WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, January 20, 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 : 382,543: 118,632 117,264 73,859 158,715 148,460 351,206 339,583: 31,337 42,960
Old : 255,644: 100,885 116,504 31,346 104,364 80,826 236,595 228,676: 19,049 26,968
Other: 126,899: 38,695 21,708 21,565 54,351 67,634 114,611 110,907: 12,288 15,992
: : :
: : Changes in Commitments from: January 13, 2015 :
: 13,558: -1,396 3,670 12,072 3,604 -2,562 14,280 13,180: -722 378
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 30.7 19.3 41.5 38.8 91.8 88.8: 8.2 11.2
Old : 100.0: 39.5 45.6 12.3 40.8 31.6 92.5 89.5: 7.5 10.5
Other: 100.0: 30.5 17.1 17.0 42.8 53.3 90.3 87.4: 9.7 12.6
: : :
:# Traders : Number of Traders in Each Category :
All : 367: 114 107 123 90 100 284 270:
Old : 354: 130 99 79 73 85 239 228:
Other: 237: 60 68 48 62 81 157 168:
:----------------------------------------------------------------------------------------------------
: 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 : 15.1 11.3 24.2 19.2 14.0 10.2 22.8 16.5
Old : 17.1 13.7 28.0 23.8 16.9 12.9 27.4 22.0
Other: 21.3 18.2 33.9 32.2 19.6 16.8 29.2 25.1
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, January 20, 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 : 143,695: 42,276 34,791 12,443 71,175 72,217 125,894 119,451: 17,801 24,244
Old : 101,156: 39,825 31,677 5,221 44,819 49,376 89,865 86,274: 11,291 14,882
Other: 42,539: 7,606 8,269 2,067 26,356 22,841 36,029 33,177: 6,510 9,362
: : :
: : Changes in Commitments from: January 13, 2015 :
: 10,959: -722 6,003 3,940 6,620 1,058 9,838 11,001: 1,121 -42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 24.2 8.7 49.5 50.3 87.6 83.1: 12.4 16.9
Old : 100.0: 39.4 31.3 5.2 44.3 48.8 88.8 85.3: 11.2 14.7
Other: 100.0: 17.9 19.4 4.9 62.0 53.7 84.7 78.0: 15.3 22.0
: : :
:# Traders : Number of Traders in Each Category :
All : 185: 41 51 45 63 65 130 139:
Old : 174: 40 46 28 50 57 105 116:
Other: 134: 23 30 16 45 53 78 91:
:----------------------------------------------------------------------------------------------------
: 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 : 20.2 19.4 30.3 27.3 16.5 14.3 25.5 20.4
Old : 27.6 21.2 39.7 31.1 27.6 21.0 39.3 29.6
Other: 22.1 30.6 38.9 41.2 21.4 29.4 38.2 37.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, January 20, 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 : 1,301,166: 416,365 186,286 173,609 611,992 698,461 1,201,966 1,058,356: 99,200 242,810
Old : 1,011,180: 353,819 197,906 117,510 461,053 516,796 932,382 832,212: 78,798 178,968
Other: 289,986: 112,848 38,682 5,797 150,939 181,665 269,584 226,144: 20,402 63,842
: : :
: : Changes in Commitments from: January 13, 2015 :
: 26,602: -3,963 9,721 12,016 18,907 2,671 26,960 24,408: -358 2,194
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 14.3 13.3 47.0 53.7 92.4 81.3: 7.6 18.7
Old : 100.0: 35.0 19.6 11.6 45.6 51.1 92.2 82.3: 7.8 17.7
Other: 100.0: 38.9 13.3 2.0 52.1 62.6 93.0 78.0: 7.0 22.0
: : :
:# Traders : Number of Traders in Each Category :
All : 734: 152 171 153 217 326 469 574:
Old : 714: 134 187 130 205 312 425 551:
Other: 468: 93 68 35 85 258 195 347:
:----------------------------------------------------------------------------------------------------
: 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 : 15.8 10.5 23.4 16.6 11.4 8.7 18.9 14.3
Old : 14.8 10.6 24.0 17.0 14.6 10.1 23.7 16.5
Other: 30.7 27.5 42.9 37.0 17.9 15.9 30.0 23.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, January 20, 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 : 7,757: 2,038 1,374 239 3,775 4,333 6,052 5,946: 1,705 1,811
