WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, October 7, 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 : 418,862: 131,903 190,458 72,112 181,644 110,618 385,659 373,188: 33,203 45,674
Old : 363,848: 124,941 189,255 50,776 159,441 87,269 335,158 327,300: 28,690 36,548
Other: 55,014: 22,099 16,340 6,199 22,203 23,349 50,501 45,888: 4,513 9,126
: : :
: : Changes in Commitments from: September 30, 2014 :
: -4,320: -6,127 -3,752 1,321 -798 1,356 -5,604 -1,075: 1,284 -3,245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 45.5 17.2 43.4 26.4 92.1 89.1: 7.9 10.9
Old : 100.0: 34.3 52.0 14.0 43.8 24.0 92.1 90.0: 7.9 10.0
Other: 100.0: 40.2 29.7 11.3 40.4 42.4 91.8 83.4: 8.2 16.6
: : :
:# Traders : Number of Traders in Each Category :
All : 391: 118 131 124 90 93 287 290:
Old : 385: 121 131 103 86 86 265 275:
Other: 174: 41 38 25 44 67 106 116:
:----------------------------------------------------------------------------------------------------
: 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 : 16.5 10.7 25.8 18.9 16.1 9.5 25.4 16.9
Old : 18.2 12.4 27.9 21.7 18.1 11.3 27.4 20.0
Other: 35.7 21.3 49.0 35.1 35.7 21.3 48.4 33.9
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, October 7, 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 : 157,656: 50,706 49,474 18,258 73,785 64,113 142,749 131,845: 14,907 25,811
Old : 135,218: 49,954 50,085 12,608 60,366 51,721 122,928 114,414: 12,290 20,804
Other: 22,438: 6,295 4,932 107 13,419 12,392 19,821 17,431: 2,617 5,007
: : :
: : Changes in Commitments from: September 30, 2014 :
: 6,346: 121 1,626 4,472 1,970 1,543 6,563 7,641: -217 -1,295
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.2 31.4 11.6 46.8 40.7 90.5 83.6: 9.5 16.4
Old : 100.0: 36.9 37.0 9.3 44.6 38.3 90.9 84.6: 9.1 15.4
Other: 100.0: 28.1 22.0 0.5 59.8 55.2 88.3 77.7: 11.7 22.3
: : :
:# Traders : Number of Traders in Each Category :
All : 194: 48 53 41 63 64 131 144:
Old : 192: 47 55 34 56 62 119 138:
Other: 102: 19 14 7 40 47 60 67:
:----------------------------------------------------------------------------------------------------
: 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 : 18.1 17.9 29.0 27.0 15.3 12.9 24.3 20.1
Old : 21.0 16.9 32.0 25.8 18.3 15.9 29.3 24.3
Other: 33.6 49.5 56.1 57.2 32.7 48.5 53.6 55.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, October 7, 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 : 1,297,802: 457,378 370,865 166,741 547,908 514,810 1,172,027 1,052,416: 125,775 245,386
Old : 1,177,660: 427,150 377,847 137,673 500,648 449,815 1,065,471 965,335: 112,189 212,325
Other: 120,142: 57,844 20,634 1,452 47,260 64,995 106,556 87,081: 13,586 33,061
: : :
: : Changes in Commitments from: September 30, 2014 :
: 12,635: -11,521 -1,140 721 17,020 21,722 6,220 21,303: 6,415 -8,668
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.2 28.6 12.8 42.2 39.7 90.3 81.1: 9.7 18.9
Old : 100.0: 36.3 32.1 11.7 42.5 38.2 90.5 82.0: 9.5 18.0
Other: 100.0: 48.1 17.2 1.2 39.3 54.1 88.7 72.5: 11.3 27.5
: : :
:# Traders : Number of Traders in Each Category :
All : 730: 146 198 155 229 304 480 571:
Old : 723: 139 205 140 223 298 455 563:
Other: 352: 78 41 19 65 189 153 240:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.0 12.1 21.2 17.9 11.9 9.1 20.5 14.3
Old : 12.4 11.0 22.1 17.4 12.3 8.0 21.5 13.6
Other: 19.0 35.2 29.2 42.4 19.0 33.3 29.2 40.5
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, October 7, 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 : 9,433: 3,890 1,389 55 3,451 6,925 7,396 8,369: 2,037 1,064
Old : 9,226: 3,829 1,387 55 3,347 6,798 7,231 8,240: 1,995 986
Other: 207: 61 2 0 104 127 165 129: 42 78
: : :
: : Changes in Commitments from: September 30, 2014 :
: 279: 179 -241 43 -18 663 204 465: 75 -186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.2 14.7 0.6 36.6 73.4 78.4 88.7: 21.6 11.3
