WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, July 29, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 437,580: 115,502 178,192 84,669 199,287 128,275 399,458 391,136: 38,122 46,444
Old : 398,921: 107,627 183,427 69,382 186,917 107,949 363,926 360,758: 34,995 38,163
Other: 38,659: 20,808 7,698 2,354 12,370 20,326 35,532 30,378: 3,127 8,281
: : :
: : Changes in Commitments from: July 22, 2014 :
: 16,852: -2,112 12,185 8,206 11,845 -1,719 17,939 18,672: -1,087 -1,820
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 40.7 19.3 45.5 29.3 91.3 89.4: 8.7 10.6
Old : 100.0: 27.0 46.0 17.4 46.9 27.1 91.2 90.4: 8.8 9.6
Other: 100.0: 53.8 19.9 6.1 32.0 52.6 91.9 78.6: 8.1 21.4
: : :
:# Traders : Number of Traders in Each Category :
All : 382: 112 132 121 99 90 288 280:
Old : 378: 118 129 110 97 88 277 272:
Other: 147: 34 31 17 33 62 83 100:
:----------------------------------------------------------------------------------------------------
: 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 : 16.8 11.6 26.1 20.2 15.4 10.1 24.6 17.1
Old : 18.4 12.7 27.6 21.7 17.7 11.9 26.6 20.0
Other: 50.6 23.0 67.6 39.4 50.6 21.6 67.4 35.0
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, July 29, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 142,048: 49,677 38,117 10,643 65,560 65,119 125,880 113,879: 16,168 28,169
Old : 132,506: 47,657 38,481 9,406 60,016 60,137 117,079 108,024: 15,427 24,482
Other: 9,542: 3,185 801 72 5,544 4,982 8,801 5,855: 741 3,687
: : :
: : Changes in Commitments from: July 22, 2014 :
: -817: -1,837 -656 216 1,344 -1,108 -277 -1,548: -540 731
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.0 26.8 7.5 46.2 45.8 88.6 80.2: 11.4 19.8
Old : 100.0: 36.0 29.0 7.1 45.3 45.4 88.4 81.5: 11.6 18.5
Other: 100.0: 33.4 8.4 0.8 58.1 52.2 92.2 61.4: 7.8 38.6
: : :
:# Traders : Number of Traders in Each Category :
All : 186: 49 42 40 56 65 126 133:
Old : 185: 50 44 37 56 64 125 129:
Other: 68: 9 11 4 16 35 26 49:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.8 17.8 31.0 26.7 18.4 14.8 28.5 23.2
Old : 21.1 16.4 31.0 25.8 18.9 15.9 28.3 24.9
Other: 64.1 42.7 78.3 48.6 64.1 42.7 78.3 48.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, July 29, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 1,383,027: 436,737 370,957 192,163 625,549 567,815 1,254,449 1,130,935: 128,578 252,092
Old : 487,199: 224,245 222,631 23,455 203,596 190,709 451,296 436,795: 35,903 50,404
Other: 895,828: 341,848 277,682 39,352 421,953 377,106 803,153 694,140: 92,675 201,688
: : :
: : Changes in Commitments from: July 22, 2014 :
: 41,581: 8,211 28,815 15,647 12,341 -3,141 36,199 41,321: 5,382 260
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 26.8 13.9 45.2 41.1 90.7 81.8: 9.3 18.2
Old : 100.0: 46.0 45.7 4.8 41.8 39.1 92.6 89.7: 7.4 10.3
Other: 100.0: 38.2 31.0 4.4 47.1 42.1 89.7 77.5: 10.3 22.5
: : :
:# Traders : Number of Traders in Each Category :
All : 730: 138 205 179 254 305 515 591:
Old : 580: 104 156 27 169 185 289 352:
Other: 679: 158 162 102 190 284 403 497:
:----------------------------------------------------------------------------------------------------
: 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 : 11.0 13.9 19.0 19.9 10.6 11.2 18.5 16.1
Old : 20.9 19.2 33.7 30.4 20.9 16.9 33.6 28.1
Other: 11.0 16.2 19.2 22.4 11.0 14.2 18.8 20.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, July 29, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 7,242: 2,686 1,172 51 2,415 4,855 5,152 6,078: 2,090 1,164
Old : 7,233: 2,686 1,172 51 2,408 4,855 5,145 6,078: 2,088 1,155
Other: 9: 0 0 0 7 0 7 0: 2 9
: : :
: : Changes in Commitments from: July 22, 2014 :
: -47: 74 150 6 -194 -478 -114 -322: 67 275
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.1 16.2 0.7 33.3 67.0 71.1 83.9: 28.9 16.1
