WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, September 16, 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 : 398,319: 125,529 173,475 66,748 174,818 109,363 367,095 349,586: 31,224 48,733
Old : 350,607: 116,544 173,716 48,906 157,743 89,280 323,193 311,902: 27,414 38,705
Other: 47,712: 22,468 13,242 4,359 17,075 20,083 43,902 37,684: 3,810 10,028
: : :
: : Changes in Commitments from: September 9, 2014 :
: 6,603: 4,680 7,229 2,444 321 -3,376 7,445 6,297: -842 306
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 43.6 16.8 43.9 27.5 92.2 87.8: 7.8 12.2
Old : 100.0: 33.2 49.5 13.9 45.0 25.5 92.2 89.0: 7.8 11.0
Other: 100.0: 47.1 27.8 9.1 35.8 42.1 92.0 79.0: 8.0 21.0
: : :
:# Traders : Number of Traders in Each Category :
All : 389: 118 126 112 94 93 278 284:
Old : 383: 119 130 95 89 86 260 267:
Other: 174: 44 35 24 45 68 106 118:
:----------------------------------------------------------------------------------------------------
: 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 : 17.2 10.9 26.9 19.6 16.8 10.5 26.4 17.7
Old : 19.3 12.4 28.9 21.8 19.1 12.4 28.4 20.5
Other: 42.3 20.3 53.1 34.1 42.2 19.7 53.0 31.6
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, September 16, 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 : 145,073: 48,125 44,642 11,921 70,286 63,522 130,332 120,085: 14,741 24,988
Old : 127,814: 46,960 45,515 7,484 59,924 54,177 114,368 107,176: 13,446 20,638
Other: 17,259: 5,471 3,433 131 10,362 9,345 15,964 12,909: 1,295 4,350
: : :
: : Changes in Commitments from: September 9, 2014 :
: 7,380: -694 2,789 2,361 5,880 1,669 7,547 6,819: -167 561
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 30.8 8.2 48.4 43.8 89.8 82.8: 10.2 17.2
Old : 100.0: 36.7 35.6 5.9 46.9 42.4 89.5 83.9: 10.5 16.1
Other: 100.0: 31.7 19.9 0.8 60.0 54.1 92.5 74.8: 7.5 25.2
: : :
:# Traders : Number of Traders in Each Category :
All : 196: 52 48 40 63 64 133 142:
Old : 194: 52 50 32 55 61 122 132:
Other: 95: 17 13 11 32 45 51 67:
:----------------------------------------------------------------------------------------------------
: 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 : 18.6 19.1 29.3 28.1 16.6 14.9 26.5 23.2
Old : 20.9 18.0 32.0 27.5 19.3 18.0 29.7 27.4
Other: 42.1 51.6 66.2 58.1 42.0 51.6 65.0 58.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, September 16, 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 : 1,255,744: 465,677 383,926 140,613 534,895 484,611 1,141,185 1,009,150: 114,559 246,594
Old : 1,146,738: 433,048 386,452 118,011 492,830 424,510 1,043,889 928,973: 102,849 217,765
Other: 109,006: 54,043 18,888 1,188 42,065 60,101 97,296 80,177: 11,710 28,829
: : :
: : Changes in Commitments from: September 9, 2014 :
: 25,972: 13,257 1,762 11,294 -898 13,224 23,653 26,280: 2,319 -308
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.1 30.6 11.2 42.6 38.6 90.9 80.4: 9.1 19.6
Old : 100.0: 37.8 33.7 10.3 43.0 37.0 91.0 81.0: 9.0 19.0
Other: 100.0: 49.6 17.3 1.1 38.6 55.1 89.3 73.6: 10.7 26.4
: : :
:# Traders : Number of Traders in Each Category :
All : 726: 152 203 148 210 288 462 560:
Old : 717: 151 205 133 205 284 438 551:
Other: 345: 63 56 22 64 183 141 248:
:----------------------------------------------------------------------------------------------------
: 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 13.1 21.6 18.8 11.9 11.0 21.3 16.5
Old : 12.7 12.2 22.1 18.2 12.5 9.9 21.8 15.7
Other: 23.7 37.3 37.2 43.6 23.7 36.9 37.2 43.2
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, September 16, 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 : 8,938: 3,363 1,399 17 3,025 6,456 6,405 7,872: 2,533 1,066
Old : 8,863: 3,324 1,397 17 2,997 6,415 6,338 7,829: 2,525 1,034
Other: 75: 39 2 0 28 41 67 43: 8 32
: : :
