WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, September 2, 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 : 381,369: 120,423 161,194 54,402 170,405 118,032 345,230 333,628: 36,139 47,741
Old : 337,245: 110,014 163,044 37,861 157,467 98,963 305,342 299,868: 31,903 37,377
Other: 44,124: 23,477 11,218 3,473 12,938 19,069 39,888 33,760: 4,236 10,364
: : :
: : Changes in Commitments from: August 26, 2014 :
: -14,904: 536 2,055 -4,048 -8,097 -7,976 -11,609 -9,969: -3,295 -4,935
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 42.3 14.3 44.7 30.9 90.5 87.5: 9.5 12.5
Old : 100.0: 32.6 48.3 11.2 46.7 29.3 90.5 88.9: 9.5 11.1
Other: 100.0: 53.2 25.4 7.9 29.3 43.2 90.4 76.5: 9.6 23.5
: : :
:# Traders : Number of Traders in Each Category :
All : 373: 113 111 106 90 101 270 271:
Old : 369: 112 116 89 85 94 251 257:
Other: 156: 36 31 16 36 66 87 105:
:----------------------------------------------------------------------------------------------------
: 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 : 17.5 11.9 27.5 21.1 17.1 11.4 27.1 19.3
Old : 19.6 13.4 29.4 23.3 19.6 13.4 29.2 21.9
Other: 44.8 21.7 57.7 35.0 44.8 20.6 57.6 32.1
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, September 2, 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 : 133,681: 47,793 40,655 7,791 63,174 59,710 118,758 108,156: 14,923 25,525
Old : 121,808: 46,567 40,458 5,825 55,520 54,344 107,912 100,627: 13,896 21,181
Other: 11,873: 3,064 2,035 128 7,654 5,366 10,846 7,529: 1,027 4,344
: : :
: : Changes in Commitments from: August 26, 2014 :
: -2,946: 1,346 208 -486 -2,124 -2,974 -1,264 -3,252: -1,682 306
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.8 30.4 5.8 47.3 44.7 88.8 80.9: 11.2 19.1
Old : 100.0: 38.2 33.2 4.8 45.6 44.6 88.6 82.6: 11.4 17.4
Other: 100.0: 25.8 17.1 1.1 64.5 45.2 91.4 63.4: 8.6 36.6
: : :
:# Traders : Number of Traders in Each Category :
All : 177: 45 47 33 53 59 116 125:
Old : 176: 44 48 28 48 54 108 117:
Other: 83: 18 8 8 25 39 43 55:
:----------------------------------------------------------------------------------------------------
: 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 : 19.3 18.3 31.6 27.1 18.7 16.3 29.9 24.7
Old : 20.6 18.4 32.0 27.6 19.7 18.3 30.1 27.5
Other: 54.4 41.9 72.2 48.6 54.4 41.9 72.1 48.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, September 2, 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 : 1,218,838: 458,545 379,818 117,907 531,154 476,642 1,107,606 974,367: 111,232 244,471
Old : 1,123,289: 433,322 385,097 96,593 492,542 422,363 1,022,457 904,053: 100,832 219,236
Other: 95,549: 45,770 15,268 767 38,612 54,279 85,149 70,314: 10,400 25,235
: : :
: : Changes in Commitments from: August 26, 2014 :
: -35,324: 6,856 -4,562 -6,117 -18,793 -15,673 -18,054 -26,352: -17,270 -8,972
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.6 31.2 9.7 43.6 39.1 90.9 79.9: 9.1 20.1
Old : 100.0: 38.6 34.3 8.6 43.8 37.6 91.0 80.5: 9.0 19.5
Other: 100.0: 47.9 16.0 0.8 40.4 56.8 89.1 73.6: 10.9 26.4
: : :
:# Traders : Number of Traders in Each Category :
All : 722: 149 199 136 220 294 460 551:
Old : 716: 137 212 125 217 290 443 544:
Other: 331: 63 39 16 64 185 134 235:
:----------------------------------------------------------------------------------------------------
: 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 : 12.6 12.6 22.5 19.1 12.5 10.6 22.2 16.5
Old : 13.3 11.4 22.9 17.8 13.1 8.8 22.6 14.9
Other: 24.6 39.6 37.0 45.9 24.6 39.3 37.0 45.6
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, September 2, 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 : 9,238: 3,440 1,060 337 3,167 6,710 6,944 8,107: 2,294 1,131
Old : 9,185: 3,440 1,058 337 3,135 6,696 6,912 8,091: 2,273 1,094
Other: 53: 0 2 0 32 14 32 16: 21 37
: : :
: : Changes in Commitments from: August 26, 2014 :
