WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, January 13, 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 : 368,985: 120,028 113,594 61,787 155,111 151,022 336,926 326,403: 32,059 42,582
Old : 244,597: 99,799 113,101 22,040 103,031 82,629 224,870 217,770: 19,727 26,827
Other: 124,388: 39,254 19,518 20,722 52,080 68,393 112,056 108,633: 12,332 15,755
: : :
: : Changes in Commitments from: January 6, 2015 :
: -6,887: -7,090 -6,546 4,484 -3,437 -7,909 -6,043 -9,971: -844 3,084
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.5 30.8 16.7 42.0 40.9 91.3 88.5: 8.7 11.5
Old : 100.0: 40.8 46.2 9.0 42.1 33.8 91.9 89.0: 8.1 11.0
Other: 100.0: 31.6 15.7 16.7 41.9 55.0 90.1 87.3: 9.9 12.7
: : :
:# Traders : Number of Traders in Each Category :
All : 361: 118 107 115 86 99 274 267:
Old : 345: 130 95 71 67 85 225 224:
Other: 235: 56 73 47 59 81 151 170:
:----------------------------------------------------------------------------------------------------
: 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 : 15.6 12.4 25.2 21.2 14.5 11.1 23.6 18.4
Old : 17.7 15.3 29.3 26.1 17.4 15.3 28.3 26.1
Other: 22.3 19.2 35.5 32.7 20.0 17.6 30.0 26.7
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, January 13, 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 : 132,736: 42,998 28,788 8,503 64,555 71,159 116,056 108,450: 16,680 24,286
Old : 95,185: 38,898 26,330 3,596 41,875 50,598 84,369 80,524: 10,816 14,661
Other: 37,551: 6,990 5,348 2,017 22,680 20,561 31,687 27,926: 5,864 9,625
: : :
: : Changes in Commitments from: January 6, 2015 :
: 1,825: -1,101 2,094 -1,041 4,537 -1,049 2,395 4: -570 1,821
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 21.7 6.4 48.6 53.6 87.4 81.7: 12.6 18.3
Old : 100.0: 40.9 27.7 3.8 44.0 53.2 88.6 84.6: 11.4 15.4
Other: 100.0: 18.6 14.2 5.4 60.4 54.8 84.4 74.4: 15.6 25.6
: : :
:# Traders : Number of Traders in Each Category :
All : 182: 43 47 39 60 65 125 133:
Old : 171: 40 43 24 48 56 99 112:
Other: 129: 23 24 14 43 55 77 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 : 20.6 19.5 31.5 27.6 17.8 15.6 27.6 22.4
Old : 27.3 21.6 40.0 30.3 27.3 21.6 40.0 29.9
Other: 22.8 29.3 39.3 38.6 21.8 29.2 38.2 36.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, January 13, 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 : 1,274,564: 420,328 176,565 161,593 593,085 695,790 1,175,006 1,033,948: 99,558 240,616
Old : 1,001,964: 369,878 192,424 102,465 450,857 525,836 923,200 820,725: 78,764 181,239
Other: 272,600: 105,444 39,135 4,134 142,228 169,954 251,806 213,223: 20,794 59,377
: : :
: : Changes in Commitments from: January 6, 2015 :
: 16,871: -7,890 18,797 8,170 20,005 -13,393 20,285 13,574: -3,414 3,297
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 13.9 12.7 46.5 54.6 92.2 81.1: 7.8 18.9
Old : 100.0: 36.9 19.2 10.2 45.0 52.5 92.1 81.9: 7.9 18.1
Other: 100.0: 38.7 14.4 1.5 52.2 62.3 92.4 78.2: 7.6 21.8
: : :
:# Traders : Number of Traders in Each Category :
All : 746: 163 164 147 224 337 476 580:
Old : 733: 144 184 121 215 323 437 558:
Other: 465: 85 78 32 77 260 175 358:
:----------------------------------------------------------------------------------------------------
: 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 : 14.7 10.6 22.4 16.7 10.8 9.2 18.5 14.7
Old : 13.9 10.9 23.0 17.0 13.8 10.7 22.6 16.8
Other: 30.5 25.7 43.4 35.4 18.8 15.4 31.2 22.8
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, January 13, 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 : 7,646: 2,175 1,394 248 3,062 4,272 5,485 5,914: 2,161 1,732
