WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, December 2, 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 : 375,363: 116,599 121,737 52,268 173,240 157,668 342,107 331,673: 33,256 43,690
Old : 283,326: 102,935 115,842 29,870 126,083 107,771 258,888 253,483: 24,438 29,843
Other: 92,037: 30,574 22,805 5,488 47,157 49,897 83,219 78,190: 8,818 13,847
: : :
: : Changes in Commitments from: November 25, 2014 :
: 3,439: -1,271 -4,506 -3,015 5,063 11,662 777 4,141: 2,662 -702
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 32.4 13.9 46.2 42.0 91.1 88.4: 8.9 11.6
Old : 100.0: 36.3 40.9 10.5 44.5 38.0 91.4 89.5: 8.6 10.5
Other: 100.0: 33.2 24.8 6.0 51.2 54.2 90.4 85.0: 9.6 15.0
: : :
:# Traders : Number of Traders in Each Category :
All : 361: 107 115 95 82 105 254 264:
Old : 348: 117 106 67 70 92 220 235:
Other: 205: 45 57 28 57 77 124 144:
:----------------------------------------------------------------------------------------------------
: 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 : 17.6 13.7 27.3 22.9 16.1 11.7 25.4 19.9
Old : 18.1 16.5 28.7 26.5 18.0 16.5 28.0 25.7
Other: 30.9 20.6 45.2 34.0 30.8 18.7 43.5 29.5
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, December 2, 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 : 139,445: 43,451 32,201 14,741 66,187 70,034 124,379 116,976: 15,066 22,469
Old : 107,221: 45,048 31,351 4,888 46,661 54,361 96,597 90,600: 10,624 16,621
Other: 32,224: 7,198 9,645 1,058 19,526 15,673 27,782 26,376: 4,442 5,848
: : :
: : Changes in Commitments from: November 25, 2014 :
: -4,089: 1,489 -7,626 -2,062 -3,433 6,355 -4,006 -3,333: -83 -756
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 23.1 10.6 47.5 50.2 89.2 83.9: 10.8 16.1
Old : 100.0: 42.0 29.2 4.6 43.5 50.7 90.1 84.5: 9.9 15.5
Other: 100.0: 22.3 29.9 3.3 60.6 48.6 86.2 81.9: 13.8 18.1
: : :
:# Traders : Number of Traders in Each Category :
All : 189: 44 46 45 57 67 133 134:
Old : 183: 49 41 27 48 64 113 118:
Other: 124: 22 23 11 41 53 68 84:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.2 21.4 31.2 32.3 18.2 19.6 29.1 28.4
Old : 24.6 21.9 36.9 32.7 23.4 21.7 35.7 32.4
Other: 25.7 40.3 44.6 51.7 25.7 39.3 42.2 49.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, December 2, 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 : 1,192,166: 424,826 184,687 139,004 526,598 624,447 1,090,428 948,138: 101,738 244,028
Old : 1,003,371: 389,796 199,638 94,933 432,383 513,966 917,112 808,537: 86,259 194,834
Other: 188,795: 76,583 26,602 2,518 94,215 110,481 173,316 139,601: 15,479 49,194
: : :
: : Changes in Commitments from: November 25, 2014 :
: -25,470: -3,987 973 -1,288 -3,826 -15,223 -9,101 -15,538: -16,369 -9,932
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.6 15.5 11.7 44.2 52.4 91.5 79.5: 8.5 20.5
Old : 100.0: 38.8 19.9 9.5 43.1 51.2 91.4 80.6: 8.6 19.4
Other: 100.0: 40.6 14.1 1.3 49.9 58.5 91.8 73.9: 8.2 26.1
: : :
:# Traders : Number of Traders in Each Category :
All : 721: 146 152 168 202 335 459 580:
Old : 713: 143 162 145 195 324 426 564:
Other: 424: 70 58 21 74 246 156 318:
:----------------------------------------------------------------------------------------------------
: 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 12.1 21.4 18.5 12.3 9.6 20.5 16.0
Old : 14.2 11.3 23.3 18.0 14.1 10.3 23.2 16.8
Other: 30.7 24.4 41.2 33.3 25.5 15.2 34.2 23.2
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, December 2, 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 : 8,116: 2,750 1,330 111 3,298 5,402 6,159 6,843: 1,957 1,273
