WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, January 6, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 375,872: 127,118 120,140 57,303 158,548 158,931 342,969 336,374: 32,903 39,498
Old : 260,179: 104,205 121,536 20,813 113,866 92,886 238,884 235,235: 21,295 24,944
Other: 115,693: 40,339 16,030 19,064 44,682 66,045 104,085 101,139: 11,608 14,554
: : :
: : Changes in Commitments from: December 30, 2014 :
: 3,895: -4,881 1,675 7,827 -1,485 -7,129 1,461 2,373: 2,434 1,522
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 32.0 15.2 42.2 42.3 91.2 89.5: 8.8 10.5
Old : 100.0: 40.1 46.7 8.0 43.8 35.7 91.8 90.4: 8.2 9.6
Other: 100.0: 34.9 13.9 16.5 38.6 57.1 90.0 87.4: 10.0 12.6
: : :
:# Traders : Number of Traders in Each Category :
All : 353: 114 101 110 88 101 269 261:
Old : 340: 120 96 69 67 86 215 225:
Other: 222: 56 59 41 58 84 144 161:
:----------------------------------------------------------------------------------------------------
: 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 : 16.2 12.2 26.0 21.6 14.6 10.9 24.0 18.5
Old : 18.4 14.9 30.4 25.7 18.2 14.9 29.9 25.6
Other: 23.6 19.4 37.6 32.5 21.7 17.7 31.5 26.4
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, January 6, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 130,911: 44,099 26,694 9,544 60,018 72,208 113,661 108,446: 17,250 22,465
Old : 96,455: 39,735 24,625 4,249 40,504 53,846 84,488 82,720: 11,967 13,735
Other: 34,456: 7,430 5,135 2,229 19,514 18,362 29,173 25,726: 5,283 8,730
: : :
: : Changes in Commitments from: December 30, 2014 :
: 194: -1,286 381 -132 1,182 -630 -236 -381: 430 575
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.7 20.4 7.3 45.8 55.2 86.8 82.8: 13.2 17.2
Old : 100.0: 41.2 25.5 4.4 42.0 55.8 87.6 85.8: 12.4 14.2
Other: 100.0: 21.6 14.9 6.5 56.6 53.3 84.7 74.7: 15.3 25.3
: : :
:# Traders : Number of Traders in Each Category :
All : 187: 41 50 44 56 68 126 140:
Old : 177: 39 49 26 45 61 100 121:
Other: 130: 25 23 16 39 60 77 90:
:----------------------------------------------------------------------------------------------------
: 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 : 20.3 18.6 30.7 28.1 18.4 16.6 28.6 24.8
Old : 25.5 22.1 38.1 32.1 25.5 21.8 38.1 31.6
Other: 23.7 24.3 40.5 33.9 23.6 23.5 38.2 31.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, January 6, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,257,693: 428,218 157,768 153,423 573,080 709,183 1,154,721 1,020,374: 102,972 237,319
Old : 1,012,939: 386,577 173,414 97,635 444,275 562,278 928,487 833,327: 84,452 179,612
Other: 244,754: 93,262 35,975 4,167 128,805 146,905 226,234 187,047: 18,520 57,707
: : :
: : Changes in Commitments from: December 30, 2014 :
: 27,778: 1,902 18,208 8,579 23,534 -2,446 34,015 24,341: -6,237 3,437
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.0 12.5 12.2 45.6 56.4 91.8 81.1: 8.2 18.9
Old : 100.0: 38.2 17.1 9.6 43.9 55.5 91.7 82.3: 8.3 17.7
Other: 100.0: 38.1 14.7 1.7 52.6 60.0 92.4 76.4: 7.6 23.6
: : :
:# Traders : Number of Traders in Each Category :
All : 715: 154 147 148 201 336 453 556:
Old : 706: 144 163 120 195 325 417 539:
Other: 451: 80 69 29 74 261 167 348:
:----------------------------------------------------------------------------------------------------
: 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 : 14.4 11.2 22.5 17.5 10.8 9.5 18.5 15.3
Old : 14.0 10.8 23.6 17.3 13.9 10.6 22.8 16.8
Other: 29.7 19.9 41.9 30.4 20.7 12.8 32.8 21.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, January 6, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 7,731: 2,374 1,213 113 3,119 4,961 5,606 6,287: 2,125 1,444