: 76: 166 -436 35 -35 758 166 357: -90 -281
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.2 11.5 3.6 34.3 72.6 75.2 87.8: 24.8 12.2
Old : 100.0: 37.5 11.5 3.7 34.1 72.9 75.3 88.1: 24.7 11.9
Other: 100.0: 0.0 3.8 0.0 60.4 26.4 60.4 30.2: 39.6 69.8
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 20 4 5 15 12 38 19:
Old : 44: 20 4 5 15 12 38 19:
Other: 4: 0 1 0 2 1 2 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 : 34.7 64.5 47.2 79.7 31.1 64.3 42.3 72.7
Old : 34.7 64.7 47.2 80.0 31.2 64.5 42.3 73.0
Other: 60.4 30.2 60.4 30.2 60.4 30.2 60.4 30.2
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, September 2, 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 : 673,214: 193,980 207,700 85,424 345,341 248,801 624,745 541,925: 48,469 131,289
Old : 632,129: 185,575 204,004 77,145 324,950 233,108 587,670 514,257: 44,459 117,872
Other: 41,085: 16,125 11,416 559 20,391 15,693 37,075 27,668: 4,010 13,417
: : :
: : Changes in Commitments from: August 26, 2014 :
: 24,613: 3,546 7,554 11,258 8,116 2,879 22,920 21,691: 1,693 2,922
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 30.9 12.7 51.3 37.0 92.8 80.5: 7.2 19.5
Old : 100.0: 29.4 32.3 12.2 51.4 36.9 93.0 81.4: 7.0 18.6
Other: 100.0: 39.2 27.8 1.4 49.6 38.2 90.2 67.3: 9.8 32.7
: : :
:# Traders : Number of Traders in Each Category :
All : 648: 153 243 166 129 201 387 524:
Old : 644: 155 244 155 123 199 371 518:
Other: 250: 38 64 13 39 123 84 195:
:----------------------------------------------------------------------------------------------------
: 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 : 14.8 12.3 23.2 18.4 12.2 11.6 20.2 16.4
Old : 15.0 13.0 23.7 19.1 12.6 12.3 21.2 17.5
Other: 34.4 19.8 53.8 28.1 34.1 19.8 53.4 28.1
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, September 2, 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 : 21,990: 17,859 1,041 600 0 5,577 18,459 7,218: 3,531 14,772
Old : 20,125: 16,578 1,021 600 0 4,979 17,178 6,600: 2,947 13,525
Other: 1,865: 1,281 20 0 0 598 1,281 618: 584 1,247
: : :
: : Changes in Commitments from: August 26, 2014 :
: 420: 363 299 235 0 64 598 598: -178 -178
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.2 4.7 2.7 0.0 25.4 83.9 32.8: 16.1 67.2
Old : 100.0: 82.4 5.1 3.0 0.0 24.7 85.4 32.8: 14.6 67.2
Other: 100.0: 68.7 1.1 0.0 0.0 32.1 68.7 33.1: 31.3 66.9
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 5 6 4 0 15 6 24:
Old : 26: 5 6 4 0 15 6 24:
Other: 19: 2 3 0 0 14 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 : 82.2 12.9 83.9 19.6 81.1 12.9 81.2 18.6
Old : 83.4 13.3 85.4 19.3 82.2 12.5 82.4 18.1
Other: 68.7 27.5 68.7 30.5 68.7 27.5 68.7 30.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, September 2, 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 : 359,726: 123,502 105,722 44,544 154,946 173,838 322,992 324,104: 36,734 35,622
Old : 347,766: 125,910 104,886 38,668 148,530 170,368 313,108 313,922: 34,658 33,844
Other: 11,960: 848 4,092 2,620 6,416 3,470 9,884 10,182: 2,076 1,778
: : :
: : Changes in Commitments from: August 26, 2014 :
: 1,127: 4,045 5,106 -2,667 -719 1,678 659 4,117: 468 -2,990
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 29.4 12.4 43.1 48.3 89.8 90.1: 10.2 9.9
Old : 100.0: 36.2 30.2 11.1 42.7 49.0 90.0 90.3: 10.0 9.7
Other: 100.0: 7.1 34.2 21.9 53.6 29.0 82.6 85.1: 17.4 14.9
: : :
:# Traders : Number of Traders in Each Category :
All : 308: 98 88 81 80 66 226 204:
Old : 308: 106 85 80 80 66 226 203:
Other: 44: 7 12 9 19 9 34 22:
:----------------------------------------------------------------------------------------------------
: 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 28.9 17.9 36.5 10.1 26.5 17.8 33.8
Old : 10.4 29.2 18.4 37.0 10.3 27.2 18.3 34.8
Other: 34.9 53.7 54.2 72.8 28.5 41.8 45.3 54.2
