WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 Commitments of Traders - Futures Only, September 30, 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 : 423,182: 138,030 194,210 70,791 182,442 109,262 391,263 374,263: 31,919 48,919 Old : 372,284: 130,832 193,231 51,237 162,600 88,137 344,669 332,605: 27,615 39,679 Other: 50,898: 21,104 14,885 5,648 19,842 21,125 46,594 41,658: 4,304 9,240 : : : : : Changes in Commitments from: September 23, 2014 : : 7,278: 6,621 3,152 2,852 -2,104 1,789 7,369 7,793: -91 -515 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 32.6 45.9 16.7 43.1 25.8 92.5 88.4: 7.5 11.6 Old : 100.0: 35.1 51.9 13.8 43.7 23.7 92.6 89.3: 7.4 10.7 Other: 100.0: 41.5 29.2 11.1 39.0 41.5 91.5 81.8: 8.5 18.2 : : : :# Traders : Number of Traders in Each Category : All : 395: 121 133 121 98 92 285 296: Old : 391: 119 136 106 92 82 267 279: Other: 173: 38 38 24 48 66 104 118: :---------------------------------------------------------------------------------------------------- : 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 10.8 25.5 18.8 16.0 10.0 25.0 17.1 Old : 18.2 12.3 27.6 21.0 18.2 11.8 27.1 19.7 Other: 38.9 20.7 52.3 34.4 38.9 20.7 51.2 32.5 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 Commitments of Traders - Futures Only, September 30, 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 : 151,310: 50,585 47,848 13,786 71,815 62,570 136,186 124,204: 15,124 27,106 Old : 130,961: 49,788 48,309 9,067 59,334 51,551 118,189 108,927: 12,772 22,034 Other: 20,349: 5,402 4,144 114 12,481 11,019 17,997 15,277: 2,352 5,072 : : : : : Changes in Commitments from: September 23, 2014 : : 2,225: 2,806 1,394 1,046 -2,344 -1,061 1,508 1,379: 717 846 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 33.4 31.6 9.1 47.5 41.4 90.0 82.1: 10.0 17.9 Old : 100.0: 38.0 36.9 6.9 45.3 39.4 90.2 83.2: 9.8 16.8 Other: 100.0: 26.5 20.4 0.6 61.3 54.2 88.4 75.1: 11.6 24.9 : : : :# Traders : Number of Traders in Each Category : All : 195: 51 52 44 62 64 133 145: Old : 194: 51 54 37 55 62 122 139: Other: 99: 18 14 9 35 48 55 69: :---------------------------------------------------------------------------------------------------- : 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 : 18.0 17.9 28.9 27.0 15.5 13.9 24.8 21.4 Old : 20.7 17.2 31.9 26.3 19.1 17.2 29.6 25.8 Other: 37.3 49.0 61.2 56.2 35.3 49.0 58.8 55.5 CORN - CHICAGO BOARD OF TRADE Code-002602 Commitments of Traders - Futures Only, September 30, 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 : 1,285,167: 468,899 372,005 166,020 530,888 493,088 1,165,807 1,031,113: 119,360 254,054 Old : 1,170,436: 437,472 374,507 142,086 485,012 431,939 1,064,570 948,532: 105,866 221,904 Other: 114,731: 54,103 20,174 1,258 45,876 61,149 101,237 82,581: 13,494 32,150 : : : : : Changes in Commitments from: September 23, 2014 : : 7,842: 5,260 -5,922 7,879 -8,783 675 4,356 2,632: 3,486 5,210 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 36.5 28.9 12.9 41.3 38.4 90.7 80.2: 9.3 19.8 Old : 100.0: 37.4 32.0 12.1 41.4 36.9 91.0 81.0: 9.0 19.0 Other: 100.0: 47.2 17.6 1.1 40.0 53.3 88.2 72.0: 11.8 28.0 : : : :# Traders : Number of Traders in Each Category : All : 725: 160 188 156 219 287 482 554: Old : 714: 147 201 141 215 281 457 544: Other: 342: 67 53 20 62 178 141 241: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 11.9 12.0 21.0 17.6 11.8 10.1 20.9 15.3 Old : 12.5 11.1 21.7 17.2 12.3 9.0 21.5 14.7 Other: 23.1 35.1 35.7 42.1 23.1 34.8 35.7 41.8 OATS - CHICAGO BOARD OF TRADE Code-004603 Commitments of Traders - Futures Only, September 30, 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 : 9,154: 3,711 1,630 12 3,469 6,262 7,192 7,904: 1,962 1,250 Old : 8,974: 3,650 1,631 10 3,366 6,166 7,026 7,807: 1,948 1,167 Other: 180: 62 0 1 103 96 166 97: 14 83 : : : : : Changes in Commitments from: September 23, 2014 : : -207: 78 191 -1 -92 -275 -15 -85: -192 -122 