WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, August 5, 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 : 438,935: 121,838 177,528 80,592 197,323 133,297 399,753 391,417: 39,182 47,518
Old : 398,881: 113,389 182,491 65,483 184,088 112,227 362,960 360,201: 35,921 38,680
Other: 40,054: 21,200 7,788 2,358 13,235 21,070 36,793 31,216: 3,261 8,838
: : :
: : Changes in Commitments from: July 29, 2014 :
: 1,355: 6,336 -664 -4,077 -1,964 5,022 295 281: 1,060 1,074
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 40.4 18.4 45.0 30.4 91.1 89.2: 8.9 10.8
Old : 100.0: 28.4 45.8 16.4 46.2 28.1 91.0 90.3: 9.0 9.7
Other: 100.0: 52.9 19.4 5.9 33.0 52.6 91.9 77.9: 8.1 22.1
: : :
:# Traders : Number of Traders in Each Category :
All : 378: 116 120 118 95 98 281 280:
Old : 374: 119 118 108 91 94 268 271:
Other: 143: 32 30 13 31 63 75 98:
:----------------------------------------------------------------------------------------------------
: 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 11.2 26.1 19.8 15.7 10.0 25.0 17.0
Old : 18.3 12.3 27.4 21.7 17.8 11.7 26.9 20.1
Other: 49.3 22.0 66.4 36.8 49.3 21.0 66.3 33.7
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, August 5, 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 : 143,984: 49,536 38,483 8,350 69,340 69,767 127,226 116,600: 16,758 27,384
Old : 134,681: 47,741 38,714 7,491 63,435 65,111 118,667 111,316: 16,014 23,365
Other: 9,303: 2,626 600 28 5,905 4,656 8,559 5,284: 744 4,019
: : :
: : Changes in Commitments from: July 29, 2014 :
: 1,936: -141 366 -2,293 3,780 4,648 1,346 2,721: 590 -785
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.4 26.7 5.8 48.2 48.5 88.4 81.0: 11.6 19.0
Old : 100.0: 35.4 28.7 5.6 47.1 48.3 88.1 82.7: 11.9 17.3
Other: 100.0: 28.2 6.4 0.3 63.5 50.0 92.0 56.8: 8.0 43.2
: : :
:# Traders : Number of Traders in Each Category :
All : 188: 55 41 43 59 67 132 135:
Old : 187: 54 43 40 58 66 129 132:
Other: 68: 7 11 3 20 35 28 48:
:----------------------------------------------------------------------------------------------------
: 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 : 19.5 18.8 30.8 27.4 17.7 14.8 27.9 23.1
Old : 20.9 17.6 30.8 26.7 18.2 15.9 27.6 24.7
Other: 65.1 40.4 80.4 45.7 65.1 40.4 80.4 45.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, August 5, 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 : 1,378,305: 458,411 381,306 185,677 606,724 559,798 1,250,812 1,126,781: 127,493 251,524
Old : 444,619: 212,502 212,468 23,638 174,088 165,368 410,228 401,474: 34,391 43,145
Other: 933,686: 363,316 286,245 44,632 432,636 394,430 840,584 725,307: 93,102 208,379
: : :
: : Changes in Commitments from: July 29, 2014 :
: -4,722: 21,674 10,349 -6,486 -18,825 -8,017 -3,637 -4,154: -1,085 -568
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 27.7 13.5 44.0 40.6 90.8 81.8: 9.2 18.2
Old : 100.0: 47.8 47.8 5.3 39.2 37.2 92.3 90.3: 7.7 9.7
Other: 100.0: 38.9 30.7 4.8 46.3 42.2 90.0 77.7: 10.0 22.3
: : :
:# Traders : Number of Traders in Each Category :
All : 734: 149 203 184 253 303 527 587:
Old : 570: 104 151 25 174 172 294 332:
Other: 694: 170 164 120 193 289 429 511:
:----------------------------------------------------------------------------------------------------
: 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 14.1 19.6 19.8 10.7 11.0 19.2 16.3
Old : 23.5 21.9 36.3 33.0 23.5 19.4 36.3 30.4
Other: 11.4 15.9 19.4 22.2 11.4 13.9 19.0 20.2
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, August 5, 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 : 7,406: 2,649 878 186 2,377 5,150 5,212 6,214: 2,194 1,192
Old : 7,397: 2,649 878 186 2,370 5,150 5,205 6,214: 2,192 1,183
Other: 9: 0 0 0 7 0 7 0: 2 9
: : :
: : Changes in Commitments from: July 29, 2014 :
