WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, September 9, 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 : 391,716: 120,849 166,246 64,304 174,497 112,739 359,650 343,289: 32,066 48,427
Old : 345,830: 110,886 166,985 47,025 159,788 93,277 317,699 307,287: 28,131 38,543
Other: 45,886: 23,271 12,569 3,971 14,709 19,462 41,951 36,002: 3,935 9,884
: : :
: : Changes in Commitments from: September 2, 2014 :
: 10,347: 426 5,052 9,902 4,092 -5,293 14,420 9,661: -4,073 686
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 42.4 16.4 44.5 28.8 91.8 87.6: 8.2 12.4
Old : 100.0: 32.1 48.3 13.6 46.2 27.0 91.9 88.9: 8.1 11.1
Other: 100.0: 50.7 27.4 8.7 32.1 42.4 91.4 78.5: 8.6 21.5
: : :
:# Traders : Number of Traders in Each Category :
All : 375: 110 122 109 93 94 271 274:
Old : 370: 112 123 92 88 88 252 260:
Other: 166: 39 34 20 40 68 96 112:
:----------------------------------------------------------------------------------------------------
: 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 : 17.6 10.9 27.4 19.7 17.1 10.5 26.8 17.9
Old : 19.8 12.3 29.4 21.6 19.5 12.3 28.8 20.5
Other: 43.4 20.5 55.5 33.9 43.4 19.6 55.4 31.0
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, September 9, 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 : 137,693: 48,819 41,853 9,560 64,406 61,853 122,785 113,266: 14,908 24,427
Old : 124,395: 47,795 42,255 6,275 56,545 55,550 110,615 104,080: 13,780 20,315
Other: 13,298: 4,188 2,762 121 7,861 6,303 12,170 9,186: 1,128 4,112
: : :
: : Changes in Commitments from: September 2, 2014 :
: 4,012: 1,026 1,198 1,769 1,232 2,143 4,027 5,110: -15 -1,098
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.5 30.4 6.9 46.8 44.9 89.2 82.3: 10.8 17.7
Old : 100.0: 38.4 34.0 5.0 45.5 44.7 88.9 83.7: 11.1 16.3
Other: 100.0: 31.5 20.8 0.9 59.1 47.4 91.5 69.1: 8.5 30.9
: : :
:# Traders : Number of Traders in Each Category :
All : 185: 47 49 36 55 61 123 130:
Old : 184: 48 49 28 49 58 113 122:
Other: 89: 19 11 8 27 42 46 61:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.4 18.1 30.1 27.4 17.8 15.7 28.7 24.4
Old : 20.1 18.1 31.3 27.8 19.5 17.9 29.6 27.6
Other: 48.3 43.1 70.1 49.8 48.3 43.0 69.5 49.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, September 9, 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 : 1,229,772: 452,420 382,164 129,319 535,793 471,387 1,117,532 982,870: 112,240 246,902
Old : 1,129,648: 424,441 385,581 109,366 493,745 415,115 1,027,552 910,062: 102,096 219,586
Other: 100,124: 46,871 15,475 1,061 42,048 56,272 89,980 72,808: 10,144 27,316
: : :
: : Changes in Commitments from: September 2, 2014 :
: 10,934: -6,125 2,346 11,412 4,639 -5,255 9,926 8,503: 1,008 2,431
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.8 31.1 10.5 43.6 38.3 90.9 79.9: 9.1 20.1
Old : 100.0: 37.6 34.1 9.7 43.7 36.7 91.0 80.6: 9.0 19.4
Other: 100.0: 46.8 15.5 1.1 42.0 56.2 89.9 72.7: 10.1 27.3
: : :
:# Traders : Number of Traders in Each Category :
All : 713: 139 201 140 214 285 448 549:
Old : 707: 135 209 128 210 281 430 541:
Other: 341: 63 51 17 63 185 138 241:
:----------------------------------------------------------------------------------------------------
: 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 : 12.4 12.9 22.2 18.7 12.2 11.0 21.9 16.6
Old : 13.1 11.9 22.6 17.9 12.8 9.8 22.3 15.4
Other: 23.7 37.9 37.1 44.1 23.7 37.5 37.1 43.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, September 9, 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 : 8,421: 3,332 1,123 127 2,501 6,048 5,960 7,298: 2,461 1,123
Old : 8,349: 3,294 1,121 127 2,473 6,034 5,894 7,282: 2,455 1,067
Other: 72: 38 2 0 28 14 66 16: 6 56
: : :
: : Changes in Commitments from: September 2, 2014 :
: -817: -108 63 -210 -666 -662 -984 -809: 167 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.6 13.3 1.5 29.7 71.8 70.8 86.7: 29.2 13.3
