WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, December 16, 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 : 368,598: 132,356 110,203 40,593 163,316 176,033 336,265 326,829: 32,333 41,769
Old : 271,092: 114,778 106,075 17,606 116,421 118,669 248,805 242,350: 22,287 28,742
Other: 97,506: 32,387 18,937 8,178 46,895 57,364 87,460 84,479: 10,046 13,027
: : :
: : Changes in Commitments from: December 9, 2014 :
: -5,250: 7,872 -7,280 -6,276 -6,649 8,184 -5,053 -5,372: -197 122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.9 29.9 11.0 44.3 47.8 91.2 88.7: 8.8 11.3
Old : 100.0: 42.3 39.1 6.5 42.9 43.8 91.8 89.4: 8.2 10.6
Other: 100.0: 33.2 19.4 8.4 48.1 58.8 89.7 86.6: 10.3 13.4
: : :
:# Traders : Number of Traders in Each Category :
All : 353: 120 101 104 77 101 257 260:
Old : 341: 122 100 70 62 91 216 231:
Other: 204: 54 49 36 55 78 131 146:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.7 15.0 27.7 25.1 16.1 13.8 26.1 22.4
Old : 19.2 18.4 30.9 29.1 19.1 18.4 30.5 29.0
Other: 28.3 21.8 44.1 36.3 27.8 19.1 39.5 30.9
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, December 16, 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 : 128,499: 42,546 28,833 9,395 60,005 68,370 111,946 106,598: 16,553 21,901
Old : 97,915: 40,972 26,906 3,608 41,181 52,110 85,761 82,624: 12,154 15,291
Other: 30,584: 6,477 6,830 884 18,824 16,260 26,185 23,974: 4,399 6,610
: : :
: : Changes in Commitments from: December 9, 2014 :
: -2,661: -1,092 -1,332 -1,704 -2,976 447 -5,772 -2,589: 3,111 -72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.1 22.4 7.3 46.7 53.2 87.1 83.0: 12.9 17.0
Old : 100.0: 41.8 27.5 3.7 42.1 53.2 87.6 84.4: 12.4 15.6
Other: 100.0: 21.2 22.3 2.9 61.5 53.2 85.6 78.4: 14.4 21.6
: : :
:# Traders : Number of Traders in Each Category :
All : 194: 48 50 43 58 70 134 139:
Old : 186: 49 45 29 48 65 112 124:
Other: 126: 22 25 11 42 56 72 85:
:----------------------------------------------------------------------------------------------------
: 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 : 19.9 19.1 30.2 29.6 19.0 17.9 28.9 27.6
Old : 23.2 21.8 35.1 32.5 23.2 21.8 35.1 32.3
Other: 26.8 28.8 42.2 39.9 26.8 28.0 40.3 37.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, December 16, 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 : 1,224,374: 432,568 164,245 142,754 539,859 683,181 1,115,181 990,180: 109,193 234,194
Old : 1,011,570: 394,052 180,824 89,449 436,616 559,396 920,117 829,669: 91,453 181,901
Other: 212,804: 88,433 33,338 3,388 103,243 123,785 195,064 160,511: 17,740 52,293
: : :
: : Changes in Commitments from: December 9, 2014 :
: 15,137: -4,918 -7,629 10,722 11,923 19,103 17,727 22,196: -2,590 -7,059
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.3 13.4 11.7 44.1 55.8 91.1 80.9: 8.9 19.1
Old : 100.0: 39.0 17.9 8.8 43.2 55.3 91.0 82.0: 9.0 18.0
Other: 100.0: 41.6 15.7 1.6 48.5 58.2 91.7 75.4: 8.3 24.6
: : :
:# Traders : Number of Traders in Each Category :
All : 723: 163 146 150 196 341 448 563:
Old : 715: 152 155 123 185 329 408 545:
Other: 442: 77 60 25 75 261 164 335:
:----------------------------------------------------------------------------------------------------
: 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 : 13.1 11.4 21.4 17.9 12.2 9.7 20.0 15.6
Old : 14.3 11.0 23.2 17.9 14.2 11.0 23.1 17.1
Other: 27.1 21.4 37.6 30.1 22.9 13.9 31.4 20.8
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, December 16, 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 : 8,108: 2,714 1,387 117 3,386 5,247 6,217 6,751: 1,891 1,357
Old : 7,635: 2,748 1,407 50 3,148 4,963 5,946 6,420: 1,689 1,215
Other: 473: 20 34 13 238 284 271 331: 202 142
: : :
: : Changes in Commitments from: December 9, 2014 :
: 27: -168 25 37 256 3 125 65: -98 -38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.5 17.1 1.4 41.8 64.7 76.7 83.3: 23.3 16.7
