WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, December 23, 2014
-------------------------------------------------------------------------------------------------------------------
: 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 : 374,826: 139,027 117,131 47,894 156,993 171,076 343,914 336,101: 30,912 38,725
Old : 265,673: 116,247 116,060 17,391 110,446 107,218 244,084 240,669: 21,589 25,004
Other: 109,153: 37,108 15,399 16,175 46,547 63,858 99,830 95,432: 9,323 13,721
: : :
: : Changes in Commitments from: December 16, 2014 :
: 6,228: 6,671 6,928 7,301 -6,323 -4,957 7,649 9,272: -1,421 -3,044
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.1 31.2 12.8 41.9 45.6 91.8 89.7: 8.2 10.3
Old : 100.0: 43.8 43.7 6.5 41.6 40.4 91.9 90.6: 8.1 9.4
Other: 100.0: 34.0 14.1 14.8 42.6 58.5 91.5 87.4: 8.5 12.6
: : :
:# Traders : Number of Traders in Each Category :
All : 367: 122 111 106 79 102 264 270:
Old : 352: 122 108 70 57 88 211 237:
Other: 217: 58 54 44 57 85 140 163:
:----------------------------------------------------------------------------------------------------
: 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 : 17.0 13.1 27.1 22.7 15.1 11.6 24.8 19.5
Old : 18.7 16.4 30.6 27.3 18.6 16.2 30.2 27.0
Other: 24.9 19.8 39.2 32.5 23.5 18.3 34.2 27.4
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, December 23, 2014
-------------------------------------------------------------------------------------------------------------------
: 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 : 129,362: 46,838 26,047 8,119 57,832 73,313 112,789 107,479: 16,573 21,883
Old : 97,473: 43,098 24,216 3,302 39,285 56,127 85,685 83,645: 11,788 13,828
Other: 31,889: 7,204 5,295 1,353 18,547 17,186 27,104 23,834: 4,785 8,055
: : :
: : Changes in Commitments from: December 16, 2014 :
: 863: 4,292 -2,786 -1,276 -2,173 4,943 843 881: 20 -18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.2 20.1 6.3 44.7 56.7 87.2 83.1: 12.8 16.9
Old : 100.0: 44.2 24.8 3.4 40.3 57.6 87.9 85.8: 12.1 14.2
Other: 100.0: 22.6 16.6 4.2 58.2 53.9 85.0 74.7: 15.0 25.3
: : :
:# Traders : Number of Traders in Each Category :
All : 198: 54 45 44 58 73 138 141:
Old : 189: 54 40 30 46 66 115 123:
Other: 131: 23 24 14 41 60 76 89:
:----------------------------------------------------------------------------------------------------
: 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 : 19.4 18.3 29.8 29.1 18.5 16.8 28.9 26.8
Old : 23.5 21.5 35.9 33.0 23.5 21.4 35.8 32.5
Other: 25.5 23.6 41.2 32.7 25.5 22.7 38.3 31.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, December 23, 2014
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,227,423: 429,335 158,154 144,631 543,340 692,796 1,117,306 995,581: 110,117 231,842
Old : 1,006,879: 389,684 174,912 88,760 436,995 565,804 915,439 829,476: 91,440 177,403
Other: 220,544: 92,268 35,859 3,254 106,345 126,992 201,867 166,105: 18,677 54,439
: : :
: : Changes in Commitments from: December 16, 2014 :
: 3,049: -3,233 -6,091 1,877 3,481 9,615 2,125 5,401: 924 -2,352
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.0 12.9 11.8 44.3 56.4 91.0 81.1: 9.0 18.9
Old : 100.0: 38.7 17.4 8.8 43.4 56.2 90.9 82.4: 9.1 17.6
Other: 100.0: 41.8 16.3 1.5 48.2 57.6 91.5 75.3: 8.5 24.7
: : :
:# Traders : Number of Traders in Each Category :
All : 719: 171 136 143 195 337 449 551:
Old : 708: 155 152 117 189 326 413 533:
Other: 443: 78 58 24 75 265 164 338:
:----------------------------------------------------------------------------------------------------
: 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 11.1 21.1 17.7 12.2 9.2 20.0 15.1
Old : 14.3 10.8 23.1 17.6 14.2 10.3 23.0 16.6
Other: 26.2 20.4 36.7 28.9 22.1 13.5 30.7 19.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, December 23, 2014
-------------------------------------------------------------------------------------------------------------------
: 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 : 8,251: 2,672 1,505 138 3,629 5,261 6,439 6,904: 1,812 1,347
Old : 7,760: 2,706 1,525 71 3,362 4,975 6,139 6,571: 1,621 1,189
Other: 491: 20 34 13 267 286 300 333: 191 158