Old : 100.0: 39.5 13.4 1.5 29.6 72.3 70.6 87.2: 29.4 12.8
Other: 100.0: 52.8 2.8 0.0 38.9 19.4 91.7 22.2: 8.3 77.8
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 21 3 6 12 11 35 18:
Old : 41: 21 3 6 12 11 35 18:
Other: 5: 1 1 0 2 1 3 2:
:----------------------------------------------------------------------------------------------------
: 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 : 35.8 67.4 47.1 79.6 33.6 67.3 44.1 78.4
Old : 35.9 67.8 47.2 80.1 33.6 67.7 44.3 78.9
Other: 91.7 22.2 91.7 22.2 91.7 22.2 91.7 22.2
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, September 9, 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 : 695,012: 189,649 212,329 98,043 360,716 254,586 648,408 564,958: 46,604 130,054
Old : 649,896: 183,363 209,401 87,407 337,035 237,769 607,805 534,577: 42,091 115,319
Other: 45,116: 16,143 12,785 779 23,681 16,817 40,603 30,381: 4,513 14,735
: : :
: : Changes in Commitments from: September 2, 2014 :
: 21,798: -4,331 4,629 12,619 15,375 5,785 23,663 23,033: -1,865 -1,235
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 30.6 14.1 51.9 36.6 93.3 81.3: 6.7 18.7
Old : 100.0: 28.2 32.2 13.4 51.9 36.6 93.5 82.3: 6.5 17.7
Other: 100.0: 35.8 28.3 1.7 52.5 37.3 90.0 67.3: 10.0 32.7
: : :
:# Traders : Number of Traders in Each Category :
All : 654: 152 256 171 131 198 392 530:
Old : 653: 151 261 158 122 196 373 525:
Other: 262: 46 70 17 43 120 97 200:
:----------------------------------------------------------------------------------------------------
: 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 : 14.5 12.2 22.8 18.5 12.6 11.7 20.6 16.6
Old : 15.1 13.0 23.8 19.2 13.2 12.6 21.8 17.8
Other: 31.3 20.6 49.3 29.0 31.3 20.6 49.0 28.9
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, September 9, 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 : 22,624: 18,438 1,393 810 0 5,311 19,248 7,514: 3,376 15,110
Old : 20,616: 17,034 1,361 810 0 4,725 17,844 6,896: 2,772 13,720
Other: 2,008: 1,404 32 0 0 586 1,404 618: 604 1,390
: : :
: : Changes in Commitments from: September 2, 2014 :
: 634: 579 352 210 0 -266 789 296: -155 338
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.5 6.2 3.6 0.0 23.5 85.1 33.2: 14.9 66.8
Old : 100.0: 82.6 6.6 3.9 0.0 22.9 86.6 33.4: 13.4 66.6
Other: 100.0: 69.9 1.6 0.0 0.0 29.2 69.9 30.8: 30.1 69.2
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 5 7 4 0 14 6 24:
Old : 26: 5 7 4 0 14 6 24:
Other: 19: 2 4 0 0 13 2 17:
:----------------------------------------------------------------------------------------------------
: 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 : 82.7 12.8 85.1 19.5 81.3 12.7 81.5 18.1
Old : 84.0 13.5 86.6 19.3 82.5 12.3 82.6 17.7
Other: 69.9 26.7 69.9 29.0 69.9 26.7 69.9 29.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, September 9, 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 : 371,746: 124,637 108,328 50,406 159,646 178,647 334,689 337,381: 37,057 34,365
Old : 357,589: 128,206 107,760 42,245 151,920 174,969 322,371 324,974: 35,218 32,615
Other: 14,157: 1,461 5,598 3,131 7,726 3,678 12,318 12,407: 1,839 1,750
: : :
: : Changes in Commitments from: September 2, 2014 :
: 12,020: 1,135 2,606 5,862 4,700 4,809 11,697 13,277: 323 -1,257
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.5 29.1 13.6 42.9 48.1 90.0 90.8: 10.0 9.2
Old : 100.0: 35.9 30.1 11.8 42.5 48.9 90.2 90.9: 9.8 9.1
Other: 100.0: 10.3 39.5 22.1 54.6 26.0 87.0 87.6: 13.0 12.4
: : :
:# Traders : Number of Traders in Each Category :
All : 307: 93 94 87 79 64 225 209:
Old : 306: 100 89 86 79 64 224 208:
Other: 55: 8 19 12 21 10 39 32:
:----------------------------------------------------------------------------------------------------
: 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 : 10.0 29.3 17.7 36.6 10.0 27.6 17.4 34.6
Old : 10.3 29.7 18.3 37.3 10.3 28.5 18.0 35.8
