WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, October 14, 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 : 418,509: 132,129 184,102 70,227 181,706 114,362 384,062 368,691: 34,447 49,818
Old : 354,480: 126,377 182,829 47,172 151,453 84,681 325,002 314,682: 29,478 39,798
Other: 64,029: 23,101 18,622 5,706 30,253 29,681 59,060 54,009: 4,969 10,020
: : :
: : Changes in Commitments from: October 7, 2014 :
: -353: 226 -6,356 -1,885 62 3,744 -1,597 -4,497: 1,244 4,144
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 44.0 16.8 43.4 27.3 91.8 88.1: 8.2 11.9
Old : 100.0: 35.7 51.6 13.3 42.7 23.9 91.7 88.8: 8.3 11.2
Other: 100.0: 36.1 29.1 8.9 47.2 46.4 92.2 84.4: 7.8 15.6
: : :
:# Traders : Number of Traders in Each Category :
All : 371: 106 128 114 89 90 273 273:
Old : 364: 112 127 95 80 80 247 256:
Other: 174: 39 43 21 45 65 101 117:
:----------------------------------------------------------------------------------------------------
: 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 10.8 25.5 19.0 15.0 10.1 24.0 17.4
Old : 18.2 12.7 27.9 22.4 18.2 12.0 27.3 21.0
Other: 34.1 23.8 47.6 38.7 34.1 22.3 47.5 36.4
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, October 14, 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 : 155,622: 50,865 47,734 17,551 71,292 63,177 139,708 128,462: 15,914 27,160
Old : 131,369: 50,632 48,265 11,281 56,636 50,804 118,549 110,350: 12,820 21,019
Other: 24,253: 6,359 5,595 144 14,656 12,373 21,159 18,112: 3,094 6,141
: : :
: : Changes in Commitments from: October 7, 2014 :
: -2,034: 159 -1,740 -707 -2,493 -936 -3,041 -3,383: 1,007 1,349
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 30.7 11.3 45.8 40.6 89.8 82.5: 10.2 17.5
Old : 100.0: 38.5 36.7 8.6 43.1 38.7 90.2 84.0: 9.8 16.0
Other: 100.0: 26.2 23.1 0.6 60.4 51.0 87.2 74.7: 12.8 25.3
: : :
:# Traders : Number of Traders in Each Category :
All : 191: 47 53 41 64 65 133 142:
Old : 189: 47 53 34 57 64 121 137:
Other: 103: 17 15 7 39 48 58 69:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.7 18.0 28.5 27.3 15.4 13.2 24.5 21.1
Old : 20.9 17.3 32.3 26.9 18.3 16.8 28.8 26.0
Other: 31.5 46.2 53.9 53.9 30.0 45.2 51.6 52.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, October 14, 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 : 1,298,144: 445,281 341,514 179,762 552,368 525,054 1,177,411 1,046,330: 120,733 251,814
Old : 1,174,967: 422,611 359,701 140,148 504,653 457,764 1,067,412 957,613: 107,555 217,354
Other: 123,177: 60,872 20,015 1,412 47,715 67,290 109,999 88,717: 13,178 34,460
: : :
: : Changes in Commitments from: October 7, 2014 :
: 342: -12,097 -29,351 13,021 4,460 10,244 5,384 -6,086: -5,042 6,428
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 26.3 13.8 42.6 40.4 90.7 80.6: 9.3 19.4
Old : 100.0: 36.0 30.6 11.9 43.0 39.0 90.8 81.5: 9.2 18.5
Other: 100.0: 49.4 16.2 1.1 38.7 54.6 89.3 72.0: 10.7 28.0
: : :
:# Traders : Number of Traders in Each Category :
All : 730: 146 188 166 232 308 489 575:
Old : 722: 137 197 149 223 302 461 565:
Other: 362: 78 41 18 67 196 154 250:
:----------------------------------------------------------------------------------------------------
: 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 : 12.3 11.0 21.1 17.1 11.8 8.2 20.0 13.8
Old : 13.0 10.0 22.3 16.6 12.6 7.9 21.4 13.5
Other: 19.0 33.4 29.6 40.4 19.0 33.0 29.6 39.8
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, October 14, 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 : 9,665: 4,032 1,601 63 3,528 6,988 7,623 8,652: 2,042 1,013
Old : 9,422: 3,964 1,581 63 3,405 6,844 7,432 8,488: 1,990 934