Old : 7,721: 2,778 1,362 37 3,150 5,156 5,965 6,555: 1,756 1,166
Other: 395: 32 28 14 148 246 194 288: 201 107
: : :
: : Changes in Commitments from: November 25, 2014 :
: -262: -256 83 25 242 -623 11 -515: -273 253
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 16.4 1.4 40.6 66.6 75.9 84.3: 24.1 15.7
Old : 100.0: 36.0 17.6 0.5 40.8 66.8 77.3 84.9: 22.7 15.1
Other: 100.0: 8.1 7.1 3.5 37.5 62.3 49.1 72.9: 50.9 27.1
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 16 3 6 14 9 32 16:
Old : 36: 16 3 3 13 8 30 13:
Other: 15: 2 4 1 4 8 6 13:
:----------------------------------------------------------------------------------------------------
: 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 : 43.3 66.8 54.9 80.0 43.3 65.4 53.1 76.8
Old : 44.0 69.8 56.1 82.1 44.0 68.7 55.7 80.4
Other: 43.0 57.5 49.1 69.1 37.7 53.4 37.7 60.5
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, December 2, 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 : 675,751: 173,783 172,353 104,015 352,173 272,399 629,971 548,767: 45,780 126,984
Old : 578,934: 155,084 170,355 79,285 306,182 231,177 540,551 480,817: 38,383 98,117
Other: 96,817: 41,033 24,332 2,396 45,991 41,222 89,420 67,950: 7,397 28,867
: : :
: : Changes in Commitments from: November 25, 2014 :
: 3,177: -12,349 5,463 17,216 688 -18,952 5,555 3,727: -2,378 -550
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 25.5 15.4 52.1 40.3 93.2 81.2: 6.8 18.8
Old : 100.0: 26.8 29.4 13.7 52.9 39.9 93.4 83.1: 6.6 16.9
Other: 100.0: 42.4 25.1 2.5 47.5 42.6 92.4 70.2: 7.6 29.8
: : :
:# Traders : Number of Traders in Each Category :
All : 619: 123 224 187 149 203 399 521:
Old : 604: 119 229 161 142 192 368 496:
Other: 341: 81 87 25 67 135 161 234:
:----------------------------------------------------------------------------------------------------
: 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 : 14.1 11.0 22.8 16.9 10.5 9.7 17.9 14.8
Old : 14.3 11.4 23.5 17.8 12.4 11.1 21.2 16.6
Other: 28.5 24.4 43.7 31.7 28.5 24.1 43.4 31.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, December 2, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 379,218: 123,545 80,204 59,393 163,723 204,895 346,661 344,492: 32,557 34,726
Old : 342,554: 125,173 82,162 43,499 145,154 184,934 313,826 310,595: 28,728 31,959
Other: 36,664: 8,336 8,006 5,930 18,569 19,961 32,835 33,897: 3,829 2,767
: : :
: : Changes in Commitments from: November 25, 2014 :
: 1,162: -6,644 11,534 2,817 10,373 -16,131 6,546 -1,780: -5,384 2,942
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 21.1 15.7 43.2 54.0 91.4 90.8: 8.6 9.2
Old : 100.0: 36.5 24.0 12.7 42.4 54.0 91.6 90.7: 8.4 9.3
Other: 100.0: 22.7 21.8 16.2 50.6 54.4 89.6 92.5: 10.4 7.5
: : :
:# Traders : Number of Traders in Each Category :
All : 297: 94 87 96 75 66 220 215:
Old : 295: 96 90 87 75 66 214 210:
Other: 87: 20 22 15 32 18 60 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 : 9.4 31.5 16.7 37.6 8.9 28.9 16.0 34.5
Old : 10.0 31.1 18.2 37.6 9.5 28.8 17.4 34.9
Other: 29.2 44.2 45.5 62.6 26.7 39.6 39.7 50.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, December 2, 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 : 880,794: 121,589 97,453 33,165 548,688 579,079 703,442 709,697: 177,352 171,097
Old : 880,794: 121,589 97,453 33,165 548,688 579,079 703,442 709,697: 177,352 171,097
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2014 :
: -109,679: 387 13,117 -31,957 -24,748 -40,498 -56,318 -59,338: -53,361 -50,341