Other: 32.8 52.2 51.1 69.7 26.1 40.2 42.7 51.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, September 9, 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 : 853,756: 104,700 88,085 20,122 556,361 568,186 681,183 676,393: 172,573 177,363
Old : 853,756: 104,700 88,085 20,122 556,361 568,186 681,183 676,393: 172,573 177,363
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2014 :
: -63,443: -5,741 -9,559 -20,378 -39,397 -31,413 -65,516 -61,350: 2,073 -2,093
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 10.3 2.4 65.2 66.6 79.8 79.2: 20.2 20.8
Old : 100.0: 12.3 10.3 2.4 65.2 66.6 79.8 79.2: 20.2 20.8
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 : 178: 28 34 21 79 83 119 127:
Old : 178: 28 34 21 79 83 119 127:
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 : 28.6 19.7 38.7 30.8 27.4 17.7 34.6 26.1
Old : 28.6 19.7 38.7 30.8 27.4 17.7 34.6 26.1
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, September 9, 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 : 513,078: 57,055 37,005 4,969 348,357 376,726 410,381 418,700: 102,697 94,378
Old : 513,078: 57,055 37,005 4,969 348,357 376,726 410,381 418,700: 102,697 94,378
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2014 :
: -30,300: 3,437 -1,044 -1,713 -29,077 -22,663 -27,353 -25,420: -2,947 -4,880
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 7.2 1.0 67.9 73.4 80.0 81.6: 20.0 18.4
Old : 100.0: 11.1 7.2 1.0 67.9 73.4 80.0 81.6: 20.0 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 : 83: 10 10 5 48 48 61 60:
Old : 83: 10 10 5 48 48 61 60:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.7 41.0 40.6 53.5 21.9 36.0 32.0 45.4
Old : 25.7 41.0 40.6 53.5 21.9 36.0 32.0 45.4
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, September 9, 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 : 6,507: 1,767 358 544 3,403 5,269 5,714 6,171: 793 336
Old : 6,507: 1,767 358 544 3,403 5,269 5,714 6,171: 793 336
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2014 :
: 194: -97 44 -94 316 180 125 130: 69 64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 5.5 8.4 52.3 81.0 87.8 94.8: 12.2 5.2
Old : 100.0: 27.2 5.5 8.4 52.3 81.0 87.8 94.8: 12.2 5.2
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 : 37: 14 3 6 17 16 33 24:
Old : 37: 14 3 6 17 16 33 24:
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 : 41.9 63.8 61.3 81.1 25.7 51.1 36.9 55.0
Old : 41.9 63.8 61.3 81.1 25.7 51.1 36.9 55.0
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, September 9, 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 : 337,387: 101,482 53,890 40,439 150,473 210,057 292,394 304,386: 44,993 33,001
Old : 328,810: 101,918 53,130 38,056 145,016 206,249 284,990 297,435: 43,820 31,375
Other: 8,577: 816 2,012 1,131 5,457 3,808 7,404 6,951: 1,173 1,626
: : :
: : Changes in Commitments from: September 2, 2014 :
: -1,397: -10,948 -640 4,387 4,716 -7,603 -1,845 -3,856: 448 2,459
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 16.0 12.0 44.6 62.3 86.7 90.2: 13.3 9.8
Old : 100.0: 31.0 16.2 11.6 44.1 62.7 86.7 90.5: 13.3 9.5
Other: 100.0: 9.5 23.5 13.2 63.6 44.4 86.3 81.0: 13.7 19.0
: : :
:# Traders : Number of Traders in Each Category :
All : 269: 76 69 78 86 82 217 186:
Old : 267: 79 69 77 85 82 215 184:
Other: 62: 10 12 8 30 12 46 26:
:----------------------------------------------------------------------------------------------------
: 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 : 11.2 32.5 18.4 41.5 8.6 27.8 15.1 35.8
Old : 10.8 32.7 18.2 42.0 8.6 28.6 15.2 36.7
Other: 34.5 48.6 51.6 63.7 34.5 46.6 48.2 55.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, September 9, 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 : 9,045: 1,039 4,441 595 5,741 2,309 7,375 7,345: 1,670 1,700
Old : 9,045: 1,039 4,441 595 5,741 2,309 7,375 7,345: 1,670 1,700
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2014 :
: 243: -21 192 143 -25 -291 97 44: 146 199
