WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, November 11, 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 : 414,831: 126,204 155,451 68,323 183,673 141,600 378,200 365,374: 36,631 49,457
Old : 338,483: 116,960 151,050 49,167 143,046 101,078 309,173 301,295: 29,310 37,188
Other: 76,348: 23,438 18,595 4,962 40,627 40,522 69,027 64,079: 7,321 12,269
: : :
: : Changes in Commitments from: November 4, 2014 :
: -4,716: -3,747 -2,006 577 -6,382 -5,998 -9,552 -7,427: 4,836 2,711
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 37.5 16.5 44.3 34.1 91.2 88.1: 8.8 11.9
Old : 100.0: 34.6 44.6 14.5 42.3 29.9 91.3 89.0: 8.7 11.0
Other: 100.0: 30.7 24.4 6.5 53.2 53.1 90.4 83.9: 9.6 16.1
: : :
:# Traders : Number of Traders in Each Category :
All : 371: 108 122 130 88 96 285 281:
Old : 362: 112 122 110 79 85 257 263:
Other: 194: 47 48 24 53 71 120 129:
:----------------------------------------------------------------------------------------------------
: 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 : 16.0 11.4 25.6 19.3 14.7 10.4 24.1 17.4
Old : 16.2 13.5 26.0 22.8 16.2 13.2 25.5 21.5
Other: 32.9 22.8 45.6 35.6 32.8 20.3 45.2 32.9
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, November 11, 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 : 160,533: 49,253 46,212 22,840 71,010 63,065 143,103 132,117: 17,430 28,416
Old : 129,889: 53,578 47,290 9,864 53,283 50,518 116,725 107,672: 13,164 22,217
Other: 30,644: 7,498 10,745 1,153 17,727 12,547 26,378 24,445: 4,266 6,199
: : :
: : Changes in Commitments from: November 4, 2014 :
: 2,841: -1,807 4,441 2,170 1,586 -4,329 1,949 2,282: 892 559
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 28.8 14.2 44.2 39.3 89.1 82.3: 10.9 17.7
Old : 100.0: 41.2 36.4 7.6 41.0 38.9 89.9 82.9: 10.1 17.1
Other: 100.0: 24.5 35.1 3.8 57.8 40.9 86.1 79.8: 13.9 20.2
: : :
:# Traders : Number of Traders in Each Category :
All : 187: 50 46 47 55 63 130 140:
Old : 183: 52 46 34 48 61 117 127:
Other: 113: 24 20 12 41 44 69 73:
:----------------------------------------------------------------------------------------------------
: 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 : 19.1 19.4 29.9 30.1 15.4 15.8 24.2 24.3
Old : 23.5 20.4 34.2 30.4 22.3 19.9 32.9 29.5
Other: 26.1 44.8 44.1 54.1 25.6 43.7 41.0 52.3
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, November 11, 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 : 1,328,322: 451,884 241,492 194,972 559,808 626,671 1,206,664 1,063,135: 121,658 265,187
Old : 1,163,558: 418,627 259,591 150,988 486,823 530,728 1,056,438 941,307: 107,120 222,251
Other: 164,764: 74,649 23,293 2,592 72,985 95,943 150,226 121,828: 14,538 42,936
: : :
: : Changes in Commitments from: November 4, 2014 :
: 23,461: 1,848 -20,917 24,386 -12,479 13,647 13,755 17,116: 9,706 6,345
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.0 18.2 14.7 42.1 47.2 90.8 80.0: 9.2 20.0
Old : 100.0: 36.0 22.3 13.0 41.8 45.6 90.8 80.9: 9.2 19.1
Other: 100.0: 45.3 14.1 1.6 44.3 58.2 91.2 73.9: 8.8 26.1
: : :
:# Traders : Number of Traders in Each Category :
All : 749: 151 170 184 243 343 519 610:
Old : 740: 162 169 171 239 336 500 596:
Other: 410: 66 69 22 68 229 148 309:
:----------------------------------------------------------------------------------------------------
: 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 : 12.8 11.6 20.7 17.2 11.3 8.2 18.8 13.8
Old : 13.3 10.4 21.5 16.3 12.5 8.1 20.3 13.6
Other: 29.8 28.4 41.3 36.7 29.0 22.5 38.3 30.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, November 11, 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 : 9,981: 3,717 1,416 240 3,699 7,338 7,656 8,994: 2,325 987
