WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, February 3, 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 : 427,575: 122,940 142,306 91,353 181,090 149,721 395,383 383,380: 32,192 44,195
Old : 278,326: 103,896 141,286 39,893 116,414 70,431 260,203 251,610: 18,123 26,716
Other: 149,249: 45,985 27,961 24,519 64,676 79,290 135,180 131,770: 14,069 17,479
: : :
: : Changes in Commitments from: January 27, 2015 :
: 40,285: 3,054 22,342 13,158 22,922 3,873 39,134 39,373: 1,151 912
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 33.3 21.4 42.4 35.0 92.5 89.7: 7.5 10.3
Old : 100.0: 37.3 50.8 14.3 41.8 25.3 93.5 90.4: 6.5 9.6
Other: 100.0: 30.8 18.7 16.4 43.3 53.1 90.6 88.3: 9.4 11.7
: : :
:# Traders : Number of Traders in Each Category :
All : 394: 125 110 139 106 100 319 291:
Old : 368: 133 107 91 90 81 266 241:
Other: 261: 76 69 56 70 84 184 180:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.5 10.3 22.3 18.8 12.8 8.9 20.8 14.6
Old : 16.1 13.9 26.0 23.6 15.9 12.1 25.1 20.3
Other: 18.2 20.5 29.7 32.0 17.2 18.7 26.1 26.6
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, February 3, 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 : 166,438: 48,345 48,642 17,568 83,966 75,591 149,879 141,801: 16,559 24,637
Old : 111,726: 45,372 43,818 5,211 51,368 47,962 101,951 96,991: 9,775 14,735
Other: 54,712: 12,870 14,721 2,460 32,598 27,629 47,928 44,810: 6,784 9,902
: : :
: : Changes in Commitments from: January 27, 2015 :
: 12,613: 3,634 7,124 2,943 6,941 1,777 13,518 11,844: -905 769
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 29.2 10.6 50.4 45.4 90.1 85.2: 9.9 14.8
Old : 100.0: 40.6 39.2 4.7 46.0 42.9 91.3 86.8: 8.7 13.2
Other: 100.0: 23.5 26.9 4.5 59.6 50.5 87.6 81.9: 12.4 18.1
: : :
:# Traders : Number of Traders in Each Category :
All : 193: 45 48 47 72 69 142 146:
Old : 180: 43 45 26 56 58 111 118:
Other: 142: 32 22 17 52 53 93 86:
:----------------------------------------------------------------------------------------------------
: 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 : 18.1 21.1 27.9 29.2 13.1 14.9 21.0 21.5
Old : 26.4 24.8 38.3 34.7 26.4 24.8 38.3 34.6
Other: 18.6 33.8 32.7 43.7 18.6 32.7 32.7 42.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, February 3, 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 : 1,350,370: 396,084 220,252 206,316 639,943 678,472 1,242,343 1,105,040: 108,027 245,330
Old : 1,039,690: 331,806 223,716 145,465 478,631 494,513 955,902 863,694: 83,788 175,996
Other: 310,680: 116,187 48,445 8,942 161,312 183,959 286,441 241,346: 24,239 69,334
: : :
: : Changes in Commitments from: January 27, 2015 :
: 45,435: 1,630 41,854 11,178 25,131 -3,040 37,939 49,992: 7,496 -4,557
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 16.3 15.3 47.4 50.2 92.0 81.8: 8.0 18.2
Old : 100.0: 31.9 21.5 14.0 46.0 47.6 91.9 83.1: 8.1 16.9
Other: 100.0: 37.4 15.6 2.9 51.9 59.2 92.2 77.7: 7.8 22.3
: : :
:# Traders : Number of Traders in Each Category :
All : 733: 156 167 175 223 318 495 580:
Old : 707: 152 169 150 211 304 451 551:
Other: 470: 86 73 46 98 250 212 348:
:----------------------------------------------------------------------------------------------------
: 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 : 16.6 9.4 24.3 15.4 12.3 7.5 19.7 12.7
Old : 15.4 10.2 25.1 16.7 15.0 9.1 24.2 15.2
Other: 30.5 25.8 40.6 34.5 18.7 15.2 28.7 22.6
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, February 3, 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 : 8,231: 2,080 1,410 171 3,962 4,494 6,213 6,075: 2,018 2,156
Old : 6,824: 1,994 1,397 52 3,117 3,506 5,163 4,955: 1,661 1,869
Other: 1,407: 98 25 107 845 988 1,050 1,120: 357 287