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 49.1 6.6 63.5 25.5 81.5 81.2: 18.5 18.8
Old : 100.0: 11.5 49.1 6.6 63.5 25.5 81.5 81.2: 18.5 18.8
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 : 66: 14 23 7 18 17 37 42:
Old : 66: 14 23 7 18 17 37 42:
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 : 41.9 35.6 55.3 48.2 41.8 35.6 53.2 47.7
Old : 41.9 35.6 55.3 48.2 41.8 35.6 53.2 47.7
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, September 9, 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 : 1,399,671: 335,749 344,285 26,127 935,496 872,696 1,297,372 1,243,108: 102,299 156,563
Old : 1,399,671: 335,749 344,285 26,127 935,496 872,696 1,297,372 1,243,108: 102,299 156,563
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2014 :
: 21,801: -30,011 32,550 -21,807 83,675 716 31,857 11,459: -10,056 10,342
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 24.6 1.9 66.8 62.4 92.7 88.8: 7.3 11.2
Old : 100.0: 24.0 24.6 1.9 66.8 62.4 92.7 88.8: 7.3 11.2
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 : 247: 43 45 23 91 124 141 185:
Old : 247: 43 45 23 91 124 141 185:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.9 25.0 43.0 36.6 30.9 24.9 42.6 36.4
Old : 30.9 25.0 43.0 36.6 30.9 24.9 42.6 36.4
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, September 9, 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 : 2,757,225: 440,215 473,482 60,433 1,956,071 1,720,681 2,456,719 2,254,596: 300,506 502,629
Old : 2,757,225: 440,215 473,482 60,433 1,956,071 1,720,681 2,456,719 2,254,596: 300,506 502,629
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2014 :
: 35,814: 57,800 8,409 -10,215 18,291 14,662 65,876 12,856: -30,062 22,958
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 17.2 2.2 70.9 62.4 89.1 81.8: 10.9 18.2
Old : 100.0: 16.0 17.2 2.2 70.9 62.4 89.1 81.8: 10.9 18.2
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 : 362: 48 100 48 126 177 206 293:
Old : 362: 48 100 48 126 177 206 293:
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 : 41.5 17.3 51.7 22.9 39.9 15.0 49.7 20.1
Old : 41.5 17.3 51.7 22.9 39.9 15.0 49.7 20.1
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, September 9, 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 : 2,129,801: 428,936 342,814 55,948 1,406,620 1,361,689 1,891,504 1,760,451: 238,297 369,350
Old : 2,129,801: 428,936 342,814 55,948 1,406,620 1,361,689 1,891,504 1,760,451: 238,297 369,350
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2014 :
: -28,061: 18,142 17,222 2,987 -41,272 -40,543 -20,143 -20,334: -7,918 -7,727
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 16.1 2.6 66.0 63.9 88.8 82.7: 11.2 17.3
Old : 100.0: 20.1 16.1 2.6 66.0 63.9 88.8 82.7: 11.2 17.3
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 : 287: 37 71 25 111 136 163 217:
Old : 287: 37 71 25 111 136 163 217:
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 : 18.4 17.5 32.3 27.5 16.8 14.3 27.8 22.1
Old : 18.4 17.5 32.3 27.5 16.8 14.3 27.8 22.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders - Futures Only, September 9, 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 : 523,266: 20,225 141,105 118,574 352,559 215,918 491,358 475,597: 31,908 47,669
Old : 523,266: 20,225 141,105 118,574 352,559 215,918 491,358 475,597: 31,908 47,669
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2014 :
: 11,976: 1,639 9,723 -3,944 12,770 9,898 10,465 15,677: 1,511 -3,701
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 27.0 22.7 67.4 41.3 93.9 90.9: 6.1 9.1
Old : 100.0: 3.9 27.0 22.7 67.4 41.3 93.9 90.9: 6.1 9.1
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 : 94: 12 38 27 35 42 66 90:
Old : 94: 12 38 27 35 42 66 90:
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 : 47.1 22.2 58.7 34.1 37.0 16.5 41.1 22.4
Old : 47.1 22.2 58.7 34.1 37.0 16.5 41.1 22.4
