WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, September 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 : 415,904: 131,409 191,058 67,939 184,546 107,473 383,894 366,470: 32,010 49,434
Old : 366,602: 123,326 190,529 49,825 165,512 86,352 338,663 326,706: 27,939 39,896
Other: 49,302: 21,923 14,369 4,274 19,034 21,121 45,231 39,764: 4,071 9,538
: : :
: : Changes in Commitments from: September 16, 2014 :
: 17,585: 5,880 17,583 1,191 9,728 -1,890 16,799 16,884: 786 701
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 45.9 16.3 44.4 25.8 92.3 88.1: 7.7 11.9
Old : 100.0: 33.6 52.0 13.6 45.1 23.6 92.4 89.1: 7.6 10.9
Other: 100.0: 44.5 29.1 8.7 38.6 42.8 91.7 80.7: 8.3 19.3
: : :
:# Traders : Number of Traders in Each Category :
All : 397: 117 140 112 98 93 279 295:
Old : 392: 113 145 94 92 83 258 277:
Other: 173: 38 41 21 45 68 100 119:
:----------------------------------------------------------------------------------------------------
: 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 : 16.7 10.4 26.0 18.6 16.3 10.0 25.4 16.7
Old : 18.6 11.8 27.8 21.0 18.4 11.2 27.3 18.9
Other: 41.3 19.3 53.5 32.4 41.3 19.1 52.6 31.3
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, September 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 : 149,085: 47,779 46,454 12,740 74,159 63,631 134,678 122,825: 14,407 26,260
Old : 130,070: 46,597 47,548 8,275 62,313 52,673 117,185 108,496: 12,885 21,574
Other: 19,015: 5,498 3,222 149 11,846 10,958 17,493 14,329: 1,522 4,686
: : :
: : Changes in Commitments from: September 16, 2014 :
: 4,012: -346 1,812 819 3,873 109 4,346 2,740: -334 1,272
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 31.2 8.5 49.7 42.7 90.3 82.4: 9.7 17.6
Old : 100.0: 35.8 36.6 6.4 47.9 40.5 90.1 83.4: 9.9 16.6
Other: 100.0: 28.9 16.9 0.8 62.3 57.6 92.0 75.4: 8.0 24.6
: : :
:# Traders : Number of Traders in Each Category :
All : 200: 49 54 45 63 64 138 145:
Old : 199: 50 55 37 54 61 125 137:
Other: 100: 19 13 9 34 48 55 68:
:----------------------------------------------------------------------------------------------------
: 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 : 19.2 19.1 29.9 28.2 16.0 14.1 25.5 22.2
Old : 21.8 17.3 33.2 26.8 20.0 17.3 30.4 26.6
Other: 39.7 53.1 64.5 59.5 38.0 53.1 62.5 58.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, September 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 : 1,277,325: 463,639 377,927 158,141 539,671 492,413 1,161,451 1,028,481: 115,874 248,844
Old : 1,160,672: 433,448 385,268 127,527 496,444 429,066 1,057,419 941,861: 103,253 218,811
Other: 116,653: 59,108 21,576 1,697 43,227 63,347 104,032 86,620: 12,621 30,033
: : :
: : Changes in Commitments from: September 16, 2014 :
: 21,581: -2,038 -5,999 17,528 4,776 7,802 20,266 19,331: 1,315 2,250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.3 29.6 12.4 42.3 38.6 90.9 80.5: 9.1 19.5
Old : 100.0: 37.3 33.2 11.0 42.8 37.0 91.1 81.1: 8.9 18.9
Other: 100.0: 50.7 18.5 1.5 37.1 54.3 89.2 74.3: 10.8 25.7
: : :
:# Traders : Number of Traders in Each Category :
All : 731: 159 201 157 217 289 475 568:
Old : 724: 154 211 139 212 283 450 557:
Other: 354: 68 60 23 63 184 145 254:
:----------------------------------------------------------------------------------------------------
: 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 12.3 21.2 17.7 11.7 9.9 20.9 15.2
Old : 12.6 11.4 21.9 17.2 12.4 8.7 21.7 14.4
Other: 23.0 36.3 35.9 43.7 23.0 36.0 35.9 43.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, September 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 : 9,361: 3,633 1,439 13 3,561 6,537 7,207 7,989: 2,154 1,372
Old : 9,218: 3,580 1,437 13 3,485 6,478 7,078 7,928: 2,140 1,290
Other: 143: 53 2 0 76 59 129 61: 14 82
: : :
: : Changes in Commitments from: September 16, 2014 :
: 423: 270 40 -4 536 81 802 117: -379 306
