WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, August 12, 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 : 423,732: 120,013 168,339 71,543 191,490 135,661 383,046 375,543: 40,686 48,189
Old : 382,189: 110,160 171,321 56,932 177,914 114,889 345,006 343,142: 37,183 39,047
Other: 41,543: 22,042 9,207 2,422 13,576 20,772 38,040 32,401: 3,503 9,142
: : :
: : Changes in Commitments from: August 5, 2014 :
: -15,203: -1,825 -9,189 -9,049 -5,833 2,364 -16,707 -15,874: 1,504 671
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 39.7 16.9 45.2 32.0 90.4 88.6: 9.6 11.4
Old : 100.0: 28.8 44.8 14.9 46.6 30.1 90.3 89.8: 9.7 10.2
Other: 100.0: 53.1 22.2 5.8 32.7 50.0 91.6 78.0: 8.4 22.0
: : :
:# Traders : Number of Traders in Each Category :
All : 372: 113 119 118 92 95 280 276:
Old : 365: 117 115 106 88 86 268 258:
Other: 147: 32 33 12 31 63 74 101:
:----------------------------------------------------------------------------------------------------
: 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 11.9 26.0 20.4 15.8 11.1 25.3 18.3
Old : 18.2 13.1 27.4 22.2 18.1 12.8 27.2 20.6
Other: 47.6 21.9 64.6 36.8 47.6 21.2 64.5 33.5
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, August 12, 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 : 140,969: 47,931 36,794 9,090 66,657 67,077 123,678 112,961: 17,291 28,008
Old : 131,020: 46,183 37,092 8,056 60,270 62,014 114,509 107,162: 16,511 23,858
Other: 9,949: 2,776 730 6 6,387 5,063 9,169 5,799: 780 4,150
: : :
: : Changes in Commitments from: August 5, 2014 :
: -3,015: -1,605 -1,689 740 -2,683 -2,690 -3,548 -3,639: 533 624
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.0 26.1 6.4 47.3 47.6 87.7 80.1: 12.3 19.9
Old : 100.0: 35.2 28.3 6.1 46.0 47.3 87.4 81.8: 12.6 18.2
Other: 100.0: 27.9 7.3 0.1 64.2 50.9 92.2 58.3: 7.8 41.7
: : :
:# Traders : Number of Traders in Each Category :
All : 183: 49 40 38 61 68 129 134:
Old : 182: 51 41 34 59 66 125 129:
Other: 74: 7 12 4 23 37 32 52:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.7 18.6 30.8 27.0 17.6 14.8 28.0 22.9
Old : 20.5 17.3 30.7 26.2 18.0 16.2 27.5 24.8
Other: 62.3 41.3 77.9 45.7 62.3 41.3 77.9 45.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, August 12, 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 : 1,351,181: 464,809 394,179 158,411 600,927 554,028 1,224,147 1,106,618: 127,034 244,563
Old : 284,771: 122,436 96,833 12,952 116,951 141,706 252,339 251,491: 32,432 33,280
Other: 1,066,410: 404,518 359,491 83,314 483,976 412,322 971,808 855,127: 94,602 211,283
: : :
: : Changes in Commitments from: August 5, 2014 :
: -27,124: 6,398 12,873 -27,266 -5,797 -5,770 -26,665 -20,163: -459 -6,961
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.4 29.2 11.7 44.5 41.0 90.6 81.9: 9.4 18.1
Old : 100.0: 43.0 34.0 4.5 41.1 49.8 88.6 88.3: 11.4 11.7
Other: 100.0: 37.9 33.7 7.8 45.4 38.7 91.1 80.2: 8.9 19.8
: : :
:# Traders : Number of Traders in Each Category :
All : 739: 148 209 178 253 294 527 583:
Old : 529: 101 128 21 163 166 277 302:
Other: 707: 156 197 134 193 279 431 531:
:----------------------------------------------------------------------------------------------------
: 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 14.0 21.0 19.9 11.3 11.1 20.0 16.6
Old : 25.3 19.2 36.5 28.8 25.2 18.6 36.0 27.8
Other: 12.8 15.0 21.8 21.6 12.7 12.7 21.4 18.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, August 12, 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 : 8,054: 3,062 1,021 224 2,601 5,512 5,887 6,757: 2,167 1,297
Old : 8,017: 3,062 1,021 224 2,572 5,498 5,858 6,743: 2,159 1,274
Other: 37: 0 0 0 29 14 29 14: 8 23
: : :
: : Changes in Commitments from: August 5, 2014 :
: 648: 413 143 38 224 362 675 543: -27 105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.0 12.7 2.8 32.3 68.4 73.1 83.9: 26.9 16.1