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 11.1 3.8 62.3 65.7 79.9 80.6: 20.1 19.4
Old : 100.0: 13.8 11.1 3.8 62.3 65.7 79.9 80.6: 20.1 19.4
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 : 161: 31 28 20 69 77 112 114:
Old : 161: 31 28 20 69 77 112 114:
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 : 27.9 22.5 37.4 34.1 25.9 19.9 33.1 28.1
Old : 27.9 22.5 37.4 34.1 25.9 19.9 33.1 28.1
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, December 2, 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 : 558,122: 67,986 54,785 19,612 354,266 393,331 441,864 467,728: 116,258 90,394
Old : 558,122: 67,986 54,785 19,612 354,266 393,331 441,864 467,728: 116,258 90,394
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2014 :
: -29,630: 7,372 7,991 -1,179 -6,050 -16,683 143 -9,871: -29,773 -19,759
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 9.8 3.5 63.5 70.5 79.2 83.8: 20.8 16.2
Old : 100.0: 12.2 9.8 3.5 63.5 70.5 79.2 83.8: 20.8 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 : 93: 15 15 11 52 50 74 69:
Old : 93: 15 15 11 52 50 74 69:
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 : 23.1 43.9 36.4 54.0 20.1 41.5 29.6 48.2
Old : 23.1 43.9 36.4 54.0 20.1 41.5 29.6 48.2
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, December 2, 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 : 5,271: 1,864 207 397 2,513 4,432 4,774 5,036: 497 235
Old : 5,271: 1,864 207 397 2,513 4,432 4,774 5,036: 497 235
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2014 :
: 11: 42 -152 -20 58 135 80 -37: -69 48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 3.9 7.5 47.7 84.1 90.6 95.5: 9.4 4.5
Old : 100.0: 35.4 3.9 7.5 47.7 84.1 90.6 95.5: 9.4 4.5
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 : 35: 14 3 8 14 15 31 24:
Old : 35: 14 3 8 14 15 31 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.1 59.5 57.7 78.6 35.4 52.2 46.7 61.3
Old : 42.1 59.5 57.7 78.6 35.4 52.2 46.7 61.3
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, December 2, 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 : 362,080: 126,012 47,989 35,995 150,441 243,930 312,448 327,914: 49,632 34,166
Old : 334,893: 125,026 45,550 28,668 135,153 229,368 288,847 303,586: 46,046 31,307
Other: 27,187: 5,686 7,139 2,627 15,288 14,562 23,601 24,328: 3,586 2,859
: : :
: : Changes in Commitments from: November 25, 2014 :
: -17,077: -2,829 1,023 -4,598 -5,943 -11,939 -13,370 -15,514: -3,707 -1,563
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.8 13.3 9.9 41.5 67.4 86.3 90.6: 13.7 9.4
Old : 100.0: 37.3 13.6 8.6 40.4 68.5 86.3 90.7: 13.7 9.3
Other: 100.0: 20.9 26.3 9.7 56.2 53.6 86.8 89.5: 13.2 10.5
: : :
:# Traders : Number of Traders in Each Category :
All : 273: 88 64 72 83 89 220 188:
Old : 272: 94 64 68 80 88 215 184:
Other: 89: 21 14 12 39 24 67 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 : 9.0 35.1 15.2 44.5 7.3 31.5 12.8 38.8
Old : 9.0 36.6 15.8 46.0 7.6 34.5 13.7 42.0
Other: 28.9 38.3 46.7 53.6 27.8 37.1 45.6 51.2
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, December 2, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 10,398: 984 4,459 2,096 5,796 2,167 8,876 8,722: 1,522 1,676
Old : 10,397: 984 4,458 2,096 5,795 2,167 8,875 8,721: 1,522 1,676
Other: 1: 0 1 0 1 0 1 1: 0 0
: : :
: : Changes in Commitments from: November 25, 2014 :
: 777: 174 -51 896 -216 20 854 865: -77 -88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 42.9 20.2 55.7 20.8 85.4 83.9: 14.6 16.1
Old : 100.0: 9.5 42.9 20.2 55.7 20.8 85.4 83.9: 14.6 16.1