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 40.5 17.8 0.1 37.9 68.4 78.6 86.3: 21.4 13.7 Old : 100.0: 40.7 18.2 0.1 37.5 68.7 78.3 87.0: 21.7 13.0 Other: 100.0: 34.4 0.0 0.6 57.2 53.3 92.2 53.9: 7.8 46.1 : : : :# Traders : Number of Traders in Each Category : All : 43: 24 2 2 13 11 38 14: Old : 43: 24 2 1 13 11 37 14: Other: 8: 2 0 1 4 4 6 5: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 38.8 68.8 51.2 80.6 38.5 68.3 50.0 79.1 Old : 38.9 69.9 51.5 81.7 38.7 69.8 50.3 80.7 Other: 87.8 53.3 92.2 53.9 74.4 36.7 75.0 36.7 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 Commitments of Traders - Futures Only, September 30, 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 : 774,659: 215,316 239,682 120,693 390,059 264,351 726,068 624,726: 48,591 149,933 Old : 711,129: 210,969 233,148 105,957 352,474 244,942 669,400 584,047: 41,729 127,082 Other: 63,530: 17,995 20,182 1,088 37,585 19,409 56,668 40,679: 6,862 22,851 : : : : : Changes in Commitments from: September 23, 2014 : : 22,908: 12,709 5,955 11,843 -2,241 2,455 22,311 20,253: 597 2,655 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.8 30.9 15.6 50.4 34.1 93.7 80.6: 6.3 19.4 Old : 100.0: 29.7 32.8 14.9 49.6 34.4 94.1 82.1: 5.9 17.9 Other: 100.0: 28.3 31.8 1.7 59.2 30.6 89.2 64.0: 10.8 36.0 : : : :# Traders : Number of Traders in Each Category : All : 690: 148 286 197 141 200 424 573: Old : 686: 150 295 168 132 195 392 558: Other: 317: 70 90 16 49 126 130 222: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 13.9 11.9 23.2 18.2 12.5 11.4 20.0 15.7 Old : 14.3 13.0 23.8 19.3 12.8 12.7 21.2 17.4 Other: 33.1 18.4 46.6 26.1 33.1 18.3 46.2 26.1 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 Commitments of Traders - Futures Only, September 30, 2014 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 1,000 Bushels) : : : : All : 21,851: 19,131 1,277 477 0 5,229 19,608 6,983: 2,243 14,868 Old : 19,432: 17,728 1,238 477 0 4,562 18,205 6,277: 1,227 13,155 Other: 2,419: 1,403 39 0 0 667 1,403 706: 1,016 1,713 : : : : : Changes in Commitments from: September 23, 2014 : : -828: 336 -45 -73 0 -470 263 -588: -1,091 -240 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 87.6 5.8 2.2 0.0 23.9 89.7 32.0: 10.3 68.0 Old : 100.0: 91.2 6.4 2.5 0.0 23.5 93.7 32.3: 6.3 67.7 Other: 100.0: 58.0 1.6 0.0 0.0 27.6 58.0 29.2: 42.0 70.8 : : : :# Traders : Number of Traders in Each Category : All : 23: 5 5 4 0 13 6 21: Old : 23: 5 5 4 0 13 6 21: Other: 19: 2 4 0 0 13 2 17: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 87.7 12.8 89.7 19.5 87.4 12.8 87.6 19.0 Old : 91.4 12.3 93.7 19.3 91.1 12.3 91.2 18.7 Other: 58.0 24.5 58.0 27.2 58.0 24.5 58.0 27.2 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 Commitments of Traders - Futures Only, September 30, 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 : 377,877: 129,000 91,622 63,222 148,608 191,545 340,830 346,389: 37,047 31,488 Old : 360,762: 130,271 92,072 55,134 141,088 183,716 326,493 330,922: 34,269 29,840 Other: 17,115: 2,975 3,796 3,842 7,520 7,829 14,337 15,467: 2,778 1,648 : : : : : Changes in Commitments from: September 23, 2014 : : -7,543: -2,397 -4,502 587 -5,530 -745 -7,340 -4,660: -203 -2,883 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 34.1 24.2 16.7 39.3 50.7 90.2 91.7: 9.8 8.3 Old : 100.0: 36.1 25.5 15.3 39.1 50.9 90.5 91.7: 9.5 8.3 Other: 100.0: 17.4 22.2 22.4 43.9 45.7 83.8 90.4: 16.2 9.6 : : : :# Traders : Number of Traders in Each Category : All : 308: 95 90 96 77 68 229 215: Old : 308: 101 88 96 77 68 229 215: Other: 57: 12 17 11 21 13 42 34: :---------------------------------------------------------------------------------------------------- : 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 : 9.6 29.9 17.2 37.4 9.6 28.8 17.0 35.7 Old : 9.9 29.5 17.9 37.3 9.9 28.7 17.6 36.0 Other: 30.3 55.7 47.6 72.6 22.1 46.2 37.4 54.0 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 Commitments of Traders - Futures Only, September 