Old : 100.0: 38.2 12.7 2.8 32.1 68.6 73.1 84.1: 26.9 15.9
Other: 100.0: 0.0 0.0 0.0 78.4 37.8 78.4 37.8: 21.6 62.2
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 16 6 6 15 12 35 20:
Old : 40: 16 6 6 15 12 35 20:
Other: 3: 0 0 0 2 1 2 1:
:----------------------------------------------------------------------------------------------------
: 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 : 34.0 54.0 47.9 72.4 33.3 52.9 43.8 66.7
Old : 33.9 54.3 47.9 72.5 33.4 53.3 44.0 66.9
Other: 78.4 37.8 78.4 37.8 78.4 37.8 78.4 37.8
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, August 12, 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 : 641,181: 194,820 191,985 79,385 323,552 251,341 597,757 522,711: 43,424 118,470
Old : 608,816: 187,406 191,958 71,015 310,242 238,225 568,663 501,198: 40,153 107,618
Other: 32,365: 15,391 8,004 393 13,310 13,116 29,094 21,513: 3,271 10,852
: : :
: : Changes in Commitments from: August 5, 2014 :
: 13,548: 7,442 -1,797 1,034 4,987 11,142 13,463 10,379: 85 3,169
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 29.9 12.4 50.5 39.2 93.2 81.5: 6.8 18.5
Old : 100.0: 30.8 31.5 11.7 51.0 39.1 93.4 82.3: 6.6 17.7
Other: 100.0: 47.6 24.7 1.2 41.1 40.5 89.9 66.5: 10.1 33.5
: : :
:# Traders : Number of Traders in Each Category :
All : 635: 158 233 155 121 205 384 504:
Old : 635: 158 237 149 117 204 375 502:
Other: 239: 37 58 12 35 121 78 187:
:----------------------------------------------------------------------------------------------------
: 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 : 14.2 14.2 22.9 21.0 10.2 12.5 18.3 18.3
Old : 14.3 14.9 23.4 21.6 10.8 13.3 19.3 19.0
Other: 41.1 21.4 58.4 30.2 41.1 21.4 57.9 30.1
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, August 12, 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 : 21,011: 17,103 719 378 0 5,359 17,481 6,456: 3,530 14,555
Old : 19,361: 15,989 709 378 0 4,835 16,367 5,922: 2,994 13,439
Other: 1,650: 1,114 10 0 0 524 1,114 534: 536 1,116
: : :
: : Changes in Commitments from: August 5, 2014 :
: 726: 624 166 337 0 46 961 549: -235 177
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.4 3.4 1.8 0.0 25.5 83.2 30.7: 16.8 69.3
Old : 100.0: 82.6 3.7 2.0 0.0 25.0 84.5 30.6: 15.5 69.4
Other: 100.0: 67.5 0.6 0.0 0.0 31.8 67.5 32.4: 32.5 67.6
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 5 4 4 0 15 5 23:
Old : 24: 5 4 4 0 15 5 23:
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 13.0 83.2 19.1 81.3 13.0 81.4 18.7
Old : 82.6 12.8 84.5 18.7 82.4 12.7 82.6 18.1
Other: 67.5 27.6 67.5 30.3 67.5 27.6 67.5 30.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, August 12, 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 : 340,475: 116,776 101,878 40,954 148,411 160,245 306,141 303,077: 34,334 37,398
Old : 40,113: 17,612 4,170 218 15,758 31,436 33,588 35,824: 6,525 4,289
Other: 300,362: 109,562 108,106 30,338 132,653 128,809 272,553 267,253: 27,809 33,109
: : :
: : Changes in Commitments from: August 5, 2014 :
: 14,433: 4,665 7,056 7,957 2,816 1,794 15,438 16,807: -1,005 -2,374
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 29.9 12.0 43.6 47.1 89.9 89.0: 10.1 11.0
Old : 100.0: 43.9 10.4 0.5 39.3 78.4 83.7 89.3: 16.3 10.7
Other: 100.0: 36.5 36.0 10.1 44.2 42.9 90.7 89.0: 9.3 11.0
: : :
:# Traders : Number of Traders in Each Category :
All : 288: 90 83 79 76 63 208 195:
Old : 146: 49 26 5 35 43 85 73:
Other: 279: 84 91 69 73 57 195 184:
:----------------------------------------------------------------------------------------------------
: 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 : 11.6 26.0 19.7 34.7 11.6 23.9 19.6 32.6
Old : 25.3 38.5 38.5 53.6 25.0 38.3 37.0 52.8
