WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, November 18, 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 : 411,446: 126,417 146,779 64,194 186,489 155,792 377,100 366,765: 34,346 44,681
Old : 329,359: 113,986 141,736 44,259 144,462 111,227 302,707 297,222: 26,652 32,137
Other: 82,087: 27,475 20,087 4,891 42,027 44,565 74,393 69,543: 7,694 12,544
: : :
: : Changes in Commitments from: November 11, 2014 :
: -3,385: 213 -8,672 -4,129 2,816 14,192 -1,100 1,391: -2,285 -4,776
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 35.7 15.6 45.3 37.9 91.7 89.1: 8.3 10.9
Old : 100.0: 34.6 43.0 13.4 43.9 33.8 91.9 90.2: 8.1 9.8
Other: 100.0: 33.5 24.5 6.0 51.2 54.3 90.6 84.7: 9.4 15.3
: : :
:# Traders : Number of Traders in Each Category :
All : 368: 107 120 113 95 99 276 277:
Old : 354: 112 116 97 87 89 251 257:
Other: 198: 45 54 26 54 73 121 134:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.7 13.3 26.0 21.8 15.2 12.3 24.5 19.2
Old : 16.5 15.9 26.5 25.6 16.3 15.8 26.1 23.2
Other: 31.6 22.9 44.8 36.5 31.5 20.6 43.7 32.8
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, November 18, 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 : 150,426: 44,160 41,062 19,123 71,572 65,593 134,855 125,778: 15,571 24,648
Old : 119,897: 47,753 40,294 7,926 52,694 52,484 108,373 100,704: 11,524 19,193
Other: 30,529: 6,347 10,708 1,257 18,878 13,109 26,482 25,074: 4,047 5,455
: : :
: : Changes in Commitments from: November 11, 2014 :
: -10,107: -5,093 -5,150 -3,717 562 2,528 -8,248 -6,339: -1,859 -3,768
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 27.3 12.7 47.6 43.6 89.6 83.6: 10.4 16.4
Old : 100.0: 39.8 33.6 6.6 43.9 43.8 90.4 84.0: 9.6 16.0
Other: 100.0: 20.8 35.1 4.1 61.8 42.9 86.7 82.1: 13.3 17.9
: : :
:# Traders : Number of Traders in Each Category :
All : 185: 48 40 47 59 64 135 135:
Old : 180: 52 38 34 50 62 119 122:
Other: 116: 22 21 9 44 47 71 74:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.5 20.6 32.2 30.9 16.7 16.6 26.0 25.1
Old : 25.6 20.2 37.1 30.6 24.2 20.2 35.1 30.5
Other: 26.1 45.7 44.5 54.6 26.1 44.6 41.8 52.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, November 18, 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 : 1,335,969: 460,608 238,080 179,260 575,495 661,017 1,215,363 1,078,357: 120,606 257,612
Old : 1,164,232: 425,900 253,564 136,436 496,409 562,390 1,058,745 952,390: 105,487 211,842
Other: 171,737: 74,828 24,636 2,704 79,086 98,627 156,618 125,967: 15,119 45,770
: : :
: : Changes in Commitments from: November 11, 2014 :
: 7,647: 8,724 -3,412 -15,712 15,687 34,346 8,699 15,222: -1,052 -7,575
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.5 17.8 13.4 43.1 49.5 91.0 80.7: 9.0 19.3
Old : 100.0: 36.6 21.8 11.7 42.6 48.3 90.9 81.8: 9.1 18.2
Other: 100.0: 43.6 14.3 1.6 46.1 57.4 91.2 73.3: 8.8 26.7
: : :
:# Traders : Number of Traders in Each Category :
All : 765: 161 169 195 253 348 540 624:
Old : 758: 164 179 180 248 341 518 612:
Other: 414: 65 70 21 68 236 146 316:
:----------------------------------------------------------------------------------------------------
: 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 11.2 19.8 17.1 11.2 8.5 18.4 14.4
Old : 12.8 10.4 20.8 16.5 12.4 8.8 20.0 14.4
Other: 28.8 25.0 40.1 33.3 28.0 19.2 37.2 27.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, November 18, 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 : 10,094: 3,695 1,656 141 4,107 7,396 7,943 9,193: 2,151 901