: : :
: : Changes in Commitments from: December 16, 2014 :
: 143: -42 118 21 243 14 222 153: -79 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 18.2 1.7 44.0 63.8 78.0 83.7: 22.0 16.3
Old : 100.0: 34.9 19.7 0.9 43.3 64.1 79.1 84.7: 20.9 15.3
Other: 100.0: 4.1 6.9 2.6 54.4 58.2 61.1 67.8: 38.9 32.2
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 17 2 6 13 9 31 16:
Old : 35: 17 2 3 13 7 30 12:
Other: 16: 1 5 1 5 8 7 13:
:----------------------------------------------------------------------------------------------------
: 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 : 46.4 68.2 56.6 79.8 46.3 67.2 54.3 74.8
Old : 46.3 71.9 57.0 82.7 46.3 71.1 56.5 79.1
Other: 54.8 49.7 61.1 61.7 50.1 47.5 50.1 55.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, December 23, 2014
-------------------------------------------------------------------------------------------------------------------
: 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 : 660,066: 186,528 166,565 99,026 326,755 276,231 612,309 541,822: 47,757 118,244
Old : 556,706: 167,901 167,470 70,107 278,507 231,410 516,515 468,987: 40,191 87,719
Other: 103,360: 44,591 25,059 2,955 48,248 44,821 95,794 72,835: 7,566 30,525
: : :
: : Changes in Commitments from: December 16, 2014 :
: -35,230: -718 1,595 -22,020 -11,667 -10,989 -34,405 -31,414: -825 -3,816
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 25.2 15.0 49.5 41.8 92.8 82.1: 7.2 17.9
Old : 100.0: 30.2 30.1 12.6 50.0 41.6 92.8 84.2: 7.2 15.8
Other: 100.0: 43.1 24.2 2.9 46.7 43.4 92.7 70.5: 7.3 29.5
: : :
:# Traders : Number of Traders in Each Category :
All : 610: 135 202 203 164 199 435 513:
Old : 596: 134 207 173 154 188 398 488:
Other: 338: 90 82 34 69 121 179 221:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.5 12.3 23.2 18.2 13.6 10.7 20.4 15.6
Old : 15.8 12.8 24.7 19.0 13.6 12.6 21.7 17.9
Other: 28.5 23.7 43.5 30.7 28.3 23.4 43.0 30.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, December 23, 2014
-------------------------------------------------------------------------------------------------------------------
: 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 : 355,202: 114,291 65,756 59,784 148,123 198,971 322,198 324,511: 33,004 30,691
Old : 313,586: 119,048 71,036 38,988 126,851 176,164 284,887 286,188: 28,699 27,398
Other: 41,616: 9,232 8,709 6,807 21,272 22,807 37,311 38,323: 4,305 3,293
: : :
: : Changes in Commitments from: December 16, 2014 :
: -10,937: 178 -3,951 -4,104 -7,231 -1,450 -11,157 -9,505: 220 -1,432
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.2 18.5 16.8 41.7 56.0 90.7 91.4: 9.3 8.6
Old : 100.0: 38.0 22.7 12.4 40.5 56.2 90.8 91.3: 9.2 8.7
Other: 100.0: 22.2 20.9 16.4 51.1 54.8 89.7 92.1: 10.3 7.9
: : :
:# Traders : Number of Traders in Each Category :
All : 278: 88 70 94 77 62 221 193:
Old : 277: 91 77 84 76 62 215 187:
Other: 89: 22 22 16 35 16 65 46:
:----------------------------------------------------------------------------------------------------
: 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 : 9.2 33.8 16.8 40.5 9.2 31.3 16.7 37.8
Old : 10.0 33.4 18.5 40.9 10.0 31.3 18.5 38.4
Other: 28.4 44.5 43.9 60.9 27.3 40.5 40.0 51.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, December 23, 2014
-------------------------------------------------------------------------------------------------------------------
: 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 : 882,972: 89,625 121,577 10,654 622,128 596,010 722,407 728,241: 160,565 154,731
Old : 882,972: 89,625 121,577 10,654 622,128 596,010 722,407 728,241: 160,565 154,731
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2014 :
: -16,513: -21,442 -13,441 -106 16,626 4,228 -4,922 -9,319: -11,591 -7,194
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 13.8 1.2 70.5 67.5 81.8 82.5: 18.2 17.5
Old : 100.0: 10.2 13.8 1.2 70.5 67.5 81.8 82.5: 18.2 17.5
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 : 172: 32 36 20 67 80 110 125:
Old : 172: 32 36 20 67 80 110 125:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.8 25.5 46.0 33.8 34.4 22.7 39.8 30.4
Old : 36.8 25.5 46.0 33.8 34.4 22.7 39.8 30.4