Old : 9,643: 3,755 1,405 144 3,556 7,148 7,455 8,697: 2,188 946
Other: 338: 49 98 9 143 190 201 297: 137 41
: : :
: : Changes in Commitments from: November 4, 2014 :
: -227: -65 -273 179 -381 -96 -267 -190: 40 -37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.2 14.2 2.4 37.1 73.5 76.7 90.1: 23.3 9.9
Old : 100.0: 38.9 14.6 1.5 36.9 74.1 77.3 90.2: 22.7 9.8
Other: 100.0: 14.5 29.0 2.7 42.3 56.2 59.5 87.9: 40.5 12.1
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 20 4 8 12 12 35 21:
Old : 40: 20 3 6 11 12 33 19:
Other: 15: 2 4 1 5 7 7 12:
:----------------------------------------------------------------------------------------------------
: 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 : 37.7 62.1 51.3 80.4 37.7 61.4 49.0 75.7
Old : 38.2 64.1 52.3 82.7 38.2 64.0 50.8 79.2
Other: 51.2 68.3 59.5 84.9 41.4 68.3 45.0 73.4
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, November 11, 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 : 660,607: 199,063 173,948 82,001 333,384 278,098 614,448 534,047: 46,159 126,560
Old : 570,204: 187,826 177,939 54,272 289,632 238,826 531,730 471,037: 38,474 99,167
Other: 90,403: 36,845 21,617 2,121 43,752 39,272 82,718 63,010: 7,685 27,393
: : :
: : Changes in Commitments from: November 4, 2014 :
: 5,308: 2,533 -9,290 2,041 -1,334 16,090 3,240 8,841: 2,068 -3,533
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 26.3 12.4 50.5 42.1 93.0 80.8: 7.0 19.2
Old : 100.0: 32.9 31.2 9.5 50.8 41.9 93.3 82.6: 6.7 17.4
Other: 100.0: 40.8 23.9 2.3 48.4 43.4 91.5 69.7: 8.5 30.3
: : :
:# Traders : Number of Traders in Each Category :
All : 625: 143 215 158 143 213 388 504:
Old : 615: 138 219 133 137 207 358 488:
Other: 339: 65 91 25 53 149 134 251:
:----------------------------------------------------------------------------------------------------
: 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 10.8 20.6 18.1 9.7 9.4 17.3 15.2
Old : 12.4 11.7 21.5 19.4 10.7 10.9 19.7 17.3
Other: 28.1 22.4 42.9 30.5 28.0 22.0 42.7 30.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, November 11, 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 : 399,380: 137,484 73,371 59,904 165,433 233,277 362,821 366,552: 36,559 32,828
Old : 373,194: 138,329 76,336 48,624 152,663 217,448 339,616 342,408: 33,578 30,786
Other: 26,186: 5,113 2,993 5,322 12,770 15,829 23,205 24,144: 2,981 2,042
: : :
: : Changes in Commitments from: November 4, 2014 :
: -10,120: -3,830 8,334 -9,205 3,263 -8,332 -9,772 -9,203: -348 -917
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.4 18.4 15.0 41.4 58.4 90.8 91.8: 9.2 8.2
Old : 100.0: 37.1 20.5 13.0 40.9 58.3 91.0 91.8: 9.0 8.2
Other: 100.0: 19.5 11.4 20.3 48.8 60.4 88.6 92.2: 11.4 7.8
: : :
:# Traders : Number of Traders in Each Category :
All : 273: 88 64 93 79 68 219 198:
Old : 273: 94 67 90 78 68 217 196:
Other: 72: 15 17 11 30 19 51 42:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 9.6 34.2 16.6 40.7 9.0 32.4 15.9 37.6
Old : 10.0 33.8 17.5 40.6 9.4 32.2 16.8 37.7
Other: 33.7 48.7 48.9 67.4 26.0 39.5 39.6 50.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, November 11, 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 : 820,316: 75,496 86,348 14,984 558,837 549,084 649,317 650,416: 170,999 169,900
Old : 820,316: 75,496 86,348 14,984 558,837 549,084 649,317 650,416: 170,999 169,900
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2014 :
: -8,800: -11,885 160 -1,791 836 -3,386 -12,840 -5,017: 4,040 -3,783
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 10.5 1.8 68.1 66.9 79.2 79.3: 20.8 20.7
Old : 100.0: 9.2 10.5 1.8 68.1 66.9 79.2 79.3: 20.8 20.7