: : Changes in Commitments from: September 9, 2014 :
: 517: 31 276 -110 524 408 445 574: 72 -57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.6 15.7 0.2 33.8 72.2 71.7 88.1: 28.3 11.9
Old : 100.0: 37.5 15.8 0.2 33.8 72.4 71.5 88.3: 28.5 11.7
Other: 100.0: 52.0 2.7 0.0 37.3 54.7 89.3 57.3: 10.7 42.7
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 21 3 3 13 13 34 19:
Old : 42: 21 3 3 13 13 34 19:
Other: 6: 1 1 0 2 3 3 4:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.2 67.3 50.2 79.1 34.7 67.1 46.5 77.9
Old : 37.3 67.7 50.4 79.4 34.7 67.5 46.6 78.3
Other: 89.3 57.3 89.3 57.3 81.3 49.3 81.3 49.3
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, September 16, 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 : 727,980: 196,480 228,122 100,167 383,198 258,732 679,845 587,021: 48,135 140,959
Old : 675,478: 190,022 221,618 88,996 353,769 241,560 632,787 552,174: 42,691 123,304
Other: 52,502: 16,849 16,895 780 29,429 17,172 47,058 34,847: 5,444 17,655
: : :
: : Changes in Commitments from: September 9, 2014 :
: 32,968: 6,831 15,793 2,124 22,482 4,146 31,437 22,063: 1,531 10,905
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 31.3 13.8 52.6 35.5 93.4 80.6: 6.6 19.4
Old : 100.0: 28.1 32.8 13.2 52.4 35.8 93.7 81.7: 6.3 18.3
Other: 100.0: 32.1 32.2 1.5 56.1 32.7 89.6 66.4: 10.4 33.6
: : :
:# Traders : Number of Traders in Each Category :
All : 669: 147 266 176 134 201 400 546:
Old : 665: 148 267 157 124 199 374 537:
Other: 287: 53 80 16 45 125 106 215:
:----------------------------------------------------------------------------------------------------
: 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 12.2 24.3 18.4 13.2 11.8 21.3 16.6
Old : 15.5 13.1 24.9 19.3 13.6 12.9 22.7 18.0
Other: 29.2 20.6 44.9 28.5 28.8 20.6 44.5 28.5
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, September 16, 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 : 22,931: 18,862 1,440 835 0 5,634 19,697 7,909: 3,234 15,022
Old : 20,763: 17,313 1,406 835 0 4,969 18,148 7,210: 2,615 13,553
Other: 2,168: 1,549 34 0 0 665 1,549 699: 619 1,469
: : :
: : Changes in Commitments from: September 9, 2014 :
: 307: 424 47 25 0 323 449 395: -142 -88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.3 6.3 3.6 0.0 24.6 85.9 34.5: 14.1 65.5
Old : 100.0: 83.4 6.8 4.0 0.0 23.9 87.4 34.7: 12.6 65.3
Other: 100.0: 71.4 1.6 0.0 0.0 30.7 71.4 32.2: 28.6 67.8
: : :
:# 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 : 83.4 12.8 85.9 20.1 82.1 12.8 82.3 18.8
Old : 84.9 13.6 87.4 19.9 83.2 12.4 83.4 18.4
Other: 71.4 27.1 71.4 30.1 71.4 27.1 71.4 30.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, September 16, 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 : 369,206: 124,005 102,007 56,600 151,859 177,253 332,464 335,860: 36,742 33,346
Old : 353,976: 127,431 102,263 47,448 144,205 172,638 319,084 322,349: 34,892 31,627
Other: 15,230: 2,045 5,215 3,681 7,654 4,615 13,380 13,511: 1,850 1,719
: : :
: : Changes in Commitments from: September 9, 2014 :
: -2,540: -632 -6,321 6,194 -7,787 -1,394 -2,225 -1,521: -315 -1,019
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 27.6 15.3 41.1 48.0 90.0 91.0: 10.0 9.0
Old : 100.0: 36.0 28.9 13.4 40.7 48.8 90.1 91.1: 9.9 8.9
Other: 100.0: 13.4 34.2 24.2 50.3 30.3 87.9 88.7: 12.1 11.3
: : :
:# Traders : Number of Traders in Each Category :
All : 310: 90 94 100 80 65 236 214:
Old : 309: 98 90 99 80 65 235 213:
Other: 55: 8 19 11 21 10 39 31:
:----------------------------------------------------------------------------------------------------
: 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 29.0 17.7 36.6 9.9 27.6 17.6 34.8
Old : 10.3 29.3 18.4 37.2 10.2 28.3 18.2 35.9