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.8 15.4 0.1 38.0 69.8 77.0 85.3: 23.0 14.7
Old : 100.0: 38.8 15.6 0.1 37.8 70.3 76.8 86.0: 23.2 14.0
Other: 100.0: 37.1 1.4 0.0 53.1 41.3 90.2 42.7: 9.8 57.3
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 24 3 2 14 13 38 18:
Old : 45: 24 3 2 13 13 37 18:
Other: 8: 1 1 0 5 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 : 38.6 62.6 51.6 74.9 36.7 62.3 47.9 73.8
Old : 38.7 63.5 51.8 75.7 36.8 63.3 48.0 74.9
Other: 86.0 42.0 90.2 42.7 77.6 30.1 77.6 30.1
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, September 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 : 751,751: 202,607 233,727 108,850 392,300 261,896 703,757 604,473: 47,994 147,278
Old : 692,323: 197,704 228,209 94,276 358,545 243,657 650,525 566,142: 41,798 126,181
Other: 59,428: 18,572 19,187 905 33,755 18,239 53,232 38,331: 6,196 21,097
: : :
: : Changes in Commitments from: September 16, 2014 :
: 23,771: 6,127 5,605 8,683 9,102 3,164 23,912 17,452: -141 6,319
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 31.1 14.5 52.2 34.8 93.6 80.4: 6.4 19.6
Old : 100.0: 28.6 33.0 13.6 51.8 35.2 94.0 81.8: 6.0 18.2
Other: 100.0: 31.3 32.3 1.5 56.8 30.7 89.6 64.5: 10.4 35.5
: : :
:# Traders : Number of Traders in Each Category :
All : 676: 141 286 185 133 199 404 556:
Old : 674: 145 287 157 122 197 369 548:
Other: 304: 65 86 18 48 121 124 215:
:----------------------------------------------------------------------------------------------------
: 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 : 15.3 12.2 24.7 18.2 13.6 11.4 21.3 16.0
Old : 15.9 13.3 25.3 19.2 14.0 12.9 22.8 17.9
Other: 32.9 18.9 46.6 26.7 32.5 18.9 46.2 26.7
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, September 23, 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 : 22,679: 18,795 1,322 550 0 5,699 19,345 7,571: 3,334 15,108
Old : 20,377: 17,488 1,288 550 0 5,007 18,038 6,845: 2,339 13,532
Other: 2,302: 1,307 34 0 0 692 1,307 726: 995 1,576
: : :
: : Changes in Commitments from: September 16, 2014 :
: -252: -67 -118 -285 0 65 -352 -338: 100 86
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.9 5.8 2.4 0.0 25.1 85.3 33.4: 14.7 66.6
Old : 100.0: 85.8 6.3 2.7 0.0 24.6 88.5 33.6: 11.5 66.4
Other: 100.0: 56.8 1.5 0.0 0.0 30.1 56.8 31.5: 43.2 68.5
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 5 6 4 0 14 6 23:
Old : 25: 5 6 4 0 14 6 23:
Other: 20: 2 4 0 0 14 2 18:
:----------------------------------------------------------------------------------------------------
: 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 : 83.1 13.0 85.3 19.6 82.7 13.0 82.9 19.1
Old : 86.1 12.8 88.5 19.3 85.7 12.6 85.8 18.8
Other: 56.8 26.5 56.8 29.5 56.8 26.5 56.8 29.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, September 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 : 385,420: 131,397 96,124 62,635 154,138 192,290 348,170 351,049: 37,250 34,371
Old : 368,660: 134,196 96,648 53,149 146,457 186,397 333,802 336,194: 34,858 32,466
Other: 16,760: 2,562 4,837 4,125 7,681 5,893 14,368 14,855: 2,392 1,905
: : :
: : Changes in Commitments from: September 16, 2014 :
: 16,214: 7,392 -5,883 6,035 2,279 15,037 15,706 15,189: 508 1,025
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 24.9 16.3 40.0 49.9 90.3 91.1: 9.7 8.9
Old : 100.0: 36.4 26.2 14.4 39.7 50.6 90.5 91.2: 9.5 8.8
Other: 100.0: 15.3 28.9 24.6 45.8 35.2 85.7 88.6: 14.3 11.4
: : :
:# Traders : Number of Traders in Each Category :
All : 305: 92 90 101 80 68 236 215:
Old : 305: 100 86 100 80 68 236 214:
Other: 55: 10 19 11 21 9 40 31:
:----------------------------------------------------------------------------------------------------
: 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 : 9.7 30.6 17.1 37.7 9.7 29.0 17.0 36.0
Old : 10.0 30.6 17.8 38.1 10.0 29.4 17.7 36.7