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 : 167: 30 33 25 67 84 110 129:
Old : 167: 30 33 25 67 84 110 129:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.0 19.3 43.9 30.8 32.3 19.3 38.3 28.7
Old : 35.0 19.3 43.9 30.8 32.3 19.3 38.3 28.7
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, November 11, 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 : 509,485: 60,158 38,352 3,970 334,817 373,137 398,945 415,459: 110,540 94,026
Old : 509,485: 60,158 38,352 3,970 334,817 373,137 398,945 415,459: 110,540 94,026
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2014 :
: -3,585: 1,815 -861 -1,772 -2,914 -1,909 -2,871 -4,542: -714 957
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 7.5 0.8 65.7 73.2 78.3 81.5: 21.7 18.5
Old : 100.0: 11.8 7.5 0.8 65.7 73.2 78.3 81.5: 21.7 18.5
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 : 83: 12 10 5 48 47 62 60:
Old : 83: 12 10 5 48 47 62 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 : 25.3 44.4 39.6 54.8 22.8 42.6 32.5 50.0
Old : 25.3 44.4 39.6 54.8 22.8 42.6 32.5 50.0
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, November 11, 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 : 5,917: 2,375 303 313 2,672 5,107 5,360 5,723: 557 194
Old : 5,917: 2,375 303 313 2,672 5,107 5,360 5,723: 557 194
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2014 :
: -659: -321 -16 18 -427 -645 -730 -643: 71 -16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.1 5.1 5.3 45.2 86.3 90.6 96.7: 9.4 3.3
Old : 100.0: 40.1 5.1 5.3 45.2 86.3 90.6 96.7: 9.4 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 14 3 6 16 15 32 23:
Old : 38: 14 3 6 16 15 32 23:
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 : 43.6 64.2 61.0 80.8 39.5 60.7 49.8 67.9
Old : 43.6 64.2 61.0 80.8 39.5 60.7 49.8 67.9
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, November 11, 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 : 390,674: 139,146 53,284 46,291 153,822 253,645 339,259 353,220: 51,415 37,454
Old : 366,874: 139,268 53,488 38,270 141,146 240,775 318,684 332,533: 48,190 34,341
Other: 23,800: 5,287 5,205 2,612 12,676 12,870 20,575 20,687: 3,225 3,113
: : :
: : Changes in Commitments from: November 4, 2014 :
: 13,638: 3,685 -1,277 6,349 2,810 7,014 12,844 12,086: 794 1,552
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.6 13.6 11.8 39.4 64.9 86.8 90.4: 13.2 9.6
Old : 100.0: 38.0 14.6 10.4 38.5 65.6 86.9 90.6: 13.1 9.4
Other: 100.0: 22.2 21.9 11.0 53.3 54.1 86.4 86.9: 13.6 13.1
: : :
:# Traders : Number of Traders in Each Category :
All : 281: 93 60 77 87 91 233 195:
Old : 281: 98 64 74 85 91 229 194:
Other: 86: 23 12 12 37 22 68 38:
:----------------------------------------------------------------------------------------------------
: 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 : 8.8 33.2 14.5 41.4 6.3 29.3 11.7 36.2
Old : 9.0 34.1 14.8 42.6 6.3 31.5 11.8 38.6
Other: 29.6 41.2 47.3 55.6 28.2 40.0 46.0 52.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, November 11, 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 : 9,825: 909 4,249 1,328 6,050 2,084 8,287 7,661: 1,538 2,164
Old : 9,825: 909 4,249 1,328 6,050 2,084 8,287 7,661: 1,538 2,164
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2014 :
: 38: 104 35 78 88 137 270 250: -232 -212
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 43.2 13.5 61.6 21.2 84.3 78.0: 15.7 22.0
Old : 100.0: 9.3 43.2 13.5 61.6 21.2 84.3 78.0: 15.7 22.0
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 : 62: 12 21 10 15 15 34 41:
Old : 62: 12 21 10 15 15 34 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 : 46.3 31.4 59.5 45.6 43.0 30.6 51.7 40.7