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, September 2, 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 : 917,199: 110,441 97,644 40,500 595,758 599,599 746,699 737,743: 170,500 179,456
Old : 917,199: 110,441 97,644 40,500 595,758 599,599 746,699 737,743: 170,500 179,456
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2014 :
: -24,756: -14,286 4,932 14,869 -12,990 -20,067 -12,407 -266: -12,349 -24,490
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 10.6 4.4 65.0 65.4 81.4 80.4: 18.6 19.6
Old : 100.0: 12.0 10.6 4.4 65.0 65.4 81.4 80.4: 18.6 19.6
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 : 175: 31 33 25 76 81 121 126:
Old : 175: 31 33 25 76 81 121 126:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.4 22.3 39.0 32.8 26.2 18.6 33.6 26.0
Old : 29.4 22.3 39.0 32.8 26.2 18.6 33.6 26.0
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 2, 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 : 543,378: 53,618 38,049 6,682 377,434 399,389 437,734 444,120: 105,644 99,258
Old : 543,378: 53,618 38,049 6,682 377,434 399,389 437,734 444,120: 105,644 99,258
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2014 :
: 6,770: -3,616 160 -3,875 35,115 21,422 27,624 17,707: -20,854 -10,937
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 7.0 1.2 69.5 73.5 80.6 81.7: 19.4 18.3
Old : 100.0: 9.9 7.0 1.2 69.5 73.5 80.6 81.7: 19.4 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 : 82: 10 11 7 50 46 64 60:
Old : 82: 10 11 7 50 46 64 60:
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 : 26.0 43.5 41.2 55.7 20.7 33.6 30.0 42.7
Old : 26.0 43.5 41.2 55.7 20.7 33.6 30.0 42.7
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 2, 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 : 6,313: 1,864 314 638 3,087 5,089 5,589 6,041: 724 272
Old : 6,313: 1,864 314 638 3,087 5,089 5,589 6,041: 724 272
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2014 :
: 180: 6 -63 4 206 233 216 174: -36 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 5.0 10.1 48.9 80.6 88.5 95.7: 11.5 4.3
Old : 100.0: 29.5 5.0 10.1 48.9 80.6 88.5 95.7: 11.5 4.3
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 : 37: 15 4 6 17 14 34 22:
Old : 37: 15 4 6 17 14 34 22:
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 : 36.9 64.4 58.1 82.6 25.8 52.0 35.3 55.5
Old : 36.9 64.4 58.1 82.6 25.8 52.0 35.3 55.5
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, September 2, 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 : 338,784: 112,430 54,530 36,052 145,757 217,660 294,239 308,242: 44,545 30,542
Old : 331,373: 112,704 53,550 34,245 140,849 214,600 287,798 302,395: 43,575 28,978
Other: 7,411: 477 1,731 1,056 4,908 3,060 6,441 5,847: 970 1,564
: : :
: : Changes in Commitments from: August 26, 2014 :
: 16,812: 13,470 3,262 815 808 15,750 15,093 19,827: 1,719 -3,015
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 16.1 10.6 43.0 64.2 86.9 91.0: 13.1 9.0
Old : 100.0: 34.0 16.2 10.3 42.5 64.8 86.9 91.3: 13.1 8.7
Other: 100.0: 6.4 23.4 14.2 66.2 41.3 86.9 78.9: 13.1 21.1
: : :
:# Traders : Number of Traders in Each Category :
All : 282: 84 72 78 85 85 225 191:
Old : 281: 87 72 78 85 85 225 190:
Other: 59: 12 7 6 31 11 47 20:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 10.4 33.5 17.6 42.6 8.4 29.1 15.1 36.9
Old : 10.3 33.6 17.5 43.0 8.4 29.7 15.2 37.7
Other: 36.4 51.2 53.5 65.2 35.7 44.4 47.3 52.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, September 2, 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 : 8,802: 1,060 4,249 452 5,766 2,600 7,278 7,301: 1,524 1,501
Old : 8,802: 1,060 4,249 452 5,766 2,600 7,278 7,301: 1,524 1,501
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2014 :
: -58: 14 416 121 -115 -491 20 46: -78 -104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 48.3 5.1 65.5 29.5 82.7 82.9: 17.3 17.1