Other: 243: 68 20 0 123 144 191 164: 52 79
: : :
: : Changes in Commitments from: October 7, 2014 :
: 232: 142 212 8 77 63 227 283: 5 -51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.7 16.6 0.7 36.5 72.3 78.9 89.5: 21.1 10.5
Old : 100.0: 42.1 16.8 0.7 36.1 72.6 78.9 90.1: 21.1 9.9
Other: 100.0: 28.0 8.2 0.0 50.6 59.3 78.6 67.5: 21.4 32.5
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 21 7 4 13 13 36 22:
Old : 47: 21 7 4 11 13 34 22:
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 : 40.7 63.1 54.3 78.0 40.7 62.5 53.1 77.4
Old : 41.1 64.4 54.9 79.2 41.1 64.2 54.0 79.1
Other: 74.5 65.4 78.6 67.5 62.1 51.0 62.1 51.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, October 14, 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 : 811,524: 227,108 234,196 147,977 385,843 284,968 760,928 667,141: 50,596 144,383
Old : 736,063: 219,429 229,985 127,880 345,491 258,356 692,800 616,221: 43,263 119,842
Other: 75,461: 26,594 23,126 1,182 40,352 26,612 68,128 50,920: 7,333 24,541
: : :
: : Changes in Commitments from: October 7, 2014 :
: 28,953: 11,799 2,716 14,823 3,420 14,650 30,042 32,189: -1,089 -3,236
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 28.9 18.2 47.5 35.1 93.8 82.2: 6.2 17.8
Old : 100.0: 29.8 31.2 17.4 46.9 35.1 94.1 83.7: 5.9 16.3
Other: 100.0: 35.2 30.6 1.6 53.5 35.3 90.3 67.5: 9.7 32.5
: : :
:# Traders : Number of Traders in Each Category :
All : 682: 158 265 220 150 197 444 580:
Old : 674: 162 265 199 145 191 421 564:
Other: 324: 72 93 21 52 123 136 229:
:----------------------------------------------------------------------------------------------------
: 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 : 12.2 11.4 21.1 17.2 9.4 11.0 16.0 15.3
Old : 12.3 12.5 21.9 18.7 10.0 12.2 17.4 17.3
Other: 34.8 22.3 49.3 29.8 34.7 22.2 48.9 29.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, October 14, 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 : 392,966: 130,634 83,252 72,117 155,736 206,174 358,487 361,543: 34,479 31,423
Old : 373,433: 130,593 85,874 62,311 148,740 195,457 341,644 343,642: 31,789 29,791
Other: 19,533: 5,157 2,494 4,690 6,996 10,717 16,843 17,901: 2,690 1,632
: : :
: : Changes in Commitments from: October 7, 2014 :
: 13,305: 2,749 1,125 9,973 6,038 2,462 18,760 13,560: -5,455 -255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 21.2 18.4 39.6 52.5 91.2 92.0: 8.8 8.0
Old : 100.0: 35.0 23.0 16.7 39.8 52.3 91.5 92.0: 8.5 8.0
Other: 100.0: 26.4 12.8 24.0 35.8 54.9 86.2 91.6: 13.8 8.4
: : :
:# Traders : Number of Traders in Each Category :
All : 321: 104 83 113 79 67 249 229:
Old : 321: 107 88 111 79 67 249 227:
Other: 65: 18 14 13 23 17 48 40:
:----------------------------------------------------------------------------------------------------
: 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 29.6 17.0 36.2 9.3 27.9 16.6 34.4
Old : 10.1 29.2 17.8 36.1 9.6 27.8 17.3 34.5
Other: 30.8 56.0 48.3 73.7 20.0 42.3 34.4 50.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, October 14, 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 : 901,517: 135,887 129,065 14,099 567,607 572,660 717,593 715,824: 183,924 185,693
Old : 901,517: 135,887 129,065 14,099 567,607 572,660 717,593 715,824: 183,924 185,693
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2014 :
: 2,623: -11,733 1,182 4,590 -1,033 -11,258 -8,176 -5,486: 10,799 8,109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 14.3 1.6 63.0 63.5 79.6 79.4: 20.4 20.6
Old : 100.0: 15.1 14.3 1.6 63.0 63.5 79.6 79.4: 20.4 20.6
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 : 176: 29 43 25 64 78 107 132:
Old : 176: 29 43 25 64 78 107 132:
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 : 32.5 20.9 41.7 31.6 31.2 18.8 37.6 27.1
Old : 32.5 20.9 41.7 31.6 31.2 18.8 37.6 27.1
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 14, 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 : 515,126: 65,387 39,761 5,700 331,460 376,305 402,547 421,766: 112,579 93,360
Old : 515,126: 65,387 39,761 5,700 331,460 376,305 402,547 421,766: 112,579 93,360
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2014 :
: -1,939: 1,740 3,685 -1,128 -2,264 -3,781 -1,652 -1,224: -287 -715
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 7.7 1.1 64.3 73.1 78.1 81.9: 21.9 18.1
Old : 100.0: 12.7 7.7 1.1 64.3 73.1 78.1 81.9: 21.9 18.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 83: 12 11 4 45 47 59 60:
Old : 83: 12 11 4 45 47 59 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 : 25.7 42.9 40.2 54.8 22.8 41.2 31.9 49.8
Old : 25.7 42.9 40.2 54.8 22.8 41.2 31.9 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 14, 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 : 6,775: 2,863 299 654 2,742 5,523 6,259 6,476: 516 299
Old : 6,775: 2,863 299 654 2,742 5,523 6,259 6,476: 516 299
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2014 :
: 51: 96 10 15 -16 53 95 78: -44 -27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.3 4.4 9.7 40.5 81.5 92.4 95.6: 7.6 4.4
Old : 100.0: 42.3 4.4 9.7 40.5 81.5 92.4 95.6: 7.6 4.4
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 : 40: 16 4 6 14 19 31 29:
Old : 40: 16 4 6 14 19 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 : 39.8 63.5 63.3 78.7 34.9 55.0 46.4 61.9
Old : 39.8 63.5 63.3 78.7 34.9 55.0 46.4 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, October 14, 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 : 369,514: 112,628 64,164 44,648 168,057 224,560 325,333 333,372: 44,181 36,142
Old : 349,074: 114,262 63,847 38,214 154,762 212,947 307,238 315,008: 41,836 34,066
Other: 20,440: 2,875 4,826 1,925 13,295 11,613 18,095 18,364: 2,345 2,076
: : :
: : Changes in Commitments from: October 7, 2014 :
: 10,037: 933 -1,474 -138 10,238 15,166 11,033 13,554: -996 -3,517
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 17.4 12.1 45.5 60.8 88.0 90.2: 12.0 9.8
Old : 100.0: 32.7 18.3 10.9 44.3 61.0 88.0 90.2: 12.0 9.8
Other: 100.0: 14.1 23.6 9.4 65.0 56.8 88.5 89.8: 11.5 10.2
: : :
:# Traders : Number of Traders in Each Category :
All : 276: 74 80 75 85 82 211 196:
Old : 276: 78 79 73 83 82 209 194:
Other: 81: 18 14 10 35 21 61 37:
:----------------------------------------------------------------------------------------------------
: 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 : 9.0 29.9 15.7 37.2 8.2 25.3 14.3 31.7
Old : 9.3 30.6 16.2 38.1 8.4 27.4 14.8 33.9
Other: 37.0 42.5 54.9 62.6 37.0 41.3 54.0 59.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, October 14, 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 : 11,185: 1,167 4,232 2,304 6,013 2,832 9,484 9,368: 1,701 1,817
Old : 11,185: 1,167 4,232 2,304 6,013 2,832 9,484 9,368: 1,701 1,817
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2014 :
: 257: -3 -119 76 143 276 216 233: 41 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 37.8 20.6 53.8 25.3 84.8 83.8: 15.2 16.2
Old : 100.0: 10.4 37.8 20.6 53.8 25.3 84.8 83.8: 15.2 16.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 74: 17 22 16 20 14 50 47:
Old : 74: 17 22 16 20 14 50 47:
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 : 43.5 38.5 53.8 51.3 32.0 28.6 39.0 36.3
Old : 43.5 38.5 53.8 51.3 32.0 28.6 39.0 36.3