Old : 46.3 31.4 59.5 45.6 43.0 30.6 51.7 40.7
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, November 11, 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 : 1,397,740: 311,284 344,576 26,884 938,748 873,123 1,276,916 1,244,583: 120,824 153,157
Old : 1,397,740: 311,284 344,576 26,884 938,748 873,123 1,276,916 1,244,583: 120,824 153,157
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2014 :
: 73,310: -4,204 32,596 7,901 52,548 18,838 56,245 59,335: 17,065 13,975
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 24.7 1.9 67.2 62.5 91.4 89.0: 8.6 11.0
Old : 100.0: 22.3 24.7 1.9 67.2 62.5 91.4 89.0: 8.6 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 : 271: 50 56 26 96 124 157 196:
Old : 271: 50 56 26 96 124 157 196:
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 : 28.9 26.2 39.6 39.2 28.8 26.2 38.7 38.9
Old : 28.9 26.2 39.6 39.2 28.8 26.2 38.7 38.9
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, November 11, 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 : 2,786,466: 390,566 503,024 61,270 2,022,806 1,776,537 2,474,642 2,340,831: 311,824 445,635
Old : 2,786,466: 390,566 503,024 61,270 2,022,806 1,776,537 2,474,642 2,340,831: 311,824 445,635
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2014 :
: 18,862: -23,822 41,350 -8,369 26,805 -52,973 -5,386 -19,992: 24,248 38,854
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 18.1 2.2 72.6 63.8 88.8 84.0: 11.2 16.0
Old : 100.0: 14.0 18.1 2.2 72.6 63.8 88.8 84.0: 11.2 16.0
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 : 372: 62 86 51 147 175 243 278:
Old : 372: 62 86 51 147 175 243 278:
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 : 32.8 21.6 45.2 27.9 30.7 17.8 41.1 22.9
Old : 32.8 21.6 45.2 27.9 30.7 17.8 41.1 22.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, November 11, 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 : 1,972,733: 337,839 307,208 48,341 1,358,287 1,246,674 1,744,467 1,602,223: 228,266 370,510
Old : 1,972,733: 337,839 307,208 48,341 1,358,287 1,246,674 1,744,467 1,602,223: 228,266 370,510
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2014 :
: 39,805: -6,785 3,498 946 58,797 29,602 52,958 34,046: -13,153 5,759
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 15.6 2.5 68.9 63.2 88.4 81.2: 11.6 18.8
Old : 100.0: 17.1 15.6 2.5 68.9 63.2 88.4 81.2: 11.6 18.8
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 : 282: 49 59 35 105 136 171 213:
Old : 282: 49 59 35 105 136 171 213:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.2 17.9 33.3 26.7 18.7 12.3 28.3 19.8
Old : 21.2 17.9 33.3 26.7 18.7 12.3 28.3 19.8
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, November 11, 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 : 688,001: 23,736 190,693 115,818 514,494 323,531 654,048 630,042: 33,953 57,959
Old : 688,001: 23,736 190,693 115,818 514,494 323,531 654,048 630,042: 33,953 57,959
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2014 :
: 26,922: 6,802 17,650 1,588 18,651 7,235 27,041 26,473: -119 449
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 27.7 16.8 74.8 47.0 95.1 91.6: 4.9 8.4
Old : 100.0: 3.4 27.7 16.8 74.8 47.0 95.1 91.6: 4.9 8.4
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 : 103: 15 36 29 35 45 67 97:
Old : 103: 15 36 29 35 45 67 97:
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 : 45.0 22.1 57.8 34.7 37.4 17.4 42.6 23.7
Old : 45.0 22.1 57.8 34.7 37.4 17.4 42.6 23.7
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, November 11, 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 : 67,770: 23,307 10,596 194 36,407 45,830 59,908 56,620: 7,863 11,151
