WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, October 28, 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 : 425,445: 134,476 169,395 68,696 190,085 141,121 393,257 379,212: 32,188 46,233
Old : 357,035: 127,196 166,948 47,844 155,884 106,060 330,924 320,852: 26,111 36,183
Other: 68,410: 21,963 17,130 6,169 34,201 35,061 62,333 58,360: 6,077 10,050
: : :
: : Changes in Commitments from: October 21, 2014 :
: 10,044: 5,120 -6,702 2,074 3,362 14,342 10,556 9,714: -512 330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 39.8 16.1 44.7 33.2 92.4 89.1: 7.6 10.9
Old : 100.0: 35.6 46.8 13.4 43.7 29.7 92.7 89.9: 7.3 10.1
Other: 100.0: 32.1 25.0 9.0 50.0 51.3 91.1 85.3: 8.9 14.7
: : :
:# Traders : Number of Traders in Each Category :
All : 379: 110 125 121 86 96 275 284:
Old : 369: 111 124 105 80 88 251 270:
Other: 173: 41 39 22 46 67 104 115:
:----------------------------------------------------------------------------------------------------
: 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 : 16.1 11.9 25.4 19.8 14.6 11.0 23.8 17.6
Old : 17.4 14.0 27.4 22.4 17.3 13.6 27.1 21.3
Other: 29.6 25.0 42.1 38.3 29.5 22.9 41.6 35.7
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, October 28, 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 : 159,186: 51,584 43,127 20,831 69,702 66,641 142,117 130,599: 17,069 28,587
Old : 129,613: 53,989 42,067 10,233 52,275 54,491 116,497 106,791: 13,116 22,822
Other: 29,573: 7,154 10,619 1,039 17,427 12,150 25,620 23,808: 3,953 5,765
: : :
: : Changes in Commitments from: October 21, 2014 :
: 4,781: 137 -178 3,166 522 356 3,825 3,344: 956 1,437
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 27.1 13.1 43.8 41.9 89.3 82.0: 10.7 18.0
Old : 100.0: 41.7 32.5 7.9 40.3 42.0 89.9 82.4: 10.1 17.6
Other: 100.0: 24.2 35.9 3.5 58.9 41.1 86.6 80.5: 13.4 19.5
: : :
:# Traders : Number of Traders in Each Category :
All : 191: 50 57 47 58 64 134 144:
Old : 185: 53 49 36 51 60 121 130:
Other: 112: 22 20 10 40 45 66 73:
:----------------------------------------------------------------------------------------------------
: 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 : 18.3 18.5 28.4 27.7 16.1 14.3 25.0 21.9
Old : 21.1 18.4 32.0 28.0 19.9 17.5 30.4 26.6
Other: 27.9 42.3 48.9 53.9 25.5 41.5 45.8 52.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, October 28, 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 : 1,271,020: 433,894 278,554 166,835 554,120 572,857 1,154,849 1,018,246: 116,171 252,774
Old : 1,141,426: 416,302 304,548 125,222 497,761 496,151 1,039,285 925,921: 102,141 215,505
Other: 129,594: 58,107 14,521 1,098 56,359 76,706 115,564 92,325: 14,030 37,269
: : :
: : Changes in Commitments from: October 21, 2014 :
: -24,524: -4,147 -33,167 -13,284 -1,998 22,976 -19,429 -23,475: -5,095 -1,049
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 21.9 13.1 43.6 45.1 90.9 80.1: 9.1 19.9
Old : 100.0: 36.5 26.7 11.0 43.6 43.5 91.1 81.1: 8.9 18.9
Other: 100.0: 44.8 11.2 0.8 43.5 59.2 89.2 71.2: 10.8 28.8
: : :
:# Traders : Number of Traders in Each Category :
All : 731: 145 177 169 235 327 488 590:
Old : 726: 139 191 152 228 321 465 579:
Other: 379: 75 46 14 70 205 151 262:
:----------------------------------------------------------------------------------------------------
: 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 : 12.6 11.2 21.4 16.8 12.2 8.1 20.2 13.6