Other: 100.0: 0.0 100.0 0.0 100.0 0.0 100.0 100.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 69: 14 22 11 18 17 40 47:
Old : 69: 14 22 11 18 17 40 47:
Other: 2: 0 1 0 1 0 1 1:
:----------------------------------------------------------------------------------------------------
: 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 : 46.1 33.6 57.7 46.4 40.1 28.9 46.2 38.3
Old : 46.1 33.6 57.7 46.4 40.1 28.9 46.2 38.3
Other: 100.0 100.0 100.0 100.0 100.0 100.0 100.0 100.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, December 2, 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 : 1,378,098: 292,802 340,840 28,129 945,795 857,330 1,266,726 1,226,299: 111,372 151,799
Old : 1,378,098: 292,802 340,840 28,129 945,795 857,330 1,266,726 1,226,299: 111,372 151,799
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2014 :
: -72,486: -25,369 -1,598 -12,211 -49,193 -65,192 -86,773 -79,001: 14,287 6,515
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 24.7 2.0 68.6 62.2 91.9 89.0: 8.1 11.0
Old : 100.0: 21.2 24.7 2.0 68.6 62.2 91.9 89.0: 8.1 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 : 253: 44 54 22 91 126 141 196:
Old : 253: 44 54 22 91 126 141 196:
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 : 31.3 27.8 43.9 39.0 30.7 27.8 43.1 38.4
Old : 31.3 27.8 43.9 39.0 30.7 27.8 43.1 38.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders - Futures Only, December 2, 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 : 2,670,284: 344,423 506,947 54,851 1,962,734 1,675,628 2,362,008 2,237,426: 308,276 432,858
Old : 2,670,284: 344,423 506,947 54,851 1,962,734 1,675,628 2,362,008 2,237,426: 308,276 432,858
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2014 :
: -362,451: -42,048 45,149 -29,105 -147,070 -221,877 -218,223 -205,833: -144,228 -156,618
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 19.0 2.1 73.5 62.8 88.5 83.8: 11.5 16.2
Old : 100.0: 12.9 19.0 2.1 73.5 62.8 88.5 83.8: 11.5 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 : 354: 60 89 44 140 166 231 268:
Old : 354: 60 89 44 140 166 231 268:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.6 22.0 45.1 28.1 32.5 19.2 41.8 24.2
Old : 34.6 22.0 45.1 28.1 32.5 19.2 41.8 24.2
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, December 2, 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 : 1,874,885: 288,014 305,634 57,629 1,252,238 1,136,177 1,597,881 1,499,440: 277,004 375,445
Old : 1,874,885: 288,014 305,634 57,629 1,252,238 1,136,177 1,597,881 1,499,440: 277,004 375,445
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2014 :
: -205,037: -17,535 14,682 -32,071 -94,488 -41,997 -144,094 -59,386: -60,943 -145,651
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 16.3 3.1 66.8 60.6 85.2 80.0: 14.8 20.0
Old : 100.0: 15.4 16.3 3.1 66.8 60.6 85.2 80.0: 14.8 20.0
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 : 260: 39 63 27 91 131 146 205:
Old : 260: 39 63 27 91 131 146 205:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.1 18.7 34.4 27.6 19.7 12.5 28.8 19.8
Old : 22.1 18.7 34.4 27.6 19.7 12.5 28.8 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, December 2, 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 : 698,240: 32,105 192,934 124,423 510,650 324,764 667,178 642,121: 31,062 56,119
Old : 698,240: 32,105 192,934 124,423 510,650 324,764 667,178 642,121: 31,062 56,119
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2014 :
: -34,153: -3,634 -8,272 -2,489 -26,276 -22,405 -32,399 -33,166: -1,754 -987