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 - Futures Only, December 23, 2014
-------------------------------------------------------------------------------------------------------------------
: 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 : 526,308: 60,559 61,542 8,623 341,942 365,662 411,124 435,827: 115,184 90,481
Old : 526,308: 60,559 61,542 8,623 341,942 365,662 411,124 435,827: 115,184 90,481
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2014 :
: -2,320: -5,847 -1,640 -1,818 1,184 1,066 -6,481 -2,392: 4,161 72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 11.7 1.6 65.0 69.5 78.1 82.8: 21.9 17.2
Old : 100.0: 11.5 11.7 1.6 65.0 69.5 78.1 82.8: 21.9 17.2
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 : 97: 15 15 10 51 51 71 71:
Old : 97: 15 15 10 51 51 71 71:
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 : 25.2 39.8 38.0 50.4 20.7 38.1 30.3 46.6
Old : 25.2 39.8 38.0 50.4 20.7 38.1 30.3 46.6
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 - Futures Only, December 23, 2014
-------------------------------------------------------------------------------------------------------------------
: 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 : 5,641: 1,900 198 454 2,747 4,782 5,101 5,434: 540 207
Old : 5,641: 1,900 198 454 2,747 4,782 5,101 5,434: 540 207
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2014 :
: 96: -29 -15 20 179 119 170 124: -74 -28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.7 3.5 8.0 48.7 84.8 90.4 96.3: 9.6 3.7
Old : 100.0: 33.7 3.5 8.0 48.7 84.8 90.4 96.3: 9.6 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 16 4 8 13 16 32 26:
Old : 39: 16 4 8 13 16 32 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 : 38.9 60.5 56.5 79.3 24.5 46.5 34.5 52.5
Old : 38.9 60.5 56.5 79.3 24.5 46.5 34.5 52.5
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 - Futures Only, December 23, 2014
-------------------------------------------------------------------------------------------------------------------
: 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 : 357,019: 124,717 54,991 35,299 147,560 234,918 307,576 325,208: 49,443 31,811
Old : 328,581: 124,492 52,480 27,546 130,779 220,049 282,817 300,075: 45,764 28,506
Other: 28,438: 5,412 7,698 2,566 16,781 14,869 24,759 25,133: 3,679 3,305
: : :
: : Changes in Commitments from: December 16, 2014 :
: 1,933: 6,658 1,878 10 -2,824 1,957 3,844 3,845: -1,911 -1,912
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.9 15.4 9.9 41.3 65.8 86.2 91.1: 13.8 8.9
Old : 100.0: 37.9 16.0 8.4 39.8 67.0 86.1 91.3: 13.9 8.7
Other: 100.0: 19.0 27.1 9.0 59.0 52.3 87.1 88.4: 12.9 11.6
: : :
:# Traders : Number of Traders in Each Category :
All : 283: 84 69 77 88 93 226 200:
Old : 282: 88 69 75 85 92 223 196:
Other: 95: 20 17 12 43 25 69 49:
:----------------------------------------------------------------------------------------------------
: 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 38.1 14.9 46.7 8.0 32.4 13.7 39.3
Old : 8.5 40.0 15.4 48.6 8.0 36.0 14.5 42.8
Other: 29.8 36.0 47.7 51.2 29.0 34.6 46.8 48.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, December 23, 2014
-------------------------------------------------------------------------------------------------------------------
: 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 : 9,522: 1,095 4,187 782 5,733 2,726 7,610 7,695: 1,912 1,827
Old : 9,496: 1,095 4,178 782 5,719 2,723 7,596 7,683: 1,900 1,813
Other: 26: 0 9 0 14 3 14 12: 12 14
: : :
: : Changes in Commitments from: December 16, 2014 :
: -831: 32 127 -1,286 213 281 -1,041 -878: 210 47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 44.0 8.2 60.2 28.6 79.9 80.8: 20.1 19.2
Old : 100.0: 11.5 44.0 8.2 60.2 28.7 80.0 80.9: 20.0 19.1
Other: 100.0: 0.0 34.6 0.0 53.8 11.5 53.8 46.2: 46.2 53.8
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 14 19 9 17 16 37 40:
Old : 62: 14 19 9 16 16 36 40:
Other: 4: 0 1 0 3 1 3 2:
:----------------------------------------------------------------------------------------------------
: 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 : 46.2 31.1 55.8 45.7 44.2 31.1 50.3 43.4
