WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 28, 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 : 500,486: 112,321 108,776 163,910 185,349 185,263 461,581 457,949: 38,906 42,537
Old : 479,747: 112,072 109,653 155,672 175,673 175,864 443,417 441,189: 36,330 38,558
Other: 20,739: 4,417 3,291 4,071 9,675 9,399 18,163 16,761: 2,576 3,979
: : :
: : Changes in Commitments from: July 21, 2015 :
: -44,606: -16,769 -4,334 -20,391 1,203 -15,046 -35,957 -39,770: -8,649 -4,836
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 21.7 32.8 37.0 37.0 92.2 91.5: 7.8 8.5
Old : 100.0: 23.4 22.9 32.4 36.6 36.7 92.4 92.0: 7.6 8.0
Other: 100.0: 21.3 15.9 19.6 46.7 45.3 87.6 80.8: 12.4 19.2
: : :
:# Traders : Number of Traders in Each Category :
All : 410: 123 129 156 105 120 324 323:
Old : 408: 126 126 151 105 119 319 320:
Other: 120: 21 28 26 31 52 74 87:
:----------------------------------------------------------------------------------------------------
: 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 9.9 18.5 17.3 10.1 8.0 16.8 13.4
Old : 11.3 10.3 18.9 18.0 10.2 8.5 17.1 14.1
Other: 32.0 25.2 45.5 37.4 27.9 24.1 39.7 32.1
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 28, 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 : 204,302: 56,847 56,422 32,783 92,120 87,234 181,750 176,439: 22,552 27,863
Old : 190,894: 56,790 55,700 29,986 82,082 80,444 168,858 166,130: 22,036 24,764
Other: 13,408: 2,062 2,727 792 10,038 6,791 12,892 10,309: 515 3,098
: : :
: : Changes in Commitments from: July 21, 2015 :
: -4,674: -1,057 8,096 -4,724 -795 -6,358 -6,576 -2,985: 1,902 -1,689
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 27.6 16.0 45.1 42.7 89.0 86.4: 11.0 13.6
Old : 100.0: 29.7 29.2 15.7 43.0 42.1 88.5 87.0: 11.5 13.0
Other: 100.0: 15.4 20.3 5.9 74.9 50.6 96.2 76.9: 3.8 23.1
: : :
:# Traders : Number of Traders in Each Category :
All : 203: 45 50 52 70 77 144 160:
Old : 202: 48 49 51 70 75 143 157:
Other: 72: 6 17 9 18 36 30 56:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.6 22.5 30.5 30.2 15.4 12.7 23.8 20.0
Old : 18.4 24.1 29.0 32.3 16.5 17.2 25.2 25.1
Other: 79.5 30.3 87.9 45.2 79.5 29.6 86.5 43.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 28, 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 : 1,867,692: 433,801 127,493 552,749 729,108 897,619 1,715,658 1,577,861: 152,034 289,831
Old : 627,059: 231,737 122,374 127,675 226,078 324,274 585,490 574,322: 41,570 52,737
Other: 1,240,633: 318,499 121,554 308,640 503,030 573,345 1,130,168 1,003,538: 110,464 237,094
: : :
: : Changes in Commitments from: July 21, 2015 :
: -107,796: -28,438 4,873 -63,835 -15,220 -46,451 -107,492 -105,413: -303 -2,383
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 6.8 29.6 39.0 48.1 91.9 84.5: 8.1 15.5
Old : 100.0: 37.0 19.5 20.4 36.1 51.7 93.4 91.6: 6.6 8.4
Other: 100.0: 25.7 9.8 24.9 40.5 46.2 91.1 80.9: 8.9 19.1
: : :
:# Traders : Number of Traders in Each Category :
All : 785: 209 168 228 279 344 603 642:
Old : 612: 134 125 100 193 261 370 443:
Other: 743: 203 152 165 245 330 524 573:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 9.0 10.3 16.3 16.2 6.5 6.1 11.4 11.0
Old : 11.8 20.5 20.3 29.6 11.2 19.8 18.5 27.8
Other: 11.2 7.7 19.0 13.4 8.7 5.3 14.2 9.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 28, 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 : 9,537: 779 2,354 675 6,243 4,437 7,697 7,466: 1,840 2,071
Old : 9,537: 779 2,354 675 6,243 4,437 7,697 7,466: 1,840 2,071
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2015 :