Other: 31.6 57.6 49.2 74.1 23.1 45.5 38.9 54.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, September 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 : 856,264: 116,637 103,282 13,642 569,625 574,961 699,904 691,885: 156,360 164,379
Old : 856,264: 116,637 103,282 13,642 569,625 574,961 699,904 691,885: 156,360 164,379
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2014 :
: 15,850: 4,223 15,826 -4,544 13,552 9,196 13,231 20,478: 2,619 -4,628
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 12.1 1.6 66.5 67.1 81.7 80.8: 18.3 19.2
Old : 100.0: 13.6 12.1 1.6 66.5 67.1 81.7 80.8: 18.3 19.2
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 : 184: 34 37 17 77 79 121 123:
Old : 184: 34 37 17 77 79 121 123:
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 : 26.9 22.5 37.4 33.1 26.0 19.8 33.6 27.2
Old : 26.9 22.5 37.4 33.1 26.0 19.8 33.6 27.2
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 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 : 506,049: 55,794 35,245 4,949 340,935 369,612 401,678 409,806: 104,371 96,243
Old : 506,049: 55,794 35,245 4,949 340,935 369,612 401,678 409,806: 104,371 96,243
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2014 :
: -3,103: 1,294 201 -58 -5,414 -6,582 -4,178 -6,439: 1,075 3,336
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 7.0 1.0 67.4 73.0 79.4 81.0: 20.6 19.0
Old : 100.0: 11.0 7.0 1.0 67.4 73.0 79.4 81.0: 20.6 19.0
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 : 78: 9 10 4 48 43 59 55:
Old : 78: 9 10 4 48 43 59 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 : 25.5 42.7 40.8 55.4 22.2 40.9 32.4 49.6
Old : 25.5 42.7 40.8 55.4 22.2 40.9 32.4 49.6
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, September 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 : 6,383: 1,772 256 690 3,207 5,136 5,669 6,082: 714 301
Old : 6,383: 1,772 256 690 3,207 5,136 5,669 6,082: 714 301
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2014 :
: -251: 219 15 41 -557 -274 -297 -218: 46 -33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 4.0 10.8 50.2 80.5 88.8 95.3: 11.2 4.7
Old : 100.0: 27.8 4.0 10.8 50.2 80.5 88.8 95.3: 11.2 4.7
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: 15 2 7 15 20 31 29:
Old : 39: 15 2 7 15 20 31 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 : 42.5 60.4 60.1 73.7 34.8 55.2 45.3 61.9
Old : 42.5 60.4 60.1 73.7 34.8 55.2 45.3 61.9
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 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 : 342,573: 106,062 58,992 39,168 156,914 206,297 302,144 304,457: 40,429 38,116
Old : 327,294: 105,933 58,352 34,879 147,925 198,021 288,737 291,252: 38,557 36,042
Other: 15,279: 2,776 3,287 1,642 8,989 8,276 13,407 13,205: 1,872 2,074
: : :
: : Changes in Commitments from: September 16, 2014 :
: 2,053: 4,931 -841 -2,129 391 1,460 3,193 -1,510: -1,140 3,563
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 17.2 11.4 45.8 60.2 88.2 88.9: 11.8 11.1
Old : 100.0: 32.4 17.8 10.7 45.2 60.5 88.2 89.0: 11.8 11.0
Other: 100.0: 18.2 21.5 10.7 58.8 54.2 87.7 86.4: 12.3 13.6
: : :
:# Traders : Number of Traders in Each Category :
All : 261: 71 67 80 91 81 211 192:
Old : 261: 74 68 78 91 81 210 191:
Other: 69: 15 12 8 31 14 52 28:
:----------------------------------------------------------------------------------------------------
: 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 : 10.9 31.4 18.0 39.6 8.7 27.8 15.3 35.1
Old : 10.8 31.5 18.1 40.1 8.9 28.9 15.6 36.5
Other: 33.4 49.0 52.0 67.5 33.4 48.1 51.4 63.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, September 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 : 9,104: 1,067 4,650 764 5,652 2,000 7,483 7,414: 1,621 1,690
Old : 9,104: 1,067 4,650 764 5,652 2,000 7,483 7,414: 1,621 1,690
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2014 :