Old : 7,040: 2,187 1,403 140 2,788 3,935 5,115 5,478: 1,925 1,562
Other: 606: 67 70 29 274 337 370 436: 236 170
: : :
: : Changes in Commitments from: January 6, 2015 :
: -85: -199 181 135 -57 -689 -121 -373: 36 288
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 18.2 3.2 40.0 55.9 71.7 77.3: 28.3 22.7
Old : 100.0: 31.1 19.9 2.0 39.6 55.9 72.7 77.8: 27.3 22.2
Other: 100.0: 11.1 11.6 4.8 45.2 55.6 61.1 71.9: 38.9 28.1
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 12 4 6 14 10 28 18:
Old : 33: 12 3 5 14 8 27 16:
Other: 16: 2 4 2 5 8 9 12:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.9 62.0 50.8 70.2 35.5 60.2 46.1 64.5
Old : 37.0 66.7 51.7 73.2 35.6 64.9 49.6 69.2
Other: 49.3 55.9 60.7 68.5 47.2 50.8 49.3 58.7
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, January 13, 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 : 618,995: 184,724 171,578 75,339 320,086 253,457 580,149 500,374: 38,846 118,621
Old : 504,328: 166,234 173,351 40,883 266,773 205,607 473,890 419,841: 30,438 84,487
Other: 114,667: 49,788 29,525 3,158 53,313 47,850 106,259 80,533: 8,408 34,134
: : :
: : Changes in Commitments from: January 6, 2015 :
: 9,232: -4,788 14,475 1,362 14,680 -7,405 11,254 8,432: -2,022 800
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 27.7 12.2 51.7 40.9 93.7 80.8: 6.3 19.2
Old : 100.0: 33.0 34.4 8.1 52.9 40.8 94.0 83.2: 6.0 16.8
Other: 100.0: 43.4 25.7 2.8 46.5 41.7 92.7 70.2: 7.3 29.8
: : :
:# Traders : Number of Traders in Each Category :
All : 581: 118 219 157 129 191 353 479:
Old : 571: 119 221 121 119 178 310 453:
Other: 339: 90 83 26 66 128 172 222:
:----------------------------------------------------------------------------------------------------
: 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 : 15.9 13.9 24.6 19.7 13.3 11.9 21.2 17.0
Old : 16.4 14.8 26.6 21.0 14.1 14.5 23.7 20.3
Other: 25.6 22.7 41.3 29.3 25.2 22.5 40.8 29.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, January 13, 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 : 358,807: 125,601 48,849 58,592 140,442 223,856 324,635 331,297: 34,172 27,510
Old : 313,137: 129,808 51,768 37,578 117,156 199,453 284,542 288,799: 28,595 24,338
Other: 45,670: 8,184 9,472 8,623 23,286 24,403 40,093 42,498: 5,577 3,172
: : :
: : Changes in Commitments from: January 6, 2015 :
: -489: 2,585 -10,704 792 -6,699 9,078 -3,322 -834: 2,833 345
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.0 13.6 16.3 39.1 62.4 90.5 92.3: 9.5 7.7
Old : 100.0: 41.5 16.5 12.0 37.4 63.7 90.9 92.2: 9.1 7.8
Other: 100.0: 17.9 20.7 18.9 51.0 53.4 87.8 93.1: 12.2 6.9
: : :
:# Traders : Number of Traders in Each Category :
All : 286: 96 69 96 76 65 228 192:
Old : 284: 97 75 86 74 64 223 183:
Other: 101: 27 23 19 39 17 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 : 9.2 36.8 16.8 43.6 9.2 34.8 16.4 40.6
Old : 10.1 36.9 18.5 44.2 10.1 35.5 18.4 41.8
Other: 26.6 41.6 40.9 58.3 23.3 37.5 34.6 47.2
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, January 13, 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 : 844,292: 96,160 115,491 16,492 560,043 553,038 672,695 685,021: 171,597 159,271
Old : 844,292: 96,160 115,491 16,492 560,043 553,038 672,695 685,021: 171,597 159,271
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: -39,548: 2,766 -13,268 -876 -38,428 -24,463 -36,538 -38,607: -3,010 -941
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 13.7 2.0 66.3 65.5 79.7 81.1: 20.3 18.9
Old : 100.0: 11.4 13.7 2.0 66.3 65.5 79.7 81.1: 20.3 18.9
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 : 176: 33 39 20 64 79 105 130:
Old : 176: 33 39 20 64 79 105 130:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.0 21.9 41.5 33.0 30.2 18.9 35.4 27.6
Old : 33.0 21.9 41.5 33.0 30.2 18.9 35.4 27.6
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 13, 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 : 514,237: 53,952 75,534 9,630 341,493 346,923 405,075 432,087: 109,162 82,150
Old : 514,237: 53,952 75,534 9,630 341,493 346,923 405,075 432,087: 109,162 82,150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: -8,488: -9,554 2,180 1,603 4,483 -11,273 -3,468 -7,490: -5,020 -998
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 14.7 1.9 66.4 67.5 78.8 84.0: 21.2 16.0
Old : 100.0: 10.5 14.7 1.9 66.4 67.5 78.8 84.0: 21.2 16.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 101: 15 17 10 51 51 72 72:
Old : 101: 15 17 10 51 51 72 72:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.9 37.9 38.7 48.4 19.8 36.6 29.9 45.2
Old : 24.9 37.9 38.7 48.4 19.8 36.6 29.9 45.2
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, January 13, 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 : 6,525: 1,954 212 572 3,531 5,468 6,057 6,252: 468 273
Old : 6,525: 1,954 212 572 3,531 5,468 6,057 6,252: 468 273
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: 488: -135 31 107 512 409 484 547: 4 -59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 3.2 8.8 54.1 83.8 92.8 95.8: 7.2 4.2
Old : 100.0: 29.9 3.2 8.8 54.1 83.8 92.8 95.8: 7.2 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 : 39: 13 5 8 13 18 29 29:
Old : 39: 13 5 8 13 18 29 29:
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 : 42.8 55.6 62.4 75.8 22.6 37.8 33.2 44.0
Old : 42.8 55.6 62.4 75.8 22.6 37.8 33.2 44.0
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, January 13, 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 : 338,726: 116,896 52,449 38,501 141,428 213,294 296,825 304,244: 41,901 34,482
Old : 305,035: 115,789 48,296 29,537 121,679 196,465 267,005 274,298: 38,030 30,737
Other: 33,691: 5,970 9,016 4,101 19,749 16,829 29,820 29,946: 3,871 3,745
: : :
: : Changes in Commitments from: January 6, 2015 :
: 2,118: -4,630 5,003 1,399 8,818 -7,545 5,587 -1,143: -3,469 3,261
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.5 15.5 11.4 41.8 63.0 87.6 89.8: 12.4 10.2
Old : 100.0: 38.0 15.8 9.7 39.9 64.4 87.5 89.9: 12.5 10.1
Other: 100.0: 17.7 26.8 12.2 58.6 50.0 88.5 88.9: 11.5 11.1
: : :
:# Traders : Number of Traders in Each Category :
All : 294: 88 78 77 89 86 224 206:
Old : 293: 92 79 72 88 84 221 200:
Other: 105: 23 18 15 48 25 79 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 : 8.6 34.1 15.2 42.2 8.5 30.5 14.6 36.9
Old : 8.7 36.3 15.8 44.3 8.5 34.7 15.3 41.2
Other: 26.7 32.9 43.6 50.8 26.6 31.2 42.0 46.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, January 13, 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 : 8,446: 887 4,821 131 5,859 1,844 6,877 6,796: 1,569 1,650
Old : 8,411: 887 4,812 131 5,841 1,841 6,859 6,784: 1,552 1,627
Other: 35: 0 9 0 18 3 18 12: 17 23
: : :
: : Changes in Commitments from: January 6, 2015 :
: -414: 18 290 -190 -33 -550 -205 -450: -209 36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 57.1 1.6 69.4 21.8 81.4 80.5: 18.6 19.5
Old : 100.0: 10.5 57.2 1.6 69.4 21.9 81.5 80.7: 18.5 19.3
Other: 100.0: 0.0 25.7 0.0 51.4 8.6 51.4 34.3: 48.6 65.7
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 12 19 4 16 14 30 35:
Old : 57: 12 19 4 14 14 28 35:
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 : 57.3 35.4 65.5 50.3 57.2 35.4 65.4 49.7
Old : 57.5 35.6 65.7 50.5 57.4 35.6 65.6 50.0
Other: 51.4 34.3 51.4 34.3 42.9 25.7 42.9 25.7