30, 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 : 869,246: 119,029 106,443 20,508 571,638 573,880 711,175 700,831: 158,071 168,415 Old : 869,246: 119,029 106,443 20,508 571,638 573,880 711,175 700,831: 158,071 168,415 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 23, 2014 : : 12,982: 2,392 3,161 6,866 2,013 -1,081 11,271 8,946: 1,711 4,036 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.7 12.2 2.4 65.8 66.0 81.8 80.6: 18.2 19.4 Old : 100.0: 13.7 12.2 2.4 65.8 66.0 81.8 80.6: 18.2 19.4 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 : 180: 37 35 25 70 79 117 129: Old : 180: 37 35 25 70 79 117 129: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 30.5 22.9 40.3 34.4 29.4 20.1 36.8 29.1 Old : 30.5 22.9 40.3 34.4 29.4 20.1 36.8 29.1 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 - Futures Only, September 30, 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 : 514,574: 61,443 36,762 5,711 339,561 376,174 406,715 418,647: 107,859 95,927 Old : 514,574: 61,443 36,762 5,711 339,561 376,174 406,715 418,647: 107,859 95,927 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 23, 2014 : : 8,525: 5,649 1,517 762 -1,374 6,562 5,037 8,841: 3,488 -316 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.9 7.1 1.1 66.0 73.1 79.0 81.4: 21.0 18.6 Old : 100.0: 11.9 7.1 1.1 66.0 73.1 79.0 81.4: 21.0 18.6 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 : 82: 13 11 5 45 45 61 58: Old : 82: 13 11 5 45 45 61 58: 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 : 25.5 42.2 40.3 54.9 22.3 40.8 32.3 49.2 Old : 25.5 42.2 40.3 54.9 22.3 40.8 32.3 49.2 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 - Futures Only, September 30, 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 : 6,363: 2,207 256 638 2,933 5,090 5,778 5,984: 585 379 Old : 6,363: 2,207 256 638 2,933 5,090 5,778 5,984: 585 379 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 23, 2014 : : -20: 435 0 -52 -274 -46 109 -98: -129 78 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 34.7 4.0 10.0 46.1 80.0 90.8 94.0: 9.2 6.0 Old : 100.0: 34.7 4.0 10.0 46.1 80.0 90.8 94.0: 9.2 6.0 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 : 42: 17 3 6 14 20 32 29: Old : 42: 17 3 6 14 20 32 29: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 40.0 59.4 59.3 73.8 35.7 54.8 46.6 63.1 Old : 40.0 59.4 59.3 73.8 35.7 54.8 46.6 63.1 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, September 30, 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 : 351,029: 107,449 60,848 43,388 159,731 207,464 310,568 311,700: 40,461 39,329 Old : 333,238: 108,068 60,465 38,089 148,690 197,418 294,847 295,972: 38,391 37,266 Other: 17,791: 2,818 3,820 1,862 11,041 10,046 15,721 15,728: 2,070 2,063 : : : : : Changes in Commitments from: September 23, 2014 : : 8,456: 1,387 1,856 4,220 2,817 1,167 8,424 7,243: 32 1,213 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.6 17.3 12.4 45.5 59.1 88.5 88.8: 11.5 11.2 Old : 100.0: 32.4 18.1 11.4 44.6 59.2 88.5 88.8: 11.5 11.2 Other: 100.0: 15.8 21.5 10.5 62.1 56.5 88.4 88.4: 11.6 11.6 : : : :# Traders : Number of Traders in Each Category : All : 261: 69 68 76 87 78 204 190: Old : 261: 74 67 73 87 77 203 187: Other: 78: 17 14 9 34 17 59 33: :---------------------------------------------------------------------------------------------------- : 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 31.1 18.4 39.0 10.2 26.0 16.9 32.7 Old : 11.2 31.4 18.7 39.7 10.5 27.6 17.4 34.6 Other: 37.4 48.0 54.8 65.9 37.4 47.0 53.8 62.0 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 Commitments of Traders - Futures Only, September 30, 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 : 10,949: 1,229 4,620 2,092 5,755 2,577 9,076 9,289: 1,873 1,660 Old : 10,949: 1,229 4,620 2,092 5,755 2,577 9,076 9,289: 1,873 1,660 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 23, 2014 : : 1,845: 162 -30 1,328 103 577 1,593 1,875: 252 -30 