Other: 13.1 25.7 22.1 35.1 13.0 23.7 22.0 33.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, August 12, 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 : 835,608: 103,876 86,668 10,730 548,205 558,318 662,811 655,716: 172,797 179,892
Old : 835,608: 103,876 86,668 10,730 548,205 558,318 662,811 655,716: 172,797 179,892
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2014 :
: 60,585: 12,499 -756 -3,421 45,277 57,697 54,355 53,520: 6,230 7,065
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 10.4 1.3 65.6 66.8 79.3 78.5: 20.7 21.5
Old : 100.0: 12.4 10.4 1.3 65.6 66.8 79.3 78.5: 20.7 21.5
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 : 174: 34 28 21 69 86 111 127:
Old : 174: 34 28 21 69 86 111 127:
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 : 28.9 20.1 38.5 31.1 26.6 18.8 35.1 26.3
Old : 28.9 20.1 38.5 31.1 26.6 18.8 35.1 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, August 12, 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 : 494,615: 53,891 33,655 4,173 336,110 355,143 394,174 392,971: 100,441 101,644
Old : 494,615: 53,891 33,655 4,173 336,110 355,143 394,174 392,971: 100,441 101,644
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2014 :
: 503: 2,049 675 -1,721 37 -1,168 365 -2,214: 138 2,717
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 6.8 0.8 68.0 71.8 79.7 79.4: 20.3 20.6
Old : 100.0: 10.9 6.8 0.8 68.0 71.8 79.7 79.4: 20.3 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 : 84: 10 12 5 46 47 59 61:
Old : 84: 10 12 5 46 47 59 61:
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 : 26.3 39.7 41.1 51.6 22.5 35.9 33.5 46.0
Old : 26.3 39.7 41.1 51.6 22.5 35.9 33.5 46.0
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 12, 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 : 6,411: 1,921 478 545 3,317 5,136 5,783 6,159: 628 252
Old : 6,411: 1,921 478 545 3,317 5,136 5,783 6,159: 628 252
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2014 :
: -29: 136 14 11 -139 -1 8 24: -37 -53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 7.5 8.5 51.7 80.1 90.2 96.1: 9.8 3.9
Old : 100.0: 30.0 7.5 8.5 51.7 80.1 90.2 96.1: 9.8 3.9
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 : 39: 14 4 5 16 17 31 26:
Old : 39: 14 4 5 16 17 31 26:
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 : 39.9 56.3 61.4 75.0 26.3 41.1 36.5 47.2
Old : 39.9 56.3 61.4 75.0 26.3 41.1 36.5 47.2
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, August 12, 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 : 315,061: 97,869 46,864 39,627 133,804 198,242 271,300 284,733: 43,761 30,328
Old : 42,137: 21,501 2,909 220 13,831 34,534 35,552 37,663: 6,585 4,474
Other: 272,924: 89,467 57,054 26,308 119,973 163,708 235,748 247,070: 37,176 25,854
: : :
: : Changes in Commitments from: August 5, 2014 :
: 5,540: 2,264 -9,136 6,142 -4,113 7,771 4,293 4,777: 1,247 763
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 14.9 12.6 42.5 62.9 86.1 90.4: 13.9 9.6
Old : 100.0: 51.0 6.9 0.5 32.8 82.0 84.4 89.4: 15.6 10.6
Other: 100.0: 32.8 20.9 9.6 44.0 60.0 86.4 90.5: 13.6 9.5
: : :
:# Traders : Number of Traders in Each Category :
All : 256: 72 62 72 83 84 204 180:
Old : 163: 51 18 4 48 55 101 75:
Other: 244: 64 71 57 77 75 180 168:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 10.8 29.2 18.0 38.9 9.4 25.6 16.6 34.8
Old : 23.4 32.1 37.1 46.4 23.4 31.8 37.1 45.6
Other: 11.8 30.7 19.7 40.9 10.7 27.7 18.1 37.2
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, August 12, 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 : 9,664: 1,367 3,512 979 5,461 3,397 7,807 7,888: 1,857 1,776
Old : 9,664: 1,367 3,512 979 5,461 3,397 7,807 7,888: 1,857 1,776
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2014 :
: -189: 139 357 -719 349 158 -231 -204: 42 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 36.3 10.1 56.5 35.2 80.8 81.6: 19.2 18.4