: : :
: : Changes in Commitments from: January 27, 2015 :
: 680: 76 423 -89 673 415 660 749: 20 -69
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 17.1 2.1 48.1 54.6 75.5 73.8: 24.5 26.2
Old : 100.0: 29.2 20.5 0.8 45.7 51.4 75.7 72.6: 24.3 27.4
Other: 100.0: 7.0 1.8 7.6 60.1 70.2 74.6 79.6: 25.4 20.4
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 9 6 4 14 11 25 19:
Old : 31: 9 6 2 11 9 21 16:
Other: 16: 2 3 4 7 8 11 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 : 38.3 54.4 56.1 65.5 37.0 51.3 49.0 55.4
Old : 38.1 61.5 58.0 67.5 37.9 60.7 56.1 65.8
Other: 51.8 55.9 71.4 76.5 46.8 55.9 55.4 60.4
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, February 3, 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 : 708,274: 173,923 200,165 109,694 380,018 280,644 663,635 590,503: 44,639 117,771
Old : 572,981: 163,436 208,017 60,173 313,603 225,913 537,212 494,103: 35,769 78,878
Other: 135,293: 54,409 36,070 5,599 66,415 54,731 126,423 96,400: 8,870 38,893
: : :
: : Changes in Commitments from: January 27, 2015 :
: 25,302: 9,421 2,180 4,728 5,616 20,600 19,765 27,508: 5,537 -2,206
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 28.3 15.5 53.7 39.6 93.7 83.4: 6.3 16.6
Old : 100.0: 28.5 36.3 10.5 54.7 39.4 93.8 86.2: 6.2 13.8
Other: 100.0: 40.2 26.7 4.1 49.1 40.5 93.4 71.3: 6.6 28.7
: : :
:# Traders : Number of Traders in Each Category :
All : 618: 139 229 203 144 188 411 517:
Old : 602: 142 229 159 135 170 369 476:
Other: 355: 89 96 40 73 133 186 248:
:----------------------------------------------------------------------------------------------------
: 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 : 16.1 13.8 24.2 21.1 12.8 10.4 19.8 15.1
Old : 16.3 15.6 26.2 23.4 13.4 13.6 22.8 19.9
Other: 25.5 22.8 41.0 29.3 25.1 22.6 40.3 29.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, February 3, 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 : 407,165: 108,123 90,706 91,603 174,512 192,046 374,238 374,355: 32,927 32,810
Old : 343,716: 114,030 97,824 58,387 145,274 159,006 317,691 315,217: 26,025 28,499
Other: 63,449: 14,641 13,430 12,668 29,238 33,040 56,547 59,138: 6,902 4,311
: : :
: : Changes in Commitments from: January 27, 2015 :
: 20,049: -15,170 20,910 21,705 15,283 -22,185 21,818 20,430: -1,769 -381
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 22.3 22.5 42.9 47.2 91.9 91.9: 8.1 8.1
Old : 100.0: 33.2 28.5 17.0 42.3 46.3 92.4 91.7: 7.6 8.3
Other: 100.0: 23.1 21.2 20.0 46.1 52.1 89.1 93.2: 10.9 6.8
: : :
:# Traders : Number of Traders in Each Category :
All : 341: 103 87 127 89 66 267 247:
Old : 336: 110 91 112 87 63 257 232:
Other: 140: 31 39 36 46 21 103 81:
:----------------------------------------------------------------------------------------------------
: 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 : 8.7 26.1 15.3 31.5 8.1 23.4 14.4 28.0
Old : 9.9 25.0 17.6 31.0 9.9 24.2 17.6 29.2
Other: 20.1 36.1 35.0 51.8 18.6 33.3 30.5 42.2
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, February 3, 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 : 705,394: 80,546 95,883 18,482 442,650 431,473 541,678 545,838: 163,716 159,556
Old : 705,394: 80,546 95,883 18,482 442,650 431,473 541,678 545,838: 163,716 159,556
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2015 :
: -82,054: -11,975 -6,743 1,399 -62,882 -74,891 -73,458 -80,235: -8,596 -1,819
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 13.6 2.6 62.8 61.2 76.8 77.4: 23.2 22.6
Old : 100.0: 11.4 13.6 2.6 62.8 61.2 76.8 77.4: 23.2 22.6
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 : 157: 25 34 22 72 72 106 119:
Old : 157: 25 34 22 72 72 106 119:
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 : 28.1 19.3 36.8 29.7 25.0 16.7 32.2 26.3
Old : 28.1 19.3 36.8 29.7 25.0 16.7 32.2 26.3
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, February 3, 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 : 502,448: 47,388 76,816 12,213 329,813 325,345 389,414 414,374: 113,034 88,074
Old : 502,448: 47,388 76,816 12,213 329,813 325,345 389,414 414,374: 113,034 88,074
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2015 :
: -1,912: -9,872 4,579 5,349 -3,403 -17,278 -7,926 -7,350: 6,014 5,438
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 15.3 2.4 65.6 64.8 77.5 82.5: 22.5 17.5
Old : 100.0: 9.4 15.3 2.4 65.6 64.8 77.5 82.5: 22.5 17.5
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 : 96: 13 15 8 52 51 70 69:
Old : 96: 13 15 8 52 51 70 69:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.6 33.0 37.7 47.8 18.3 32.7 27.7 43.1
Old : 24.6 33.0 37.7 47.8 18.3 32.7 27.7 43.1
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, February 3, 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 : 7,086: 1,206 192 604 4,900 5,928 6,710 6,724: 376 362
Old : 7,086: 1,206 192 604 4,900 5,928 6,710 6,724: 376 362
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2015 :
: 561: 154 -10 32 383 516 569 538: -8 23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 2.7 8.5 69.2 83.7 94.7 94.9: 5.3 5.1
Old : 100.0: 17.0 2.7 8.5 69.2 83.7 94.7 94.9: 5.3 5.1
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 : 41: 12 2 8 16 22 30 32:
Old : 41: 12 2 8 16 22 30 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 : 42.3 56.3 61.7 71.9 16.4 27.6 25.0 33.2
Old : 42.3 56.3 61.7 71.9 16.4 27.6 25.0 33.2
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, February 3, 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 : 371,005: 115,706 62,939 46,603 161,714 227,635 324,023 337,177: 46,982 33,828
Old : 328,988: 116,320 58,495 32,906 137,769 209,475 286,995 300,876: 41,993 28,112
Other: 42,017: 8,945 14,003 4,138 23,945 18,160 37,028 36,301: 4,989 5,716
: : :
: : Changes in Commitments from: January 27, 2015 :
: 4,880: -2,472 5,310 439 1,898 1,405 -135 7,154: 5,015 -2,274
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 17.0 12.6 43.6 61.4 87.3 90.9: 12.7 9.1
Old : 100.0: 35.4 17.8 10.0 41.9 63.7 87.2 91.5: 12.8 8.5
Other: 100.0: 21.3 33.3 9.8 57.0 43.2 88.1 86.4: 11.9 13.6
: : :
:# Traders : Number of Traders in Each Category :
All : 293: 90 76 82 88 84 231 205:
Old : 292: 95 79 79 86 82 228 200:
Other: 125: 31 24 15 55 29 95 59:
:----------------------------------------------------------------------------------------------------
: 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 : 8.4 31.3 14.4 38.8 7.2 28.0 12.4 34.1
Old : 8.4 33.8 15.1 40.9 7.3 32.4 13.3 38.9
Other: 24.3 32.6 39.6 49.4 24.3 30.7 39.1 45.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, February 3, 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 : 10,288: 1,012 4,977 1,408 5,969 2,056 8,389 8,441: 1,899 1,847
Old : 10,250: 1,011 4,963 1,408 5,950 2,053 8,369 8,424: 1,881 1,826
Other: 38: 1 14 0 19 3 20 17: 18 21
: : :
: : Changes in Commitments from: January 27, 2015 :
: 1,243: -1 -61 876 60 310 935 1,125: 308 118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 48.4 13.7 58.0 20.0 81.5 82.0: 18.5 18.0
Old : 100.0: 9.9 48.4 13.7 58.0 20.0 81.6 82.2: 18.4 17.8
Other: 100.0: 2.6 36.8 0.0 50.0 7.9 52.6 44.7: 47.4 55.3
: : :
:# Traders : Number of Traders in Each Category :
All : 64: 13 24 12 18 13 36 46:
Old : 64: 13 24 12 16 13 34 46:
Other: 7: 1 2 0 4 1 5 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 : 42.0 30.7 55.9 44.1 42.0 30.6 51.8 43.1