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.2 42.2 19.1 52.6 23.5 82.9 84.8: 17.1 15.2 Old : 100.0: 11.2 42.2 19.1 52.6 23.5 82.9 84.8: 17.1 15.2 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 : 71: 16 24 17 16 13 45 48: Old : 71: 16 24 17 16 13 45 48: 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 : 39.6 33.6 51.6 47.3 33.6 29.5 42.1 40.0 Old : 39.6 33.6 51.6 47.3 33.6 29.5 42.1 40.0 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 - Futures Only, September 30, 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 : 1,612,005: 404,392 542,770 20,468 1,083,948 897,845 1,508,808 1,461,083: 103,197 150,922 Old : 1,612,005: 404,392 542,770 20,468 1,083,948 897,845 1,508,808 1,461,083: 103,197 150,922 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 23, 2014 : : -67,067: -4,751 -26,800 -2,493 -58,082 -35,270 -65,326 -64,563: -1,741 -2,504 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.1 33.7 1.3 67.2 55.7 93.6 90.6: 6.4 9.4 Old : 100.0: 25.1 33.7 1.3 67.2 55.7 93.6 90.6: 6.4 9.4 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 : 265: 38 68 21 88 119 135 199: Old : 265: 38 68 21 88 119 135 199: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 31.1 28.5 43.8 43.3 31.1 28.5 43.4 43.1 Old : 31.1 28.5 43.8 43.3 31.1 28.5 43.4 43.1 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, September 30, 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 : 2,731,029: 449,878 462,383 52,338 1,958,598 1,721,179 2,460,814 2,235,900: 270,215 495,129 Old : 2,731,029: 449,878 462,383 52,338 1,958,598 1,721,179 2,460,814 2,235,900: 270,215 495,129 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 23, 2014 : : 81,093: -10,161 11,188 6,128 71,131 70,049 67,098 87,365: 13,995 -6,272 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.5 16.9 1.9 71.7 63.0 90.1 81.9: 9.9 18.1 Old : 100.0: 16.5 16.9 1.9 71.7 63.0 90.1 81.9: 9.9 18.1 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 : 361: 46 104 48 121 174 201 292: Old : 361: 46 104 48 121 174 201 292: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 40.0 15.8 53.2 22.6 38.3 12.1 47.7 17.6 Old : 40.0 15.8 53.2 22.6 38.3 12.1 47.7 17.6 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, September 30, 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 : 2,095,841: 333,366 363,803 36,889 1,503,053 1,319,800 1,873,308 1,720,492: 222,533 375,349 Old : 2,095,841: 333,366 363,803 36,889 1,503,053 1,319,800 1,873,308 1,720,492: 222,533 375,349 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 23, 2014 : : -31,444: -21,657 -9,441 -6,559 -7,796 -28,969 -36,012 -44,969: 4,568 13,525 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.9 17.4 1.8 71.7 63.0 89.4 82.1: 10.6 17.9 Old : 100.0: 15.9 17.4 1.8 71.7 63.0 89.4 82.1: 10.6 17.9 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 : 299: 39 76 25 111 137 164 224: Old : 299: 39 76 25 111 137 164 224: 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 : 21.2 16.2 33.5 26.7 18.4 12.7 28.6 20.4 Old : 21.2 16.2 33.5 26.7 18.4 12.7 28.6 20.4 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, September 30, 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 : 600,910: 16,138 150,613 123,434 424,212 267,516 563,784 541,563: 37,126 59,347 Old : 600,910: 16,138 150,613 123,434 424,212 267,516 563,784 541,563: 37,126 59,347 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 23, 2014 : : 17,728: 773 -12,625 8,029 9,001 21,353 17,803 16,757: -75 971 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.7 25.1 20.5 70.6 44.5 93.8 90.1: 6.2 9.9 Old : 100.0: 2.7 25.1 20.5 70.6 44.5 93.8 90.1: 6.2 9.9 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 : 94: 7 39 28 35 44 65 92: Old : 94: 7 39 28 35 44 65 92: 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 : 46.4 19.3 57.5 31.7 37.8 15.7 41.9 20.6 Old : 46.4 19.3 57.5 31.7 37.8 15.7 41.9 20.6 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, September 30, 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 : 69,201: 24,463 11,442 53 36,496 49,238 61,011 60,732: 8,190 8,469 Old : 69,201: 24,463 11,442 53 36,496 49,238 61,011 60,732: 8,190 8,469 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 23, 2014 : : 1,451: 2,193 -3,091 -122 -1,003 3,649 1,069 437: 382 1,014 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 35.4 16.5 0.1 52.7 71.2 88.2 87.8: 11.8 12.2 Old : 100.0: 35.4 16.5 0.1 52.7 71.2 88.2 87.8: 11.8 12.