WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, August 19, 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 : 420,191: 120,425 163,528 71,510 188,881 136,817 380,816 371,855: 39,375 48,336
Old : 377,334: 110,159 165,695 56,699 174,551 116,187 341,409 338,581: 35,925 38,753
Other: 42,857: 22,296 9,863 2,781 14,330 20,630 39,407 33,274: 3,450 9,583
: : :
: : Changes in Commitments from: August 12, 2014 :
: -3,541: 412 -4,811 -33 -2,609 1,156 -2,230 -3,688: -1,311 147
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 38.9 17.0 45.0 32.6 90.6 88.5: 9.4 11.5
Old : 100.0: 29.2 43.9 15.0 46.3 30.8 90.5 89.7: 9.5 10.3
Other: 100.0: 52.0 23.0 6.5 33.4 48.1 91.9 77.6: 8.1 22.4
: : :
:# Traders : Number of Traders in Each Category :
All : 370: 109 122 124 88 95 280 277:
Old : 365: 115 119 111 82 89 264 265:
Other: 154: 37 34 16 33 62 83 104:
:----------------------------------------------------------------------------------------------------
: 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 : 17.0 12.0 26.5 20.8 16.2 11.1 25.6 18.2
Old : 18.7 13.3 28.1 22.3 18.4 12.7 27.5 20.5
Other: 44.5 20.7 60.4 35.8 44.4 19.9 60.2 33.2
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, August 19, 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 : 139,568: 47,709 36,841 7,424 67,514 67,686 122,647 111,951: 16,921 27,617
Old : 128,718: 46,262 36,805 6,150 60,335 62,208 112,747 105,163: 15,971 23,555
Other: 10,850: 2,687 1,276 34 7,179 5,478 9,900 6,788: 950 4,062
: : :
: : Changes in Commitments from: August 12, 2014 :
: -1,401: -222 47 -1,666 857 609 -1,031 -1,010: -370 -391
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.2 26.4 5.3 48.4 48.5 87.9 80.2: 12.1 19.8
Old : 100.0: 35.9 28.6 4.8 46.9 48.3 87.6 81.7: 12.4 18.3
Other: 100.0: 24.8 11.8 0.3 66.2 50.5 91.2 62.6: 8.8 37.4
: : :
:# Traders : Number of Traders in Each Category :
All : 185: 49 43 38 65 70 131 138:
Old : 183: 51 41 34 61 68 126 131:
Other: 82: 6 15 5 26 42 36 59:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.2 18.5 30.7 26.4 18.3 15.6 28.6 23.2
Old : 20.5 17.3 30.8 25.7 18.7 17.2 28.5 25.4
Other: 57.1 41.0 74.8 46.9 57.1 41.0 74.8 46.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, August 19, 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 : 1,321,013: 463,758 384,801 147,376 584,705 539,377 1,195,839 1,071,554: 125,174 249,459
Old : 198,394: 74,585 65,658 8,017 86,832 100,539 169,434 174,214: 28,960 24,180
Other: 1,122,619: 436,085 366,055 92,447 497,873 438,838 1,026,405 897,340: 96,214 225,279
: : :
: : Changes in Commitments from: August 12, 2014 :
: -30,168: -1,051 -9,378 -11,035 -16,222 -14,651 -28,308 -35,064: -1,860 4,896
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.1 29.1 11.2 44.3 40.8 90.5 81.1: 9.5 18.9
Old : 100.0: 37.6 33.1 4.0 43.8 50.7 85.4 87.8: 14.6 12.2
Other: 100.0: 38.8 32.6 8.2 44.3 39.1 91.4 79.9: 8.6 20.1
: : :
:# Traders : Number of Traders in Each Category :
All : 723: 155 198 169 264 296 524 574:
Old : 468: 84 93 13 166 159 260 255:
Other: 695: 141 197 134 198 278 422 533:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.2 11.9 22.1 17.9 12.0 10.3 20.8 15.8
Old : 24.5 16.1 35.8 27.3 24.5 15.6 35.3 25.3
Other: 13.6 13.3 23.0 19.9 13.5 11.4 22.6 17.5
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, August 19, 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 : 8,692: 3,061 1,340 320 2,985 5,771 6,366 7,431: 2,326 1,261
Old : 8,652: 3,061 1,340 320 2,953 5,757 6,334 7,417: 2,318 1,235
Other: 40: 0 0 0 32 14 32 14: 8 26
: : :
: : Changes in Commitments from: August 12, 2014 :
: 638: -1 319 96 384 259 479 674: 159 -36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.2 15.4 3.7 34.3 66.4 73.2 85.5: 26.8 14.5