Old : 100.0: 14.1 36.3 10.1 56.5 35.2 80.8 81.6: 19.2 18.4
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 : 68: 17 19 12 21 17 43 47:
Old : 68: 17 19 12 21 17 43 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 : 36.5 33.2 48.8 47.0 35.1 29.3 45.6 42.4
Old : 36.5 33.2 48.8 47.0 35.1 29.3 45.6 42.4
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 12, 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 : 1,336,947: 335,345 250,202 40,792 849,808 918,446 1,225,945 1,209,440: 111,002 127,507
Old : 1,336,947: 335,345 250,202 40,792 849,808 918,446 1,225,945 1,209,440: 111,002 127,507
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2014 :
: 7,137: -2,988 -8,826 8,971 -11,738 20,638 -5,755 20,783: 12,892 -13,646
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 18.7 3.1 63.6 68.7 91.7 90.5: 8.3 9.5
Old : 100.0: 25.1 18.7 3.1 63.6 68.7 91.7 90.5: 8.3 9.5
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 : 261: 42 45 29 89 140 140 205:
Old : 261: 42 45 29 89 140 140 205:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.8 21.5 44.5 30.7 31.6 21.5 43.0 30.5
Old : 31.8 21.5 44.5 30.7 31.6 21.5 43.0 30.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders - Futures Only, August 12, 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 : 2,844,443: 462,457 512,637 56,328 2,003,373 1,779,416 2,522,158 2,348,381: 322,285 496,062
Old : 2,844,443: 462,457 512,637 56,328 2,003,373 1,779,416 2,522,158 2,348,381: 322,285 496,062
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2014 :
: 29,468: 9,547 14,596 731 -20,384 15,239 -10,106 30,566: 39,574 -1,098
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 18.0 2.0 70.4 62.6 88.7 82.6: 11.3 17.4
Old : 100.0: 16.3 18.0 2.0 70.4 62.6 88.7 82.6: 11.3 17.4
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 : 387: 51 108 48 130 183 214 306:
Old : 387: 51 108 48 130 183 214 306:
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 : 36.0 16.6 44.9 22.1 34.0 13.7 42.2 19.1
Old : 36.0 16.6 44.9 22.1 34.0 13.7 42.2 19.1
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 12, 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 : 2,170,870: 381,139 357,970 46,724 1,494,306 1,382,645 1,922,169 1,787,339: 248,701 383,531
Old : 2,170,870: 381,139 357,970 46,724 1,494,306 1,382,645 1,922,169 1,787,339: 248,701 383,531
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2014 :
: 3,716: 66,587 34,431 6,931 -56,747 -59,506 16,771 -18,144: -13,055 21,860
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 16.5 2.2 68.8 63.7 88.5 82.3: 11.5 17.7
Old : 100.0: 17.6 16.5 2.2 68.8 63.7 88.5 82.3: 11.5 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 : 293: 43 70 26 114 133 174 212:
Old : 293: 43 70 26 114 133 174 212:
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 : 22.3 16.8 33.2 27.3 16.7 16.2 25.4 24.4
Old : 22.3 16.8 33.2 27.3 16.7 16.2 25.4 24.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders - Futures Only, August 12, 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 : 492,083: 17,855 124,032 107,579 336,647 204,501 462,081 436,112: 30,002 55,971
Old : 492,083: 17,855 124,032 107,579 336,647 204,501 462,081 436,112: 30,002 55,971
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2014 :
: 32,591: 176 2,964 10,950 20,007 14,956 31,133 28,870: 1,458 3,721
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 25.2 21.9 68.4 41.6 93.9 88.6: 6.1 11.4
Old : 100.0: 3.6 25.2 21.9 68.4 41.6 93.9 88.6: 6.1 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 : 87: 11 31 24 36 41 63 81:
Old : 87: 11 31 24 36 41 63 81:
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 : 46.7 20.4 56.1 32.7 34.2 15.1 39.3 20.7
Old : 46.7 20.4 56.1 32.7 34.2 15.1 39.3 20.7