Old : 9,721: 3,734 1,626 56 3,924 7,167 7,714 8,849: 2,007 872
Other: 373: 35 104 11 183 229 229 344: 144 29
: : :
: : Changes in Commitments from: November 11, 2014 :
: 113: -22 240 -99 408 58 287 199: -174 -86
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.6 16.4 1.4 40.7 73.3 78.7 91.1: 21.3 8.9
Old : 100.0: 38.4 16.7 0.6 40.4 73.7 79.4 91.0: 20.6 9.0
Other: 100.0: 9.4 27.9 2.9 49.1 61.4 61.4 92.2: 38.6 7.8
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 17 5 7 13 11 34 19:
Old : 38: 18 3 4 11 11 30 17:
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 : 39.7 61.3 54.6 80.1 39.7 60.0 50.1 75.0
Old : 40.1 63.5 55.5 82.6 40.1 62.7 52.3 78.5
Other: 48.0 72.7 61.4 89.5 41.6 72.7 48.0 78.8
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, November 18, 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 : 669,902: 186,592 166,893 87,718 348,962 289,980 623,272 544,591: 46,630 125,311
Old : 576,135: 172,597 169,208 61,732 302,602 248,007 536,931 478,947: 39,204 97,188
Other: 93,767: 37,871 21,561 2,110 46,360 41,973 86,341 65,644: 7,426 28,123
: : :
: : Changes in Commitments from: November 11, 2014 :
: 9,295: -12,471 -7,055 5,717 15,578 11,882 8,824 10,544: 471 -1,249
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 24.9 13.1 52.1 43.3 93.0 81.3: 7.0 18.7
Old : 100.0: 30.0 29.4 10.7 52.5 43.0 93.2 83.1: 6.8 16.9
Other: 100.0: 40.4 23.0 2.3 49.4 44.8 92.1 70.0: 7.9 30.0
: : :
:# Traders : Number of Traders in Each Category :
All : 610: 141 202 170 141 200 386 497:
Old : 599: 135 208 145 136 195 358 480:
Other: 334: 76 86 18 58 136 142 232:
:----------------------------------------------------------------------------------------------------
: 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 : 13.5 11.9 22.5 18.7 10.2 9.5 17.8 14.9
Old : 14.0 12.7 23.3 19.6 12.3 11.0 21.3 16.5
Other: 28.4 25.1 41.9 32.6 28.3 24.7 41.7 32.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, November 18, 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 : 400,880: 137,424 75,418 67,536 160,690 225,552 365,650 368,506: 35,230 32,374
Old : 369,327: 138,932 79,169 52,985 145,721 207,028 337,638 339,182: 31,689 30,145
Other: 31,553: 8,032 5,789 5,011 14,969 18,524 28,012 29,324: 3,541 2,229
: : :
: : Changes in Commitments from: November 11, 2014 :
: 1,500: -60 2,047 7,632 -4,743 -7,725 2,829 1,954: -1,329 -454
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 18.8 16.8 40.1 56.3 91.2 91.9: 8.8 8.1
Old : 100.0: 37.6 21.4 14.3 39.5 56.1 91.4 91.8: 8.6 8.2
Other: 100.0: 25.5 18.3 15.9 47.4 58.7 88.8 92.9: 11.2 7.1
: : :
:# Traders : Number of Traders in Each Category :
All : 282: 100 63 96 79 66 226 200:
Old : 281: 101 69 89 79 65 223 194:
Other: 76: 17 19 15 28 20 52 49:
:----------------------------------------------------------------------------------------------------
: 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 : 9.3 32.8 16.6 39.8 8.9 31.2 16.0 37.4
Old : 9.8 32.3 17.7 39.7 9.4 31.0 17.0 37.6
Other: 33.7 47.8 49.0 66.6 28.9 43.3 42.8 53.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, November 18, 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 : 819,445: 98,491 83,474 13,727 538,388 556,188 650,606 653,389: 168,839 166,056
Old : 819,445: 98,491 83,474 13,727 538,388 556,188 650,606 653,389: 168,839 166,056
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2014 :
: -871: 22,995 -2,874 -1,257 -20,449 7,104 1,289 2,973: -2,160 -3,844