Old : 100.0: 35.4 15.5 3.7 34.1 66.5 73.2 85.7: 26.8 14.3
Other: 100.0: 0.0 0.0 0.0 80.0 35.0 80.0 35.0: 20.0 65.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 16 6 5 14 12 33 21:
Old : 41: 16 6 5 14 12 33 21:
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 : 34.3 56.3 47.2 75.3 31.2 55.7 43.2 67.5
Old : 34.2 56.4 47.2 75.5 31.1 55.8 43.1 67.8
Other: 80.0 35.0 80.0 35.0 80.0 35.0 80.0 35.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, August 19, 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 : 645,199: 192,921 192,171 79,718 329,617 252,550 602,256 524,439: 42,943 120,760
Old : 610,700: 184,269 190,375 72,300 314,318 238,715 570,887 501,390: 39,813 109,310
Other: 34,499: 15,611 8,755 459 15,299 13,835 31,369 23,049: 3,130 11,450
: : :
: : Changes in Commitments from: August 12, 2014 :
: 4,018: -1,899 186 333 6,065 1,209 4,499 1,728: -481 2,290
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 29.8 12.4 51.1 39.1 93.3 81.3: 6.7 18.7
Old : 100.0: 30.2 31.2 11.8 51.5 39.1 93.5 82.1: 6.5 17.9
Other: 100.0: 45.3 25.4 1.3 44.3 40.1 90.9 66.8: 9.1 33.2
: : :
:# Traders : Number of Traders in Each Category :
All : 634: 158 228 161 126 208 384 513:
Old : 633: 158 233 153 122 207 373 511:
Other: 240: 37 56 12 38 121 81 185:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.0 14.0 23.7 20.6 11.0 12.6 19.3 18.2
Old : 15.2 14.8 24.3 21.4 11.4 13.5 20.3 19.1
Other: 38.7 20.6 57.9 29.1 38.7 20.5 57.2 29.1
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, August 19, 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 : 21,163: 16,867 733 341 0 5,402 17,208 6,476: 3,955 14,687
Old : 19,473: 15,736 723 341 0 4,874 16,077 5,938: 3,396 13,535
Other: 1,690: 1,131 10 0 0 528 1,131 538: 559 1,152
: : :
: : Changes in Commitments from: August 12, 2014 :
: 152: -236 14 -37 0 43 -273 20: 425 132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.7 3.5 1.6 0.0 25.5 81.3 30.6: 18.7 69.4
Old : 100.0: 80.8 3.7 1.8 0.0 25.0 82.6 30.5: 17.4 69.5
Other: 100.0: 66.9 0.6 0.0 0.0 31.2 66.9 31.8: 33.1 68.2
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 4 4 3 0 15 4 22:
Old : 23: 4 4 3 0 15 4 22:
Other: 18: 2 2 0 0 14 2 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 : 81.3 13.0 81.3 19.0 79.7 13.0 79.7 18.7
Old : 82.6 12.7 82.6 18.7 80.8 12.7 80.8 18.2
Other: 66.9 27.0 66.9 29.7 66.9 27.0 66.9 29.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, August 19, 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 : 359,437: 117,530 104,357 52,973 154,042 166,247 324,545 323,577: 34,892 35,860
Old : 35,385: 16,266 3,768 109 13,932 28,454 30,307 32,331: 5,078 3,054
Other: 324,052: 112,116 111,441 42,012 140,110 137,793 294,238 291,246: 29,814 32,806
: : :
: : Changes in Commitments from: August 12, 2014 :
: 18,962: 754 2,479 12,019 5,631 6,002 18,404 20,500: 558 -1,538
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 29.0 14.7 42.9 46.3 90.3 90.0: 9.7 10.0
Old : 100.0: 46.0 10.6 0.3 39.4 80.4 85.6 91.4: 14.4 8.6
Other: 100.0: 34.6 34.4 13.0 43.2 42.5 90.8 89.9: 9.2 10.1
: : :
:# Traders : Number of Traders in Each Category :
All : 312: 94 94 96 83 63 233 219:
Old : 142: 53 27 1 30 38 83 66:
Other: 307: 89 109 84 79 57 219 208:
:----------------------------------------------------------------------------------------------------
: 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 : 10.7 27.2 18.4 34.8 10.7 24.7 18.3 31.8
Old : 26.5 44.2 39.8 59.5 25.3 44.2 37.1 58.5
Other: 11.8 26.7 20.2 34.8 11.8 24.6 20.1 32.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, August 19, 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 : 870,530: 116,838 90,392 12,973 570,587 579,049 700,398 682,414: 170,132 188,116