Old : 100.0: 37.1 16.2 0.7 33.3 67.1 71.1 84.0: 28.9 16.0
Other: 100.0: 0.0 0.0 0.0 77.8 0.0 77.8 0.0: 22.2 100.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 14 6 6 12 11 30 19:
Old : 36: 14 6 6 12 11 30 19:
Other: 1: 0 0 0 1 0 1 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.0 60.2 51.0 74.9 39.0 54.0 48.0 67.2
Old : 39.1 60.3 51.0 74.9 39.1 54.1 48.1 67.3
Other: 77.8 0.0 77.8 0.0 77.8 0.0 77.8 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, July 29, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 610,514: 184,670 188,425 69,316 314,963 237,482 568,949 495,223: 41,565 115,291
Old : 17,700: 3,463 2,098 14 11,764 11,123 15,241 13,235: 2,459 4,465
Other: 592,814: 185,359 190,479 65,150 303,199 226,359 553,708 481,988: 39,106 110,826
: : :
: : Changes in Commitments from: July 22, 2014 :
: -38,456: -4,107 -6,004 -20,836 -11,488 -9,042 -36,431 -35,882: -2,025 -2,574
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 30.9 11.4 51.6 38.9 93.2 81.1: 6.8 18.9
Old : 100.0: 19.6 11.9 0.1 66.5 62.8 86.1 74.8: 13.9 25.2
Other: 100.0: 31.3 32.1 11.0 51.1 38.2 93.4 81.3: 6.6 18.7
: : :
:# Traders : Number of Traders in Each Category :
All : 625: 154 211 154 150 214 404 499:
Old : 162: 23 27 1 57 65 80 93:
Other: 623: 157 210 149 125 206 373 491:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.4 14.2 23.3 20.5 11.0 12.2 19.5 17.7
Old : 48.4 29.2 65.5 41.6 48.4 26.6 65.1 39.1
Other: 14.4 14.1 23.5 20.6 11.3 12.4 20.0 18.2
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, July 29, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 1,000 Bushels) :
: : :
All : 21,880: 17,256 1,135 290 2 5,266 17,548 6,691: 4,332 15,189
Old : 962: 887 25 0 2 51 889 76: 73 886
Other: 20,918: 16,369 1,110 290 0 5,215 16,659 6,615: 4,259 14,303
: : :
: : Changes in Commitments from: July 22, 2014 :
: 334: 336 161 228 0 22 564 411: -230 -77
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.9 5.2 1.3 0.0 24.1 80.2 30.6: 19.8 69.4
Old : 100.0: 92.2 2.6 0.0 0.2 5.3 92.4 7.9: 7.6 92.1
Other: 100.0: 78.3 5.3 1.4 0.0 24.9 79.6 31.6: 20.4 68.4
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 5 4 5 1 15 7 23:
Old : 11: 2 1 0 1 7 3 8:
Other: 24: 5 4 5 0 15 6 23:
:----------------------------------------------------------------------------------------------------
: 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 : 78.9 12.9 80.2 19.4 78.8 12.8 78.9 19.4
Old : 92.4 6.9 92.4 7.9 92.4 6.9 92.4 7.9
Other: 78.3 13.1 79.6 20.0 78.1 13.0 78.3 19.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, July 29, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 330,867: 113,212 100,806 33,066 150,403 160,276 296,681 294,148: 34,186 36,719
Old : 51,023: 14,749 6,496 1,304 27,727 35,616 43,780 43,416: 7,243 7,607
Other: 279,844: 104,924 100,771 25,301 122,676 124,660 252,901 250,732: 26,943 29,112
: : :
: : Changes in Commitments from: July 22, 2014 :
: -4,438: 2,629 1,307 -3,421 -2,805 -1,755 -3,597 -3,869: -841 -569
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.2 30.5 10.0 45.5 48.4 89.7 88.9: 10.3 11.1
Old : 100.0: 28.9 12.7 2.6 54.3 69.8 85.8 85.1: 14.2 14.9
Other: 100.0: 37.5 36.0 9.0 43.8 44.5 90.4 89.6: 9.6 10.4
: : :
:# Traders : Number of Traders in Each Category :
All : 290: 90 86 75 77 66 207 198:
Old : 152: 49 29 9 40 49 91 86:
Other: 274: 82 93 60 69 54 185 176:
:----------------------------------------------------------------------------------------------------
: 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 : 12.1 26.9 20.3 36.0 12.1 24.2 20.2 32.8
Old : 24.5 33.8 36.7 43.1 23.2 32.6 34.1 41.7
Other: 14.2 27.4 23.7 37.0 14.1 25.1 23.6 34.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, July 29, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 794,653: 102,995 92,808 9,503 499,056 513,949 611,554 616,260: 183,099 178,393