Old : 100.0: 41.5 15.0 0.6 36.3 73.7 78.4 89.3: 21.6 10.7
Other: 100.0: 29.5 1.0 0.0 50.2 61.4 79.7 62.3: 20.3 37.7
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 22 5 4 13 13 37 20:
Old : 46: 22 5 4 11 13 35 20:
Other: 9: 1 1 0 5 5 6 6:
:----------------------------------------------------------------------------------------------------
: 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 : 40.2 62.7 54.2 78.9 40.2 62.2 53.1 78.3
Old : 40.5 63.8 54.8 80.1 40.5 63.7 53.6 80.0
Other: 76.3 61.4 79.7 62.3 64.7 47.3 64.7 47.3
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, October 7, 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 : 782,571: 215,309 231,480 133,154 382,423 270,318 730,886 634,952: 51,685 147,619
Old : 712,641: 207,176 225,591 115,337 345,606 247,930 668,119 588,858: 44,522 123,783
Other: 69,930: 24,849 22,605 1,101 36,817 22,388 62,767 46,094: 7,163 23,836
: : :
: : Changes in Commitments from: September 30, 2014 :
: 7,912: -7 -8,202 12,461 -7,636 5,967 4,818 10,226: 3,094 -2,314
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 29.6 17.0 48.9 34.5 93.4 81.1: 6.6 18.9
Old : 100.0: 29.1 31.7 16.2 48.5 34.8 93.8 82.6: 6.2 17.4
Other: 100.0: 35.5 32.3 1.6 52.6 32.0 89.8 65.9: 10.2 34.1
: : :
:# Traders : Number of Traders in Each Category :
All : 674: 150 264 207 142 191 427 568:
Old : 668: 154 273 181 135 185 400 551:
Other: 324: 79 96 16 48 121 134 228:
:----------------------------------------------------------------------------------------------------
: 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 : 13.3 11.6 22.4 17.6 11.4 11.1 18.3 15.7
Old : 13.4 12.7 23.0 19.2 11.6 12.5 19.8 17.9
Other: 33.5 17.5 48.5 25.2 33.4 17.4 48.1 25.1
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, October 7, 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 : 22,205: 19,526 1,223 452 0 4,005 19,978 5,680: 2,227 16,525
Old : 19,637: 18,040 1,190 452 0 3,315 18,492 4,957: 1,145 14,680
Other: 2,568: 1,486 33 0 0 690 1,486 723: 1,082 1,845
: : :
: : Changes in Commitments from: September 30, 2014 :
: 354: 395 -54 -25 0 -1,224 370 -1,303: -16 1,657
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.9 5.5 2.0 0.0 18.0 90.0 25.6: 10.0 74.4
Old : 100.0: 91.9 6.1 2.3 0.0 16.9 94.2 25.2: 5.8 74.8
Other: 100.0: 57.9 1.3 0.0 0.0 26.9 57.9 28.2: 42.1 71.8
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 5 4 4 0 12 6 19:
Old : 21: 5 4 4 0 12 6 19:
Other: 17: 2 3 0 0 12 2 15:
:----------------------------------------------------------------------------------------------------
: 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 : 88.3 9.2 90.0 15.3 87.8 9.2 87.9 15.2
Old : 92.3 8.3 94.2 14.6 91.7 8.2 91.9 14.2
Other: 57.9 24.0 57.9 26.8 57.9 24.0 57.9 26.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, October 7, 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 : 379,661: 127,885 82,127 62,144 149,698 203,712 339,727 347,983: 39,934 31,678
Old : 361,940: 128,686 83,472 53,403 142,934 194,887 325,023 331,762: 36,917 30,178
Other: 17,721: 3,793 3,249 4,147 6,764 8,825 14,704 16,221: 3,017 1,500
: : :
: : Changes in Commitments from: September 30, 2014 :
: 1,784: -1,115 -9,495 -1,078 1,090 12,167 -1,103 1,594: 2,887 190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.7 21.6 16.4 39.4 53.7 89.5 91.7: 10.5 8.3
Old : 100.0: 35.6 23.1 14.8 39.5 53.8 89.8 91.7: 10.2 8.3
Other: 100.0: 21.4 18.3 23.4 38.2 49.8 83.0 91.5: 17.0 8.5
: : :
:# Traders : Number of Traders in Each Category :
All : 299: 100 76 95 79 66 233 203:
Old : 299: 103 79 93 79 66 233 201:
Other: 57: 14 13 10 21 15 41 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 : 9.8 31.1 17.4 38.3 9.8 29.6 17.1 36.3
Old : 10.1 30.8 18.2 38.4 10.1 29.6 17.9 36.7