Old : 46.3 31.1 55.9 45.9 44.3 31.1 50.4 43.5
Other: 53.8 46.2 53.8 46.2 42.3 34.6 42.3 34.6
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, December 23, 2014
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,236,594: 259,740 306,627 17,986 867,851 763,059 1,145,577 1,087,672: 91,017 148,922
Old : 1,236,594: 259,740 306,627 17,986 867,851 763,059 1,145,577 1,087,672: 91,017 148,922
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2014 :
: -34,385: 10,770 -7,584 -617 -38,461 -23,521 -28,308 -31,722: -6,077 -2,663
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 24.8 1.5 70.2 61.7 92.6 88.0: 7.4 12.0
Old : 100.0: 21.0 24.8 1.5 70.2 61.7 92.6 88.0: 7.4 12.0
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 : 253: 39 56 25 95 123 144 194:
Old : 253: 39 56 25 95 123 144 194:
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 : 28.5 31.2 41.0 40.3 28.4 31.2 40.1 40.1
Old : 28.5 31.2 41.0 40.3 28.4 31.2 40.1 40.1
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 - Futures Only, December 23, 2014
-------------------------------------------------------------------------------------------------------------------
: 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 : 2,585,587: 274,132 510,048 42,205 1,999,044 1,613,351 2,315,381 2,165,604: 270,206 419,983
Old : 2,585,587: 274,132 510,048 42,205 1,999,044 1,613,351 2,315,381 2,165,604: 270,206 419,983
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2014 :
: -107,841: 734 -21,600 -5,476 -85,398 -78,720 -90,140 -105,796: -17,701 -2,045
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 19.7 1.6 77.3 62.4 89.5 83.8: 10.5 16.2
Old : 100.0: 10.6 19.7 1.6 77.3 62.4 89.5 83.8: 10.5 16.2
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 : 354: 61 83 38 132 163 217 260:
Old : 354: 61 83 38 132 163 217 260:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.8 19.1 47.5 25.7 35.4 14.3 43.8 19.4
Old : 36.8 19.1 47.5 25.7 35.4 14.3 43.8 19.4
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 - Futures Only, December 23, 2014
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,838,620: 333,572 316,506 45,995 1,215,998 1,139,234 1,595,565 1,501,735: 243,055 336,885
Old : 1,838,620: 333,572 316,506 45,995 1,215,998 1,139,234 1,595,565 1,501,735: 243,055 336,885
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2014 :
: 19,312: 58,481 -1,366 599 -37,748 28,899 21,332 28,132: -2,020 -8,820
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 17.2 2.5 66.1 62.0 86.8 81.7: 13.2 18.3
Old : 100.0: 18.1 17.2 2.5 66.1 62.0 86.8 81.7: 13.2 18.3
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 : 271: 43 64 25 100 124 159 197:
Old : 271: 43 64 25 100 124 159 197:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.4 16.9 33.9 27.5 18.4 12.6 28.9 21.2
Old : 20.4 16.9 33.9 27.5 18.4 12.6 28.9 21.2
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 - Futures Only, December 23, 2014
-------------------------------------------------------------------------------------------------------------------
: 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 : 740,845: 41,096 173,385 149,277 528,692 369,282 719,065 691,944: 21,780 48,901
Old : 740,845: 41,096 173,385 149,277 528,692 369,282 719,065 691,944: 21,780 48,901
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2014 :
: -4,713: 5,479 -8,260 8,331 -11,027 1,360 2,783 1,431: -7,496 -6,144
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 23.4 20.1 71.4 49.8 97.1 93.4: 2.9 6.6
Old : 100.0: 5.5 23.4 20.1 71.4 49.8 97.1 93.4: 2.9 6.6
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 : 103: 16 30 35 41 49 79 98:
Old : 103: 16 30 35 41 49 79 98:
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 : 44.0 22.4 56.3 34.4 33.7 15.1 37.6 23.8
Old : 44.0 22.4 56.3 34.4 33.7 15.1 37.6 23.8
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 - Futures Only, December 23, 2014
-------------------------------------------------------------------------------------------------------------------
: 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 : 53,355: 14,414 9,639 68 30,251 38,092 44,732 47,798: 8,623 5,558