: 361: -37 184 9 351 56 323 249: 38 112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 24.7 7.1 65.5 46.5 80.7 78.3: 19.3 21.7
Old : 100.0: 8.2 24.7 7.1 65.5 46.5 80.7 78.3: 19.3 21.7
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 : 39: 8 11 6 19 12 28 28:
Old : 39: 8 11 6 19 12 28 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 : 38.5 49.1 55.6 61.5 34.7 40.3 46.0 48.2
Old : 38.5 49.1 55.6 61.5 34.7 40.3 46.0 48.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 28, 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 : 834,652: 164,088 73,447 259,950 356,729 405,000 780,768 738,397: 53,884 96,255
Old : 23,874: 5,852 1,255 64 13,896 17,539 19,812 18,858: 4,062 5,016
Other: 810,778: 161,865 75,821 256,257 342,833 387,461 760,956 719,539: 49,822 91,239
: : :
: : Changes in Commitments from: July 21, 2015 :
: -82,216: -27,453 16,395 -39,512 -7,906 -58,572 -74,871 -81,689: -7,345 -527
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 8.8 31.1 42.7 48.5 93.5 88.5: 6.5 11.5
Old : 100.0: 24.5 5.3 0.3 58.2 73.5 83.0 79.0: 17.0 21.0
Other: 100.0: 20.0 9.4 31.6 42.3 47.8 93.9 88.7: 6.1 11.3
: : :
:# Traders : Number of Traders in Each Category :
All : 604: 182 167 231 178 214 484 504:
Old : 179: 31 14 1 70 73 102 87:
Other: 602: 177 176 226 156 210 458 498:
:----------------------------------------------------------------------------------------------------
: 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 : 12.0 13.3 18.7 21.7 8.3 10.1 13.6 15.6
Old : 30.7 36.9 46.8 47.7 27.2 36.9 41.5 46.1
Other: 12.0 12.7 18.9 21.3 8.3 9.7 13.8 15.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 28, 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 : 406,200: 105,509 81,375 82,831 185,150 209,104 373,489 373,310: 32,711 32,890
Old : 75,726: 14,798 14,664 7,481 45,219 45,690 67,498 67,836: 8,228 7,890
Other: 330,474: 102,368 78,368 63,692 139,931 163,414 305,991 305,474: 24,483 25,000
: : :
: : Changes in Commitments from: July 21, 2015 :
: -4,441: -1,954 15,687 -11,847 11,060 -14,854 -2,741 -11,014: -1,700 6,573
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 20.0 20.4 45.6 51.5 91.9 91.9: 8.1 8.1
Old : 100.0: 19.5 19.4 9.9 59.7 60.3 89.1 89.6: 10.9 10.4
Other: 100.0: 31.0 23.7 19.3 42.3 49.4 92.6 92.4: 7.4 7.6
: : :
:# Traders : Number of Traders in Each Category :
All : 305: 92 81 103 92 77 249 217:
Old : 176: 53 33 36 65 48 130 106:
Other: 289: 81 88 92 80 67 226 196:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 9.0 26.8 16.1 33.4 8.5 23.8 15.3 30.2
Old : 26.5 31.3 36.4 44.0 26.5 30.4 36.3 41.9
Other: 10.7 26.5 18.9 33.8 10.6 25.0 18.8 31.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 28, 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 : 613,523: 54,238 53,097 56,091 365,751 344,115 476,079 453,303: 137,444 160,221
Old : 613,523: 54,238 53,097 56,091 365,751 344,115 476,079 453,303: 137,444 160,221
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2015 :
: -8,841: -7,697 -12,375 565 -4,983 -2,358 -12,114 -14,167: 3,273 5,326
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 8.7 9.1 59.6 56.1 77.6 73.9: 22.4 26.1
Old : 100.0: 8.8 8.7 9.1 59.6 56.1 77.6 73.9: 22.4 26.1
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 : 146: 23 34 40 65 76 111 127:
Old : 146: 23 34 40 65 76 111 127:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.9 14.3 33.7 23.6 19.8 12.0 27.2 20.1
Old : 23.9 14.3 33.7 23.6 19.8 12.0 27.2 20.1