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, January 13, 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 : 1,248,137: 266,284 306,080 22,297 859,258 766,672 1,147,839 1,095,049: 100,298 153,088
Old : 1,248,137: 266,284 306,080 22,297 859,258 766,672 1,147,839 1,095,049: 100,298 153,088
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: 2,065: 6,025 -9,584 4,399 -14,577 5,917 -4,153 732: 6,218 1,333
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 24.5 1.8 68.8 61.4 92.0 87.7: 8.0 12.3
Old : 100.0: 21.3 24.5 1.8 68.8 61.4 92.0 87.7: 8.0 12.3
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 : 262: 42 60 26 92 122 144 199:
Old : 262: 42 60 26 92 122 144 199:
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 : 27.0 31.2 41.0 41.0 26.5 31.2 40.1 40.3
Old : 27.0 31.2 41.0 41.0 26.5 31.2 40.1 40.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders - Futures Only, January 13, 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 : 2,701,144: 338,855 520,439 58,171 2,001,118 1,691,503 2,398,144 2,270,113: 303,000 431,031
Old : 2,701,144: 338,855 520,439 58,171 2,001,118 1,691,503 2,398,144 2,270,113: 303,000 431,031
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: 29,916: 27,344 -34,252 9,508 -9,937 44,424 26,915 19,680: 3,001 10,236
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 19.3 2.2 74.1 62.6 88.8 84.0: 11.2 16.0
Old : 100.0: 12.5 19.3 2.2 74.1 62.6 88.8 84.0: 11.2 16.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 375: 59 95 51 138 170 231 282:
Old : 375: 59 95 51 138 170 231 282:
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 : 34.2 18.5 45.6 25.6 32.8 14.3 40.9 18.7
Old : 34.2 18.5 45.6 25.6 32.8 14.3 40.9 18.7
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 13, 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 : 1,842,354: 363,138 322,122 28,862 1,187,787 1,123,111 1,579,787 1,474,095: 262,567 368,259
Old : 1,842,354: 363,138 322,122 28,862 1,187,787 1,123,111 1,579,787 1,474,095: 262,567 368,259
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: 26,373: 21,984 -2,125 -14,378 19,726 42,402 27,332 25,899: -959 474
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 17.5 1.6 64.5 61.0 85.7 80.0: 14.3 20.0
Old : 100.0: 19.7 17.5 1.6 64.5 61.0 85.7 80.0: 14.3 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 : 276: 44 66 29 92 127 153 205:
Old : 276: 44 66 29 92 127 153 205:
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 : 20.7 16.0 32.6 25.0 18.0 14.0 27.1 21.4
Old : 20.7 16.0 32.6 25.0 18.0 14.0 27.1 21.4
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 13, 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 : 726,402: 18,921 168,697 149,217 535,407 362,178 703,545 680,092: 22,857 46,310
Old : 726,402: 18,921 168,697 149,217 535,407 362,178 703,545 680,092: 22,857 46,310
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: 42,610: -4,613 19,473 5,351 44,025 24,530 44,763 49,354: -2,153 -6,744
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 23.2 20.5 73.7 49.9 96.9 93.6: 3.1 6.4
Old : 100.0: 2.6 23.2 20.5 73.7 49.9 96.9 93.6: 3.1 6.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 103: 14 34 38 42 49 81 100:
Old : 103: 14 34 38 42 49 81 100:
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 : 45.5 21.9 55.4 33.6 33.7 13.0 37.5 21.5
Old : 45.5 21.9 55.4 33.6 33.7 13.0 37.5 21.5
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 13, 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 : 55,366: 17,667 9,816 134 29,525 39,840 47,325 49,790: 8,041 5,577
Old : 55,366: 17,667 9,816 134 29,525 39,840 47,325 49,790: 8,041 5,577