: 164: -37 -294 135 -38 295 60 136: 104 28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.8 11.9 2.5 32.1 69.5 70.4 83.9: 29.6 16.1
Old : 100.0: 35.8 11.9 2.5 32.0 69.6 70.4 84.0: 29.6 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 : 37: 13 6 5 14 12 31 19:
Old : 37: 13 6 5 14 12 31 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 : 34.9 53.5 47.8 70.2 34.9 51.4 43.8 64.8
Old : 34.9 53.5 47.9 70.3 34.9 51.5 43.9 65.0
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, August 5, 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 : 627,633: 187,378 193,782 78,351 318,565 240,199 584,294 512,332: 43,339 115,301
Old : 598,384: 179,476 193,080 71,489 306,946 228,529 557,911 493,098: 40,473 105,286
Other: 29,249: 14,362 7,162 402 11,619 11,670 26,383 19,234: 2,866 10,015
: : :
: : Changes in Commitments from: July 29, 2014 :
: 17,119: 2,708 5,357 9,035 3,602 2,717 15,345 17,109: 1,774 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 30.9 12.5 50.8 38.3 93.1 81.6: 6.9 18.4
Old : 100.0: 30.0 32.3 11.9 51.3 38.2 93.2 82.4: 6.8 17.6
Other: 100.0: 49.1 24.5 1.4 39.7 39.9 90.2 65.8: 9.8 34.2
: : :
:# Traders : Number of Traders in Each Category :
All : 624: 145 233 154 123 204 372 502:
Old : 623: 147 235 147 121 202 364 498:
Other: 225: 32 53 11 36 118 72 178:
:----------------------------------------------------------------------------------------------------
: 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 : 14.0 14.5 23.1 21.0 10.6 12.5 18.9 18.2
Old : 14.6 15.2 23.9 21.6 11.1 13.1 19.9 18.7
Other: 43.3 22.3 59.6 31.6 43.3 22.2 59.6 31.6
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, August 5, 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 : 20,285: 16,479 553 41 0 5,313 16,520 5,907: 3,765 14,378
Old : 18,706: 15,434 543 41 0 4,807 15,475 5,391: 3,231 13,315
Other: 1,579: 1,045 10 0 0 506 1,045 516: 534 1,063
: : :
: : Changes in Commitments from: July 29, 2014 :
: -1,595: -777 -582 -249 -2 47 -1,028 -784: -567 -811
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.2 2.7 0.2 0.0 26.2 81.4 29.1: 18.6 70.9
Old : 100.0: 82.5 2.9 0.2 0.0 25.7 82.7 28.8: 17.3 71.2
Other: 100.0: 66.2 0.6 0.0 0.0 32.0 66.2 32.7: 33.8 67.3
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 4 3 3 0 15 4 21:
Old : 22: 4 3 3 0 15 4 21:
Other: 19: 3 2 0 0 14 3 16:
:----------------------------------------------------------------------------------------------------
: 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 : 81.4 13.6 81.4 19.3 81.2 13.6 81.2 19.3
Old : 82.7 13.0 82.7 18.5 82.5 13.0 82.5 18.5
Other: 66.2 28.2 66.2 30.8 66.2 28.2 66.2 30.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, August 5, 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 : 326,042: 112,111 94,822 32,997 145,595 158,451 290,703 286,270: 35,339 39,772
Old : 42,523: 15,769 4,997 175 18,252 30,847 34,196 36,019: 8,327 6,504
Other: 283,519: 106,128 99,611 23,036 127,343 127,604 256,507 250,251: 27,012 33,268
: : :
: : Changes in Commitments from: July 29, 2014 :
: -4,825: -1,101 -5,984 -69 -4,808 -1,825 -5,978 -7,878: 1,153 3,053
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.4 29.1 10.1 44.7 48.6 89.2 87.8: 10.8 12.2
Old : 100.0: 37.1 11.8 0.4 42.9 72.5 80.4 84.7: 19.6 15.3
Other: 100.0: 37.4 35.1 8.1 44.9 45.0 90.5 88.3: 9.5 11.7
: : :
:# Traders : Number of Traders in Each Category :
All : 283: 85 84 74 75 68 202 195:
Old : 145: 50 23 6 33 45 85 72:
Other: 274: 80 93 63 70 57 186 180:
:----------------------------------------------------------------------------------------------------
: 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 : 12.2 27.4 20.6 36.8 12.2 25.5 20.5 34.4
Old : 24.6 39.3 36.4 48.5 24.6 39.3 36.3 48.2
Other: 13.9 27.6 23.4 37.3 13.8 25.4 23.3 35.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, August 5, 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 : 775,023: 91,377 87,424 14,151 502,928 500,621 608,456 602,196: 166,567 172,827