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, September 9, 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 : 64,723: 18,859 13,133 1,405 36,215 40,979 56,478 55,516: 8,245 9,207
Old : 64,723: 18,859 13,133 1,405 36,215 40,979 56,478 55,516: 8,245 9,207
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2014 :
: -52: -1,285 -434 682 1,037 -588 434 -339: -486 287
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 20.3 2.2 56.0 63.3 87.3 85.8: 12.7 14.2
Old : 100.0: 29.1 20.3 2.2 56.0 63.3 87.3 85.8: 12.7 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 : 119: 33 28 8 38 30 74 63:
Old : 119: 33 28 8 38 30 74 63:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.7 36.4 38.8 55.6 25.7 36.4 38.7 54.3
Old : 25.7 36.4 38.8 55.6 25.7 36.4 38.7 54.3
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, September 9, 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 : 129,446: 37,718 26,265 2,809 72,429 81,958 112,956 111,032: 16,490 18,414
Old : 129,446: 37,718 26,265 2,809 72,429 81,958 112,956 111,032: 16,490 18,414
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2014 :
: -104: -2,570 -867 1,364 2,073 -1,175 867 -678: -971 574
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 20.3 2.2 56.0 63.3 87.3 85.8: 12.7 14.2
Old : 100.0: 29.1 20.3 2.2 56.0 63.3 87.3 85.8: 12.7 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 : 119: 33 28 8 38 30 74 63:
Old : 119: 33 28 8 38 30 74 63:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.7 36.4 38.8 55.6 25.7 36.4 38.7 54.3
Old : 25.7 36.4 38.8 55.6 25.7 36.4 38.7 54.3
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, September 9, 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 : 14,048: 8,503 12,580 937 4,482 528 13,922 14,045: 126 3
Old : 14,048: 8,503 12,580 937 4,482 528 13,922 14,045: 126 3
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2014 :
: 195: -119 91 104 212 0 197 195: -2 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.5 89.6 6.7 31.9 3.8 99.1 100.0: 0.9 0.0
Old : 100.0: 60.5 89.6 6.7 31.9 3.8 99.1 100.0: 0.9 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 6 4 2 1 20 9:
Old : 24: 16 6 4 2 1 20 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.0 81.6 90.8 98.3 71.8 81.3 82.8 89.6
Old : 77.0 81.6 90.8 98.3 71.8 81.3 82.8 89.6
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, September 9, 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 : 61,687: 3,702 17,303 292 57,606 43,878 61,600 61,473: 87 214
Old : 61,687: 3,702 17,303 292 57,606 43,878 61,600 61,473: 87 214
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2014 :
: 3,064: -2,936 -4,522 -2,052 8,045 9,616 3,057 3,042: 7 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 28.0 0.5 93.4 71.1 99.9 99.7: 0.1 0.3
Old : 100.0: 6.0 28.0 0.5 93.4 71.1 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 : 49: 4 16 1 13 20 17 37:
Old : 49: 4 16 1 13 20 17 37:
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 : 78.5 54.7 97.0 74.0 65.2 40.6 75.6 56.9
Old : 78.5 54.7 97.0 74.0 65.2 40.6 75.6 56.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
Commitments of Traders - Futures Only, September 9, 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 : 53,328: 2,209 13,737 2,887 48,043 36,434 53,139 53,058: 189 270
Old : 53,328: 2,209 13,737 2,887 48,043 36,434 53,139 53,058: 189 270
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2014 :
: 7,358: 37 -3,999 182 7,067 11,212 7,286 7,395: 72 -37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 25.8 5.4 90.1 68.3 99.6 99.5: 0.4 0.5
Old : 100.0: 4.1 25.8 5.4 90.1 68.3 99.6 99.5: 0.4 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 3 18 1 8 23 11 42:
Old : 49: 3 18 1 8 23 11 42:
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 : 93.7 42.2 99.5 66.4 71.3 39.0 74.6 54.1
Old : 93.7 42.2 99.5 66.4 71.3 39.0 74.6 54.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 12, 2014