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 10.2 1.7 65.7 67.9 79.4 79.7: 20.6 20.3
Old : 100.0: 12.0 10.2 1.7 65.7 67.9 79.4 79.7: 20.6 20.3
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 : 170: 33 31 22 71 81 114 124:
Old : 170: 33 31 22 71 81 114 124:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.3 19.8 42.3 31.3 29.7 19.6 35.7 28.4
Old : 33.3 19.8 42.3 31.3 29.7 19.6 35.7 28.4
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 18, 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 : 528,202: 68,277 43,181 4,348 341,465 390,280 414,090 437,809: 114,112 90,393
Old : 528,202: 68,277 43,181 4,348 341,465 390,280 414,090 437,809: 114,112 90,393
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2014 :
: 18,717: 8,119 4,829 378 6,648 17,143 15,145 22,350: 3,572 -3,633
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 8.2 0.8 64.6 73.9 78.4 82.9: 21.6 17.1
Old : 100.0: 12.9 8.2 0.8 64.6 73.9 78.4 82.9: 21.6 17.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 86: 13 11 6 50 48 67 61:
Old : 86: 13 11 6 50 48 67 61:
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 : 24.8 44.5 39.4 55.3 22.1 43.6 32.3 50.6
Old : 24.8 44.5 39.4 55.3 22.1 43.6 32.3 50.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders - Futures Only, November 18, 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 : 5,767: 2,269 348 422 2,482 4,729 5,173 5,499: 594 268
Old : 5,767: 2,269 348 422 2,482 4,729 5,173 5,499: 594 268
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2014 :
: -150: -106 45 109 -190 -378 -187 -224: 37 74
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.3 6.0 7.3 43.0 82.0 89.7 95.4: 10.3 4.6
Old : 100.0: 39.3 6.0 7.3 43.0 82.0 89.7 95.4: 10.3 4.6
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 : 39: 15 4 9 15 15 33 27:
Old : 39: 15 4 9 15 15 33 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.2 58.2 59.9 75.6 39.1 53.9 47.6 61.0
Old : 44.2 58.2 59.9 75.6 39.1 53.9 47.6 61.0
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, November 18, 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 : 385,343: 129,246 53,631 46,865 158,185 247,766 334,296 348,262: 51,047 37,081
Old : 361,132: 129,268 53,273 39,272 144,957 234,288 313,497 326,833: 47,635 34,299
Other: 24,211: 5,005 5,385 2,566 13,228 13,478 20,799 21,429: 3,412 2,782
: : :
: : Changes in Commitments from: November 11, 2014 :
: -5,331: -9,900 347 574 4,363 -5,879 -4,963 -4,958: -368 -373
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.5 13.9 12.2 41.1 64.3 86.8 90.4: 13.2 9.6
Old : 100.0: 35.8 14.8 10.9 40.1 64.9 86.8 90.5: 13.2 9.5
Other: 100.0: 20.7 22.2 10.6 54.6 55.7 85.9 88.5: 14.1 11.5
: : :
:# Traders : Number of Traders in Each Category :
All : 283: 90 67 75 88 94 231 198:
Old : 283: 95 71 72 87 93 229 195:
Other: 89: 23 13 11 37 25 66 43:
:----------------------------------------------------------------------------------------------------
: 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 : 8.3 33.4 14.3 42.5 6.1 29.7 11.3 37.3
Old : 8.5 34.4 14.8 43.7 6.3 32.0 11.9 39.9
Other: 29.3 41.5 47.8 55.8 28.0 40.2 46.5 52.2
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, November 18, 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 : 9,904: 871 4,451 1,320 6,119 2,143 8,310 7,914: 1,594 1,990
Old : 9,904: 871 4,451 1,320 6,119 2,143 8,310 7,914: 1,594 1,990
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2014 :
: 79: -38 202 -8 69 59 23 253: 56 -174