Other: 32.3 53.9 50.6 71.3 25.2 40.9 41.1 52.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, September 16, 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 : 840,414: 112,414 87,456 18,186 556,073 565,765 686,673 671,407: 153,741 169,007
Old : 840,414: 112,414 87,456 18,186 556,073 565,765 686,673 671,407: 153,741 169,007
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2014 :
: -13,342: 7,714 -629 -1,936 -288 -2,421 5,490 -4,986: -18,832 -8,356
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 10.4 2.2 66.2 67.3 81.7 79.9: 18.3 20.1
Old : 100.0: 13.4 10.4 2.2 66.2 67.3 81.7 79.9: 18.3 20.1
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 : 179: 32 36 22 78 79 120 127:
Old : 179: 32 36 22 78 79 120 127:
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 : 27.1 19.3 37.8 30.9 25.9 18.6 33.3 26.7
Old : 27.1 19.3 37.8 30.9 25.9 18.6 33.3 26.7
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 16, 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 : 509,152: 54,500 35,044 5,007 346,349 376,194 405,856 416,245: 103,296 92,907
Old : 509,152: 54,500 35,044 5,007 346,349 376,194 405,856 416,245: 103,296 92,907
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2014 :
: -3,926: -2,555 -1,961 38 -2,008 -532 -4,525 -2,455: 599 -1,471
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 6.9 1.0 68.0 73.9 79.7 81.8: 20.3 18.2
Old : 100.0: 10.7 6.9 1.0 68.0 73.9 79.7 81.8: 20.3 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 : 83: 9 10 6 49 49 62 61:
Old : 83: 9 10 6 49 49 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 : 25.8 41.6 40.9 53.3 22.0 38.1 32.5 46.9
Old : 25.8 41.6 40.9 53.3 22.0 38.1 32.5 46.9
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 16, 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 : 6,634: 1,553 241 649 3,764 5,410 5,966 6,300: 668 334
Old : 6,634: 1,553 241 649 3,764 5,410 5,966 6,300: 668 334
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2014 :
: 127: -214 -117 105 361 141 252 129: -125 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 3.6 9.8 56.7 81.5 89.9 95.0: 10.1 5.0
Old : 100.0: 23.4 3.6 9.8 56.7 81.5 89.9 95.0: 10.1 5.0
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 : 35: 11 2 5 16 19 29 25:
Old : 35: 11 2 5 16 19 29 25:
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 : 44.5 58.9 66.1 76.3 32.6 51.2 42.9 55.5
Old : 44.5 58.9 66.1 76.3 32.6 51.2 42.9 55.5
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 16, 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 : 340,520: 101,131 59,833 41,297 156,523 204,837 298,951 305,967: 41,569 34,553
Old : 329,053: 100,724 59,064 38,121 150,034 198,844 288,879 296,029: 40,174 33,024
Other: 11,467: 2,170 2,532 1,413 6,489 5,993 10,072 9,938: 1,395 1,529
: : :
: : Changes in Commitments from: September 9, 2014 :
: 3,133: -351 5,943 858 6,050 -5,220 6,557 1,581: -3,424 1,552
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 17.6 12.1 46.0 60.2 87.8 89.9: 12.2 10.1
Old : 100.0: 30.6 17.9 11.6 45.6 60.4 87.8 90.0: 12.2 10.0
Other: 100.0: 18.9 22.1 12.3 56.6 52.3 87.8 86.7: 12.2 13.3
: : :
:# Traders : Number of Traders in Each Category :
All : 273: 75 68 77 91 89 214 199:
Old : 272: 77 71 74 91 88 213 195:
Other: 70: 15 11 9 32 16 53 30:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.3 30.2 18.5 38.8 8.4 26.3 15.0 34.1
Old : 11.1 30.4 18.5 39.3 8.4 27.0 15.1 35.0
Other: 30.0 47.8 48.8 65.2 30.0 46.7 47.8 60.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, September 16, 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 : 9,171: 1,030 4,579 739 5,721 2,176 7,490 7,494: 1,681 1,677
Old : 9,171: 1,030 4,579 739 5,721 2,176 7,490 7,494: 1,681 1,677
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2014 :
: 126: -9 138 144 -20 -133 115 149: 11 -23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 49.9 8.1 62.4 23.7 81.7 81.7: 18.3 18.3
Old : 100.0: 11.2 49.9 8.1 62.4 23.7 81.7 81.7: 18.3 18.3