Old : 42.1 30.8 56.0 44.3 42.0 30.8 51.9 43.3
Other: 50.0 44.7 52.6 44.7 44.7 36.8 44.7 36.8
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, February 3, 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 : 1,349,569: 301,116 303,724 33,525 909,738 863,282 1,244,379 1,200,531: 105,190 149,038
Old : 1,349,569: 301,116 303,724 33,525 909,738 863,282 1,244,379 1,200,531: 105,190 149,038
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2015 :
: 44,537: -32,616 10,412 8,343 69,553 19,599 45,280 38,354: -743 6,183
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 22.5 2.5 67.4 64.0 92.2 89.0: 7.8 11.0
Old : 100.0: 22.3 22.5 2.5 67.4 64.0 92.2 89.0: 7.8 11.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 264: 40 58 25 97 126 146 200:
Old : 264: 40 58 25 97 126 146 200:
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 : 23.2 29.0 36.5 39.2 20.9 29.0 33.6 37.1
Old : 23.2 29.0 36.5 39.2 20.9 29.0 33.6 37.1
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, February 3, 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 : 2,624,479: 341,432 460,212 67,294 1,868,462 1,676,709 2,277,188 2,204,215: 347,291 420,264
Old : 2,624,479: 341,432 460,212 67,294 1,868,462 1,676,709 2,277,188 2,204,215: 347,291 420,264
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2015 :
: -49,064: -5,307 5,581 -9,872 -41,508 -35,846 -56,687 -40,137: 7,623 -8,927
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 17.5 2.6 71.2 63.9 86.8 84.0: 13.2 16.0
Old : 100.0: 13.0 17.5 2.6 71.2 63.9 86.8 84.0: 13.2 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 : 364: 62 91 60 138 163 235 279:
Old : 364: 62 91 60 138 163 235 279:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.0 20.1 39.2 28.6 26.9 15.2 35.6 21.0
Old : 29.0 20.1 39.2 28.6 26.9 15.2 35.6 21.0
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, February 3, 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 : 1,819,318: 322,000 364,766 26,523 1,222,488 1,105,101 1,571,011 1,496,390: 248,307 322,928
Old : 1,819,318: 322,000 364,766 26,523 1,222,488 1,105,101 1,571,011 1,496,390: 248,307 322,928
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2015 :
: -3,006: -1,306 26,931 -6,997 43,298 7,443 34,995 27,377: -38,001 -30,383
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 20.0 1.5 67.2 60.7 86.4 82.3: 13.6 17.7
Old : 100.0: 17.7 20.0 1.5 67.2 60.7 86.4 82.3: 13.6 17.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 264: 38 65 33 103 122 165 196:
Old : 264: 38 65 33 103 122 165 196:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.1 16.3 35.8 25.3 17.7 14.4 25.8 22.5
Old : 22.1 16.3 35.8 25.3 17.7 14.4 25.8 22.5
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, February 3, 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 : 700,393: 14,243 134,631 131,660 530,489 389,222 676,392 655,513: 24,001 44,880
Old : 700,393: 14,243 134,631 131,660 530,489 389,222 676,392 655,513: 24,001 44,880
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2015 :
: -35,318: -5,683 -6,660 -12,410 -19,229 -17,155 -37,322 -36,225: 2,004 907
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 19.2 18.8 75.7 55.6 96.6 93.6: 3.4 6.4
Old : 100.0: 2.0 19.2 18.8 75.7 55.6 96.6 93.6: 3.4 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: 15 29 33 42 52 78 99:
Old : 104: 15 29 33 42 52 78 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 : 45.6 20.7 55.6 32.5 31.6 11.2 35.1 18.9
Old : 45.6 20.7 55.6 32.5 31.6 11.2 35.1 18.9
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, February 3, 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 : 52,505: 13,228 8,514 817 27,851 38,037 41,896 47,368: 10,609 5,137