Old : 775,023: 91,377 87,424 14,151 502,928 500,621 608,456 602,196: 166,567 172,827
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2014 :
: -19,630: -11,618 -5,384 4,648 3,872 -13,328 -3,098 -14,064: -16,532 -5,566
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 11.3 1.8 64.9 64.6 78.5 77.7: 21.5 22.3
Old : 100.0: 11.8 11.3 1.8 64.9 64.6 78.5 77.7: 21.5 22.3
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 : 170: 35 29 21 65 81 107 124:
Old : 170: 35 29 21 65 81 107 124:
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 19.7 37.5 29.6 24.5 17.4 33.4 25.3
Old : 26.9 19.7 37.5 29.6 24.5 17.4 33.4 25.3
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, August 5, 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 : 494,112: 51,842 32,980 5,894 336,073 356,311 393,809 395,185: 100,303 98,927
Old : 494,112: 51,842 32,980 5,894 336,073 356,311 393,809 395,185: 100,303 98,927
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2014 :
: 4,625: -1,738 -6,949 2,243 9,701 5,847 10,206 1,141: -5,581 3,484
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 6.7 1.2 68.0 72.1 79.7 80.0: 20.3 20.0
Old : 100.0: 10.5 6.7 1.2 68.0 72.1 79.7 80.0: 20.3 20.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 84: 10 12 7 44 49 58 64:
Old : 84: 10 12 7 44 49 58 64:
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 38.8 41.8 50.2 23.2 34.8 34.1 44.8
Old : 26.8 38.8 41.8 50.2 23.2 34.8 34.1 44.8
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, August 5, 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 : 6,440: 1,785 464 534 3,456 5,137 5,775 6,135: 665 305
Old : 6,440: 1,785 464 534 3,456 5,137 5,775 6,135: 665 305
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2014 :
: -101: 42 -83 -120 -132 40 -210 -163: 109 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 7.2 8.3 53.7 79.8 89.7 95.3: 10.3 4.7
Old : 100.0: 27.7 7.2 8.3 53.7 79.8 89.7 95.3: 10.3 4.7
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 : 40: 13 4 5 18 18 32 27:
Old : 40: 13 4 5 18 18 32 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.0 56.2 61.4 73.8 24.1 33.2 33.2 39.7
Old : 37.0 56.2 61.4 73.8 24.1 33.2 33.2 39.7
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, August 5, 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 : 309,521: 95,605 56,000 33,485 137,917 190,471 267,007 279,956: 42,514 29,565
Old : 44,473: 20,635 2,490 290 16,233 36,371 37,158 39,151: 7,315 5,322
Other: 265,048: 86,001 64,541 22,164 121,684 154,100 229,849 240,805: 35,199 24,243
: : :
: : Changes in Commitments from: July 29, 2014 :
: -1,439: 3,380 -637 822 -4,502 448 -300 633: -1,139 -2,072
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 18.1 10.8 44.6 61.5 86.3 90.4: 13.7 9.6
Old : 100.0: 46.4 5.6 0.7 36.5 81.8 83.6 88.0: 16.4 12.0
Other: 100.0: 32.4 24.4 8.4 45.9 58.1 86.7 90.9: 13.3 9.1
: : :
:# Traders : Number of Traders in Each Category :
All : 256: 68 67 74 82 81 201 182:
Old : 171: 54 20 8 53 54 109 81:
Other: 242: 63 73 55 76 70 177 163:
:----------------------------------------------------------------------------------------------------
: 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 28.5 18.5 38.5 10.1 24.3 17.0 33.9
Old : 25.2 31.0 38.8 47.0 25.2 30.4 38.8 45.7
Other: 11.7 29.6 19.6 40.0 10.9 26.3 18.5 36.2
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, August 5, 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 : 9,853: 1,228 3,155 1,698 5,112 3,239 8,038 8,092: 1,815 1,761
Old : 9,853: 1,228 3,155 1,698 5,112 3,239 8,038 8,092: 1,815 1,761
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2014 :
: 1,086: 167 462 694 251 -29 1,112 1,127: -26 -41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 32.0 17.2 51.9 32.9 81.6 82.1: 18.4 17.9