Old : 794,653: 102,995 92,808 9,503 499,056 513,949 611,554 616,260: 183,099 178,393
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2014 :
: 5,067: -5,167 -1,108 1,551 -1,692 -1,409 -5,308 -966: 10,375 6,033
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 11.7 1.2 62.8 64.7 77.0 77.6: 23.0 22.4
Old : 100.0: 13.0 11.7 1.2 62.8 64.7 77.0 77.6: 23.0 22.4
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 : 168: 32 30 17 68 78 108 117:
Old : 168: 32 30 17 68 78 108 117:
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 : 25.7 19.8 35.8 28.8 23.1 16.5 31.5 24.2
Old : 25.7 19.8 35.8 28.8 23.1 16.5 31.5 24.2
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, July 29, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 489,487: 53,580 39,929 3,651 326,372 350,464 383,603 394,044: 105,884 95,443
Old : 489,487: 53,580 39,929 3,651 326,372 350,464 383,603 394,044: 105,884 95,443
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2014 :
: -9,442: -1,793 3,128 -341 -3,976 -11,454 -6,110 -8,667: -3,332 -775
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 8.2 0.7 66.7 71.6 78.4 80.5: 21.6 19.5
Old : 100.0: 10.9 8.2 0.7 66.7 71.6 78.4 80.5: 21.6 19.5
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 : 84: 11 12 6 43 48 58 62:
Old : 84: 11 12 6 43 48 58 62:
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 : 26.9 38.9 42.4 50.6 23.5 34.9 34.7 44.5
Old : 26.9 38.9 42.4 50.6 23.5 34.9 34.7 44.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders - Futures Only, July 29, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 29,000 U.S. GALLONS) :
: : :
All : 6,541: 1,743 547 654 3,588 5,097 5,985 6,298: 556 243
Old : 6,541: 1,743 547 654 3,588 5,097 5,985 6,298: 556 243
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2014 :
: 281: 91 -35 31 126 372 248 368: 33 -87
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 8.4 10.0 54.9 77.9 91.5 96.3: 8.5 3.7
Old : 100.0: 26.6 8.4 10.0 54.9 77.9 91.5 96.3: 8.5 3.7
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 : 41: 13 5 6 18 19 33 29:
Old : 41: 13 5 6 18 19 33 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 : 37.3 55.0 59.8 74.0 22.2 31.8 32.3 39.4
Old : 37.3 55.0 59.8 74.0 22.2 31.8 32.3 39.4
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, July 29, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 310,960: 92,225 56,637 32,663 142,419 190,023 267,307 279,323: 43,653 31,637
Old : 56,267: 22,738 3,376 428 21,984 45,303 45,150 49,107: 11,117 7,160
Other: 254,693: 81,840 65,614 19,882 120,435 144,720 222,157 230,216: 32,536 24,477
: : :
: : Changes in Commitments from: July 22, 2014 :
: -1,302: -4,015 -5,853 -788 3,322 3,741 -1,481 -2,900: 179 1,598
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 18.2 10.5 45.8 61.1 86.0 89.8: 14.0 10.2
Old : 100.0: 40.4 6.0 0.8 39.1 80.5 80.2 87.3: 19.8 12.7
Other: 100.0: 32.1 25.8 7.8 47.3 56.8 87.2 90.4: 12.8 9.6
: : :
:# Traders : Number of Traders in Each Category :
All : 255: 70 66 70 84 85 200 185:
Old : 175: 60 18 8 56 60 117 86:
Other: 239: 62 74 54 76 67 175 160:
:----------------------------------------------------------------------------------------------------
: 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 : 11.3 27.5 18.5 37.6 10.4 23.7 17.5 33.0
Old : 18.6 27.7 31.2 40.8 18.5 27.2 29.3 38.2
Other: 11.9 28.9 20.2 39.6 11.6 25.7 19.7 35.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, July 29, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 8,767: 1,061 2,693 1,004 4,861 3,268 6,926 6,965: 1,841 1,802
Old : 8,767: 1,061 2,693 1,004 4,861 3,268 6,926 6,965: 1,841 1,802
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2014 :
: 376: -23 188 83 205 147 265 418: 111 -42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 30.7 11.5 55.4 37.3 79.0 79.4: 21.0 20.6