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 113: 34 27 4 34 24 68 55: Old : 113: 34 27 4 34 24 68 55: 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 : 20.9 40.9 35.3 59.4 20.9 40.9 35.3 58.4 Old : 20.9 40.9 35.3 59.4 20.9 40.9 35.3 58.4 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, September 30, 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 : 138,401: 48,925 22,883 106 72,991 98,475 122,022 121,464: 16,379 16,937 Old : 138,401: 48,925 22,883 106 72,991 98,475 122,022 121,464: 16,379 16,937 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 23, 2014 : : 2,901: 4,386 -6,181 -243 -2,006 7,297 2,137 873: 764 2,028 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 35.4 16.5 0.1 52.7 71.2 88.2 87.8: 11.8 12.2 Old : 100.0: 35.4 16.5 0.1 52.7 71.2 88.2 87.8: 11.8 12.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 113: 34 27 4 34 24 68 55: Old : 113: 34 27 4 34 24 68 55: 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 : 20.9 40.9 35.3 59.4 20.9 40.9 35.3 58.4 Old : 20.9 40.9 35.3 59.4 20.9 40.9 35.3 58.4 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, September 30, 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 : 11,174: 10,121 9,537 432 360 1,179 10,913 11,148: 261 26 Old : 11,174: 10,121 9,537 432 360 1,179 10,913 11,148: 261 26 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 23, 2014 : : 443: 474 -41 -43 0 501 431 417: 12 26 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 90.6 85.3 3.9 3.2 10.6 97.7 99.8: 2.3 0.2 Old : 100.0: 90.6 85.3 3.9 3.2 10.6 97.7 99.8: 2.3 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 : 24: 16 6 2 1 2 18 9: Old : 24: 16 6 2 1 2 18 9: 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 : 77.9 77.7 91.3 98.6 76.8 77.3 86.7 92.7 Old : 77.9 77.7 91.3 98.6 76.8 77.3 86.7 92.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605 Commitments of Traders - Futures Only, September 30, 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 : 51,427: 2,706 17,459 201 48,370 33,518 51,277 51,178: 150 249 Old : 51,427: 2,706 17,459 201 48,370 33,518 51,277 51,178: 150 249 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 23, 2014 : : -97: 895 1,086 -8 -1,008 -1,180 -121 -102: 24 5 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.3 33.9 0.4 94.1 65.2 99.7 99.5: 0.3 0.5 Old : 100.0: 5.3 33.9 0.4 94.1 65.2 99.7 99.5: 0.3 0.5 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 : 46: 5 15 1 11 17 16 33: Old : 46: 5 15 1 11 17 16 33: 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 : 84.7 56.8 96.1 77.2 79.3 47.3 87.3 67.8 Old : 84.7 56.8 96.1 77.2 79.3 47.3 87.3 67.8 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, September 30, 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 : 46,220: 3,895 12,066 3,233 38,918 30,608 46,046 45,907: 174 313 Old : 46,220: 3,895 12,066 3,233 38,918 30,608 46,046 45,907: 174 313 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 23, 2014 : : 1,014: -2,175 2,187 -50 3,206 -1,119 981 1,018: 33 -4 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.4 26.1 7.0 84.2 66.2 99.6 99.3: 0.4 0.7 Old : 100.0: 8.4 26.1 7.0 84.2 66.2 99.6 99.3: 0.4 0.7 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 : 47: 3 20 1 4 22 7 43: Old : 47: 3 20 1 4 22 7 43: 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 : 99.5 50.4 99.6 70.1 89.7 50.4 89.7 64.0 Old : 99.5 50.4 99.6 70.1 89.7 50.4 89.7 64.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 3, 2014