: -67: 37 71 25 -69 -176 -7 -80: -60 13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 51.1 8.4 62.1 22.0 82.2 81.4: 17.8 18.6
Old : 100.0: 11.7 51.1 8.4 62.1 22.0 82.2 81.4: 17.8 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 : 66: 15 25 11 19 12 42 40:
Old : 66: 15 25 11 19 12 42 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.4 34.8 53.8 48.5 40.6 34.8 50.1 48.2
Old : 41.4 34.8 53.8 48.5 40.6 34.8 50.1 48.2
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 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 : 1,679,072: 409,143 569,570 22,961 1,142,030 933,115 1,574,134 1,525,646: 104,938 153,426
Old : 1,679,072: 409,143 569,570 22,961 1,142,030 933,115 1,574,134 1,525,646: 104,938 153,426
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2014 :
: 117,574: 26,847 90,464 4,132 84,947 20,436 115,926 115,032: 1,648 2,542
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 33.9 1.4 68.0 55.6 93.8 90.9: 6.2 9.1
Old : 100.0: 24.4 33.9 1.4 68.0 55.6 93.8 90.9: 6.2 9.1
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 : 268: 41 61 23 91 126 142 200:
Old : 268: 41 61 23 91 126 142 200:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.0 27.3 45.9 42.6 34.0 27.3 45.5 42.4
Old : 34.0 27.3 45.9 42.6 34.0 27.3 45.5 42.4
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 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 : 2,649,936: 460,039 451,195 46,210 1,887,467 1,651,130 2,393,716 2,148,535: 256,220 501,401
Old : 2,649,936: 460,039 451,195 46,210 1,887,467 1,651,130 2,393,716 2,148,535: 256,220 501,401
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2014 :
: -9,414: 16,521 878 -10,141 9,496 -4,893 15,876 -14,156: -25,290 4,742
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 17.0 1.7 71.2 62.3 90.3 81.1: 9.7 18.9
Old : 100.0: 17.4 17.0 1.7 71.2 62.3 90.3 81.1: 9.7 18.9
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 : 359: 52 91 38 128 176 205 280:
Old : 359: 52 91 38 128 176 205 280:
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 : 39.7 16.0 49.3 23.4 38.6 11.9 46.6 17.5
Old : 39.7 16.0 49.3 23.4 38.6 11.9 46.6 17.5
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 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 : 2,127,285: 355,023 373,244 43,448 1,510,849 1,348,769 1,909,320 1,765,461: 217,965 361,824
Old : 2,127,285: 355,023 373,244 43,448 1,510,849 1,348,769 1,909,320 1,765,461: 217,965 361,824
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2014 :
: 15,248: -47,084 15,633 -16,995 80,815 23,632 16,736 22,270: -1,488 -7,022
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 17.5 2.0 71.0 63.4 89.8 83.0: 10.2 17.0
Old : 100.0: 16.7 17.5 2.0 71.0 63.4 89.8 83.0: 10.2 17.0
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 : 296: 40 66 27 114 145 173 219:
Old : 296: 40 66 27 114 145 173 219:
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 : 20.2 16.2 31.6 26.1 17.8 12.5 27.5 20.3
Old : 20.2 16.2 31.6 26.1 17.8 12.5 27.5 20.3
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 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 : 583,182: 15,365 163,238 115,405 415,211 246,163 545,981 524,806: 37,201 58,376
Old : 583,182: 15,365 163,238 115,405 415,211 246,163 545,981 524,806: 37,201 58,376
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2014 :
: 25,247: 1,200 5,083 -1,348 24,804 15,319 24,656 19,054: 591 6,193
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 28.0 19.8 71.2 42.2 93.6 90.0: 6.4 10.0
Old : 100.0: 2.6 28.0 19.8 71.2 42.2 93.6 90.0: 6.4 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 : 92: 9 37 26 35 43 64 89:
Old : 92: 9 37 26 35 43 64 89:
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 : 47.1 22.9 58.1 34.4 38.1 18.9 42.9 23.9
Old : 47.1 22.9 58.1 34.4 38.1 18.9 42.9 23.9