Old : 100.0: 12.0 48.3 5.1 65.5 29.5 82.7 82.9: 17.3 17.1
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 : 66: 15 22 8 19 16 39 42:
Old : 66: 15 22 8 19 16 39 42:
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 36.9 56.0 51.0 43.9 36.5 55.5 49.3
Old : 44.0 36.9 56.0 51.0 43.9 36.5 55.5 49.3
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 2, 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 : 1,377,870: 365,760 311,735 47,934 851,821 871,980 1,265,515 1,231,649: 112,355 146,221
Old : 1,377,870: 365,760 311,735 47,934 851,821 871,980 1,265,515 1,231,649: 112,355 146,221
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2014 :
: -138,192: -10,730 -20,412 -13,562 -109,835 -88,536 -134,127 -122,510: -4,065 -15,682
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 22.6 3.5 61.8 63.3 91.8 89.4: 8.2 10.6
Old : 100.0: 26.5 22.6 3.5 61.8 63.3 91.8 89.4: 8.2 10.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 253: 41 48 28 96 128 147 194:
Old : 253: 41 48 28 96 128 147 194:
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 : 33.7 23.5 45.0 33.5 33.5 23.5 44.5 33.3
Old : 33.7 23.5 45.0 33.5 33.5 23.5 44.5 33.3
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 2, 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 : 2,721,411: 382,415 465,073 70,648 1,937,780 1,706,019 2,390,843 2,241,740: 330,568 479,671
Old : 2,721,411: 382,415 465,073 70,648 1,937,780 1,706,019 2,390,843 2,241,740: 330,568 479,671
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2014 :
: -132,846: -35,646 54,952 -8,947 -86,818 -163,136 -131,411 -117,131: -1,435 -15,715
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 17.1 2.6 71.2 62.7 87.9 82.4: 12.1 17.6
Old : 100.0: 14.1 17.1 2.6 71.2 62.7 87.9 82.4: 12.1 17.6
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 : 354: 40 102 52 122 183 200 299:
Old : 354: 40 102 52 122 183 200 299:
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 : 40.6 14.7 49.5 21.3 39.2 11.4 46.6 17.9
Old : 40.6 14.7 49.5 21.3 39.2 11.4 46.6 17.9
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 2, 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 : 2,157,862: 410,794 325,592 52,961 1,447,892 1,402,232 1,911,647 1,780,785: 246,215 377,077
Old : 2,157,862: 410,794 325,592 52,961 1,447,892 1,402,232 1,911,647 1,780,785: 246,215 377,077
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2014 :
: -135,755: 3,744 -11,285 -7,969 -85,003 -86,565 -89,228 -105,819: -46,527 -29,936
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 15.1 2.5 67.1 65.0 88.6 82.5: 11.4 17.5
Old : 100.0: 19.0 15.1 2.5 67.1 65.0 88.6 82.5: 11.4 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 : 282: 42 65 30 111 137 169 216:
Old : 282: 42 65 30 111 137 169 216:
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 : 20.1 18.4 32.8 28.7 17.1 16.1 27.2 23.9
Old : 20.1 18.4 32.8 28.7 17.1 16.1 27.2 23.9
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 - Futures Only, September 2, 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 : 511,290: 18,586 131,382 122,518 339,789 206,020 480,893 459,920: 30,397 51,370
Old : 511,290: 18,586 131,382 122,518 339,789 206,020 480,893 459,920: 30,397 51,370
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2014 :
: -30,339: -156 -15,195 -8,959 -21,462 -6,961 -30,577 -31,115: 238 776
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 25.7 24.0 66.5 40.3 94.1 90.0: 5.9 10.0
Old : 100.0: 3.6 25.7 24.0 66.5 40.3 94.1 90.0: 5.9 10.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 90: 9 37 25 34 41 63 86:
Old : 90: 9 37 25 34 41 63 86:
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 : 47.4 19.8 58.2 32.3 36.0 14.2 40.5 20.0
Old : 47.4 19.8 58.2 32.3 36.0 14.2 40.5 20.0
