WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, October 21, 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 : 415,401: 129,356 176,097 66,622 186,723 126,779 382,701 369,498: 32,700 45,903
Old : 350,767: 122,413 174,007 44,487 156,916 96,666 323,816 315,160: 26,951 35,607
Other: 64,634: 23,340 18,487 5,738 29,807 30,113 58,885 54,338: 5,749 10,296
: : :
: : Changes in Commitments from: October 14, 2014 :
: -3,108: -2,773 -8,005 -3,605 5,017 12,417 -1,361 807: -1,747 -3,915
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 42.4 16.0 45.0 30.5 92.1 88.9: 7.9 11.1
Old : 100.0: 34.9 49.6 12.7 44.7 27.6 92.3 89.8: 7.7 10.2
Other: 100.0: 36.1 28.6 8.9 46.1 46.6 91.1 84.1: 8.9 15.9
: : :
:# Traders : Number of Traders in Each Category :
All : 378: 116 126 109 88 94 273 276:
Old : 370: 116 128 91 81 86 249 261:
Other: 173: 42 39 21 47 64 105 113:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.5 12.0 26.0 19.9 15.1 10.8 24.4 17.8
Old : 18.3 14.2 28.1 22.9 18.2 13.6 27.8 22.0
Other: 31.1 23.3 45.0 38.6 31.1 21.5 44.9 35.9
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, October 21, 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 : 154,405: 51,447 43,305 17,665 69,180 66,285 138,292 127,255: 16,113 27,150
Old : 127,487: 51,201 42,520 11,123 52,666 52,792 114,990 106,435: 12,497 21,052
Other: 26,918: 6,427 6,966 361 16,514 13,493 23,302 20,820: 3,616 6,098
: : :
: : Changes in Commitments from: October 14, 2014 :
: -1,217: 582 -4,429 114 -2,112 3,108 -1,416 -1,207: 199 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 28.0 11.4 44.8 42.9 89.6 82.4: 10.4 17.6
Old : 100.0: 40.2 33.4 8.7 41.3 41.4 90.2 83.5: 9.8 16.5
Other: 100.0: 23.9 25.9 1.3 61.3 50.1 86.6 77.3: 13.4 22.7
: : :
:# Traders : Number of Traders in Each Category :
All : 192: 47 57 41 62 66 132 144:
Old : 185: 47 51 35 54 61 119 132:
Other: 113: 19 22 8 42 48 65 76:
:----------------------------------------------------------------------------------------------------
: 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 : 17.9 18.6 28.2 28.1 16.2 14.3 25.5 22.1
Old : 20.6 17.9 31.5 27.4 19.0 17.0 29.4 26.0
Other: 30.3 45.0 51.6 53.8 28.0 44.0 48.6 51.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, October 21, 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 : 1,295,544: 438,041 311,721 180,119 556,118 549,881 1,174,278 1,041,721: 121,266 253,823
Old : 1,171,215: 420,129 335,335 138,012 506,153 478,722 1,064,294 952,069: 106,921 219,146
Other: 124,329: 58,835 17,309 1,184 49,965 71,159 109,984 89,652: 14,345 34,677
: : :
: : Changes in Commitments from: October 14, 2014 :
: -2,600: -7,240 -29,793 357 3,750 24,827 -3,133 -4,609: 533 2,009
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 24.1 13.9 42.9 42.4 90.6 80.4: 9.4 19.6
Old : 100.0: 35.9 28.6 11.8 43.2 40.9 90.9 81.3: 9.1 18.7
Other: 100.0: 47.3 13.9 1.0 40.2 57.2 88.5 72.1: 11.5 27.9
: : :
:# Traders : Number of Traders in Each Category :
All : 721: 147 174 161 233 319 484 574:
Old : 716: 142 185 145 225 311 460 562:
Other: 366: 77 39 15 68 202 152 252:
:----------------------------------------------------------------------------------------------------
: 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 : 12.7 11.0 21.4 16.6 11.7 7.4 19.6 12.7
Old : 13.5 9.7 22.6 15.8 12.5 7.4 21.0 13.0
Other: 18.0 33.7 28.3 40.7 18.0 33.3 28.3 40.2
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, October 21, 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 : 9,746: 3,936 1,538 38 3,638 7,073 7,612 8,649: 2,134 1,097
Old : 9,492: 3,868 1,508 38 3,511 6,929 7,417 8,475: 2,075 1,017
Other: 254: 68 30 0 127 144 195 174: 59 80