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 44.9 13.3 61.8 21.6 83.9 79.9: 16.1 20.1
Old : 100.0: 8.8 44.9 13.3 61.8 21.6 83.9 79.9: 16.1 20.1
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 : 62: 12 21 9 16 16 33 42:
Old : 62: 12 21 9 16 16 33 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.7 30.9 58.9 44.1 43.7 30.1 52.1 40.2
Old : 46.7 30.9 58.9 44.1 43.7 30.1 52.1 40.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, November 18, 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 : 1,496,963: 329,410 352,594 42,354 1,021,003 958,836 1,392,767 1,353,784: 104,196 143,179
Old : 1,496,963: 329,410 352,594 42,354 1,021,003 958,836 1,392,767 1,353,784: 104,196 143,179
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2014 :
: 99,223: 18,126 8,018 15,470 82,255 85,713 115,851 109,201: -16,628 -9,978
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 23.6 2.8 68.2 64.1 93.0 90.4: 7.0 9.6
Old : 100.0: 22.0 23.6 2.8 68.2 64.1 93.0 90.4: 7.0 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 : 264: 42 60 29 96 123 150 201:
Old : 264: 42 60 29 96 123 150 201:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.9 27.4 41.8 39.6 29.0 27.4 39.5 39.3
Old : 29.9 27.4 41.8 39.6 29.0 27.4 39.5 39.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders - Futures Only, November 18, 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 : 2,902,018: 398,903 526,231 67,280 2,115,303 1,878,092 2,581,486 2,471,603: 320,532 430,415
Old : 2,902,018: 398,903 526,231 67,280 2,115,303 1,878,092 2,581,486 2,471,603: 320,532 430,415
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2014 :
: 115,552: 8,337 23,207 6,010 92,497 101,555 106,844 130,772: 8,708 -15,220
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 18.1 2.3 72.9 64.7 89.0 85.2: 11.0 14.8
Old : 100.0: 13.7 18.1 2.3 72.9 64.7 89.0 85.2: 11.0 14.8
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 : 383: 60 91 57 155 184 253 294:
Old : 383: 60 91 57 155 184 253 294:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.0 21.3 43.8 28.4 30.9 17.6 41.0 23.2
Old : 33.0 21.3 43.8 28.4 30.9 17.6 41.0 23.2
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 18, 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 : 2,034,058: 316,995 309,594 64,665 1,405,482 1,291,152 1,787,142 1,665,411: 246,916 368,647
Old : 2,034,058: 316,995 309,594 64,665 1,405,482 1,291,152 1,787,142 1,665,411: 246,916 368,647
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2014 :
: 61,325: -20,844 2,386 16,324 47,195 44,478 42,675 63,188: 18,650 -1,863
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 15.2 3.2 69.1 63.5 87.9 81.9: 12.1 18.1
Old : 100.0: 15.6 15.2 3.2 69.1 63.5 87.9 81.9: 12.1 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 : 273: 47 58 33 100 137 162 213:
Old : 273: 47 58 33 100 137 162 213:
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 19.4 32.9 28.6 19.4 13.9 28.9 21.5
Old : 21.2 19.4 32.9 28.6 19.4 13.9 28.9 21.5
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 18, 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 : 712,743: 23,420 195,589 124,438 534,054 336,832 681,912 656,859: 30,831 55,884
Old : 712,743: 23,420 195,589 124,438 534,054 336,832 681,912 656,859: 30,831 55,884
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2014 :
: 24,742: -316 4,896 8,620 19,560 13,301 27,864 26,817: -3,122 -2,075
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 27.4 17.5 74.9 47.3 95.7 92.2: 4.3 7.8