Old : 100.0: 36.0 18.4 0.7 41.2 65.0 77.9 84.1: 22.1 15.9
Other: 100.0: 4.2 7.2 2.7 50.3 60.0 57.3 70.0: 42.7 30.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 17 2 6 12 10 30 17:
Old : 35: 17 2 3 11 7 28 12:
Other: 16: 1 5 1 4 9 6 14:
:----------------------------------------------------------------------------------------------------
: 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 66.5 57.1 79.5 46.6 65.6 54.9 76.3
Old : 46.9 70.0 57.7 82.3 46.9 69.3 57.6 80.4
Other: 52.4 50.7 57.3 63.2 46.9 49.3 46.9 57.1
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, December 16, 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 : 695,296: 187,246 164,970 121,046 338,422 287,220 646,714 573,236: 48,582 122,060
Old : 594,739: 166,023 162,939 95,702 291,553 244,047 553,278 502,688: 41,461 92,051
Other: 100,557: 43,749 24,557 2,818 46,869 43,173 93,436 70,548: 7,121 30,009
: : :
: : Changes in Commitments from: December 9, 2014 :
: 1,896: 5,428 5,654 3,409 -7,157 -6,245 1,680 2,818: 216 -922
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 23.7 17.4 48.7 41.3 93.0 82.4: 7.0 17.6
Old : 100.0: 27.9 27.4 16.1 49.0 41.0 93.0 84.5: 7.0 15.5
Other: 100.0: 43.5 24.4 2.8 46.6 42.9 92.9 70.2: 7.1 29.8
: : :
:# Traders : Number of Traders in Each Category :
All : 613: 140 206 211 144 197 419 522:
Old : 600: 136 217 185 132 186 382 500:
Other: 335: 96 78 34 69 119 185 213:
:----------------------------------------------------------------------------------------------------
: 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 : 13.0 11.2 20.7 17.5 10.2 10.0 17.0 14.7
Old : 13.2 11.8 21.7 18.3 11.1 11.5 19.0 16.4
Other: 28.0 23.6 43.0 30.6 27.9 23.4 42.9 30.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, December 16, 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 : 366,139: 114,113 69,707 63,888 155,354 200,421 333,355 334,016: 32,784 32,123
Old : 326,687: 117,821 73,682 45,246 135,015 178,573 298,082 297,501: 28,605 29,186
Other: 39,452: 8,815 8,548 6,119 20,339 21,848 35,273 36,515: 4,179 2,937
: : :
: : Changes in Commitments from: December 9, 2014 :
: -6,859: -7,577 -7,018 -532 -517 953 -8,626 -6,597: 1,767 -262
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 19.0 17.4 42.4 54.7 91.0 91.2: 9.0 8.8
Old : 100.0: 36.1 22.6 13.8 41.3 54.7 91.2 91.1: 8.8 8.9
Other: 100.0: 22.3 21.7 15.5 51.6 55.4 89.4 92.6: 10.6 7.4
: : :
:# Traders : Number of Traders in Each Category :
All : 296: 89 80 99 77 65 225 212:
Old : 295: 91 84 90 76 64 219 206:
Other: 93: 24 23 15 35 16 65 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 : 9.2 32.9 16.8 39.0 8.9 29.9 16.3 36.0
Old : 9.9 32.5 18.4 39.2 9.6 29.8 17.8 36.3
Other: 28.0 45.0 43.8 62.1 26.6 41.1 40.0 52.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, December 16, 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 : 899,485: 111,067 135,018 10,760 605,502 591,782 727,329 737,560: 172,156 161,925
Old : 899,485: 111,067 135,018 10,760 605,502 591,782 727,329 737,560: 172,156 161,925
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2014 :
: 9,021: -8,261 34,606 977 16,532 -16,502 9,248 19,081: -227 -10,060
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 15.0 1.2 67.3 65.8 80.9 82.0: 19.1 18.0
Old : 100.0: 12.3 15.0 1.2 67.3 65.8 80.9 82.0: 19.1 18.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 171: 32 38 18 66 78 111 121:
Old : 171: 32 38 18 66 78 111 121:
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 : 34.5 26.2 43.2 34.6 32.5 23.3 38.6 30.9
Old : 34.5 26.2 43.2 34.6 32.5 23.3 38.6 30.9
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 16, 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 : 528,628: 66,406 63,182 10,441 340,758 364,596 417,605 438,219: 111,023 90,409