Old : 13.5 9.9 22.8 15.7 13.1 7.3 21.7 12.8
Other: 18.0 33.4 27.7 39.5 18.0 33.0 27.7 38.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, October 28, 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 : 10,397: 3,839 1,848 74 4,000 7,433 7,913 9,355: 2,484 1,042
Old : 10,133: 3,844 1,761 69 3,800 7,291 7,713 9,121: 2,420 1,012
Other: 264: 0 92 0 200 142 200 234: 64 30
: : :
: : Changes in Commitments from: October 21, 2014 :
: 651: -97 310 36 362 360 301 706: 350 -55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.9 17.8 0.7 38.5 71.5 76.1 90.0: 23.9 10.0
Old : 100.0: 37.9 17.4 0.7 37.5 72.0 76.1 90.0: 23.9 10.0
Other: 100.0: 0.0 34.8 0.0 75.8 53.8 75.8 88.6: 24.2 11.4
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 19 5 4 15 13 35 21:
Old : 44: 19 4 4 13 13 33 20:
Other: 11: 0 3 0 6 5 6 8:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.4 62.7 51.4 79.0 38.4 62.2 50.2 78.3
Old : 38.7 64.1 52.0 80.3 38.7 63.9 50.8 80.1
Other: 70.8 78.0 75.8 88.6 59.5 70.1 59.5 72.3
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, October 28, 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 : 693,740: 197,210 197,947 100,941 345,179 258,004 643,330 556,892: 50,410 136,848
Old : 611,991: 188,045 195,250 80,101 301,014 226,426 569,160 501,777: 42,831 110,214
Other: 81,749: 29,048 22,580 957 44,165 31,578 74,170 55,115: 7,579 26,634
: : :
: : Changes in Commitments from: October 21, 2014 :
: -103,231: -40,588 -33,204 -35,598 -24,389 -25,588 -100,575 -94,390: -2,656 -8,841
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 28.5 14.6 49.8 37.2 92.7 80.3: 7.3 19.7
Old : 100.0: 30.7 31.9 13.1 49.2 37.0 93.0 82.0: 7.0 18.0
Other: 100.0: 35.5 27.6 1.2 54.0 38.6 90.7 67.4: 9.3 32.6
: : :
:# Traders : Number of Traders in Each Category :
All : 616: 135 219 177 154 211 397 527:
Old : 610: 130 229 158 147 206 372 516:
Other: 328: 66 90 17 58 133 134 232:
:----------------------------------------------------------------------------------------------------
: 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 : 11.8 8.7 20.1 15.5 9.9 7.7 17.0 12.9
Old : 12.0 9.5 20.5 16.6 11.2 8.7 19.1 14.3
Other: 33.2 21.7 47.2 29.4 33.2 21.7 46.7 29.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, October 28, 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 : 396,760: 134,234 74,308 73,298 154,926 217,047 362,458 364,653: 34,302 32,107
Old : 374,239: 134,678 77,789 62,465 145,581 203,629 342,724 343,883: 31,515 30,356
Other: 22,521: 5,589 2,552 4,800 9,345 13,418 19,734 20,770: 2,787 1,751
: : :
: : Changes in Commitments from: October 21, 2014 :
: 666: 972 -11,693 180 -527 17,431 625 5,918: 41 -5,252
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 18.7 18.5 39.0 54.7 91.4 91.9: 8.6 8.1
Old : 100.0: 36.0 20.8 16.7 38.9 54.4 91.6 91.9: 8.4 8.1
Other: 100.0: 24.8 11.3 21.3 41.5 59.6 87.6 92.2: 12.4 7.8
: : :
:# Traders : Number of Traders in Each Category :
All : 308: 103 75 112 78 67 245 221:
Old : 308: 106 81 109 78 67 244 219:
Other: 70: 20 13 11 26 19 53 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 : 9.4 30.4 16.4 36.9 9.0 28.2 15.9 34.4
Old : 9.7 30.0 17.2 36.8 9.3 28.1 16.7 34.7
Other: 30.5 54.9 47.6 72.1 23.2 43.3 37.9 51.2
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, October 28, 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 : 851,719: 91,559 91,588 16,008 574,315 572,904 681,882 680,500: 169,837 171,219