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 27.6 17.8 73.1 46.5 95.6 92.0: 4.4 8.0
Old : 100.0: 4.6 27.6 17.8 73.1 46.5 95.6 92.0: 4.4 8.0
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 : 99: 14 30 32 39 47 74 93:
Old : 99: 14 30 32 39 47 74 93:
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 : 46.9 23.1 58.6 35.7 39.0 18.6 42.7 26.7
Old : 46.9 23.1 58.6 35.7 39.0 18.6 42.7 26.7
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, December 2, 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 : 75,115: 24,543 11,243 49 41,403 52,630 65,995 63,922: 9,121 11,194
Old : 75,115: 24,543 11,243 49 41,403 52,630 65,995 63,922: 9,121 11,194
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2014 :
: 3,294: 1,359 347 33 1,463 3,653 2,854 4,033: 441 -739
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 15.0 0.1 55.1 70.1 87.9 85.1: 12.1 14.9
Old : 100.0: 32.7 15.0 0.1 55.1 70.1 87.9 85.1: 12.1 14.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 115: 27 30 4 39 27 69 58:
Old : 115: 27 30 4 39 27 69 58:
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 39.3 37.8 56.8 21.2 38.7 37.8 56.2
Old : 21.2 39.3 37.8 56.8 21.2 38.7 37.8 56.2
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, December 2, 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 : 150,230: 49,085 22,486 98 82,806 105,259 131,989 127,843: 18,241 22,387
Old : 150,230: 49,085 22,486 98 82,806 105,259 131,989 127,843: 18,241 22,387
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2014 :
: 6,588: 2,717 694 65 2,925 7,306 5,707 8,065: 881 -1,477
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 15.0 0.1 55.1 70.1 87.9 85.1: 12.1 14.9
Old : 100.0: 32.7 15.0 0.1 55.1 70.1 87.9 85.1: 12.1 14.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 115: 27 30 4 39 27 69 58:
Old : 115: 27 30 4 39 27 69 58:
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 39.3 37.8 56.8 21.2 38.7 37.8 56.2
Old : 21.2 39.3 37.8 56.8 21.2 38.7 37.8 56.2
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, December 2, 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 : 52,609: 8,416 20,251 4 44,070 32,202 52,490 52,457: 119 152
Old : 52,609: 8,416 20,251 4 44,070 32,202 52,490 52,457: 119 152
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2014 :
: 949: 1,131 676 -45 -135 614 951 1,245: -2 -296
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 38.5 0.0 83.8 61.2 99.8 99.7: 0.2 0.3
Old : 100.0: 16.0 38.5 0.0 83.8 61.2 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: 8 16 1 11 18 20 34:
Old : 49: 8 16 1 11 18 20 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 : 83.7 53.4 95.9 73.5 78.4 44.1 88.0 64.2
Old : 83.7 53.4 95.9 73.5 78.4 44.1 88.0 64.2
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, December 2, 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 : 52,673: 9,507 19,186 2,763 40,298 30,612 52,568 52,561: 105 112
Old : 52,673: 9,507 19,186 2,763 40,298 30,612 52,568 52,561: 105 112
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2014 :
: -67: 968 -7 -39 -975 5 -46 -41: -21 -26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 36.4 5.2 76.5 58.1 99.8 99.8: 0.2 0.2
Old : 100.0: 18.0 36.4 5.2 76.5 58.1 99.8 99.8: 0.2 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 : 44: 8 14 1 4 19 12 34:
Old : 44: 8 14 1 4 19 12 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 : 96.5 53.4 99.2 78.4 91.2 53.4 92.9 74.6
Old : 96.5 53.4 99.2 78.4 91.2 53.4 92.9 74.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 6, 2014