Old : 870,530: 116,838 90,392 12,973 570,587 579,049 700,398 682,414: 170,132 188,116
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2014 :
: 34,922: 12,962 3,724 2,243 22,382 20,731 37,587 26,698: -2,665 8,224
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 10.4 1.5 65.5 66.5 80.5 78.4: 19.5 21.6
Old : 100.0: 13.4 10.4 1.5 65.5 66.5 80.5 78.4: 19.5 21.6
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 : 181: 38 32 24 71 83 122 126:
Old : 181: 38 32 24 71 83 122 126:
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 : 29.2 19.9 38.6 29.9 27.0 18.9 35.3 26.0
Old : 29.2 19.9 38.6 29.9 27.0 18.9 35.3 26.0
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 19, 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 : 518,335: 56,657 38,059 7,621 345,102 375,839 409,380 421,519: 108,955 96,816
Old : 518,335: 56,657 38,059 7,621 345,102 375,839 409,380 421,519: 108,955 96,816
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2014 :
: 23,720: 2,766 4,404 3,448 8,992 20,696 15,206 28,548: 8,514 -4,828
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 7.3 1.5 66.6 72.5 79.0 81.3: 21.0 18.7
Old : 100.0: 10.9 7.3 1.5 66.6 72.5 79.0 81.3: 21.0 18.7
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 : 84: 11 12 7 46 47 62 61:
Old : 84: 11 12 7 46 47 62 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 : 25.1 37.7 39.3 50.8 20.9 34.7 31.1 44.0
Old : 25.1 37.7 39.3 50.8 20.9 34.7 31.1 44.0
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 19, 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 : 6,077: 2,071 405 552 2,778 4,866 5,401 5,823: 676 254
Old : 6,077: 2,071 405 552 2,778 4,866 5,401 5,823: 676 254
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2014 :
: -334: 150 -73 7 -539 -270 -382 -336: 48 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 6.7 9.1 45.7 80.1 88.9 95.8: 11.1 4.2
Old : 100.0: 34.1 6.7 9.1 45.7 80.1 88.9 95.8: 11.1 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 15 5 6 17 17 34 26:
Old : 41: 15 5 6 17 17 34 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 : 35.9 57.9 55.2 75.3 27.9 47.3 37.8 53.6
Old : 35.9 57.9 55.2 75.3 27.9 47.3 37.8 53.6
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 19, 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 : 323,645: 106,290 49,112 38,621 131,735 204,366 276,646 292,099: 46,999 31,546
Old : 31,077: 15,999 3,867 33 8,418 22,688 24,450 26,588: 6,627 4,489
Other: 292,568: 98,788 53,742 30,091 123,317 181,678 252,196 265,511: 40,372 27,057
: : :
: : Changes in Commitments from: August 12, 2014 :
: 8,584: 8,421 2,248 -1,006 -2,069 6,124 5,346 7,366: 3,238 1,218
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.8 15.2 11.9 40.7 63.1 85.5 90.3: 14.5 9.7
Old : 100.0: 51.5 12.4 0.1 27.1 73.0 78.7 85.6: 21.3 14.4
Other: 100.0: 33.8 18.4 10.3 42.1 62.1 86.2 90.8: 13.8 9.2
: : :
:# Traders : Number of Traders in Each Category :
All : 266: 80 61 77 83 87 217 185:
Old : 156: 52 15 3 43 52 95 70:
Other: 256: 77 64 67 77 80 201 174:
:----------------------------------------------------------------------------------------------------
: 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 : 10.6 29.8 17.5 39.3 8.8 27.2 15.2 36.1
Old : 22.8 26.8 35.3 42.2 22.8 26.8 35.3 41.7
Other: 11.6 32.6 18.9 42.1 10.0 29.8 16.7 38.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, August 19, 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 : 9,024: 1,138 3,733 570 5,378 2,977 7,086 7,280: 1,938 1,744
Old : 9,024: 1,138 3,733 570 5,378 2,977 7,086 7,280: 1,938 1,744
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2014 :
: -640: -229 221 -409 -83 -420 -721 -608: 81 -32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 41.4 6.3 59.6 33.0 78.5 80.7: 21.5 19.3