Old : 7,216: 2,388 1,233 42 2,867 4,649 5,297 5,924: 1,919 1,292
Other: 515: 56 50 1 252 312 309 363: 206 152
: : :
: : Changes in Commitments from: December 30, 2014 :
: -434: -186 -302 -3 -398 -175 -587 -480: 153 46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 15.7 1.5 40.3 64.2 72.5 81.3: 27.5 18.7
Old : 100.0: 33.1 17.1 0.6 39.7 64.4 73.4 82.1: 26.6 17.9
Other: 100.0: 10.9 9.7 0.2 48.9 60.6 60.0 70.5: 40.0 29.5
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 14 2 6 12 9 27 16:
Old : 32: 14 2 3 12 7 26 12:
Other: 16: 2 4 1 5 8 7 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 : 41.4 69.6 53.2 77.9 41.3 69.4 50.0 72.9
Old : 41.3 73.9 53.6 80.7 41.3 73.9 53.3 77.5
Other: 54.6 54.0 60.0 64.7 52.2 51.8 52.4 60.2
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, January 6, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 609,763: 189,512 157,103 73,977 305,406 260,862 568,895 491,942: 40,868 117,821
Old : 501,453: 173,810 160,563 39,835 254,614 216,153 468,259 416,551: 33,194 84,902
Other: 108,310: 46,845 27,683 2,999 50,792 44,709 100,636 75,391: 7,674 32,919
: : :
: : Changes in Commitments from: December 30, 2014 :
: 3,100: 4,738 2,554 -1,989 1,968 3,894 4,717 4,459: -1,617 -1,359
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 25.8 12.1 50.1 42.8 93.3 80.7: 6.7 19.3
Old : 100.0: 34.7 32.0 7.9 50.8 43.1 93.4 83.1: 6.6 16.9
Other: 100.0: 43.3 25.6 2.8 46.9 41.3 92.9 69.6: 7.1 30.4
: : :
:# Traders : Number of Traders in Each Category :
All : 577: 124 203 161 132 187 365 471:
Old : 565: 117 218 126 121 174 322 445:
Other: 328: 89 77 32 68 121 176 214:
:----------------------------------------------------------------------------------------------------
: 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 : 14.6 13.5 23.2 19.7 13.5 11.8 21.3 16.9
Old : 14.9 14.5 24.9 20.9 13.9 14.3 22.8 20.1
Other: 27.8 23.0 43.0 30.2 27.6 22.8 42.8 29.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, January 6, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 359,296: 123,016 59,553 57,800 147,141 214,778 327,957 332,131: 31,339 27,165
Old : 313,900: 128,123 64,943 35,353 123,841 189,520 287,317 289,816: 26,583 24,084
Other: 45,396: 9,341 9,058 7,999 23,300 25,258 40,640 42,315: 4,756 3,081
: : :
: : Changes in Commitments from: December 30, 2014 :
: 112: 1,635 -1,852 768 603 2,232 3,006 1,148: -2,894 -1,036
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.2 16.6 16.1 41.0 59.8 91.3 92.4: 8.7 7.6
Old : 100.0: 40.8 20.7 11.3 39.5 60.4 91.5 92.3: 8.5 7.7
Other: 100.0: 20.6 20.0 17.6 51.3 55.6 89.5 93.2: 10.5 6.8
: : :
:# Traders : Number of Traders in Each Category :
All : 291: 101 66 96 75 57 232 188:
Old : 289: 105 73 84 73 56 225 179:
Other: 99: 24 25 19 37 16 72 52:
:----------------------------------------------------------------------------------------------------
: 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 : 9.5 35.9 17.6 42.5 9.2 34.1 16.6 39.2
Old : 10.3 35.4 19.3 42.7 10.0 34.0 18.4 39.7
Other: 26.7 44.1 41.5 60.4 25.5 40.9 37.1 51.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, January 6, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 883,840: 93,394 128,759 17,368 598,471 577,501 709,233 723,628: 174,607 160,212
Old : 883,840: 93,394 128,759 17,368 598,471 577,501 709,233 723,628: 174,607 160,212
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2014 :
: 6,429: 11,070 16,114 7,567 -17,518 -22,029 1,119 1,652: 5,310 4,777
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 14.6 2.0 67.7 65.3 80.2 81.9: 19.8 18.1
Old : 100.0: 10.6 14.6 2.0 67.7 65.3 80.2 81.9: 19.8 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 : 166: 28 36 20 64 79 101 126:
Old : 166: 28 36 20 64 79 101 126:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.5 26.0 43.7 34.6 32.8 23.6 38.4 30.7
Old : 35.5 26.0 43.7 34.6 32.8 23.6 38.4 30.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders - Futures Only, January 6, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 522,725: 63,506 73,354 8,027 337,010 358,196 408,543 439,577: 114,182 83,148
Old : 522,725: 63,506 73,354 8,027 337,010 358,196 408,543 439,577: 114,182 83,148
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2014 :
: -757: 3,533 10,196 -494 -3,544 -6,419 -505 3,283: -252 -4,040
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 14.0 1.5 64.5 68.5 78.2 84.1: 21.8 15.9
Old : 100.0: 12.1 14.0 1.5 64.5 68.5 78.2 84.1: 21.8 15.9
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 : 97: 15 16 9 48 50 68 70:
Old : 97: 15 16 9 48 50 68 70:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.3 40.2 39.4 50.2 21.0 38.0 31.5 46.5
Old : 25.3 40.2 39.4 50.2 21.0 38.0 31.5 46.5
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, January 6, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 29,000 U.S. GALLONS) :
: : :
All : 6,037: 2,089 181 465 3,019 5,059 5,573 5,705: 464 332
Old : 6,037: 2,089 181 465 3,019 5,059 5,573 5,705: 464 332
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2014 :
: 348: 197 -1 32 158 224 387 255: -39 93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.6 3.0 7.7 50.0 83.8 92.3 94.5: 7.7 5.5
Old : 100.0: 34.6 3.0 7.7 50.0 83.8 92.3 94.5: 7.7 5.5
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 : 40: 16 4 8 13 17 32 27:
Old : 40: 16 4 8 13 17 32 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 : 40.5 54.7 58.8 75.3 23.7 41.2 33.2 48.1
Old : 40.5 54.7 58.8 75.3 23.7 41.2 33.2 48.1
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, January 6, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 336,608: 121,526 47,446 37,102 132,610 220,839 291,238 305,387: 45,370 31,221
Old : 306,462: 121,379 44,857 28,380 115,106 205,244 264,865 278,481: 41,597 27,981
Other: 30,146: 5,475 7,917 3,394 17,504 15,595 26,373 26,906: 3,773 3,240
: : :
: : Changes in Commitments from: December 30, 2014 :
: -5,928: -5,162 -627 2,707 -1,669 -8,632 -4,124 -6,552: -1,804 624
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 14.1 11.0 39.4 65.6 86.5 90.7: 13.5 9.3
Old : 100.0: 39.6 14.6 9.3 37.6 67.0 86.4 90.9: 13.6 9.1
Other: 100.0: 18.2 26.3 11.3 58.1 51.7 87.5 89.3: 12.5 10.7
: : :
:# Traders : Number of Traders in Each Category :
All : 284: 84 74 73 88 87 223 195:
Old : 283: 88 74 68 83 84 216 188:
Other: 103: 23 18 13 47 25 75 52:
:----------------------------------------------------------------------------------------------------
: 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 : 8.5 37.3 15.0 45.5 8.2 33.4 14.2 39.9
Old : 8.7 39.4 15.7 48.0 8.4 37.6 15.1 44.3
Other: 27.8 33.8 45.0 48.7 27.7 32.4 44.1 45.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, January 6, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 8,860: 869 4,531 321 5,892 2,394 7,082 7,246: 1,778 1,614
Old : 8,834: 869 4,522 321 5,878 2,391 7,068 7,234: 1,766 1,600
Other: 26: 0 9 0 14 3 14 12: 12 14
: : :
: : Changes in Commitments from: December 30, 2014 :
: -574: -30 354 -392 -72 -323 -494 -361: -80 -213
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 51.1 3.6 66.5 27.0 79.9 81.8: 20.1 18.2
Old : 100.0: 9.8 51.2 3.6 66.5 27.1 80.0 81.9: 20.0 18.1
Other: 100.0: 0.0 34.6 0.0 53.8 11.5 53.8 46.2: 46.2 53.8
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 11 19 5 16 16 30 37:
Old : 57: 11 19 5 15 16 29 37:
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 : 53.7 33.9 61.7 48.3 50.4 33.5 57.2 45.4
Old : 53.8 34.0 61.8 48.4 50.5 33.6 57.3 45.5
Other: 53.8 46.2 53.8 46.2 42.3 34.6 42.3 34.6
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, January 6, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,246,072: 260,259 315,664 17,898 873,835 760,755 1,151,992 1,094,317: 94,080 151,755
Old : 1,246,072: 260,259 315,664 17,898 873,835 760,755 1,151,992 1,094,317: 94,080 151,755
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2014 :
: 2,832: -1,909 9,613 2,168 -1,604 -10,108 -1,345 1,673: 4,177 1,159
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 25.3 1.4 70.1 61.1 92.4 87.8: 7.6 12.2
Old : 100.0: 20.9 25.3 1.4 70.1 61.1 92.4 87.8: 7.6 12.2
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 : 257: 38 64 24 92 114 140 192:
Old : 257: 38 64 24 92 114 140 192:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.5 31.0 40.7 40.3 27.4 31.0 40.2 40.1
Old : 27.5 31.0 40.7 40.3 27.4 31.0 40.2 40.1
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, January 6, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 2,671,228: 311,511 554,691 48,663 2,011,055 1,647,079 2,371,229 2,250,433: 299,999 420,795
Old : 2,671,228: 311,511 554,691 48,663 2,011,055 1,647,079 2,371,229 2,250,433: 299,999 420,795
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2014 :
: 64,387: 29,796 11,694 10,111 6,354 50,977 46,261 72,782: 18,126 -8,395
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 20.8 1.8 75.3 61.7 88.8 84.2: 11.2 15.8
Old : 100.0: 11.7 20.8 1.8 75.3 61.7 88.8 84.2: 11.2 15.8
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 : 355: 50 95 43 128 163 207 272:
Old : 355: 50 95 43 128 163 207 272:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.6 17.2 46.4 24.9 34.3 14.1 42.7 18.9
Old : 35.6 17.2 46.4 24.9 34.3 14.1 42.7 18.9
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, January 6, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,815,981: 341,154 324,247 43,240 1,168,061 1,080,709 1,552,455 1,448,196: 263,526 367,785
Old : 1,815,981: 341,154 324,247 43,240 1,168,061 1,080,709 1,552,455 1,448,196: 263,526 367,785
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2014 :
: -17,663: 24,317 19,470 1,956 -74,709 -36,101 -48,436 -14,675: 30,773 -2,988
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 17.9 2.4 64.3 59.5 85.5 79.7: 14.5 20.3
Old : 100.0: 18.8 17.9 2.4 64.3 59.5 85.5 79.7: 14.5 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 : 276: 42 73 29 92 124 151 209:
Old : 276: 42 73 29 92 124 151 209:
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 : 18.5 15.8 30.8 25.4 15.7 12.6 25.9 20.4
Old : 18.5 15.8 30.8 25.4 15.7 12.6 25.9 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, January 6, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 683,792: 23,534 149,224 143,866 491,382 337,648 658,782 630,738: 25,010 53,054
Old : 683,792: 23,534 149,224 143,866 491,382 337,648 658,782 630,738: 25,010 53,054
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2014 :
: -65,712: -18,157 -27,647 -9,399 -40,813 -32,859 -68,369 -69,905: 2,657 4,193
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 21.8 21.0 71.9 49.4 96.3 92.2: 3.7 7.8
Old : 100.0: 3.4 21.8 21.0 71.9 49.4 96.3 92.2: 3.7 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 : 95: 10 33 35 39 45 75 92:
Old : 95: 10 33 35 39 45 75 92:
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 : 45.1 22.1 55.0 34.1 32.7 13.9 36.6 22.6
Old : 45.1 22.1 55.0 34.1 32.7 13.9 36.6 22.6
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, January 6, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 56,308: 19,294 10,013 236 28,477 40,569 48,006 50,817: 8,302 5,491