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 - Futures Only, September 2, 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 : 64,775: 20,144 13,566 723 35,178 41,567 56,045 55,855: 8,731 8,920
Old : 64,775: 20,144 13,566 723 35,178 41,567 56,045 55,855: 8,731 8,920
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2014 :
: 3,857: 2,078 -1,747 128 1,379 5,238 3,585 3,618: 273 239
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 20.9 1.1 54.3 64.2 86.5 86.2: 13.5 13.8
Old : 100.0: 31.1 20.9 1.1 54.3 64.2 86.5 86.2: 13.5 13.8
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 : 119: 33 29 6 37 29 72 62:
Old : 119: 33 29 6 37 29 72 62:
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 : 27.0 37.2 40.9 56.5 26.9 37.2 40.8 55.5
Old : 27.0 37.2 40.9 56.5 26.9 37.2 40.8 55.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders - Futures Only, September 2, 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 : 129,550: 40,288 27,132 1,445 70,356 83,133 112,089 111,710: 17,461 17,840
Old : 129,550: 40,288 27,132 1,445 70,356 83,133 112,089 111,710: 17,461 17,840
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2014 :
: 7,714: 4,156 -3,494 255 2,758 10,475 7,169 7,236: 545 478
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 20.9 1.1 54.3 64.2 86.5 86.2: 13.5 13.8
Old : 100.0: 31.1 20.9 1.1 54.3 64.2 86.5 86.2: 13.5 13.8
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 : 119: 33 29 6 37 29 72 62:
Old : 119: 33 29 6 37 29 72 62:
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 : 27.0 37.2 40.9 56.5 26.9 37.2 40.8 55.5
Old : 27.0 37.2 40.9 56.5 26.9 37.2 40.8 55.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders - Futures Only, September 2, 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 : 13,853: 8,622 12,489 833 4,270 528 13,725 13,850: 128 3
Old : 13,853: 8,622 12,489 833 4,270 528 13,725 13,850: 128 3
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2014 :
: 749: -209 571 177 715 0 683 748: 66 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.2 90.2 6.0 30.8 3.8 99.1 100.0: 0.9 0.0
Old : 100.0: 62.2 90.2 6.0 30.8 3.8 99.1 100.0: 0.9 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 16 6 3 2 1 19 9:
Old : 24: 16 6 3 2 1 19 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 : 76.7 84.7 90.5 99.0 72.0 84.4 82.8 90.2
Old : 76.7 84.7 90.5 99.0 72.0 84.4 82.8 90.2
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 2, 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 : 58,623: 6,638 21,825 2,344 49,561 34,262 58,543 58,431: 80 192
Old : 58,623: 6,638 21,825 2,344 49,561 34,262 58,543 58,431: 80 192
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2014 :
: 4,154: -8 731 2,052 2,084 1,368 4,128 4,151: 26 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 37.2 4.0 84.5 58.4 99.9 99.7: 0.1 0.3
Old : 100.0: 11.3 37.2 4.0 84.5 58.4 99.9 99.7: 0.1 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 3 18 1 12 19 15 38:
Old : 49: 3 18 1 12 19 15 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 : 77.5 51.8 97.9 70.7 72.2 43.4 84.8 62.4
Old : 77.5 51.8 97.9 70.7 72.2 43.4 84.8 62.4
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 2, 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 : 45,970: 2,172 17,736 2,705 40,976 25,222 45,853 45,663: 117 307
Old : 45,970: 2,172 17,736 2,705 40,976 25,222 45,853 45,663: 117 307
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2014 :
: 1,736: 1,061 610 163 518 906 1,742 1,679: -6 57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 38.6 5.9 89.1 54.9 99.7 99.3: 0.3 0.7
Old : 100.0: 4.7 38.6 5.9 89.1 54.9 99.7 99.3: 0.3 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 : 51: 3 21 2 8 21 12 43:
Old : 51: 3 21 2 8 21 12 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 : 90.3 44.3 99.4 66.9 83.4 44.3 89.7 64.1
Old : 90.3 44.3 99.4 66.9 83.4 44.3 89.7 64.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 5, 2014