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 : 66: 14 23 10 19 15 40 42:
Old : 66: 14 23 10 19 15 40 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 : 41.7 35.4 53.6 48.9 41.6 35.4 51.6 48.4
Old : 41.7 35.4 53.6 48.9 41.6 35.4 51.6 48.4
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, September 16, 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 : 1,561,498: 382,296 479,106 18,829 1,057,083 912,679 1,458,208 1,410,614: 103,290 150,884
Old : 1,561,498: 382,296 479,106 18,829 1,057,083 912,679 1,458,208 1,410,614: 103,290 150,884
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2014 :
: 161,827: 46,547 134,821 -7,298 121,587 39,983 160,836 167,506: 991 -5,679
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 30.7 1.2 67.7 58.4 93.4 90.3: 6.6 9.7
Old : 100.0: 24.5 30.7 1.2 67.7 58.4 93.4 90.3: 6.6 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 : 261: 44 51 24 94 126 145 194:
Old : 261: 44 51 24 94 126 145 194:
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 : 32.7 28.1 44.1 41.1 32.6 28.1 44.0 40.9
Old : 32.7 28.1 44.1 41.1 32.6 28.1 44.0 40.9
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 16, 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 : 2,659,350: 443,518 450,317 56,351 1,877,971 1,656,023 2,377,840 2,162,691: 281,510 496,659
Old : 2,659,350: 443,518 450,317 56,351 1,877,971 1,656,023 2,377,840 2,162,691: 281,510 496,659
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2014 :
: -97,875: 3,303 -23,165 -4,082 -78,100 -64,658 -78,879 -91,905: -18,996 -5,970
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 16.9 2.1 70.6 62.3 89.4 81.3: 10.6 18.7
Old : 100.0: 16.7 16.9 2.1 70.6 62.3 89.4 81.3: 10.6 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 : 357: 49 99 40 128 169 203 282:
Old : 357: 49 99 40 128 169 203 282:
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 : 41.1 16.4 49.9 23.3 39.9 13.1 47.9 19.3
Old : 41.1 16.4 49.9 23.3 39.9 13.1 47.9 19.3
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 16, 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 : 2,112,037: 402,107 357,611 60,443 1,430,034 1,325,137 1,892,584 1,743,191: 219,453 368,846
Old : 2,112,037: 402,107 357,611 60,443 1,430,034 1,325,137 1,892,584 1,743,191: 219,453 368,846
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2014 :
: -17,764: -26,829 14,797 4,495 23,414 -36,552 1,080 -17,260: -18,844 -504
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 16.9 2.9 67.7 62.7 89.6 82.5: 10.4 17.5
Old : 100.0: 19.0 16.9 2.9 67.7 62.7 89.6 82.5: 10.4 17.5
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 : 293: 35 71 29 113 142 167 223:
Old : 293: 35 71 29 113 142 167 223:
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 : 20.5 16.4 33.6 26.2 19.0 11.8 28.7 19.7
Old : 20.5 16.4 33.6 26.2 19.0 11.8 28.7 19.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders - Futures Only, September 16, 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 : 557,935: 14,165 158,155 116,753 390,407 230,844 521,325 505,752: 36,610 52,183
Old : 557,935: 14,165 158,155 116,753 390,407 230,844 521,325 505,752: 36,610 52,183
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2014 :
: 34,669: -6,060 17,050 -1,821 37,848 14,926 29,967 30,155: 4,702 4,514
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 28.3 20.9 70.0 41.4 93.4 90.6: 6.6 9.4
Old : 100.0: 2.5 28.3 20.9 70.0 41.4 93.4 90.6: 6.6 9.4
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 : 91: 11 37 27 35 40 65 87:
Old : 91: 11 37 27 35 40 65 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 : 48.6 23.6 59.7 35.4 39.0 19.0 43.3 24.3
Old : 48.6 23.6 59.7 35.4 39.0 19.0 43.3 24.3
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 16, 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 : 85,792: 24,228 12,543 2,654 50,640 60,582 77,522 75,779: 8,271 10,014