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, July 28, 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 : 612,938: 54,589 101,177 7,781 443,500 412,371 505,870 521,329: 107,067 91,609
Old : 612,938: 54,589 101,177 7,781 443,500 412,371 505,870 521,329: 107,067 91,609
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2015 :
: 4,049: 2,423 3,326 -1,239 4,538 2,897 5,722 4,984: -1,673 -936
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 16.5 1.3 72.4 67.3 82.5 85.1: 17.5 14.9
Old : 100.0: 8.9 16.5 1.3 72.4 67.3 82.5 85.1: 17.5 14.9
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 : 101: 12 16 11 54 53 71 75:
Old : 101: 12 16 11 54 53 71 75:
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 : 25.1 38.9 41.4 48.7 23.5 38.6 35.5 47.2
Old : 25.1 38.9 41.4 48.7 23.5 38.6 35.5 47.2
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, July 28, 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 : 5,722: 2,210 174 836 2,294 4,363 5,340 5,373: 382 349
Old : 5,722: 2,210 174 836 2,294 4,363 5,340 5,373: 382 349
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2015 :
: -385: -328 -94 -57 21 -374 -364 -525: -21 140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.6 3.0 14.6 40.1 76.2 93.3 93.9: 6.7 6.1
Old : 100.0: 38.6 3.0 14.6 40.1 76.2 93.3 93.9: 6.7 6.1
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 : 38: 15 3 5 12 16 30 23:
Old : 38: 15 3 5 12 16 30 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.9 52.6 65.7 73.5 36.3 42.6 50.1 54.5
Old : 41.9 52.6 65.7 73.5 36.3 42.6 50.1 54.5
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, July 28, 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 : 448,106: 141,408 49,472 82,224 174,422 283,321 398,053 415,016: 50,052 33,090
Old : 94,992: 31,529 6,059 14,727 36,501 62,996 82,756 83,782: 12,236 11,210
Other: 353,113: 126,820 60,354 50,555 137,921 220,325 315,297 331,234: 37,817 21,879
: : :
: : Changes in Commitments from: July 21, 2015 :
: -27,024: -440 4,858 -20,733 -1,842 -14,080 -23,015 -29,955: -4,009 2,930
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 11.0 18.3 38.9 63.2 88.8 92.6: 11.2 7.4
Old : 100.0: 33.2 6.4 15.5 38.4 66.3 87.1 88.2: 12.9 11.8
Other: 100.0: 35.9 17.1 14.3 39.1 62.4 89.3 93.8: 10.7 6.2
: : :
:# Traders : Number of Traders in Each Category :
All : 289: 96 65 85 94 91 247 199:
Old : 188: 49 37 38 71 67 147 115:
Other: 276: 100 65 69 85 79 225 177:
:----------------------------------------------------------------------------------------------------
: 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 33.5 16.3 41.4 8.3 26.7 13.2 33.5
Old : 18.3 33.1 29.7 42.7 17.0 28.6 27.4 36.5
Other: 10.8 35.3 17.4 43.1 9.0 28.3 14.4 34.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 28, 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 : 9,719: 1,453 4,034 1,042 4,888 3,263 7,383 8,338: 2,336 1,381
Old : 9,719: 1,453 4,034 1,042 4,888 3,263 7,383 8,338: 2,336 1,381
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2015 :
: -171: -98 -186 -96 -92 4 -286 -278: 115 107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 41.5 10.7 50.3 33.6 76.0 85.8: 24.0 14.2
Old : 100.0: 14.9 41.5 10.7 50.3 33.6 76.0 85.8: 24.0 14.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 17 23 12 15 8 40 38:
Old : 62: 17 23 12 15 8 40 38:
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 : 37.9 32.6 47.0 46.8 34.8 32.0 41.8 44.7
Old : 37.9 32.6 47.0 46.8 34.8 32.0 41.8 44.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 28, 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 : 1,413,843: 441,386 319,493 79,851 777,771 866,373 1,299,007 1,265,716: 114,836 148,127