Old : 100.0: 12.6 41.4 6.3 59.6 33.0 78.5 80.7: 21.5 19.3
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 : 64: 14 19 10 19 18 38 44:
Old : 64: 14 19 10 19 18 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 : 38.1 35.6 50.5 50.2 38.1 32.9 49.4 47.2
Old : 38.1 35.6 50.5 50.2 38.1 32.9 49.4 47.2
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 19, 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 : 1,449,941: 358,650 258,570 56,093 923,280 993,673 1,338,023 1,308,336: 111,918 141,605
Old : 1,449,941: 358,650 258,570 56,093 923,280 993,673 1,338,023 1,308,336: 111,918 141,605
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2014 :
: 112,994: 23,305 8,368 15,301 73,472 75,227 112,078 98,896: 916 14,098
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 17.8 3.9 63.7 68.5 92.3 90.2: 7.7 9.8
Old : 100.0: 24.7 17.8 3.9 63.7 68.5 92.3 90.2: 7.7 9.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 267: 43 46 26 94 144 144 209:
Old : 267: 43 46 26 94 144 144 209:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.2 21.7 43.8 30.2 31.9 21.7 42.9 30.0
Old : 32.2 21.7 43.8 30.2 31.9 21.7 42.9 30.0
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 19, 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 : 2,892,767: 483,102 526,636 70,192 2,022,465 1,822,188 2,575,759 2,419,016: 317,008 473,751
Old : 2,892,767: 483,102 526,636 70,192 2,022,465 1,822,188 2,575,759 2,419,016: 317,008 473,751
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2014 :
: 48,324: 20,645 13,999 13,864 19,092 42,772 53,601 70,635: -5,277 -22,311
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 18.2 2.4 69.9 63.0 89.0 83.6: 11.0 16.4
Old : 100.0: 16.7 18.2 2.4 69.9 63.0 89.0 83.6: 11.0 16.4
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 : 395: 60 105 49 136 183 228 305:
Old : 395: 60 105 49 136 183 228 305:
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 : 36.2 15.3 45.1 21.3 34.3 12.3 41.8 17.4
Old : 36.2 15.3 45.1 21.3 34.3 12.3 41.8 17.4
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 19, 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 : 2,170,252: 407,662 358,408 42,318 1,470,496 1,392,190 1,920,476 1,792,916: 249,776 377,336
Old : 2,170,252: 407,662 358,408 42,318 1,470,496 1,392,190 1,920,476 1,792,916: 249,776 377,336
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2014 :
: -618: 26,523 438 -4,406 -23,810 9,545 -1,693 5,577: 1,075 -6,195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 16.5 1.9 67.8 64.1 88.5 82.6: 11.5 17.4
Old : 100.0: 18.8 16.5 1.9 67.8 64.1 88.5 82.6: 11.5 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 : 287: 44 62 22 114 138 173 207:
Old : 287: 44 62 22 114 138 173 207:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.0 17.0 32.9 27.4 15.6 16.4 25.3 24.6
Old : 21.0 17.0 32.9 27.4 15.6 16.4 25.3 24.6
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 19, 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 : 528,137: 16,086 132,871 131,206 350,310 213,006 497,602 477,083: 30,535 51,054
Old : 528,137: 16,086 132,871 131,206 350,310 213,006 497,602 477,083: 30,535 51,054
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2014 :
: 36,054: -1,769 8,839 23,627 13,663 8,505 35,521 40,971: 533 -4,917
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 25.2 24.8 66.3 40.3 94.2 90.3: 5.8 9.7
Old : 100.0: 3.0 25.2 24.8 66.3 40.3 94.2 90.3: 5.8 9.7
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 : 91: 10 37 28 35 41 66 87:
Old : 91: 10 37 28 35 41 66 87:
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 : 46.0 19.7 56.8 33.4 33.1 14.4 38.2 19.5
Old : 46.0 19.7 56.8 33.4 33.1 14.4 38.2 19.5