Old : 6,912: 2,025 1,394 95 3,245 3,817 5,365 5,306: 1,547 1,606
Other: 845: 108 75 49 530 516 687 640: 158 205
: : :
: : Changes in Commitments from: January 13, 2015 :
: 111: -137 -20 -9 713 61 567 32: -456 79
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 17.7 3.1 48.7 55.9 78.0 76.7: 22.0 23.3
Old : 100.0: 29.3 20.2 1.4 46.9 55.2 77.6 76.8: 22.4 23.2
Other: 100.0: 12.8 8.9 5.8 62.7 61.1 81.3 75.7: 18.7 24.3
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 12 4 6 16 10 29 19:
Old : 34: 11 5 4 15 8 27 16:
Other: 18: 3 3 2 9 7 13 11:
:----------------------------------------------------------------------------------------------------
: 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 : 40.2 58.3 55.7 68.5 37.8 55.4 49.5 61.4
Old : 41.4 63.9 57.8 71.9 39.8 62.0 54.1 67.1
Other: 53.0 58.7 73.0 74.3 52.8 53.6 64.5 60.1
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, January 20, 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 : 648,949: 181,193 188,933 92,634 337,745 249,351 611,572 530,918: 37,377 118,031
Old : 525,882: 164,845 190,526 52,804 278,828 199,074 496,477 442,404: 29,405 83,478
Other: 123,067: 52,569 34,628 3,609 58,917 50,277 115,095 88,514: 7,972 34,553
: : :
: : Changes in Commitments from: January 13, 2015 :
: 29,954: -3,531 17,355 17,295 17,659 -4,106 31,423 30,544: -1,469 -590
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 29.1 14.3 52.0 38.4 94.2 81.8: 5.8 18.2
Old : 100.0: 31.3 36.2 10.0 53.0 37.9 94.4 84.1: 5.6 15.9
Other: 100.0: 42.7 28.1 2.9 47.9 40.9 93.5 71.9: 6.5 28.1
: : :
:# Traders : Number of Traders in Each Category :
All : 615: 129 240 177 133 190 379 512:
Old : 605: 130 243 136 121 177 335 480:
Other: 354: 91 95 30 68 131 177 239:
:----------------------------------------------------------------------------------------------------
: 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 13.3 24.4 19.3 13.1 11.1 20.0 15.9
Old : 16.7 14.7 26.1 21.0 14.6 14.4 23.6 20.6
Other: 26.0 22.4 41.6 29.3 25.6 22.2 40.7 29.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, January 20, 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 : 362,950: 128,440 49,075 58,488 140,955 228,806 327,883 336,369: 35,067 26,581
Old : 316,178: 131,405 50,768 38,223 116,979 203,508 286,607 292,499: 29,571 23,679
Other: 46,772: 8,584 9,856 8,716 23,976 25,298 41,276 43,870: 5,496 2,902
: : :
: : Changes in Commitments from: January 13, 2015 :
: 4,143: 2,839 226 -104 513 4,950 3,248 5,072: 895 -929
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 13.5 16.1 38.8 63.0 90.3 92.7: 9.7 7.3
Old : 100.0: 41.6 16.1 12.1 37.0 64.4 90.6 92.5: 9.4 7.5
Other: 100.0: 18.4 21.1 18.6 51.3 54.1 88.2 93.8: 11.8 6.2
: : :
:# Traders : Number of Traders in Each Category :
All : 300: 102 74 99 80 67 242 196:
Old : 295: 104 76 89 78 64 234 185:
Other: 108: 29 22 24 40 20 82 57:
:----------------------------------------------------------------------------------------------------
: 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 : 8.9 37.3 16.0 44.1 8.9 35.5 15.8 41.1
Old : 9.8 37.9 17.8 45.0 9.8 36.8 17.6 42.8
Other: 25.9 39.9 40.4 55.8 22.8 35.8 33.4 46.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, January 20, 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 : 820,884: 100,875 106,307 19,947 532,608 530,696 653,430 656,950: 167,454 163,934
Old : 820,884: 100,875 106,307 19,947 532,608 530,696 653,430 656,950: 167,454 163,934
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2015 :
: -23,408: 4,715 -9,184 3,455 -27,435 -22,342 -19,265 -28,071: -4,143 4,663
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 13.0 2.4 64.9 64.6 79.6 80.0: 20.4 20.0