Old : 100.0: 12.1 30.7 11.5 55.4 37.3 79.0 79.4: 21.0 20.6
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 : 64: 14 18 12 18 15 38 44:
Old : 64: 14 18 12 18 15 38 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 : 38.5 30.8 52.1 46.0 37.7 28.2 48.0 41.3
Old : 38.5 30.8 52.1 46.0 37.7 28.2 48.0 41.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, July 29, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 1,264,544: 360,418 268,631 15,390 790,736 844,778 1,166,544 1,128,799: 98,000 135,745
Old : 1,264,544: 360,418 268,631 15,390 790,736 844,778 1,166,544 1,128,799: 98,000 135,745
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2014 :
: 82,063: 120,051 9,487 -7,637 -33,156 84,713 79,258 86,563: 2,805 -4,500
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 21.2 1.2 62.5 66.8 92.3 89.3: 7.7 10.7
Old : 100.0: 28.5 21.2 1.2 62.5 66.8 92.3 89.3: 7.7 10.7
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 : 261: 41 52 21 90 131 137 198:
Old : 261: 41 52 21 90 131 137 198:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.8 21.0 43.7 29.6 29.8 21.0 42.2 29.6
Old : 30.8 21.0 43.7 29.6 29.8 21.0 42.2 29.6
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, July 29, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 2,764,504: 473,286 479,092 42,455 1,947,171 1,742,557 2,462,912 2,264,104: 301,592 500,400
Old : 2,764,504: 473,286 479,092 42,455 1,947,171 1,742,557 2,462,912 2,264,104: 301,592 500,400
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2014 :
: 41,444: 5,844 -26,509 5,450 20,032 46,562 31,326 25,503: 10,118 15,941
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 17.3 1.5 70.4 63.0 89.1 81.9: 10.9 18.1
Old : 100.0: 17.1 17.3 1.5 70.4 63.0 89.1 81.9: 10.9 18.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 380: 52 104 51 129 179 216 299:
Old : 380: 52 104 51 129 179 216 299:
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 : 38.5 17.8 47.0 22.7 37.3 15.1 44.8 19.8
Old : 38.5 17.8 47.0 22.7 37.3 15.1 44.8 19.8
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, July 29, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 2,138,536: 359,896 325,816 35,771 1,498,465 1,418,654 1,894,132 1,780,241: 244,404 358,295
Old : 2,138,536: 359,896 325,816 35,771 1,498,465 1,418,654 1,894,132 1,780,241: 244,404 358,295
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2014 :
: -35,485: 119 17,774 -6,685 -28,156 -27,960 -34,722 -16,871: -763 -18,614
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 15.2 1.7 70.1 66.3 88.6 83.2: 11.4 16.8
Old : 100.0: 16.8 15.2 1.7 70.1 66.3 88.6 83.2: 11.4 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 : 286: 38 62 25 115 142 168 214:
Old : 286: 38 62 25 115 142 168 214:
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 : 26.8 18.6 38.1 28.4 22.8 18.3 33.4 26.1
Old : 26.8 18.6 38.1 28.4 22.8 18.3 33.4 26.1
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, July 29, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 464,212: 18,425 119,033 87,309 326,422 202,545 432,156 408,887: 32,056 55,325
Old : 464,212: 18,425 119,033 87,309 326,422 202,545 432,156 408,887: 32,056 55,325
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2014 :
: 12,518: -1,240 8,034 1,198 12,640 1,132 12,598 10,364: -80 2,154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 25.6 18.8 70.3 43.6 93.1 88.1: 6.9 11.9
Old : 100.0: 4.0 25.6 18.8 70.3 43.6 93.1 88.1: 6.9 11.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 91: 13 31 25 37 41 66 83:
Old : 91: 13 31 25 37 41 66 83:
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 : 50.5 20.3 58.1 32.5 39.4 16.6 43.5 23.6
Old : 50.5 20.3 58.1 32.5 39.4 16.6 43.5 23.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders - Futures Only, July 29, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 63,353: 20,319 10,072 181 34,237 45,858 54,737 56,111: 8,616 7,243