Old : 100.0: 12.5 32.0 17.2 51.9 32.9 81.6 82.1: 18.4 17.9
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 : 67: 17 19 14 18 15 40 47:
Old : 67: 17 19 14 18 15 40 47:
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 : 37.1 29.1 49.8 43.6 34.5 26.0 44.5 38.8
Old : 37.1 29.1 49.8 43.6 34.5 26.0 44.5 38.8
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, August 5, 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 : 1,329,810: 338,333 259,028 31,821 861,546 897,808 1,231,700 1,188,657: 98,110 141,153
Old : 1,329,810: 338,333 259,028 31,821 861,546 897,808 1,231,700 1,188,657: 98,110 141,153
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2014 :
: 65,266: -22,085 -9,603 16,431 70,810 53,030 65,156 59,858: 110 5,408
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 19.5 2.4 64.8 67.5 92.6 89.4: 7.4 10.6
Old : 100.0: 25.4 19.5 2.4 64.8 67.5 92.6 89.4: 7.4 10.6
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 : 263: 43 49 28 91 136 143 204:
Old : 263: 43 49 28 91 136 143 204:
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 : 29.4 21.0 43.1 30.6 29.3 21.0 41.9 29.8
Old : 29.4 21.0 43.1 30.6 29.3 21.0 41.9 29.8
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, August 5, 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 : 2,814,975: 452,910 498,041 55,597 2,023,757 1,764,177 2,532,264 2,317,815: 282,711 497,160
Old : 2,814,975: 452,910 498,041 55,597 2,023,757 1,764,177 2,532,264 2,317,815: 282,711 497,160
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2014 :
: 50,471: -20,376 18,949 13,142 76,586 21,620 69,352 53,711: -18,881 -3,240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 17.7 2.0 71.9 62.7 90.0 82.3: 10.0 17.7
Old : 100.0: 16.1 17.7 2.0 71.9 62.7 90.0 82.3: 10.0 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 : 388: 52 105 52 125 191 211 314:
Old : 388: 52 105 52 125 191 211 314:
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 : 37.1 16.2 46.1 21.2 35.7 13.2 43.6 18.1
Old : 37.1 16.2 46.1 21.2 35.7 13.2 43.6 18.1
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, August 5, 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 : 2,167,154: 314,552 323,539 39,793 1,551,053 1,442,151 1,905,398 1,805,483: 261,756 361,671
Old : 2,167,154: 314,552 323,539 39,793 1,551,053 1,442,151 1,905,398 1,805,483: 261,756 361,671
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2014 :
: 28,618: -45,344 -2,277 4,022 52,588 23,497 11,266 25,242: 17,352 3,376
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 14.9 1.8 71.6 66.5 87.9 83.3: 12.1 16.7
Old : 100.0: 14.5 14.9 1.8 71.6 66.5 87.9 83.3: 12.1 16.7
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 : 284: 37 63 28 116 139 171 212:
Old : 284: 37 63 28 116 139 171 212:
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 : 24.5 19.1 35.1 29.7 20.4 18.5 29.7 26.7
Old : 24.5 19.1 35.1 29.7 20.4 18.5 29.7 26.7
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, August 5, 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 : 459,492: 17,679 121,068 96,629 316,640 189,545 430,948 407,242: 28,544 52,250
Old : 459,492: 17,679 121,068 96,629 316,640 189,545 430,948 407,242: 28,544 52,250
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2014 :
: -4,720: -746 2,035 9,320 -9,782 -13,000 -1,208 -1,645: -3,512 -3,075
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 26.3 21.0 68.9 41.3 93.8 88.6: 6.2 11.4
Old : 100.0: 3.8 26.3 21.0 68.9 41.3 93.8 88.6: 6.2 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 : 88: 13 30 25 36 41 64 82:
Old : 88: 13 30 25 36 41 64 82:
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 : 46.6 21.2 55.9 32.1 35.3 16.3 40.7 22.7
Old : 46.6 21.2 55.9 32.1 35.3 16.3 40.7 22.7