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 12, 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 : 54,959: 13,015 16,752 8 33,808 31,687 46,830 48,446: 8,129 6,514
Old : 54,959: 13,015 16,752 8 33,808 31,687 46,830 48,446: 8,129 6,514
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2014 :
: -3,369: -2,630 1,621 -521 61 -4,732 -3,090 -3,632: -279 263
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 30.5 0.0 61.5 57.7 85.2 88.1: 14.8 11.9
Old : 100.0: 23.7 30.5 0.0 61.5 57.7 85.2 88.1: 14.8 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 : 108: 27 27 4 44 17 72 47:
Old : 108: 27 27 4 44 17 72 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 : 25.4 39.5 37.7 59.1 23.3 39.2 34.9 57.2
Old : 25.4 39.5 37.7 59.1 23.3 39.2 34.9 57.2
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 12, 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 : 109,918: 26,029 33,503 15 67,616 63,373 93,660 96,891: 16,258 13,027
Old : 109,918: 26,029 33,503 15 67,616 63,373 93,660 96,891: 16,258 13,027
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2014 :
: -6,738: -5,260 3,242 -1,042 122 -9,463 -6,180 -7,263: -558 525
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 30.5 0.0 61.5 57.7 85.2 88.1: 14.8 11.9
Old : 100.0: 23.7 30.5 0.0 61.5 57.7 85.2 88.1: 14.8 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 : 108: 27 27 4 44 17 72 47:
Old : 108: 27 27 4 44 17 72 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 : 25.4 39.5 37.7 59.1 23.3 39.2 34.9 57.2
Old : 25.4 39.5 37.7 59.1 23.3 39.2 34.9 57.2
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 12, 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 : 12,468: 9,890 11,193 736 1,774 528 12,400 12,457: 68 11
Old : 12,468: 9,890 11,193 736 1,774 528 12,400 12,457: 68 11
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2014 :
: 450: 954 -58 222 -577 280 599 444: -149 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.3 89.8 5.9 14.2 4.2 99.5 99.9: 0.5 0.1
Old : 100.0: 79.3 89.8 5.9 14.2 4.2 99.5 99.9: 0.5 0.1
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 : 23: 16 4 3 3 1 20 7:
Old : 23: 16 4 3 3 1 20 7:
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 : 62.5 92.2 85.0 99.9 59.6 89.8 78.5 89.8
Old : 62.5 92.2 85.0 99.9 59.6 89.8 78.5 89.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
Commitments of Traders - Futures Only, August 12, 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 : 55,398: 7,809 20,945 343 47,202 33,935 55,354 55,223: 44 175
Old : 55,398: 7,809 20,945 343 47,202 33,935 55,354 55,223: 44 175
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2014 :
: 1,562: 632 1,209 -91 1,055 445 1,596 1,563: -34 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 37.8 0.6 85.2 61.3 99.9 99.7: 0.1 0.3
Old : 100.0: 14.1 37.8 0.6 85.2 61.3 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 1 13 17 16 33:
Old : 46: 3 15 1 13 17 16 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 : 75.3 55.1 97.6 75.1 74.7 46.2 88.8 66.3
Old : 75.3 55.1 97.6 75.1 74.7 46.2 88.8 66.3
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 12, 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 : 39,755: 1,354 14,737 2,467 35,827 22,291 39,648 39,495: 107 260
Old : 39,755: 1,354 14,737 2,467 35,827 22,291 39,648 39,495: 107 260
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2014 :
: 2,414: -1,261 2,091 198 3,453 122 2,390 2,411: 24 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 37.1 6.2 90.1 56.1 99.7 99.3: 0.3 0.7
Old : 100.0: 3.4 37.1 6.2 90.1 56.1 99.7 99.3: 0.3 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 : 46: 7 16 1 6 18 13 35:
Old : 46: 7 16 1 6 18 13 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 86.6 46.7 98.5 70.2 86.6 46.7 89.7 66.8
Old : 86.6 46.7 98.5 70.2 86.6 46.7 89.7 66.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 15, 2014