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, October 14, 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 : 1,432,246: 365,249 353,862 15,701 939,928 908,007 1,320,878 1,277,570: 111,368 154,676
Old : 1,432,246: 365,249 353,862 15,701 939,928 908,007 1,320,878 1,277,570: 111,368 154,676
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2014 :
: -81,911: 7,303 -82,922 -12,077 -73,018 36,166 -77,792 -58,833: -4,119 -23,078
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 24.7 1.1 65.6 63.4 92.2 89.2: 7.8 10.8
Old : 100.0: 25.5 24.7 1.1 65.6 63.4 92.2 89.2: 7.8 10.8
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 : 265: 38 58 20 92 125 138 195:
Old : 265: 38 58 20 92 125 138 195:
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 : 27.8 29.0 39.5 42.0 27.7 29.0 39.2 41.8
Old : 27.8 29.0 39.5 42.0 27.7 29.0 39.2 41.8
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 14, 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 : 2,801,826: 419,942 543,110 58,060 2,035,298 1,703,292 2,513,300 2,304,462: 288,526 497,364
Old : 2,801,826: 419,942 543,110 58,060 2,035,298 1,703,292 2,513,300 2,304,462: 288,526 497,364
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2014 :
: 93,198: 16,133 46,972 8,470 79,208 34,624 103,811 90,066: -10,613 3,132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 19.4 2.1 72.6 60.8 89.7 82.2: 10.3 17.8
Old : 100.0: 15.0 19.4 2.1 72.6 60.8 89.7 82.2: 10.3 17.8
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 : 385: 55 104 62 128 182 229 302:
Old : 385: 55 104 62 128 182 229 302:
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 : 37.0 15.8 49.2 21.7 32.9 12.7 44.3 18.1
Old : 37.0 15.8 49.2 21.7 32.9 12.7 44.3 18.1
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 14, 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 : 2,087,055: 328,623 338,872 47,909 1,463,134 1,325,159 1,839,666 1,711,940: 247,389 375,115
Old : 2,087,055: 328,623 338,872 47,909 1,463,134 1,325,159 1,839,666 1,711,940: 247,389 375,115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2014 :
: 7,209: 5,122 -17 7,920 -14,496 12,565 -1,454 20,468: 8,663 -13,259
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 16.2 2.3 70.1 63.5 88.1 82.0: 11.9 18.0
Old : 100.0: 15.7 16.2 2.3 70.1 63.5 88.1 82.0: 11.9 18.0
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 : 284: 42 63 35 103 136 165 214:
Old : 284: 42 63 35 103 136 165 214:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.4 15.9 33.6 25.2 19.4 10.9 28.4 18.4
Old : 21.4 15.9 33.6 25.2 19.4 10.9 28.4 18.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders - Futures Only, October 14, 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 : 618,670: 14,649 149,427 125,265 441,806 284,850 581,720 559,542: 36,950 59,128
Old : 618,670: 14,649 149,427 125,265 441,806 284,850 581,720 559,542: 36,950 59,128
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2014 :
: 29,793: 1,242 6,483 1,232 24,226 20,513 26,700 28,228: 3,093 1,565
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 24.2 20.2 71.4 46.0 94.0 90.4: 6.0 9.6
Old : 100.0: 2.4 24.2 20.2 71.4 46.0 94.0 90.4: 6.0 9.6
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 : 95: 11 37 30 30 43 61 94:
Old : 95: 11 37 30 30 43 61 94:
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 : 43.9 20.6 56.3 32.4 34.9 16.1 41.2 21.8
Old : 43.9 20.6 56.3 32.4 34.9 16.1 41.2 21.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders - Futures Only, October 14, 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 : 59,234: 17,437 11,603 83 33,830 40,156 51,350 51,842: 7,884 7,392
Old : 59,234: 17,437 11,603 83 33,830 40,156 51,350 51,842: 7,884 7,392