Old : 85,792: 24,228 12,543 2,654 50,640 60,582 77,522 75,779: 8,271 10,014
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2014 :
: 21,069: 5,369 -590 1,250 14,426 19,603 21,044 20,263: 26 807
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 14.6 3.1 59.0 70.6 90.4 88.3: 9.6 11.7
Old : 100.0: 28.2 14.6 3.1 59.0 70.6 90.4 88.3: 9.6 11.7
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 : 130: 45 24 15 48 35 97 71:
Old : 130: 45 24 15 48 35 97 71:
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 : 19.8 35.5 31.0 54.0 18.2 28.8 27.3 43.4
Old : 19.8 35.5 31.0 54.0 18.2 28.8 27.3 43.4
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 16, 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 : 171,584: 48,455 25,086 5,308 101,280 121,163 155,043 151,557: 16,541 20,027
Old : 171,584: 48,455 25,086 5,308 101,280 121,163 155,043 151,557: 16,541 20,027
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2014 :
: 42,138: 10,737 -1,179 2,499 28,851 39,205 42,087 40,525: 51 1,613
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 14.6 3.1 59.0 70.6 90.4 88.3: 9.6 11.7
Old : 100.0: 28.2 14.6 3.1 59.0 70.6 90.4 88.3: 9.6 11.7
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 : 130: 45 24 15 48 35 97 71:
Old : 130: 45 24 15 48 35 97 71:
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 : 19.8 35.5 31.0 54.0 18.2 28.8 27.3 43.4
Old : 19.8 35.5 31.0 54.0 18.2 28.8 27.3 43.4
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 16, 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 : 14,225: 7,393 11,401 2,142 4,543 678 14,078 14,221: 147 4
Old : 14,225: 7,393 11,401 2,142 4,543 678 14,078 14,221: 147 4
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2014 :
: 177: -1,110 -1,179 1,205 61 150 156 176: 21 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.0 80.1 15.1 31.9 4.8 99.0 100.0: 1.0 0.0
Old : 100.0: 52.0 80.1 15.1 31.9 4.8 99.0 100.0: 1.0 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 4 2 1 21 7:
Old : 23: 16 5 4 2 1 21 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 : 73.3 87.7 87.1 100.0 65.7 76.7 75.8 80.7
Old : 73.3 87.7 87.1 100.0 65.7 76.7 75.8 80.7
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 16, 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 : 54,602: 3,679 16,599 264 50,581 37,496 54,524 54,359: 78 243
Old : 54,602: 3,679 16,599 264 50,581 37,496 54,524 54,359: 78 243
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2014 :
: -7,085: -23 -704 -28 -7,025 -6,382 -7,076 -7,114: -9 29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 30.4 0.5 92.6 68.7 99.9 99.6: 0.1 0.4
Old : 100.0: 6.7 30.4 0.5 92.6 68.7 99.9 99.6: 0.1 0.4
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 : 47: 6 14 1 11 18 17 33:
Old : 47: 6 14 1 11 18 17 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 82.6 58.1 97.2 77.9 78.5 49.2 88.4 69.0
Old : 82.6 58.1 97.2 77.9 78.5 49.2 88.4 69.0
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 16, 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 : 39,368: 2,859 10,105 2,930 33,491 26,072 39,280 39,107: 88 261
Old : 39,368: 2,859 10,105 2,930 33,491 26,072 39,280 39,107: 88 261
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2014 :
: -13,960: 650 -3,632 43 -14,552 -10,362 -13,859 -13,951: -101 -9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 25.7 7.4 85.1 66.2 99.8 99.3: 0.2 0.7
Old : 100.0: 7.3 25.7 7.4 85.1 66.2 99.8 99.3: 0.2 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 4 18 1 6 20 10 39:
Old : 47: 4 18 1 6 20 10 39:
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 : 98.3 50.7 99.6 72.6 88.1 50.4 88.8 66.0
Old : 98.3 50.7 99.6 72.6 88.1 50.4 88.8 66.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 19, 2014