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 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 : 67,750: 22,270 14,532 175 37,499 45,589 59,943 60,296: 7,808 7,455
Old : 67,750: 22,270 14,532 175 37,499 45,589 59,943 60,296: 7,808 7,455
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2014 :
: -18,042: -1,958 1,989 -2,480 -13,142 -14,993 -17,579 -15,483: -463 -2,559
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 21.4 0.3 55.3 67.3 88.5 89.0: 11.5 11.0
Old : 100.0: 32.9 21.4 0.3 55.3 67.3 88.5 89.0: 11.5 11.0
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 : 117: 31 33 8 35 24 69 62:
Old : 117: 31 33 8 35 24 69 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 : 22.3 36.4 37.1 53.7 22.2 35.9 37.0 52.7
Old : 22.3 36.4 37.1 53.7 22.2 35.9 37.0 52.7
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 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 : 135,500: 44,539 29,064 349 74,997 91,178 119,885 120,591: 15,615 14,909
Old : 135,500: 44,539 29,064 349 74,997 91,178 119,885 120,591: 15,615 14,909
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2014 :
: -36,084: -3,916 3,978 -4,959 -26,283 -29,985 -35,158 -30,966: -926 -5,118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 21.4 0.3 55.3 67.3 88.5 89.0: 11.5 11.0
Old : 100.0: 32.9 21.4 0.3 55.3 67.3 88.5 89.0: 11.5 11.0
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 : 117: 31 33 8 35 24 69 62:
Old : 117: 31 33 8 35 24 69 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 : 22.3 36.4 37.1 53.7 22.2 35.9 37.0 52.7
Old : 22.3 36.4 37.1 53.7 22.2 35.9 37.0 52.7
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 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 : 10,731: 9,647 9,578 475 360 678 10,482 10,731: 249 0
Old : 10,731: 9,647 9,578 475 360 678 10,482 10,731: 249 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2014 :
: -3,494: 2,254 -1,823 -1,667 -4,183 0 -3,596 -3,490: 102 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.9 89.3 4.4 3.4 6.3 97.7 100.0: 2.3 0.0
Old : 100.0: 89.9 89.3 4.4 3.4 6.3 97.7 100.0: 2.3 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 : 23: 16 6 2 1 1 18 8:
Old : 23: 16 6 2 1 1 18 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 : 77.5 81.3 91.4 100.0 75.9 80.9 85.9 92.2
Old : 77.5 81.3 91.4 100.0 75.9 80.9 85.9 92.2
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 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 : 51,524: 1,811 16,373 209 49,378 34,698 51,398 51,280: 126 244
Old : 51,524: 1,811 16,373 209 49,378 34,698 51,398 51,280: 126 244
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2014 :
: -3,078: -1,868 -226 -55 -1,203 -2,798 -3,126 -3,079: 48 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 31.8 0.4 95.8 67.3 99.8 99.5: 0.2 0.5
Old : 100.0: 3.5 31.8 0.4 95.8 67.3 99.8 99.5: 0.2 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 : 47: 5 15 1 11 18 16 34:
Old : 47: 5 15 1 11 18 16 34:
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 : 85.3 56.6 96.9 77.0 80.4 47.1 87.8 67.5
Old : 85.3 56.6 96.9 77.0 80.4 47.1 87.8 67.5
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 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 : 45,206: 6,070 9,879 3,283 35,712 31,727 45,065 44,889: 141 317
Old : 45,206: 6,070 9,879 3,283 35,712 31,727 45,065 44,889: 141 317
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2014 :
: 5,838: 3,211 -226 353 2,221 5,655 5,785 5,782: 53 56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 21.9 7.3 79.0 70.2 99.7 99.3: 0.3 0.7
Old : 100.0: 13.4 21.9 7.3 79.0 70.2 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 : 47: 7 14 1 5 22 12 37:
Old : 47: 7 14 1 5 22 12 37:
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 : 97.5 54.0 99.4 74.2 88.0 54.0 89.2 67.6
Old : 97.5 54.0 99.4 74.2 88.0 54.0 89.2 67.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 26, 2014