Old : 63,353: 20,319 10,072 181 34,237 45,858 54,737 56,111: 8,616 7,243
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2014 :
: -274: -1,400 -2,476 177 996 2,271 -228 -28: -47 -247
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 15.9 0.3 54.0 72.4 86.4 88.6: 13.6 11.4
Old : 100.0: 32.1 15.9 0.3 54.0 72.4 86.4 88.6: 13.6 11.4
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 : 115: 36 25 5 37 23 75 51:
Old : 115: 36 25 5 37 23 75 51:
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 : 27.2 42.7 41.1 62.0 27.2 42.7 41.1 61.0
Old : 27.2 42.7 41.1 62.0 27.2 42.7 41.1 61.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders - Futures Only, July 29, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 126,706: 40,638 20,143 362 68,474 91,716 109,474 112,221: 17,232 14,485
Old : 126,706: 40,638 20,143 362 68,474 91,716 109,474 112,221: 17,232 14,485
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2014 :
: -548: -2,800 -4,951 354 1,991 4,542 -455 -55: -93 -493
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 15.9 0.3 54.0 72.4 86.4 88.6: 13.6 11.4
Old : 100.0: 32.1 15.9 0.3 54.0 72.4 86.4 88.6: 13.6 11.4
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 : 115: 36 25 5 37 23 75 51:
Old : 115: 36 25 5 37 23 75 51:
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 : 27.2 42.7 41.1 62.0 27.2 42.7 41.1 61.0
Old : 27.2 42.7 41.1 62.0 27.2 42.7 41.1 61.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders - Futures Only, July 29, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 10,758: 8,079 10,047 458 2,149 248 10,686 10,753: 72 5
Old : 10,758: 8,079 10,047 458 2,149 248 10,686 10,753: 72 5
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2014 :
: -2,518: -2,873 -2,500 -18 371 0 -2,520 -2,518: 2 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.1 93.4 4.3 20.0 2.3 99.3 100.0: 0.7 0.0
Old : 100.0: 75.1 93.4 4.3 20.0 2.3 99.3 100.0: 0.7 0.0
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 : 23: 16 4 2 3 1 20 6:
Old : 23: 16 4 2 3 1 20 6:
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 : 69.0 98.3 84.3 100.0 65.3 93.4 80.6 93.4
Old : 69.0 98.3 84.3 100.0 65.3 93.4 80.6 93.4
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, July 29, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 53,243: 7,917 19,789 305 44,938 32,977 53,160 53,071: 83 172
Old : 53,243: 7,917 19,789 305 44,938 32,977 53,160 53,071: 83 172
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2014 :
: 810: 92 185 -24 730 624 798 785: 12 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 37.2 0.6 84.4 61.9 99.8 99.7: 0.2 0.3
Old : 100.0: 14.9 37.2 0.6 84.4 61.9 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 : 48: 3 16 1 13 17 16 34:
Old : 48: 3 16 1 13 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 : 74.7 57.0 97.6 77.6 74.1 47.9 88.6 68.4
Old : 74.7 57.0 97.6 77.6 74.1 47.9 88.6 68.4
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, July 29, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 34,615: 4,469 12,723 1,305 28,758 20,407 34,532 34,435: 83 180
Old : 34,615: 4,469 12,723 1,305 28,758 20,407 34,532 34,435: 83 180
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2014 :
: 1,294: 125 239 40 1,151 1,006 1,316 1,285: -22 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 36.8 3.8 83.1 59.0 99.8 99.5: 0.2 0.5
Old : 100.0: 12.9 36.8 3.8 83.1 59.0 99.8 99.5: 0.2 0.5
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 : 43: 4 17 1 7 16 11 34:
Old : 43: 4 17 1 7 16 11 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 : 77.8 53.4 98.4 73.7 76.7 53.4 91.7 70.7
Old : 77.8 53.4 98.4 73.7 76.7 53.4 91.7 70.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 1, 2014