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2014 :
: -6,903: -2,596 156 -146 -3,917 -5,732 -6,659 -5,722: -244 -1,181
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 19.6 0.1 57.1 67.8 86.7 87.5: 13.3 12.5
Old : 100.0: 29.4 19.6 0.1 57.1 67.8 86.7 87.5: 13.3 12.5
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 : 101: 27 26 6 34 21 65 49:
Old : 101: 27 26 6 34 21 65 49:
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 : 27.5 39.0 44.3 56.5 27.5 38.5 42.9 55.1
Old : 27.5 39.0 44.3 56.5 27.5 38.5 42.9 55.1
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 14, 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 : 118,467: 34,874 23,206 166 67,660 80,312 102,700 103,684: 15,767 14,783
Old : 118,467: 34,874 23,206 166 67,660 80,312 102,700 103,684: 15,767 14,783
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2014 :
: -13,805: -5,192 311 -292 -7,834 -11,463 -13,318 -11,444: -487 -2,361
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 19.6 0.1 57.1 67.8 86.7 87.5: 13.3 12.5
Old : 100.0: 29.4 19.6 0.1 57.1 67.8 86.7 87.5: 13.3 12.5
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 : 101: 27 26 6 34 21 65 49:
Old : 101: 27 26 6 34 21 65 49:
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 : 27.5 39.0 44.3 56.5 27.5 38.5 42.9 55.1
Old : 27.5 39.0 44.3 56.5 27.5 38.5 42.9 55.1
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 14, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 11,245: 9,985 9,539 552 460 1,142 10,997 11,233: 248 12
Old : 11,245: 9,985 9,539 552 460 1,142 10,997 11,233: 248 12
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2014 :
: 674: 544 519 120 0 35 664 674: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.8 84.8 4.9 4.1 10.2 97.8 99.9: 2.2 0.1
Old : 100.0: 88.8 84.8 4.9 4.1 10.2 97.8 99.9: 2.2 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: 14 7 2 1 2 16 10:
Old : 23: 14 7 2 1 2 16 10:
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 : 80.9 76.1 93.5 97.0 78.7 76.1 86.2 90.2
Old : 80.9 76.1 93.5 97.0 78.7 76.1 86.2 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, October 14, 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 : 51,450: 4,164 19,919 155 47,004 31,084 51,323 51,158: 127 292
Old : 51,450: 4,164 19,919 155 47,004 31,084 51,323 51,158: 127 292
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2014 :
: 1,398: 1,011 1,740 -43 436 -379 1,404 1,318: -6 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 38.7 0.3 91.4 60.4 99.8 99.4: 0.2 0.6
Old : 100.0: 8.1 38.7 0.3 91.4 60.4 99.8 99.4: 0.2 0.6
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 : 48: 5 17 1 11 17 16 35:
Old : 48: 5 17 1 11 17 16 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 83.5 55.4 95.3 75.0 77.8 45.9 86.9 65.5
Old : 83.5 55.4 95.3 75.0 77.8 45.9 86.9 65.5
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, October 14, 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 : 50,206: 6,731 11,813 3,348 39,928 34,700 50,007 49,861: 199 345
Old : 50,206: 6,731 11,813 3,348 39,928 34,700 50,007 49,861: 199 345
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2014 :
: 3,583: 2,888 1,089 15 699 2,444 3,602 3,548: -19 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 23.5 6.7 79.5 69.1 99.6 99.3: 0.4 0.7
Old : 100.0: 13.4 23.5 6.7 79.5 69.1 99.6 99.3: 0.4 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 8 14 1 5 24 13 39:
Old : 49: 8 14 1 5 24 13 39:
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 : 96.0 50.2 98.8 71.0 87.5 50.2 90.0 67.3
Old : 96.0 50.2 98.8 71.0 87.5 50.2 90.0 67.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 17, 2014