: : :
: : Changes in Commitments from: October 14, 2014 :
: 81: -96 -63 -25 110 85 -11 -3: 92 84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.4 15.8 0.4 37.3 72.6 78.1 88.7: 21.9 11.3
Old : 100.0: 40.8 15.9 0.4 37.0 73.0 78.1 89.3: 21.9 10.7
Other: 100.0: 26.8 11.8 0.0 50.0 56.7 76.8 68.5: 23.2 31.5
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 18 6 3 13 12 34 19:
Old : 43: 18 6 3 11 12 32 19:
Other: 9: 1 1 0 5 5 6 6:
:----------------------------------------------------------------------------------------------------
: 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 : 42.3 62.9 55.4 79.5 42.3 62.3 54.2 78.8
Old : 42.7 64.2 56.1 80.7 42.7 64.1 54.9 80.5
Other: 72.8 66.5 76.8 68.5 61.0 52.8 61.0 52.8
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, October 21, 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 : 796,971: 237,798 231,151 136,539 369,568 283,592 743,905 651,282: 53,066 145,689
Old : 719,453: 229,317 229,239 115,941 328,906 253,961 674,164 599,141: 45,289 120,312
Other: 77,518: 27,843 21,274 1,236 40,662 29,631 69,741 52,141: 7,777 25,377
: : :
: : Changes in Commitments from: October 14, 2014 :
: -14,553: 10,690 -3,045 -11,438 -16,275 -1,376 -17,023 -15,859: 2,470 1,306
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 29.0 17.1 46.4 35.6 93.3 81.7: 6.7 18.3
Old : 100.0: 31.9 31.9 16.1 45.7 35.3 93.7 83.3: 6.3 16.7
Other: 100.0: 35.9 27.4 1.6 52.5 38.2 90.0 67.3: 10.0 32.7
: : :
:# Traders : Number of Traders in Each Category :
All : 692: 160 256 223 153 197 460 577:
Old : 683: 164 265 201 148 190 436 560:
Other: 331: 74 95 22 55 125 141 233:
:----------------------------------------------------------------------------------------------------
: 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 11.5 19.9 17.4 8.9 11.2 15.6 15.6
Old : 11.9 12.7 20.5 18.4 9.7 12.3 17.2 17.3
Other: 34.2 23.3 47.1 30.3 34.2 23.3 46.6 30.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, October 21, 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 : 396,094: 133,262 86,001 73,118 155,453 199,616 361,833 358,735: 34,261 37,359
Old : 374,515: 134,218 89,007 62,082 146,650 187,566 342,950 338,655: 31,565 35,860
Other: 21,579: 5,094 3,044 4,986 8,803 12,050 18,883 20,080: 2,696 1,499
: : :
: : Changes in Commitments from: October 14, 2014 :
: 3,128: 2,628 2,749 1,001 -283 -6,558 3,346 -2,808: -218 5,936
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 21.7 18.5 39.2 50.4 91.4 90.6: 8.6 9.4
Old : 100.0: 35.8 23.8 16.6 39.2 50.1 91.6 90.4: 8.4 9.6
Other: 100.0: 23.6 14.1 23.1 40.8 55.8 87.5 93.1: 12.5 6.9
: : :
:# Traders : Number of Traders in Each Category :
All : 320: 103 82 110 81 65 249 225:
Old : 320: 107 87 107 81 65 248 223:
Other: 64: 16 16 11 24 17 47 38:
:----------------------------------------------------------------------------------------------------
: 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 : 9.5 27.6 16.5 34.1 9.0 25.7 15.7 32.2
Old : 9.9 27.1 17.3 34.1 9.3 25.7 16.5 32.5
Other: 31.6 57.7 49.2 75.3 22.6 43.4 36.6 51.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, October 21, 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 : 868,104: 108,856 94,542 13,047 571,682 587,287 693,585 694,876: 174,519 173,228
Old : 868,104: 108,856 94,542 13,047 571,682 587,287 693,585 694,876: 174,519 173,228
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: -33,413: -27,031 -34,523 -1,052 4,075 14,627 -24,008 -20,948: -9,405 -12,465
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 10.9 1.5 65.9 67.7 79.9 80.0: 20.1 20.0