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: -942: -1,627 -197 -102 1,048 -729 -681 -1,027: -261 86
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 17.7 0.2 53.3 72.0 85.5 89.9: 14.5 10.1
Old : 100.0: 31.9 17.7 0.2 53.3 72.0 85.5 89.9: 14.5 10.1
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 : 96: 28 20 5 33 20 63 44:
Old : 96: 28 20 5 33 20 63 44:
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 : 23.5 40.7 40.6 62.8 23.4 40.7 40.5 62.4
Old : 23.5 40.7 40.6 62.8 23.4 40.7 40.5 62.4
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, January 13, 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 : 110,732: 35,334 19,632 267 59,049 79,680 94,650 99,579: 16,082 11,153
Old : 110,732: 35,334 19,632 267 59,049 79,680 94,650 99,579: 16,082 11,153
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: -1,883: -3,253 -393 -204 2,096 -1,457 -1,361 -2,054: -522 171
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 17.7 0.2 53.3 72.0 85.5 89.9: 14.5 10.1
Old : 100.0: 31.9 17.7 0.2 53.3 72.0 85.5 89.9: 14.5 10.1
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 : 96: 28 20 5 33 20 63 44:
Old : 96: 28 20 5 33 20 63 44:
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 : 23.5 40.7 40.6 62.8 23.4 40.7 40.5 62.4
Old : 23.5 40.7 40.6 62.8 23.4 40.7 40.5 62.4
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 13, 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 : 11,579: 10,028 10,301 582 878 678 11,488 11,561: 91 18
Old : 11,579: 10,028 10,301 582 878 678 11,488 11,561: 91 18
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: 795: 888 839 -47 -34 0 807 792: -12 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.6 89.0 5.0 7.6 5.9 99.2 99.8: 0.8 0.2
Old : 100.0: 86.6 89.0 5.0 7.6 5.9 99.2 99.8: 0.8 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 : 24: 12 10 2 2 1 15 12:
Old : 24: 12 10 2 2 1 15 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 : 77.5 75.4 96.4 91.9 76.0 71.9 90.4 86.0
Old : 77.5 75.4 96.4 91.9 76.0 71.9 90.4 86.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
Commitments of Traders - Futures Only, January 13, 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 : 50,297: 22,419 22,773 32 27,733 27,338 50,184 50,143: 113 154
Old : 50,297: 22,419 22,773 32 27,733 27,338 50,184 50,143: 113 154
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: -1,568: -1,366 -657 8 -230 -914 -1,588 -1,563: 20 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.6 45.3 0.1 55.1 54.4 99.8 99.7: 0.2 0.3
Old : 100.0: 44.6 45.3 0.1 55.1 54.4 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 : 46: 7 18 2 8 14 17 32:
Old : 46: 7 18 2 8 14 17 32:
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 59.8 97.6 77.2 82.2 52.1 90.7 69.6
Old : 85.5 59.8 97.6 77.2 82.2 52.1 90.7 69.6
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 13, 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 : 35,435: 19,418 13,120 163 15,745 22,057 35,326 35,340: 109 95
Old : 35,435: 19,418 13,120 163 15,745 22,057 35,326 35,340: 109 95
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: 1,888: 1,434 13 -43 518 1,897 1,909 1,867: -21 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.8 37.0 0.5 44.4 62.2 99.7 99.7: 0.3 0.3
Old : 100.0: 54.8 37.0 0.5 44.4 62.2 99.7 99.7: 0.3 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: 8 17 1 6 17 15 34:
Old : 47: 8 17 1 6 17 15 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 87.5 55.5 97.5 74.1 87.5 55.3 97.5 73.1
Old : 87.5 55.5 97.5 74.1 87.5 55.3 97.5 73.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 16, 2015