.1 16.9 41.0 25.6 28.1 14.2 34.5 20.7
Old : 32.1 16.9 41.0 25.6 28.1 14.2 34.5 20.7
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, April 14, 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 : 2,170,571: 358,034 411,101 104,031 1,426,887 1,296,213 1,888,952 1,811,346: 281,618 359,225
Old : 2,170,571: 358,034 411,101 104,031 1,426,887 1,296,213 1,888,952 1,811,346: 281,618 359,225
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 7, 2015 :
: 20,519: 17,568 -11,518 17,232 -15,503 2,465 19,296 8,179: 1,223 12,341
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 18.9 4.8 65.7 59.7 87.0 83.5: 13.0 16.5
Old : 100.0: 16.5 18.9 4.8 65.7 59.7 87.0 83.5: 13.0 16.5
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 : 280: 51 62 55 114 142 195 229:
Old : 280: 51 62 55 114 142 195 229:
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 : 21.4 14.4 34.5 23.0 18.0 11.3 28.0 18.8
Old : 21.4 14.4 34.5 23.0 18.0 11.3 28.0 18.8
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, April 14, 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 : 766,907: 40,578 156,508 152,496 545,315 402,109 738,388 711,112: 28,519 55,794
Old : 766,907: 40,578 156,508 152,496 545,315 402,109 738,388 711,112: 28,519 55,794
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 7, 2015 :
: 32,690: -634 14,304 5,627 25,803 12,679 30,796 32,611: 1,893 79
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 20.4 19.9 71.1 52.4 96.3 92.7: 3.7 7.3
Old : 100.0: 5.3 20.4 19.9 71.1 52.4 96.3 92.7: 3.7 7.3
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 : 123: 11 48 36 42 59 80 119:
Old : 123: 11 48 36 42 59 80 119:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.5 19.0 55.2 29.5 29.8 9.7 35.8 16.1
Old : 43.5 19.0 55.2 29.5 29.8 9.7 35.8 16.1
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, April 14, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 55,656: 16,660 8,129 801 29,667 41,759 47,129 50,689: 8,528 4,967
Old : 55,656: 16,660 8,129 801 29,667 41,759 47,129 50,689: 8,528 4,967
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 7, 2015 :
: 5,683: 4,182 243 -665 1,943 5,958 5,459 5,536: 224 147
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 14.6 1.4 53.3 75.0 84.7 91.1: 15.3 8.9
Old : 100.0: 29.9 14.6 1.4 53.3 75.0 84.7 91.1: 15.3 8.9
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 : 97: 31 18 9 29 28 63 52:
Old : 97: 31 18 9 29 28 63 52:
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 : 29.5 40.2 41.9 62.0 28.5 39.0 40.9 60.5
Old : 29.5 40.2 41.9 62.0 28.5 39.0 40.9 60.5
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, April 14, 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 : 111,313: 33,320 16,258 1,603 59,335 83,517 94,258 101,378: 17,055 9,935
Old : 111,313: 33,320 16,258 1,603 59,335 83,517 94,258 101,378: 17,055 9,935
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 7, 2015 :
: 11,366: 8,363 486 -1,330 3,886 11,917 10,919 11,072: 447 294
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 14.6 1.4 53.3 75.0 84.7 91.1: 15.3 8.9
Old : 100.0: 29.9 14.6 1.4 53.3 75.0 84.7 91.1: 15.3 8.9
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 : 97: 31 18 9 29 28 63 52:
Old : 97: 31 18 9 29 28 63 52:
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 : 29.5 40.2 41.9 62.0 28.5 39.0 40.9 60.5
Old : 29.5 40.2 41.9 62.0 28.5 39.0 40.9 60.5
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, April 14, 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 : 14,457: 12,626 12,953 826 848 678 14,300 14,457: 157 0
Old : 14,457: 12,626 12,953 826 848 678 14,300 14,457: 157 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 7, 2015 :
: 625: 664 676 -51 0 0 613 625: 12 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.3 89.6 5.7 5.9 4.7 98.9 100.0: 1.1 0.0
Old : 100.0: 87.3 89.6 5.7 5.9 4.7 98.9 100.0: 1.1 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 : 29: 17 11 2 1 1 19 13:
Old : 29: 17 11 2 1 1 19 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 : 73.3 67.8 92.8 90.4 72.0 67.8 83.8 84.6
Old : 73.3 67.8 92.8 90.4 72.0 67.8 83.8 84.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 14, 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 : 44,768: 34,843 17,751 0 9,798 26,845 44,641 44,596: 127 172
Old : 44,768: 34,843 17,751 0 9,798 26,845 44,641 44,596: 127 172
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 7, 2015 :
: 426: 1,375 377 0 -937 -3 438 374: -12 52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.8 39.7 0.0 21.9 60.0 99.7 99.6: 0.3 0.4
Old : 100.0: 77.8 39.7 0.0 21.9 60.0 99.7 99.6: 0.3 0.4
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 : 44: 8 15 0 6 16 14 31:
Old : 44: 8 15 0 6 16 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 : 88.7 53.6 95.6 72.9 82.9 45.0 88.0 64.2
Old : 88.7 53.6 95.6 72.9 82.9 45.0 88.0 64.2
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, April 14, 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 : 38,533: 32,004 13,420 52 6,331 24,920 38,387 38,392: 146 141
Old : 38,533: 32,004 13,420 52 6,331 24,920 38,387 38,392: 146 141
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 7, 2015 :
: 919: 1,660 756 52 -818 89 894 897: 25 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.1 34.8 0.1 16.4 64.7 99.6 99.6: 0.4 0.4
Old : 100.0: 83.1 34.8 0.1 16.4 64.7 99.6 99.6: 0.4 0.4
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 : 44: 12 13 2 5 15 17 30:
Old : 44: 12 13 2 5 15 17 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 93.2 58.1 97.2 76.4 93.2 57.6 97.2 75.9
Old : 93.2 58.1 97.2 76.4 93.2 57.6 97.2 75.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 17, 2015