Old : 52,505: 13,228 8,514 817 27,851 38,037 41,896 47,368: 10,609 5,137
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2015 :
: -466: 1,631 -3,901 -305 -3,126 3,175 -1,800 -1,031: 1,334 565
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 16.2 1.6 53.0 72.4 79.8 90.2: 20.2 9.8
Old : 100.0: 25.2 16.2 1.6 53.0 72.4 79.8 90.2: 20.2 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 : 92: 30 17 8 33 17 65 40:
Old : 92: 30 17 8 33 17 65 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.0 40.6 34.4 61.3 22.0 40.3 34.3 61.1
Old : 22.0 40.6 34.4 61.3 22.0 40.3 34.3 61.1
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, February 3, 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 : 105,009: 26,456 17,027 1,634 55,701 76,074 83,791 94,735: 21,218 10,274
Old : 105,009: 26,456 17,027 1,634 55,701 76,074 83,791 94,735: 21,218 10,274
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2015 :
: -931: 3,261 -7,802 -609 -6,251 6,350 -3,599 -2,061: 2,668 1,130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 16.2 1.6 53.0 72.4 79.8 90.2: 20.2 9.8
Old : 100.0: 25.2 16.2 1.6 53.0 72.4 79.8 90.2: 20.2 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 : 92: 30 17 8 33 17 65 40:
Old : 92: 30 17 8 33 17 65 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.0 40.6 34.4 61.3 22.0 40.3 34.3 61.1
Old : 22.0 40.6 34.4 61.3 22.0 40.3 34.3 61.1
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, February 3, 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 : 12,590: 11,314 10,263 813 365 1,487 12,492 12,563: 98 27
Old : 12,590: 11,314 10,263 813 365 1,487 12,492 12,563: 98 27
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2015 :
: -77: 675 -74 0 -736 -5 -61 -79: -16 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.9 81.5 6.5 2.9 11.8 99.2 99.8: 0.8 0.2
Old : 100.0: 89.9 81.5 6.5 2.9 11.8 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 : 25: 14 9 2 1 2 16 12:
Old : 25: 14 9 2 1 2 16 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 : 74.1 72.8 94.7 91.4 72.7 70.3 87.7 84.1
Old : 74.1 72.8 94.7 91.4 72.7 70.3 87.7 84.1
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, February 3, 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 : 53,881: 23,797 17,945 3 29,988 35,816 53,788 53,764: 93 117
Old : 53,881: 23,797 17,945 3 29,988 35,816 53,788 53,764: 93 117
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2015 :
: -287: -488 -900 -1 193 648 -296 -253: 9 -34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.2 33.3 0.0 55.7 66.5 99.8 99.8: 0.2 0.2
Old : 100.0: 44.2 33.3 0.0 55.7 66.5 99.8 99.8: 0.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 7 17 1 8 17 16 34:
Old : 48: 7 17 1 8 17 16 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 : 79.7 47.0 96.4 69.0 78.9 39.8 90.4 61.9
Old : 79.7 47.0 96.4 69.0 78.9 39.8 90.4 61.9
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, February 3, 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: 22,957 12,846 242 12,068 21,908 35,267 34,996: 168 439
Old : 35,435: 22,957 12,846 242 12,068 21,908 35,267 34,996: 168 439
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2015 :
: -800: 2,422 -607 79 -3,330 -332 -829 -860: 29 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.8 36.3 0.7 34.1 61.8 99.5 98.8: 0.5 1.2
Old : 100.0: 64.8 36.3 0.7 34.1 61.8 99.5 98.8: 0.5 1.2
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 : 46: 8 16 2 6 17 15 34:
Old : 46: 8 16 2 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 : 87.7 56.0 97.2 72.9 87.7 56.0 97.2 72.3
Old : 87.7 56.0 97.2 72.9 87.7 56.0 97.2 72.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 6, 2015