Old : 53,355: 14,414 9,639 68 30,251 38,092 44,732 47,798: 8,623 5,558
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2014 :
: -45,799: -8,440 197 -2,966 -27,490 -37,152 -38,895 -39,921: -6,905 -5,879
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 18.1 0.1 56.7 71.4 83.8 89.6: 16.2 10.4
Old : 100.0: 27.0 18.1 0.1 56.7 71.4 83.8 89.6: 16.2 10.4
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 : 90: 21 19 2 34 24 56 44:
Old : 90: 21 19 2 34 24 56 44:
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 : 27.1 39.2 42.6 59.6 27.0 38.9 42.6 59.3
Old : 27.1 39.2 42.6 59.6 27.0 38.9 42.6 59.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders - Futures Only, December 23, 2014
-------------------------------------------------------------------------------------------------------------------
: 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 : 106,710: 28,827 19,277 135 60,502 76,183 89,464 95,595: 17,246 11,115
Old : 106,710: 28,827 19,277 135 60,502 76,183 89,464 95,595: 17,246 11,115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2014 :
: -60,150: -15,906 -2,337 -2,112 -41,483 -45,288 -59,501 -49,737: -649 -10,413
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 18.1 0.1 56.7 71.4 83.8 89.6: 16.2 10.4
Old : 100.0: 27.0 18.1 0.1 56.7 71.4 83.8 89.6: 16.2 10.4
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 : 90: 21 19 2 34 24 56 44:
Old : 90: 21 19 2 34 24 56 44:
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 : 27.1 39.2 42.6 59.6 27.0 38.9 42.6 59.3
Old : 27.1 39.2 42.6 59.6 27.0 38.9 42.6 59.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders - Futures Only, December 23, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 9,462: 8,224 8,192 584 585 678 9,393 9,454: 69 8
Old : 9,462: 8,224 8,192 584 585 678 9,393 9,454: 69 8
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2014 :
: -4,198: -2,781 -553 -1,405 -38 -2,225 -4,224 -4,183: 26 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.9 86.6 6.2 6.2 7.2 99.3 99.9: 0.7 0.1
Old : 100.0: 86.9 86.6 6.2 6.2 7.2 99.3 99.9: 0.7 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 : 21: 13 6 2 2 1 16 8:
Old : 21: 13 6 2 2 1 16 8:
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 : 72.5 89.6 93.1 99.9 70.0 84.1 87.9 91.1
Old : 72.5 89.6 93.1 99.9 70.0 84.1 87.9 91.1
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 - Futures Only, December 23, 2014
-------------------------------------------------------------------------------------------------------------------
: 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 : 50,824: 21,754 22,659 4 28,935 28,040 50,693 50,703: 131 121
Old : 50,824: 21,754 22,659 4 28,935 28,040 50,693 50,703: 131 121
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2014 :
: 936: -530 544 0 1,422 385 892 929: 44 7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.8 44.6 0.0 56.9 55.2 99.7 99.8: 0.3 0.2
Old : 100.0: 42.8 44.6 0.0 56.9 55.2 99.7 99.8: 0.3 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 : 45: 7 18 1 8 13 16 31:
Old : 45: 7 18 1 8 13 16 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 : 84.6 59.7 96.8 77.9 81.2 52.1 90.9 70.3
Old : 84.6 59.7 96.8 77.9 81.2 52.1 90.9 70.3
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 - Futures Only, December 23, 2014
-------------------------------------------------------------------------------------------------------------------
: 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 : 32,488: 19,928 12,153 16 12,408 20,260 32,352 32,429: 136 59
Old : 32,488: 19,928 12,153 16 12,408 20,260 32,352 32,429: 136 59
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2014 :
: -362: -1,216 -347 16 777 -21 -423 -352: 61 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.3 37.4 0.0 38.2 62.4 99.6 99.8: 0.4 0.2
Old : 100.0: 61.3 37.4 0.0 38.2 62.4 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 : 48: 9 16 1 6 18 15 35:
Old : 48: 9 16 1 6 18 15 35:
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 : 91.3 58.7 97.4 77.2 91.3 58.4 97.4 76.6
Old : 91.3 58.7 97.4 77.2 91.3 58.4 97.4 76.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 30, 2014