Old : 528,628: 66,406 63,182 10,441 340,758 364,596 417,605 438,219: 111,023 90,409
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2014 :
: -39,935: 501 6,165 -6,907 -26,372 -42,052 -32,778 -42,794: -7,157 2,859
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 12.0 2.0 64.5 69.0 79.0 82.9: 21.0 17.1
Old : 100.0: 12.6 12.0 2.0 64.5 69.0 79.0 82.9: 21.0 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 : 95: 15 16 10 52 49 73 69:
Old : 95: 15 16 10 52 49 73 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 : 25.2 41.1 38.1 51.9 20.5 39.7 30.6 47.3
Old : 25.2 41.1 38.1 51.9 20.5 39.7 30.6 47.3
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 16, 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 : 5,545: 1,929 213 434 2,568 4,663 4,931 5,310: 614 235
Old : 5,545: 1,929 213 434 2,568 4,663 4,931 5,310: 614 235
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2014 :
: 84: 201 11 16 -132 64 85 91: -1 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.8 3.8 7.8 46.3 84.1 88.9 95.8: 11.1 4.2
Old : 100.0: 34.8 3.8 7.8 46.3 84.1 88.9 95.8: 11.1 4.2
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 : 38: 17 4 8 13 14 33 24:
Old : 38: 17 4 8 13 14 33 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 : 36.7 58.0 53.7 78.7 22.7 48.9 33.6 54.0
Old : 36.7 58.0 53.7 78.7 22.7 48.9 33.6 54.0
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, December 16, 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 : 355,086: 118,059 53,113 35,289 150,384 232,961 303,732 321,363: 51,354 33,723
Old : 327,238: 117,586 50,261 27,647 134,298 218,795 279,531 296,703: 47,707 30,535
Other: 27,848: 5,383 7,762 2,732 16,086 14,166 24,201 24,660: 3,647 3,188
: : :
: : Changes in Commitments from: December 9, 2014 :
: 3,023: -6,164 694 1,122 6,633 289 1,591 2,105: 1,432 918
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 15.0 9.9 42.4 65.6 85.5 90.5: 14.5 9.5
Old : 100.0: 35.9 15.4 8.4 41.0 66.9 85.4 90.7: 14.6 9.3
Other: 100.0: 19.3 27.9 9.8 57.8 50.9 86.9 88.6: 13.1 11.4
: : :
:# Traders : Number of Traders in Each Category :
All : 274: 82 69 74 85 86 217 193:
Old : 273: 86 69 71 83 85 215 188:
Other: 91: 18 17 11 42 24 66 47:
:----------------------------------------------------------------------------------------------------
: 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 35.8 14.4 44.8 7.3 30.6 12.9 37.8
Old : 8.4 37.5 15.0 46.2 7.8 33.8 13.8 41.4
Other: 28.8 37.5 47.2 53.3 28.0 36.2 46.3 50.2
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, December 16, 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 : 10,353: 1,063 4,060 2,068 5,520 2,445 8,651 8,573: 1,702 1,780
Old : 10,328: 1,063 4,052 2,068 5,510 2,442 8,641 8,562: 1,687 1,766
Other: 25: 0 8 0 10 3 10 11: 15 14
: : :
: : Changes in Commitments from: December 9, 2014 :
: 187: 128 -267 134 -63 245 199 112: -12 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 39.2 20.0 53.3 23.6 83.6 82.8: 16.4 17.2
Old : 100.0: 10.3 39.2 20.0 53.4 23.6 83.7 82.9: 16.3 17.1
Other: 100.0: 0.0 32.0 0.0 40.0 12.0 40.0 44.0: 60.0 56.0
: : :
:# Traders : Number of Traders in Each Category :
All : 67: 16 19 13 16 16 40 45:
Old : 67: 16 19 13 15 16 39 45:
Other: 4: 0 1 0 3 1 3 2:
:----------------------------------------------------------------------------------------------------
: 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 : 46.6 32.6 57.7 46.2 40.8 28.0 46.5 38.6
Old : 46.7 32.7 57.7 46.4 40.8 28.1 46.5 38.7
Other: 40.0 44.0 40.0 44.0 28.0 32.0 28.0 32.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, December 16, 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 : 1,270,979: 248,970 314,211 18,603 906,312 786,580 1,173,885 1,119,394: 97,094 151,585
Old : 1,270,979: 248,970 314,211 18,603 906,312 786,580 1,173,885 1,119,394: 97,094 151,585
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2014 :