Old : 56,308: 19,294 10,013 236 28,477 40,569 48,006 50,817: 8,302 5,491
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2014 :
: -646: 1,607 312 160 -1,915 -802 -149 -331: -497 -316
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 17.8 0.4 50.6 72.0 85.3 90.2: 14.7 9.8
Old : 100.0: 34.3 17.8 0.4 50.6 72.0 85.3 90.2: 14.7 9.8
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 : 97: 27 22 5 33 20 62 45:
Old : 97: 27 22 5 33 20 62 45:
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 : 23.0 41.1 39.0 62.3 22.9 41.1 38.8 62.0
Old : 23.0 41.1 39.0 62.3 22.9 41.1 38.8 62.0
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, January 6, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 112,615: 38,587 20,025 471 56,953 81,137 96,011 101,633: 16,604 10,982
Old : 112,615: 38,587 20,025 471 56,953 81,137 96,011 101,633: 16,604 10,982
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2014 :
: -1,292: 3,213 624 319 -3,830 -1,604 -298 -661: -994 -631
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 17.8 0.4 50.6 72.0 85.3 90.2: 14.7 9.8
Old : 100.0: 34.3 17.8 0.4 50.6 72.0 85.3 90.2: 14.7 9.8
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 : 97: 27 22 5 33 20 62 45:
Old : 97: 27 22 5 33 20 62 45:
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 : 23.0 41.1 39.0 62.3 22.9 41.1 38.8 62.0
Old : 23.0 41.1 39.0 62.3 22.9 41.1 38.8 62.0
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, January 6, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 10,784: 9,140 9,462 629 912 678 10,681 10,769: 103 15
Old : 10,784: 9,140 9,462 629 912 678 10,681 10,769: 103 15
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2014 :
: 738: 604 763 -31 150 0 723 732: 15 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.8 87.7 5.8 8.5 6.3 99.0 99.9: 1.0 0.1
Old : 100.0: 84.8 87.7 5.8 8.5 6.3 99.0 99.9: 1.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 12 8 2 2 1 15 10:
Old : 22: 12 8 2 2 1 15 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.7 80.4 92.2 95.2 69.6 75.0 86.8 87.7
Old : 71.7 80.4 92.2 95.2 69.6 75.0 86.8 87.7
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, January 6, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 51,865: 23,785 23,430 24 27,963 28,252 51,772 51,706: 93 159
Old : 51,865: 23,785 23,430 24 27,963 28,252 51,772 51,706: 93 159
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2014 :
: 620: 2,428 383 20 -1,773 194 675 597: -55 23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.9 45.2 0.0 53.9 54.5 99.8 99.7: 0.2 0.3
Old : 100.0: 45.9 45.2 0.0 53.9 54.5 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 : 47: 7 19 2 8 14 17 33:
Old : 47: 7 19 2 8 14 17 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 : 85.5 58.6 97.3 76.5 82.3 51.1 90.6 69.0
Old : 85.5 58.6 97.3 76.5 82.3 51.1 90.6 69.0
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, January 6, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 33,547: 17,984 13,107 206 15,227 20,160 33,417 33,473: 130 74
Old : 33,547: 17,984 13,107 206 15,227 20,160 33,417 33,473: 130 74
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2014 :
: 1,062: -538 1,289 14 1,582 -256 1,058 1,047: 4 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.6 39.1 0.6 45.4 60.1 99.6 99.8: 0.4 0.2
Old : 100.0: 53.6 39.1 0.6 45.4 60.1 99.6 99.8: 0.4 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 : 48: 6 20 2 6 17 13 38:
Old : 48: 6 20 2 6 17 13 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 91.9 56.6 98.5 75.9 91.9 56.4 98.0 74.8
Old : 91.9 56.6 98.5 75.9 91.9 56.4 98.0 74.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 9, 2015