Old : 100.0: 12.5 10.9 1.5 65.9 67.7 79.9 80.0: 20.1 20.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 177: 31 40 24 66 83 109 135:
Old : 177: 31 40 24 66 83 109 135:
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 : 35.0 19.4 44.2 31.9 33.6 19.4 39.1 28.1
Old : 35.0 19.4 44.2 31.9 33.6 19.4 39.1 28.1
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, October 21, 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 : 504,304: 57,068 35,372 5,617 332,930 367,781 395,615 408,770: 108,689 95,534
Old : 504,304: 57,068 35,372 5,617 332,930 367,781 395,615 408,770: 108,689 95,534
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: -10,822: -8,319 -4,389 -83 1,470 -8,524 -6,932 -12,996: -3,890 2,174
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 7.0 1.1 66.0 72.9 78.4 81.1: 21.6 18.9
Old : 100.0: 11.3 7.0 1.1 66.0 72.9 78.4 81.1: 21.6 18.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 81: 11 10 6 44 47 59 59:
Old : 81: 11 10 6 44 47 59 59:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.0 43.6 40.5 55.4 23.2 42.2 32.4 49.7
Old : 26.0 43.6 40.5 55.4 23.2 42.2 32.4 49.7
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, October 21, 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 : 6,740: 2,629 282 622 2,978 5,587 6,229 6,491: 511 249
Old : 6,740: 2,629 282 622 2,978 5,587 6,229 6,491: 511 249
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: -35: -234 -17 -32 236 64 -30 15: -5 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.0 4.2 9.2 44.2 82.9 92.4 96.3: 7.6 3.7
Old : 100.0: 39.0 4.2 9.2 44.2 82.9 92.4 96.3: 7.6 3.7
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 : 39: 15 3 6 14 19 31 27:
Old : 39: 15 3 6 14 19 31 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.0 63.2 65.5 79.4 35.3 53.2 46.7 59.3
Old : 43.0 63.2 65.5 79.4 35.3 53.2 46.7 59.3
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, October 21, 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 : 361,628: 112,560 62,086 42,707 161,399 221,314 316,666 326,107: 44,962 35,521
Old : 340,098: 114,011 61,902 35,696 147,922 209,135 297,629 306,733: 42,469 33,365
Other: 21,530: 3,076 4,711 2,484 13,477 12,179 19,037 19,374: 2,493 2,156
: : :
: : Changes in Commitments from: October 14, 2014 :
: -7,886: -68 -2,078 -1,941 -6,658 -3,246 -8,667 -7,265: 781 -621
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 17.2 11.8 44.6 61.2 87.6 90.2: 12.4 9.8
Old : 100.0: 33.5 18.2 10.5 43.5 61.5 87.5 90.2: 12.5 9.8
Other: 100.0: 14.3 21.9 11.5 62.6 56.6 88.4 90.0: 11.6 10.0
: : :
:# Traders : Number of Traders in Each Category :
All : 274: 77 78 79 85 79 218 192:
Old : 274: 84 75 77 84 78 217 189:
Other: 85: 20 16 11 34 20 63 39:
:----------------------------------------------------------------------------------------------------
: 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 : 8.6 30.7 15.1 39.0 7.4 26.2 13.5 33.4
Old : 8.8 31.7 15.4 40.3 7.7 29.0 13.9 36.7
Other: 41.8 39.8 57.4 59.2 41.8 38.5 56.0 55.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, October 21, 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 : 10,749: 1,288 4,084 1,188 6,461 3,421 8,937 8,693: 1,812 2,056
Old : 10,749: 1,288 4,084 1,188 6,461 3,421 8,937 8,693: 1,812 2,056
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: -436: 121 -148 -1,116 448 589 -547 -675: 111 239
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 38.0 11.1 60.1 31.8 83.1 80.9: 16.9 19.1
Old : 100.0: 12.0 38.0 11.1 60.1 31.8 83.1 80.9: 16.9 19.1
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 : 69: 17 21 11 20 17 45 44:
Old : 69: 17 21 11 20 17 45 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 : 39.0 35.9 50.9 49.3 32.2 29.8 39.5 37.0