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 19, 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 : 55,644: 13,994 15,257 232 32,360 32,274 46,586 47,762: 9,059 7,882
Old : 55,644: 13,994 15,257 232 32,360 32,274 46,586 47,762: 9,059 7,882
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2014 :
: 685: 980 -1,495 225 -1,449 587 -245 -684: 930 1,369
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 27.4 0.4 58.2 58.0 83.7 85.8: 16.3 14.2
Old : 100.0: 25.1 27.4 0.4 58.2 58.0 83.7 85.8: 16.3 14.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 111: 29 29 8 42 19 75 52:
Old : 111: 29 29 8 42 19 75 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.3 39.2 36.4 58.3 23.3 38.9 36.4 58.0
Old : 23.3 39.2 36.4 58.3 23.3 38.9 36.4 58.0
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, August 19, 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 : 111,288: 27,988 30,513 464 64,719 64,547 93,171 95,524: 18,117 15,764
Old : 111,288: 27,988 30,513 464 64,719 64,547 93,171 95,524: 18,117 15,764
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2014 :
: 1,370: 1,959 -2,990 449 -2,897 1,174 -489 -1,367: 1,859 2,737
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 27.4 0.4 58.2 58.0 83.7 85.8: 16.3 14.2
Old : 100.0: 25.1 27.4 0.4 58.2 58.0 83.7 85.8: 16.3 14.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 111: 29 29 8 42 19 75 52:
Old : 111: 29 29 8 42 19 75 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.3 39.2 36.4 58.3 23.3 38.9 36.4 58.0
Old : 23.3 39.2 36.4 58.3 23.3 38.9 36.4 58.0
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, August 19, 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 : 13,556: 9,412 12,345 681 3,395 528 13,488 13,554: 68 2
Old : 13,556: 9,412 12,345 681 3,395 528 13,488 13,554: 68 2
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2014 :
: 1,088: -478 1,152 -55 1,621 0 1,088 1,097: 0 -9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.4 91.1 5.0 25.0 3.9 99.5 100.0: 0.5 0.0
Old : 100.0: 69.4 91.1 5.0 25.0 3.9 99.5 100.0: 0.5 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 5 3 2 1 19 8:
Old : 23: 16 5 3 2 1 19 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 : 71.0 89.8 87.7 100.0 68.2 87.5 81.3 91.1
Old : 71.0 89.8 87.7 100.0 68.2 87.5 81.3 91.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
Commitments of Traders - Futures Only, August 19, 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 : 54,282: 6,603 21,218 333 47,270 32,550 54,206 54,101: 76 181
Old : 54,282: 6,603 21,218 333 47,270 32,550 54,206 54,101: 76 181
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2014 :
: -1,116: -1,206 273 -10 68 -1,385 -1,148 -1,122: 32 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 39.1 0.6 87.1 60.0 99.9 99.7: 0.1 0.3
Old : 100.0: 12.2 39.1 0.6 87.1 60.0 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 : 74.5 53.7 97.5 74.3 73.9 44.7 88.5 65.3
Old : 74.5 53.7 97.5 74.3 73.9 44.7 88.5 65.3
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 19, 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 : 42,363: 1,463 15,412 2,528 38,259 24,177 42,250 42,117: 113 246
Old : 42,363: 1,463 15,412 2,528 38,259 24,177 42,250 42,117: 113 246
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2014 :
: 2,608: 109 675 61 2,432 1,886 2,602 2,622: 6 -14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 36.4 6.0 90.3 57.1 99.7 99.4: 0.3 0.6
Old : 100.0: 3.5 36.4 6.0 90.3 57.1 99.7 99.4: 0.3 0.6
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 : 48: 6 18 2 6 19 13 38:
Old : 48: 6 18 2 6 19 13 38:
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 : 88.3 44.0 99.3 66.6 87.0 44.0 90.2 64.0
Old : 88.3 44.0 99.3 66.6 87.0 44.0 90.2 64.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 22, 2014