Old : 100.0: 3.3 27.4 17.5 74.9 47.3 95.7 92.2: 4.3 7.8
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 : 104: 14 35 31 38 48 72 98:
Old : 104: 14 35 31 38 48 72 98:
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 23.6 57.0 35.3 37.3 19.0 41.9 25.6
Old : 45.3 23.6 57.0 35.3 37.3 19.0 41.9 25.6
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 18, 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 : 71,721: 25,181 10,823 98 37,851 49,155 63,129 60,075: 8,593 11,646
Old : 71,721: 25,181 10,823 98 37,851 49,155 63,129 60,075: 8,593 11,646
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2014 :
: 3,951: 1,874 227 -97 1,444 3,325 3,221 3,456: 730 496
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.1 15.1 0.1 52.8 68.5 88.0 83.8: 12.0 16.2
Old : 100.0: 35.1 15.1 0.1 52.8 68.5 88.0 83.8: 12.0 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 : 107: 24 28 5 37 23 65 52:
Old : 107: 24 28 5 37 23 65 52:
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 : 23.4 38.3 38.8 56.3 23.4 37.8 38.8 55.7
Old : 23.4 38.3 38.8 56.3 23.4 37.8 38.8 55.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders - Futures Only, November 18, 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 : 143,442: 50,361 21,646 195 75,701 98,309 126,257 120,150: 17,185 23,292
Old : 143,442: 50,361 21,646 195 75,701 98,309 126,257 120,150: 17,185 23,292
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2014 :
: 7,902: 3,748 454 -193 2,887 6,650 6,442 6,911: 1,460 991
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.1 15.1 0.1 52.8 68.5 88.0 83.8: 12.0 16.2
Old : 100.0: 35.1 15.1 0.1 52.8 68.5 88.0 83.8: 12.0 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 : 107: 24 28 5 37 23 65 52:
Old : 107: 24 28 5 37 23 65 52:
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 : 23.4 38.3 38.8 56.3 23.4 37.8 38.8 55.7
Old : 23.4 38.3 38.8 56.3 23.4 37.8 38.8 55.7
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 18, 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 : 50,591: 6,270 18,370 83 44,146 31,865 50,499 50,318: 92 273
Old : 50,591: 6,270 18,370 83 44,146 31,865 50,499 50,318: 92 273
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2014 :
: 136: 740 -1,178 33 -618 1,163 155 18: -19 118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 36.3 0.2 87.3 63.0 99.8 99.5: 0.2 0.5
Old : 100.0: 12.4 36.3 0.2 87.3 63.0 99.8 99.5: 0.2 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 6 15 3 12 18 19 35:
Old : 48: 6 15 3 12 18 19 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 : 82.3 53.9 96.8 74.6 77.0 44.3 88.4 64.9
Old : 82.3 53.9 96.8 74.6 77.0 44.3 88.4 64.9
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 18, 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 : 53,863: 9,388 18,623 2,831 41,488 32,292 53,707 53,746: 156 117
Old : 53,863: 9,388 18,623 2,831 41,488 32,292 53,707 53,746: 156 117
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2014 :
: 47: 1,243 -818 0 -1,171 846 72 28: -25 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 34.6 5.3 77.0 60.0 99.7 99.8: 0.3 0.2
Old : 100.0: 17.4 34.6 5.3 77.0 60.0 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: 9 13 1 6 20 15 34:
Old : 47: 9 13 1 6 20 15 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 95.1 54.4 98.9 79.4 89.4 54.4 91.9 75.0
Old : 95.1 54.4 98.9 79.4 89.4 54.4 91.9 75.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 21, 2014