Old : 100.0: 12.3 13.0 2.4 64.9 64.6 79.6 80.0: 20.4 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 : 171: 31 37 20 64 80 101 131:
Old : 171: 31 37 20 64 80 101 131:
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 : 32.8 20.2 41.6 31.0 30.4 17.6 36.4 26.6
Old : 32.8 20.2 41.6 31.0 30.4 17.6 36.4 26.6
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 20, 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 : 508,266: 58,964 73,651 9,932 327,252 339,228 396,148 422,811: 112,118 85,455
Old : 508,266: 58,964 73,651 9,932 327,252 339,228 396,148 422,811: 112,118 85,455
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2015 :
: -5,971: 5,012 -1,883 302 -14,241 -7,695 -8,927 -9,276: 2,956 3,305
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 14.5 2.0 64.4 66.7 77.9 83.2: 22.1 16.8
Old : 100.0: 11.6 14.5 2.0 64.4 66.7 77.9 83.2: 22.1 16.8
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 : 96: 16 15 10 47 49 69 68:
Old : 96: 16 15 10 47 49 69 68:
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 : 24.4 36.7 37.6 48.7 19.1 36.6 28.9 45.6
Old : 24.4 36.7 37.6 48.7 19.1 36.6 28.9 45.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders - Futures Only, January 20, 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 : 6,753: 1,985 293 562 3,805 5,608 6,352 6,463: 401 290
Old : 6,753: 1,985 293 562 3,805 5,608 6,352 6,463: 401 290
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2015 :
: 228: 31 81 -10 274 140 295 211: -67 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 4.3 8.3 56.3 83.0 94.1 95.7: 5.9 4.3
Old : 100.0: 29.4 4.3 8.3 56.3 83.0 94.1 95.7: 5.9 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 : 40: 12 5 7 16 19 30 30:
Old : 40: 12 5 7 16 19 30 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 : 40.7 53.0 60.2 72.9 21.5 33.6 31.0 39.3
Old : 40.7 53.0 60.2 72.9 21.5 33.6 31.0 39.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders - Futures Only, January 20, 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 : 345,111: 115,568 60,374 37,894 149,724 209,674 303,186 307,942: 41,925 37,169
Old : 308,990: 112,788 54,293 29,935 128,224 191,973 270,947 276,201: 38,043 32,789
Other: 36,121: 6,851 10,152 3,888 21,500 17,701 32,239 31,741: 3,882 4,380
: : :
: : Changes in Commitments from: January 13, 2015 :
: 6,385: -1,328 7,925 -607 8,296 -3,620 6,361 3,698: 24 2,687
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.5 17.5 11.0 43.4 60.8 87.9 89.2: 12.1 10.8
Old : 100.0: 36.5 17.6 9.7 41.5 62.1 87.7 89.4: 12.3 10.6
Other: 100.0: 19.0 28.1 10.8 59.5 49.0 89.3 87.9: 10.7 12.1
: : :
:# Traders : Number of Traders in Each Category :
All : 298: 87 82 81 87 83 224 210:
Old : 297: 92 82 77 84 81 220 204:
Other: 111: 24 21 15 51 25 85 51:
:----------------------------------------------------------------------------------------------------
: 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 : 8.8 32.5 15.4 40.2 8.8 29.4 15.0 35.6
Old : 8.6 34.8 15.9 42.1 8.6 33.4 15.4 40.1
Other: 28.6 35.5 43.9 52.7 28.6 33.1 43.3 48.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, January 20, 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 : 8,704: 917 4,986 199 6,018 1,853 7,134 7,038: 1,570 1,666
Old : 8,667: 917 4,972 199 5,999 1,850 7,115 7,021: 1,552 1,646
Other: 37: 0 14 0 19 3 19 17: 18 20
: : :
: : Changes in Commitments from: January 13, 2015 :
: 258: 30 165 68 159 9 257 242: 1 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 57.3 2.3 69.1 21.3 82.0 80.9: 18.0 19.1
Old : 100.0: 10.6 57.4 2.3 69.2 21.3 82.1 81.0: 17.9 19.0
Other: 100.0: 0.0 37.8 0.0 51.4 8.1 51.4 45.9: 48.6 54.1
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 12 21 5 17 14 31 39:
Old : 60: 12 21 5 14 14 28 39:
Other: 6: 0 2 0 4 1 4 3:
:----------------------------------------------------------------------------------------------------
: 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 35.3 65.3 49.7 57.2 35.2 65.3 49.6
Old : 57.4 35.4 65.6 49.9 57.4 35.4 65.5 49.9
Other: 51.4 45.9 51.4 45.9 43.2 37.8 43.2 37.8
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, January 20, 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 : 1,257,868: 296,851 303,865 23,038 840,494 784,864 1,160,383 1,111,767: 97,485 146,101
Old : 1,257,868: 296,851 303,865 23,038 840,494 784,864 1,160,383 1,111,767: 97,485 146,101
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2015 :
: 9,731: 30,567 -2,215 741 -18,764 18,192 12,544 16,718: -2,813 -6,987
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 24.2 1.8 66.8 62.4 92.2 88.4: 7.8 11.6
Old : 100.0: 23.6 24.2 1.8 66.8 62.4 92.2 88.4: 7.8 11.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 270: 40 62 26 98 122 147 201:
Old : 270: 40 62 26 98 122 147 201:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.6 31.0 39.2 40.6 25.0 31.0 37.6 39.5
Old : 25.6 31.0 39.2 40.6 25.0 31.0 37.6 39.5
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 20, 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 : 2,693,860: 376,312 521,910 54,145 1,936,857 1,698,383 2,367,314 2,274,438: 326,546 419,422
Old : 2,693,860: 376,312 521,910 54,145 1,936,857 1,698,383 2,367,314 2,274,438: 326,546 419,422
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2015 :
: -7,284: 37,457 1,471 -4,026 -64,261 6,880 -30,830 4,325: 23,546 -11,609
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 19.4 2.0 71.9 63.0 87.9 84.4: 12.1 15.6
Old : 100.0: 14.0 19.4 2.0 71.9 63.0 87.9 84.4: 12.1 15.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 375: 59 97 54 140 169 235 284:
Old : 375: 59 97 54 140 169 235 284:
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 : 33.1 18.7 43.5 26.2 31.6 13.6 39.6 19.3
Old : 33.1 18.7 43.5 26.2 31.6 13.6 39.6 19.3
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 20, 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 : 1,837,281: 346,136 322,243 30,698 1,177,214 1,139,142 1,554,048 1,492,083: 283,233 345,198
Old : 1,837,281: 346,136 322,243 30,698 1,177,214 1,139,142 1,554,048 1,492,083: 283,233 345,198
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2015 :
: -5,073: -17,002 121 1,836 -10,573 16,031 -25,739 17,988: 20,666 -23,061
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 17.5 1.7 64.1 62.0 84.6 81.2: 15.4 18.8
Old : 100.0: 18.8 17.5 1.7 64.1 62.0 84.6 81.2: 15.4 18.8
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 : 266: 39 65 27 96 123 153 197:
Old : 266: 39 65 27 96 123 153 197:
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 : 21.0 15.6 32.4 24.2 18.4 13.8 26.4 21.7
Old : 21.0 15.6 32.4 24.2 18.4 13.8 26.4 21.7
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 20, 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 : 732,631: 17,210 151,166 148,941 541,185 385,738 707,336 685,845: 25,295 46,786
Old : 732,631: 17,210 151,166 148,941 541,185 385,738 707,336 685,845: 25,295 46,786
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2015 :
: 6,229: -1,711 -17,531 -276 5,778 23,560 3,791 5,753: 2,438 476
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 20.6 20.3 73.9 52.7 96.5 93.6: 3.5 6.4
Old : 100.0: 2.3 20.6 20.3 73.9 52.7 96.5 93.6: 3.5 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 : 104: 16 30 36 45 50 83 99:
Old : 104: 16 30 36 45 50 83 99:
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 20.7 55.3 32.7 33.0 12.8 36.8 20.4
Old : 45.3 20.7 55.3 32.7 33.0 12.8 36.8 20.4