: -51,958: -16,653 -24,209 -4,231 -28,656 -24,725 -49,540 -53,165: -2,418 1,207
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 24.7 1.5 71.3 61.9 92.4 88.1: 7.6 11.9
Old : 100.0: 19.6 24.7 1.5 71.3 61.9 92.4 88.1: 7.6 11.9
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 : 260: 41 54 25 94 129 146 197:
Old : 260: 41 54 25 94 129 146 197:
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 : 30.6 30.3 42.7 39.6 30.2 30.3 41.7 39.2
Old : 30.6 30.3 42.7 39.6 30.2 30.3 41.7 39.2
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 16, 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 : 2,693,428: 273,398 531,648 47,681 2,084,442 1,692,071 2,405,521 2,271,400: 287,907 422,028
Old : 2,693,428: 273,398 531,648 47,681 2,084,442 1,692,071 2,405,521 2,271,400: 287,907 422,028
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2014 :
: 64,590: -32,335 24,580 2,476 94,249 50,013 64,390 77,069: 200 -12,479
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 19.7 1.8 77.4 62.8 89.3 84.3: 10.7 15.7
Old : 100.0: 10.2 19.7 1.8 77.4 62.8 89.3 84.3: 10.7 15.7
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 : 369: 60 90 41 141 174 227 279:
Old : 369: 60 90 41 141 174 227 279:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.6 19.3 49.6 25.9 38.4 15.0 45.5 19.9
Old : 39.6 19.3 49.6 25.9 38.4 15.0 45.5 19.9
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, December 16, 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 : 1,819,308: 275,091 317,872 45,396 1,253,746 1,110,335 1,574,233 1,473,603: 245,075 345,705
Old : 1,819,308: 275,091 317,872 45,396 1,253,746 1,110,335 1,574,233 1,473,603: 245,075 345,705
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2014 :
: -2,259: 22,263 23,462 -7,758 -20,464 16,970 -5,959 32,674: 3,700 -34,933
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 17.5 2.5 68.9 61.0 86.5 81.0: 13.5 19.0
Old : 100.0: 15.1 17.5 2.5 68.9 61.0 86.5 81.0: 13.5 19.0
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 : 277: 37 67 26 103 133 157 210:
Old : 277: 37 67 26 103 133 157 210:
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 : 20.6 16.5 34.8 25.4 19.6 12.0 29.1 20.4
Old : 20.6 16.5 34.8 25.4 19.6 12.0 29.1 20.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders - Futures Only, December 16, 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 : 745,558: 35,617 181,645 140,946 539,719 367,922 716,282 690,513: 29,276 55,045
Old : 745,558: 35,617 181,645 140,946 539,719 367,922 716,282 690,513: 29,276 55,045
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2014 :
: 34,394: 3,656 -989 3,514 28,221 33,249 35,391 35,774: -997 -1,380
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 24.4 18.9 72.4 49.3 96.1 92.6: 3.9 7.4
Old : 100.0: 4.8 24.4 18.9 72.4 49.3 96.1 92.6: 3.9 7.4
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 : 100: 15 28 35 42 49 79 96:
Old : 100: 15 28 35 42 49 79 96:
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 23.5 56.9 36.3 35.7 17.0 39.7 26.2
Old : 45.3 23.5 56.9 36.3 35.7 17.0 39.7 26.2
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 16, 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 : 99,154: 22,853 9,442 3,033 57,741 75,244 83,627 87,718: 15,528 11,436
Old : 99,154: 22,853 9,442 3,033 57,741 75,244 83,627 87,718: 15,528 11,436
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2014 :
: 15,388: 1,252 271 1,198 9,289 12,936 11,739 14,404: 3,649 984
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 9.5 3.1 58.2 75.9 84.3 88.5: 15.7 11.5
Old : 100.0: 23.0 9.5 3.1 58.2 75.9 84.3 88.5: 15.7 11.5
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 : 106: 30 18 10 50 25 87 49:
Old : 106: 30 18 10 50 25 87 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.5 44.5 30.9 59.2 17.8 38.4 28.6 50.2