Old : 1,413,843: 441,386 319,493 79,851 777,771 866,373 1,299,007 1,265,716: 114,836 148,127
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2015 :
: 7,094: -180 -405 -5,981 10,090 12,357 3,929 5,971: 3,164 1,123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 22.6 5.6 55.0 61.3 91.9 89.5: 8.1 10.5
Old : 100.0: 31.2 22.6 5.6 55.0 61.3 91.9 89.5: 8.1 10.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 288: 53 65 39 100 136 176 217:
Old : 288: 53 65 39 100 136 176 217:
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 : 18.7 19.8 31.0 29.4 18.7 19.5 30.6 27.0
Old : 18.7 19.8 31.0 29.4 18.7 19.5 30.6 27.0
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, July 28, 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 : 3,233,822: 475,591 416,808 253,482 2,189,918 2,089,619 2,918,991 2,759,909: 314,831 473,914
Old : 3,233,822: 475,591 416,808 253,482 2,189,918 2,089,619 2,918,991 2,759,909: 314,831 473,914
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2015 :
: -6,066: 31,526 3,963 -42,887 -11,230 21,139 -22,591 -17,784: 16,525 11,718
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 12.9 7.8 67.7 64.6 90.3 85.3: 9.7 14.7
Old : 100.0: 14.7 12.9 7.8 67.7 64.6 90.3 85.3: 9.7 14.7
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 : 390: 74 97 93 170 191 302 323:
Old : 390: 74 97 93 170 191 302 323:
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 : 32.8 17.2 41.6 24.9 30.3 14.8 36.4 20.3
Old : 32.8 17.2 41.6 24.9 30.3 14.8 36.4 20.3
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, July 28, 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 : 2,446,339: 412,269 568,581 162,110 1,610,114 1,363,926 2,184,494 2,094,617: 261,845 351,722
Old : 2,446,339: 412,269 568,581 162,110 1,610,114 1,363,926 2,184,494 2,094,617: 261,845 351,722
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2015 :
: 53,157: 8,590 50,746 7,048 29,597 6,134 45,235 63,928: 7,922 -10,771
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 23.2 6.6 65.8 55.8 89.3 85.6: 10.7 14.4
Old : 100.0: 16.9 23.2 6.6 65.8 55.8 89.3 85.6: 10.7 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 : 296: 51 72 54 114 147 197 241:
Old : 296: 51 72 54 114 147 197 241:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.5 13.1 39.9 21.8 25.2 13.1 33.1 18.9
Old : 27.5 13.1 39.9 21.8 25.2 13.1 33.1 18.9
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, July 28, 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 : 920,919: 42,939 182,676 160,583 695,021 521,105 898,542 864,364: 22,377 56,555
Old : 920,919: 42,939 182,676 160,583 695,021 521,105 898,542 864,364: 22,377 56,555
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2015 :
: 15,534: 2,788 -6,905 4,583 7,007 18,178 14,378 15,855: 1,156 -321
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 19.8 17.4 75.5 56.6 97.6 93.9: 2.4 6.1
Old : 100.0: 4.7 19.8 17.4 75.5 56.6 97.6 93.9: 2.4 6.1
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 : 136: 19 45 33 54 69 90 131:
Old : 136: 19 45 33 54 69 90 131:
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 : 47.9 17.4 60.1 28.8 34.3 13.7 41.5 19.0
Old : 47.9 17.4 60.1 28.8 34.3 13.7 41.5 19.0
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, July 28, 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 : 47,578: 9,880 12,826 1,011 29,979 27,644 40,870 41,481: 6,709 6,098
Old : 47,578: 9,880 12,826 1,011 29,979 27,644 40,870 41,481: 6,709 6,098
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2015 :