Other: 29.5 54.0 46.9 70.8 19.4 42.3 34.2 51.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, October 7, 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 : 898,894: 147,620 127,883 9,509 568,640 583,918 725,769 721,310: 173,125 177,584
Old : 898,894: 147,620 127,883 9,509 568,640 583,918 725,769 721,310: 173,125 177,584
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: 29,648: 28,591 21,440 -10,999 -2,998 10,038 14,594 20,479: 15,054 9,169
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 14.2 1.1 63.3 65.0 80.7 80.2: 19.3 19.8
Old : 100.0: 16.4 14.2 1.1 63.3 65.0 80.7 80.2: 19.3 19.8
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 : 184: 32 39 20 68 86 108 137:
Old : 184: 32 39 20 68 86 108 137:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.7 19.6 42.4 32.0 31.5 18.2 38.9 26.1
Old : 32.7 19.6 42.4 32.0 31.5 18.2 38.9 26.1
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, October 7, 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 : 517,065: 63,647 36,076 6,828 333,724 380,086 404,199 422,990: 112,866 94,075
Old : 517,065: 63,647 36,076 6,828 333,724 380,086 404,199 422,990: 112,866 94,075
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: 2,491: 2,204 -686 1,117 -5,837 3,912 -2,516 4,343: 5,007 -1,852
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 7.0 1.3 64.5 73.5 78.2 81.8: 21.8 18.2
Old : 100.0: 12.3 7.0 1.3 64.5 73.5 78.2 81.8: 21.8 18.2
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 : 84: 13 11 4 45 46 60 59:
Old : 84: 13 11 4 45 46 60 59:
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 42.8 39.9 54.9 22.3 41.2 32.1 49.8
Old : 25.5 42.8 39.9 54.9 22.3 41.2 32.1 49.8
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, October 7, 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 : 6,724: 2,767 289 639 2,758 5,470 6,164 6,398: 560 326
Old : 6,724: 2,767 289 639 2,758 5,470 6,164 6,398: 560 326
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: 361: 560 33 1 -175 380 386 414: -25 -53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.2 4.3 9.5 41.0 81.4 91.7 95.2: 8.3 4.8
Old : 100.0: 41.2 4.3 9.5 41.0 81.4 91.7 95.2: 8.3 4.8
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 : 40: 17 3 7 12 19 30 29:
Old : 40: 17 3 7 12 19 30 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 : 40.4 61.8 63.8 78.7 32.1 52.3 44.7 60.0
Old : 40.4 61.8 63.8 78.7 32.1 52.3 44.7 60.0
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, October 7, 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 : 359,477: 111,695 65,638 44,786 157,819 209,394 314,300 319,818: 45,177 39,659
Old : 340,733: 112,889 65,296 38,852 146,142 199,028 297,883 303,176: 42,850 37,557
Other: 18,744: 2,727 4,263 2,013 11,677 10,366 16,417 16,642: 2,327 2,102
: : :
: : Changes in Commitments from: September 30, 2014 :
: 8,448: 4,246 4,790 1,398 -1,912 1,930 3,732 8,118: 4,716 330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 18.3 12.5 43.9 58.2 87.4 89.0: 12.6 11.0
Old : 100.0: 33.1 19.2 11.4 42.9 58.4 87.4 89.0: 12.6 11.0
Other: 100.0: 14.5 22.7 10.7 62.3 55.3 87.6 88.8: 12.4 11.2
: : :
:# Traders : Number of Traders in Each Category :
All : 271: 68 79 78 90 77 214 193:
Old : 271: 73 79 76 90 76 214 190:
Other: 79: 17 15 10 33 18 58 36:
:----------------------------------------------------------------------------------------------------
: 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 : 9.8 29.8 17.0 37.3 8.6 24.5 14.9 30.9
Old : 9.9 30.2 17.2 37.9 8.8 26.2 15.3 32.9
Other: 37.3 47.7 54.9 64.1 37.3 46.5 53.4 59.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, October 7, 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 : 10,928: 1,170 4,351 2,228 5,870 2,556 9,268 9,135: 1,660 1,793
Old : 10,928: 1,170 4,351 2,228 5,870 2,556 9,268 9,135: 1,660 1,793