Old : 39.0 35.9 50.9 49.3 32.2 29.8 39.5 37.0
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, October 21, 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 : 1,402,485: 343,638 357,712 15,679 932,952 895,470 1,292,269 1,268,861: 110,216 133,624
Old : 1,402,485: 343,638 357,712 15,679 932,952 895,470 1,292,269 1,268,861: 110,216 133,624
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: -29,761: -21,611 3,850 -22 -6,976 -12,537 -28,609 -8,709: -1,152 -21,052
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 25.5 1.1 66.5 63.8 92.1 90.5: 7.9 9.5
Old : 100.0: 24.5 25.5 1.1 66.5 63.8 92.1 90.5: 7.9 9.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 263: 46 52 20 93 125 147 189:
Old : 263: 46 52 20 93 125 147 189:
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 25.4 38.9 38.7 26.8 25.4 38.1 38.5
Old : 27.1 25.4 38.9 38.7 26.8 25.4 38.1 38.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders - Futures Only, October 21, 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 : 2,832,490: 456,726 546,736 57,647 2,011,644 1,768,399 2,526,017 2,372,782: 306,473 459,708
Old : 2,832,490: 456,726 546,736 57,647 2,011,644 1,768,399 2,526,017 2,372,782: 306,473 459,708
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 30,664: 36,784 3,626 -413 -23,654 65,107 12,717 68,320: 17,947 -37,656
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 19.3 2.0 71.0 62.4 89.2 83.8: 10.8 16.2
Old : 100.0: 16.1 19.3 2.0 71.0 62.4 89.2 83.8: 10.8 16.2
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 : 380: 59 101 60 133 174 237 290:
Old : 380: 59 101 60 133 174 237 290:
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 : 33.6 16.7 47.1 23.4 30.5 13.8 41.6 19.5
Old : 33.6 16.7 47.1 23.4 30.5 13.8 41.6 19.5
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, October 21, 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 : 1,895,951: 361,031 329,095 33,566 1,229,782 1,185,324 1,624,379 1,547,985: 271,572 347,966
Old : 1,895,951: 361,031 329,095 33,566 1,229,782 1,185,324 1,624,379 1,547,985: 271,572 347,966
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: -191,104: 32,408 -9,777 -14,343 -233,352 -139,835 -215,287 -163,955: 24,183 -27,149
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 17.4 1.8 64.9 62.5 85.7 81.6: 14.3 18.4
Old : 100.0: 19.0 17.4 1.8 64.9 62.5 85.7 81.6: 14.3 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 : 271: 40 66 31 97 128 155 207:
Old : 271: 40 66 31 97 128 155 207:
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 : 20.9 16.8 33.2 25.1 16.4 11.2 25.7 18.5
Old : 20.9 16.8 33.2 25.1 16.4 11.2 25.7 18.5
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, October 21, 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 : 632,860: 8,333 149,380 116,009 472,199 303,951 596,541 569,340: 36,319 63,520
Old : 632,860: 8,333 149,380 116,009 472,199 303,951 596,541 569,340: 36,319 63,520
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 14,190: -6,316 -47 -9,256 30,393 19,101 14,821 9,798: -631 4,392
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 23.6 18.3 74.6 48.0 94.3 90.0: 5.7 10.0
Old : 100.0: 1.3 23.6 18.3 74.6 48.0 94.3 90.0: 5.7 10.0
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 : 93: 10 36 29 31 40 62 89:
Old : 93: 10 36 29 31 40 62 89:
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 : 44.8 20.4 58.6 33.7 35.0 15.6 41.5 21.4
Old : 44.8 20.4 58.6 33.7 35.0 15.6 41.5 21.4
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, October 21, 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 : 55,269: 14,010 12,294 42 35,146 34,165 49,197 46,501: 6,072 8,768