Old : 67,770: 23,307 10,596 194 36,407 45,830 59,908 56,620: 7,863 11,151
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2014 :
: 1,285: 2,865 1,186 -154 -1,168 -635 1,543 398: -258 888
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.4 15.6 0.3 53.7 67.6 88.4 83.5: 11.6 16.5
Old : 100.0: 34.4 15.6 0.3 53.7 67.6 88.4 83.5: 11.6 16.5
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 : 104: 23 29 7 35 22 62 54:
Old : 104: 23 29 7 35 22 62 54:
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 : 24.3 38.0 40.8 55.2 24.3 37.4 40.7 54.6
Old : 24.3 38.0 40.8 55.2 24.3 37.4 40.7 54.6
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, November 11, 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 : 135,540: 46,613 21,192 388 72,814 91,659 119,815 113,239: 15,725 22,301
Old : 135,540: 46,613 21,192 388 72,814 91,659 119,815 113,239: 15,725 22,301
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2014 :
: 2,570: 5,729 2,372 -307 -2,336 -1,270 3,086 795: -516 1,775
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.4 15.6 0.3 53.7 67.6 88.4 83.5: 11.6 16.5
Old : 100.0: 34.4 15.6 0.3 53.7 67.6 88.4 83.5: 11.6 16.5
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 : 104: 23 29 7 35 22 62 54:
Old : 104: 23 29 7 35 22 62 54:
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 : 24.3 38.0 40.8 55.2 24.3 37.4 40.7 54.6
Old : 24.3 38.0 40.8 55.2 24.3 37.4 40.7 54.6
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, November 11, 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 : 10,675: 9,428 8,648 631 460 1,374 10,519 10,653: 156 22
Old : 10,675: 9,428 8,648 631 460 1,374 10,519 10,653: 156 22
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2014 :
: -709: -597 -1,193 -15 -100 499 -712 -709: 3 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.3 81.0 5.9 4.3 12.9 98.5 99.8: 1.5 0.2
Old : 100.0: 88.3 81.0 5.9 4.3 12.9 98.5 99.8: 1.5 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 11 7 2 1 2 13 10:
Old : 20: 11 7 2 1 2 13 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 : 89.4 75.0 96.9 95.6 85.2 73.2 87.5 88.0
Old : 89.4 75.0 96.9 95.6 85.2 73.2 87.5 88.0
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, November 11, 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 : 50,455: 5,530 19,548 50 44,764 30,702 50,344 50,300: 111 155
Old : 50,455: 5,530 19,548 50 44,764 30,702 50,344 50,300: 111 155
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2014 :
: 1,102: 829 405 -5 320 740 1,144 1,140: -42 -38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 38.7 0.1 88.7 60.9 99.8 99.7: 0.2 0.3
Old : 100.0: 11.0 38.7 0.1 88.7 60.9 99.8 99.7: 0.2 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 7 15 1 13 17 20 33:
Old : 49: 7 15 1 13 17 20 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 82.3 53.5 95.7 74.2 76.7 43.8 87.4 64.5
Old : 82.3 53.5 95.7 74.2 76.7 43.8 87.4 64.5
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, November 11, 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 : 53,816: 8,145 19,441 2,831 42,659 31,446 53,635 53,718: 181 98
Old : 53,816: 8,145 19,441 2,831 42,659 31,446 53,635 53,718: 181 98
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2014 :
: -180: 260 173 0 -309 -142 -49 31: -131 -211
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 36.1 5.3 79.3 58.4 99.7 99.8: 0.3 0.2
Old : 100.0: 15.1 36.1 5.3 79.3 58.4 99.7 99.8: 0.3 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 6 17 1 5 20 11 38:
Old : 47: 6 17 1 5 20 11 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 96.3 53.5 99.4 78.6 90.4 53.5 92.4 74.2
Old : 96.3 53.5 99.4 78.6 90.4 53.5 92.4 74.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 14, 2014