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 20, 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 : 50,301: 13,779 9,278 215 27,981 36,796 41,974 46,289: 8,327 4,012
Old : 50,301: 13,779 9,278 215 27,981 36,796 41,974 46,289: 8,327 4,012
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2015 :
: -5,066: -3,889 -538 81 -1,544 -3,044 -5,351 -3,501: 286 -1,565
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 18.4 0.4 55.6 73.2 83.4 92.0: 16.6 8.0
Old : 100.0: 27.4 18.4 0.4 55.6 73.2 83.4 92.0: 16.6 8.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 92: 29 15 4 35 17 65 35:
Old : 92: 29 15 4 35 17 65 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.4 44.1 41.9 66.1 26.3 43.8 41.7 65.8
Old : 26.4 44.1 41.9 66.1 26.3 43.8 41.7 65.8
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 20, 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 : 100,601: 27,557 18,556 429 55,962 73,592 83,948 92,577: 16,653 8,024
Old : 100,601: 27,557 18,556 429 55,962 73,592 83,948 92,577: 16,653 8,024
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2015 :
: -10,131: -7,777 -1,076 162 -3,087 -6,088 -10,702 -7,002: 571 -3,129
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 18.4 0.4 55.6 73.2 83.4 92.0: 16.6 8.0
Old : 100.0: 27.4 18.4 0.4 55.6 73.2 83.4 92.0: 16.6 8.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 92: 29 15 4 35 17 65 35:
Old : 92: 29 15 4 35 17 65 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.4 44.1 41.9 66.1 26.3 43.8 41.7 65.8
Old : 26.4 44.1 41.9 66.1 26.3 43.8 41.7 65.8
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, January 20, 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 : 12,120: 10,369 10,031 791 851 1,274 12,011 12,096: 109 24
Old : 12,120: 10,369 10,031 791 851 1,274 12,011 12,096: 109 24
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2015 :
: 541: 341 -270 209 -27 596 523 535: 18 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.6 82.8 6.5 7.0 10.5 99.1 99.8: 0.9 0.2
Old : 100.0: 85.6 82.8 6.5 7.0 10.5 99.1 99.8: 0.9 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 9 2 2 2 15 12:
Old : 24: 12 9 2 2 2 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 : 75.4 73.1 95.0 90.3 74.1 69.4 87.3 82.8
Old : 75.4 73.1 95.0 90.3 74.1 69.4 87.3 82.8
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 20, 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 : 49,578: 23,090 20,985 4 26,375 28,424 49,469 49,413: 109 165
Old : 49,578: 23,090 20,985 4 26,375 28,424 49,469 49,413: 109 165
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2015 :
: -719: 671 -1,788 -28 -1,358 1,086 -715 -730: -4 11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.6 42.3 0.0 53.2 57.3 99.8 99.7: 0.2 0.3
Old : 100.0: 46.6 42.3 0.0 53.2 57.3 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 : 44: 8 17 1 7 13 16 30:
Old : 44: 8 17 1 7 13 16 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 : 84.8 56.8 97.1 75.6 81.6 49.0 90.4 67.8
Old : 84.8 56.8 97.1 75.6 81.6 49.0 90.4 67.8
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 20, 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 : 36,045: 20,626 13,555 163 15,125 22,257 35,914 35,975: 131 70
Old : 36,045: 20,626 13,555 163 15,125 22,257 35,914 35,975: 131 70
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2015 :
: 610: 1,208 435 0 -620 200 588 635: 22 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.2 37.6 0.5 42.0 61.7 99.6 99.8: 0.4 0.2
Old : 100.0: 57.2 37.6 0.5 42.0 61.7 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 : 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 : 89.4 54.5 97.7 72.5 89.4 54.4 97.5 71.9
Old : 89.4 54.5 97.7 72.5 89.4 54.4 97.5 71.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 23, 2015