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, August 5, 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 : 58,328: 15,645 15,131 529 33,747 36,418 49,920 52,077: 8,408 6,251
Old : 58,328: 15,645 15,131 529 33,747 36,418 49,920 52,077: 8,408 6,251
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2014 :
: -5,025: -4,675 5,059 348 -490 -9,440 -4,817 -4,034: -208 -992
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 25.9 0.9 57.9 62.4 85.6 89.3: 14.4 10.7
Old : 100.0: 26.8 25.9 0.9 57.9 62.4 85.6 89.3: 14.4 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 : 112: 29 29 6 41 20 74 51:
Old : 112: 29 29 6 41 20 74 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 : 26.7 40.3 39.0 59.1 22.4 40.2 34.7 57.7
Old : 26.7 40.3 39.0 59.1 22.4 40.2 34.7 57.7
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, August 5, 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 : 116,656: 31,289 30,261 1,057 67,494 72,836 99,840 104,154: 16,816 12,502
Old : 116,656: 31,289 30,261 1,057 67,494 72,836 99,840 104,154: 16,816 12,502
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2014 :
: -10,050: -9,349 10,118 695 -980 -18,880 -9,634 -8,067: -416 -1,983
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 25.9 0.9 57.9 62.4 85.6 89.3: 14.4 10.7
Old : 100.0: 26.8 25.9 0.9 57.9 62.4 85.6 89.3: 14.4 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 : 112: 29 29 6 41 20 74 51:
Old : 112: 29 29 6 41 20 74 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 : 26.7 40.3 39.0 59.1 22.4 40.2 34.7 57.7
Old : 26.7 40.3 39.0 59.1 22.4 40.2 34.7 57.7
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, August 5, 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 : 12,018: 8,936 11,251 514 2,351 248 11,801 12,013: 217 5
Old : 12,018: 8,936 11,251 514 2,351 248 11,801 12,013: 217 5
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2014 :
: 1,260: 857 1,204 56 202 0 1,115 1,260: 145 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.4 93.6 4.3 19.6 2.1 98.2 100.0: 1.8 0.0
Old : 100.0: 74.4 93.6 4.3 19.6 2.1 98.2 100.0: 1.8 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 : 24: 16 5 3 3 1 20 8:
Old : 24: 16 5 3 3 1 20 8:
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 : 65.6 95.9 83.5 100.0 62.6 93.4 79.7 93.6
Old : 65.6 95.9 83.5 100.0 62.6 93.4 79.7 93.6
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, August 5, 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 : 53,836: 7,177 19,736 434 46,147 33,490 53,758 53,660: 78 176
Old : 53,836: 7,177 19,736 434 46,147 33,490 53,758 53,660: 78 176
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2014 :
: 593: -740 -53 129 1,209 513 598 589: -5 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 36.7 0.8 85.7 62.2 99.9 99.7: 0.1 0.3
Old : 100.0: 13.3 36.7 0.8 85.7 62.2 99.9 99.7: 0.1 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 3 15 2 13 17 17 33:
Old : 46: 3 15 2 13 17 17 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.7 56.1 97.6 76.5 74.0 47.1 88.5 67.5
Old : 74.7 56.1 97.6 76.5 74.0 47.1 88.5 67.5
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, August 5, 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 : 37,341: 2,615 12,646 2,269 32,374 22,169 37,258 37,084: 83 257
Old : 37,341: 2,615 12,646 2,269 32,374 22,169 37,258 37,084: 83 257
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2014 :
: 2,726: -1,854 -77 964 3,616 1,762 2,726 2,649: 0 77
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 33.9 6.1 86.7 59.4 99.8 99.3: 0.2 0.7
Old : 100.0: 7.0 33.9 6.1 86.7 59.4 99.8 99.3: 0.2 0.7
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 : 47: 6 16 1 7 19 13 36:
Old : 47: 6 16 1 7 19 13 36:
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 : 80.8 48.9 98.2 70.8 80.8 48.9 89.3 66.0
Old : 80.8 48.9 98.2 70.8 80.8 48.9 89.3 66.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 8, 2014