Old : 19.5 44.5 30.9 59.2 17.8 38.4 28.6 50.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders - Futures Only, December 16, 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 : 15,724: 2,352 500 44 6,748 14,508 9,144 15,052: 6,580 672
Old : 15,724: 2,352 500 44 6,748 14,508 9,144 15,052: 6,580 672
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2014 :
: 2,919: -49 -115 44 -172 2,928 -177 2,857: 3,096 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 3.2 0.3 42.9 92.3 58.2 95.7: 41.8 4.3
Old : 100.0: 15.0 3.2 0.3 42.9 92.3 58.2 95.7: 41.8 4.3
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 : 20: 4 1 1 7 10 11 12:
Old : 20: 4 1 1 7 10 11 12:
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 : 32.1 66.3 51.9 86.9 29.4 66.3 46.3 86.4
Old : 32.1 66.3 51.9 86.9 29.4 66.3 46.3 86.4
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 16, 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 : 166,860: 44,733 21,614 2,247 101,985 121,471 148,965 145,332: 17,895 21,528
Old : 166,860: 44,733 21,614 2,247 101,985 121,471 148,965 145,332: 17,895 21,528
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2014 :
: 24,937: 2,752 921 2,157 18,922 20,015 23,831 23,093: 1,106 1,844
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 13.0 1.3 61.1 72.8 89.3 87.1: 10.7 12.9
Old : 100.0: 26.8 13.0 1.3 61.1 72.8 89.3 87.1: 10.7 12.9
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 : 105: 30 18 9 48 24 83 48:
Old : 105: 30 18 9 48 24 83 48:
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 : 20.4 43.5 34.0 60.2 18.3 40.0 31.2 52.8
Old : 20.4 43.5 34.0 60.2 18.3 40.0 31.2 52.8
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, December 16, 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 : 13,660: 11,005 8,745 1,989 623 2,903 13,617 13,637: 43 23
Old : 13,660: 11,005 8,745 1,989 623 2,903 13,617 13,637: 43 23
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2014 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.6 64.0 14.6 4.6 21.3 99.7 99.8: 0.3 0.2
Old : 100.0: 80.6 64.0 14.6 4.6 21.3 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 : 20: 12 6 4 2 2 17 9:
Old : 20: 12 6 4 2 2 17 9:
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 : 82.8 76.7 96.7 98.8 77.8 70.3 79.8 80.7
Old : 82.8 76.7 96.7 98.8 77.8 70.3 79.8 80.7
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, December 16, 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 : 49,888: 22,284 22,115 4 27,513 27,655 49,801 49,774: 87 114
Old : 49,888: 22,284 22,115 4 27,513 27,655 49,801 49,774: 87 114
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2014 :
: -21,294: 12,172 1,124 -11,540 -21,930 -10,826 -21,298 -21,242: 4 -52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.7 44.3 0.0 55.1 55.4 99.8 99.8: 0.2 0.2
Old : 100.0: 44.7 44.3 0.0 55.1 55.4 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 : 45: 8 16 1 10 14 19 30:
Old : 45: 8 16 1 10 14 19 30:
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 : 85.3 59.8 96.6 78.4 81.8 52.0 90.4 70.7
Old : 85.3 59.8 96.6 78.4 81.8 52.0 90.4 70.7
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 16, 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 : 32,850: 21,144 12,500 0 11,631 20,281 32,775 32,781: 75 69
Old : 32,850: 21,144 12,500 0 11,631 20,281 32,775 32,781: 75 69
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2014 :
: -30,414: 11,288 -6,873 -10,211 -31,482 -13,347 -30,405 -30,431: -9 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.4 38.1 0.0 35.4 61.7 99.8 99.8: 0.2 0.2
Old : 100.0: 64.4 38.1 0.0 35.4 61.7 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 : 47: 9 15 0 6 18 15 33:
Old : 47: 9 15 0 6 18 15 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 : 89.6 57.5 97.8 76.3 89.6 57.2 97.6 75.6
Old : 89.6 57.5 97.8 76.3 89.6 57.2 97.6 75.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 19, 2014