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -21: -59 -269 136 115 -21 192 -154: -213 133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 39.8 20.4 53.7 23.4 84.8 83.6: 15.2 16.4
Old : 100.0: 10.7 39.8 20.4 53.7 23.4 84.8 83.6: 15.2 16.4
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 : 73: 17 22 17 19 13 50 46:
Old : 73: 17 22 17 19 13 50 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.9 35.6 53.9 49.0 33.5 29.2 41.0 38.0
Old : 41.9 35.6 53.9 49.0 33.5 29.2 41.0 38.0
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, October 7, 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 : 1,514,157: 357,946 436,784 27,778 1,012,946 871,841 1,398,670 1,336,403: 115,487 177,754
Old : 1,514,157: 357,946 436,784 27,778 1,012,946 871,841 1,398,670 1,336,403: 115,487 177,754
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -97,848: -46,446 -105,986 7,310 -71,002 -26,004 -110,138 -124,680: 12,290 26,832
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 28.8 1.8 66.9 57.6 92.4 88.3: 7.6 11.7
Old : 100.0: 23.6 28.8 1.8 66.9 57.6 92.4 88.3: 7.6 11.7
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 : 265: 42 59 23 92 119 143 193:
Old : 265: 42 59 23 92 119 143 193:
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 : 27.4 26.1 39.8 41.6 27.3 26.1 39.3 41.4
Old : 27.4 26.1 39.8 41.6 27.3 26.1 39.3 41.4
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, October 7, 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 : 2,708,628: 403,809 496,138 49,590 1,956,090 1,668,668 2,409,489 2,214,396: 299,139 494,232
Old : 2,708,628: 403,809 496,138 49,590 1,956,090 1,668,668 2,409,489 2,214,396: 299,139 494,232
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -22,401: -46,069 33,755 -2,748 -2,508 -52,511 -51,325 -21,504: 28,924 -897
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 18.3 1.8 72.2 61.6 89.0 81.8: 11.0 18.2
Old : 100.0: 14.9 18.3 1.8 72.2 61.6 89.0 81.8: 11.0 18.2
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 : 374: 49 105 51 117 183 204 301:
Old : 374: 49 105 51 117 183 204 301:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.9 16.0 50.8 21.8 36.6 12.5 45.7 16.5
Old : 38.9 16.0 50.8 21.8 36.6 12.5 45.7 16.5
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, October 7, 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 : 2,079,846: 323,501 338,889 39,989 1,477,630 1,312,594 1,841,120 1,691,472: 238,726 388,374
Old : 2,079,846: 323,501 338,889 39,989 1,477,630 1,312,594 1,841,120 1,691,472: 238,726 388,374
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -15,995: -9,865 -24,914 3,100 -25,423 -7,206 -32,188 -29,020: 16,193 13,025
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 16.3 1.9 71.0 63.1 88.5 81.3: 11.5 18.7
Old : 100.0: 15.6 16.3 1.9 71.0 63.1 88.5 81.3: 11.5 18.7
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 : 291: 39 70 28 102 144 156 227:
Old : 291: 39 70 28 102 144 156 227:
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 : 22.6 16.7 34.8 25.8 20.7 11.9 30.3 19.6
Old : 22.6 16.7 34.8 25.8 20.7 11.9 30.3 19.6
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, October 7, 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 : 588,877: 13,407 142,944 124,033 417,580 264,337 555,020 531,314: 33,857 57,563
Old : 588,877: 13,407 142,944 124,033 417,580 264,337 555,020 531,314: 33,857 57,563
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -12,033: -2,731 -7,669 599 -6,632 -3,179 -8,764 -10,249: -3,269 -1,784
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 24.3 21.1 70.9 44.9 94.3 90.2: 5.7 9.8
Old : 100.0: 2.3 24.3 21.1 70.9 44.9 94.3 90.2: 5.7 9.8
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 : 93: 8 38 30 32 44 63 92:
Old : 93: 8 38 30 32 44 63 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 : 45.3 20.1 57.0 31.3 36.7 15.0 42.3 20.5
Old : 45.3 20.1 57.0 31.3 36.7 15.0 42.3 20.5