: -1,089: -846 3,448 343 -515 -4,592 -1,018 -802: -71 -288
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 27.0 2.1 63.0 58.1 85.9 87.2: 14.1 12.8
Old : 100.0: 20.8 27.0 2.1 63.0 58.1 85.9 87.2: 14.1 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 : 96: 25 22 6 36 22 64 47:
Old : 96: 25 22 6 36 22 64 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 : 28.6 42.8 40.5 58.5 28.6 42.3 40.5 58.1
Old : 28.6 42.8 40.5 58.5 28.6 42.3 40.5 58.1
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, July 28, 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 : 95,157: 19,760 25,652 2,022 59,957 55,288 81,739 82,962: 13,418 12,195
Old : 95,157: 19,760 25,652 2,022 59,957 55,288 81,739 82,962: 13,418 12,195
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2015 :
: -2,179: -1,693 6,896 685 -1,030 -9,185 -2,037 -1,603: -142 -575
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 27.0 2.1 63.0 58.1 85.9 87.2: 14.1 12.8
Old : 100.0: 20.8 27.0 2.1 63.0 58.1 85.9 87.2: 14.1 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 : 96: 25 22 6 36 22 64 47:
Old : 96: 25 22 6 36 22 64 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 : 28.6 42.8 40.5 58.5 28.6 42.3 40.5 58.1
Old : 28.6 42.8 40.5 58.5 28.6 42.3 40.5 58.1
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, July 28, 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 : 20,094: 17,363 19,013 378 1,981 678 19,722 20,069: 372 25
Old : 20,094: 17,363 19,013 378 1,981 678 19,722 20,069: 372 25
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2015 :
: -86: -18 -46 -42 20 0 -40 -88: -46 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.4 94.6 1.9 9.9 3.4 98.1 99.9: 1.9 0.1
Old : 100.0: 86.4 94.6 1.9 9.9 3.4 98.1 99.9: 1.9 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 : 33: 19 12 2 2 1 21 15:
Old : 33: 19 12 2 2 1 21 15:
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 : 66.3 74.6 86.9 91.2 66.0 74.6 85.8 90.5
Old : 66.3 74.6 86.9 91.2 66.0 74.6 85.8 90.5
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, July 28, 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 : 50,735: 38,898 27,542 21 11,722 23,109 50,641 50,672: 94 63
Old : 50,735: 38,898 27,542 21 11,722 23,109 50,641 50,672: 94 63
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2015 :
: 381: -383 2,016 0 740 -1,554 357 462: 24 -81
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.7 54.3 0.0 23.1 45.5 99.8 99.9: 0.2 0.1
Old : 100.0: 76.7 54.3 0.0 23.1 45.5 99.8 99.9: 0.2 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 : 46: 4 21 1 4 17 8 39:
Old : 46: 4 21 1 4 17 8 39:
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 : 96.2 53.9 99.8 70.9 96.1 53.9 99.8 70.9
Old : 96.2 53.9 99.8 70.9 96.1 53.9 99.8 70.9
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, July 28, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 35,167: 27,629 14,865 897 6,512 19,339 35,038 35,101: 129 66
Old : 35,167: 27,629 14,865 897 6,512 19,339 35,038 35,101: 129 66
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2015 :
: 868: 276 1,532 -39 599 -621 836 872: 32 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.6 42.3 2.6 18.5 55.0 99.6 99.8: 0.4 0.2
Old : 100.0: 78.6 42.3 2.6 18.5 55.0 99.6 99.8: 0.4 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 9 18 2 3 12 13 31:
Old : 42: 9 18 2 3 12 13 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 : 95.5 69.4 99.0 81.7 93.2 69.4 96.7 81.7
Old : 95.5 69.4 99.0 81.7 93.2 69.4 96.7 81.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 31, 2015