Old : 55,269: 14,010 12,294 42 35,146 34,165 49,197 46,501: 6,072 8,768
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: -3,965: -3,428 691 -41 1,316 -5,991 -2,153 -5,341: -1,812 1,376
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 22.2 0.1 63.6 61.8 89.0 84.1: 11.0 15.9
Old : 100.0: 25.3 22.2 0.1 63.6 61.8 89.0 84.1: 11.0 15.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 97: 26 21 3 35 21 62 44:
Old : 97: 26 21 3 35 21 62 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 : 27.5 35.2 42.5 51.2 27.5 34.7 42.5 49.2
Old : 27.5 35.2 42.5 51.2 27.5 34.7 42.5 49.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders - Futures Only, October 21, 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 : 110,537: 28,019 24,588 84 70,291 68,330 98,394 93,002: 12,143 17,535
Old : 110,537: 28,019 24,588 84 70,291 68,330 98,394 93,002: 12,143 17,535
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: -7,930: -6,855 1,382 -82 2,631 -11,982 -4,306 -10,682: -3,624 2,752
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 22.2 0.1 63.6 61.8 89.0 84.1: 11.0 15.9
Old : 100.0: 25.3 22.2 0.1 63.6 61.8 89.0 84.1: 11.0 15.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 97: 26 21 3 35 21 62 44:
Old : 97: 26 21 3 35 21 62 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 : 27.5 35.2 42.5 51.2 27.5 34.7 42.5 49.2
Old : 27.5 35.2 42.5 51.2 27.5 34.7 42.5 49.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders - Futures Only, October 21, 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 : 11,059: 9,719 9,555 624 460 865 10,803 11,044: 256 15
Old : 11,059: 9,719 9,555 624 460 865 10,803 11,044: 256 15
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: -186: -266 16 72 0 -277 -194 -189: 8 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.9 86.4 5.6 4.2 7.8 97.7 99.9: 2.3 0.1
Old : 100.0: 87.9 86.4 5.6 4.2 7.8 97.7 99.9: 2.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 12 7 2 1 2 14 10:
Old : 21: 12 7 2 1 2 14 10:
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 : 83.9 76.6 94.9 96.4 81.0 76.6 86.6 88.4
Old : 83.9 76.6 94.9 96.4 81.0 76.6 86.6 88.4
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, October 21, 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 : 51,710: 4,666 20,729 52 46,825 30,731 51,543 51,512: 167 198
Old : 51,710: 4,666 20,729 52 46,825 30,731 51,543 51,512: 167 198
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 260: 502 810 -103 -179 -353 220 354: 40 -94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 40.1 0.1 90.6 59.4 99.7 99.6: 0.3 0.4
Old : 100.0: 9.0 40.1 0.1 90.6 59.4 99.7 99.6: 0.3 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 16 1 11 16 17 33:
Old : 47: 6 16 1 11 16 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 : 84.3 53.1 95.2 74.3 78.9 43.7 87.0 64.9
Old : 84.3 53.1 95.2 74.3 78.9 43.7 87.0 64.9
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, October 21, 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 : 50,929: 5,628 16,933 2,839 42,297 30,836 50,764 50,608: 165 321
Old : 50,929: 5,628 16,933 2,839 42,297 30,836 50,764 50,608: 165 321
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 723: -1,103 5,120 -509 2,369 -3,864 757 747: -34 -24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 33.2 5.6 83.1 60.5 99.7 99.4: 0.3 0.6
Old : 100.0: 11.1 33.2 5.6 83.1 60.5 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 : 47: 7 14 1 7 21 14 36:
Old : 47: 7 14 1 7 21 14 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 97.2 54.6 99.3 78.5 90.4 54.6 92.0 73.9
Old : 97.2 54.6 99.3 78.5 90.4 54.6 92.0 73.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 24, 2014