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, October 7, 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 : 66,136: 20,033 11,448 229 37,747 45,888 58,009 57,564: 8,127 8,572
Old : 66,136: 20,033 11,448 229 37,747 45,888 58,009 57,564: 8,127 8,572
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -3,065: -4,430 6 176 1,252 -3,350 -3,002 -3,168: -63 104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 17.3 0.3 57.1 69.4 87.7 87.0: 12.3 13.0
Old : 100.0: 30.3 17.3 0.3 57.1 69.4 87.7 87.0: 12.3 13.0
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 : 103: 26 27 5 35 21 63 51:
Old : 103: 26 27 5 35 21 63 51:
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 : 25.0 38.7 41.1 56.7 24.4 38.3 38.9 55.9
Old : 25.0 38.7 41.1 56.7 24.4 38.3 38.9 55.9
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, October 7, 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 : 132,272: 40,066 22,895 458 75,494 91,775 116,018 115,128: 16,254 17,144
Old : 132,272: 40,066 22,895 458 75,494 91,775 116,018 115,128: 16,254 17,144
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -6,129: -8,859 12 352 2,503 -6,700 -6,004 -6,336: -125 207
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 17.3 0.3 57.1 69.4 87.7 87.0: 12.3 13.0
Old : 100.0: 30.3 17.3 0.3 57.1 69.4 87.7 87.0: 12.3 13.0
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 : 103: 26 27 5 35 21 63 51:
Old : 103: 26 27 5 35 21 63 51:
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 : 25.0 38.7 41.1 56.7 24.4 38.3 38.9 55.9
Old : 25.0 38.7 41.1 56.7 24.4 38.3 38.9 55.9
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, October 7, 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 : 10,571: 9,441 9,020 432 460 1,107 10,333 10,559: 238 12
Old : 10,571: 9,441 9,020 432 460 1,107 10,333 10,559: 238 12
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -603: -680 -517 0 100 -72 -580 -589: -23 -14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.3 85.3 4.1 4.4 10.5 97.7 99.9: 2.3 0.1
Old : 100.0: 89.3 85.3 4.1 4.4 10.5 97.7 99.9: 2.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 16 5 2 1 2 18 8:
Old : 23: 16 5 2 1 2 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 : 77.1 84.4 90.8 99.9 75.9 81.4 84.8 91.4
Old : 77.1 84.4 90.8 99.9 75.9 81.4 84.8 91.4
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, October 7, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 50,052: 3,153 18,179 198 46,568 31,463 49,919 49,840: 133 212
Old : 50,052: 3,153 18,179 198 46,568 31,463 49,919 49,840: 133 212
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -1,375: 447 720 -3 -1,802 -2,055 -1,358 -1,338: -17 -37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 36.3 0.4 93.0 62.9 99.7 99.6: 0.3 0.4
Old : 100.0: 6.3 36.3 0.4 93.0 62.9 99.7 99.6: 0.3 0.4
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 : 44: 5 15 1 10 16 15 32:
Old : 44: 5 15 1 10 16 15 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 84.6 56.7 95.5 77.4 79.1 46.9 86.8 67.6
Old : 84.6 56.7 95.5 77.4 79.1 46.9 86.8 67.6
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, October 7, 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 : 46,623: 3,843 10,724 3,333 39,229 32,256 46,405 46,313: 218 310
Old : 46,623: 3,843 10,724 3,333 39,229 32,256 46,405 46,313: 218 310
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: 403: -52 -1,342 100 311 1,648 359 406: 44 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 23.0 7.1 84.1 69.2 99.5 99.3: 0.5 0.7
Old : 100.0: 8.2 23.0 7.1 84.1 69.2 99.5 99.3: 0.5 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 : 48: 6 17 1 4 23 10 41:
Old : 48: 6 17 1 4 23 10 41:
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 : 98.7 51.7 99.5 71.4 89.0 51.7 89.5 64.6
Old : 98.7 51.7 99.5 71.4 89.0 51.7 89.5 64.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 10, 2014