Old : 851,719: 91,559 91,588 16,008 574,315 572,904 681,882 680,500: 169,837 171,219
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2014 :
: -16,385: -17,297 -2,954 2,961 2,633 -14,383 -11,703 -14,376: -4,682 -2,009
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 10.8 1.9 67.4 67.3 80.1 79.9: 19.9 20.1
Old : 100.0: 10.7 10.8 1.9 67.4 67.3 80.1 79.9: 19.9 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 : 168: 33 29 21 67 83 108 125:
Old : 168: 33 29 21 67 83 108 125:
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 : 35.6 19.1 44.6 31.5 33.1 19.1 40.1 28.5
Old : 35.6 19.1 44.6 31.5 33.1 19.1 40.1 28.5
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 28, 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 : 506,315: 55,368 38,482 6,091 332,669 368,055 394,128 412,628: 112,187 93,687
Old : 506,315: 55,368 38,482 6,091 332,669 368,055 394,128 412,628: 112,187 93,687
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2014 :
: 2,011: -1,700 3,110 474 -261 274 -1,487 3,858: 3,498 -1,847
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 7.6 1.2 65.7 72.7 77.8 81.5: 22.2 18.5
Old : 100.0: 10.9 7.6 1.2 65.7 72.7 77.8 81.5: 22.2 18.5
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 : 82: 11 11 7 46 47 61 61:
Old : 82: 11 11 7 46 47 61 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 : 25.7 42.6 40.1 53.9 23.5 41.5 32.6 48.9
Old : 25.7 42.6 40.1 53.9 23.5 41.5 32.6 48.9
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, October 28, 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 : 6,793: 2,694 326 652 2,930 5,579 6,276 6,557: 517 236
Old : 6,793: 2,694 326 652 2,930 5,579 6,276 6,557: 517 236
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2014 :
: 53: 65 44 30 -48 -8 47 66: 6 -13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.7 4.8 9.6 43.1 82.1 92.4 96.5: 7.6 3.5
Old : 100.0: 39.7 4.8 9.6 43.1 82.1 92.4 96.5: 7.6 3.5
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 : 36: 15 3 6 13 15 30 23:
Old : 36: 15 3 6 13 15 30 23:
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 : 44.7 65.5 64.5 82.6 32.8 51.5 43.9 57.2
Old : 44.7 65.5 64.5 82.6 32.8 51.5 43.9 57.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders - Futures Only, October 28, 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 : 361,561: 120,107 52,402 41,641 154,518 233,207 316,266 327,250: 45,295 34,311
Old : 339,387: 121,297 52,098 34,892 140,896 220,672 297,085 307,662: 42,302 31,725
Other: 22,174: 3,323 4,817 2,236 13,622 12,535 19,181 19,588: 2,993 2,586
: : :
: : Changes in Commitments from: October 21, 2014 :
: -67: 7,547 -9,684 -1,066 -6,881 11,893 -400 1,143: 333 -1,210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 14.5 11.5 42.7 64.5 87.5 90.5: 12.5 9.5
Old : 100.0: 35.7 15.4 10.3 41.5 65.0 87.5 90.7: 12.5 9.3
Other: 100.0: 15.0 21.7 10.1 61.4 56.5 86.5 88.3: 13.5 11.7
: : :
:# Traders : Number of Traders in Each Category :
All : 259: 77 63 78 85 86 216 186:
Old : 259: 81 63 75 83 86 213 184:
Other: 81: 21 11 8 35 20 61 34:
:----------------------------------------------------------------------------------------------------
: 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 32.3 14.9 40.2 7.3 28.0 13.2 35.0
Old : 8.8 33.3 15.4 41.5 7.5 31.0 13.5 38.3
Other: 42.2 42.4 57.2 57.6 42.2 41.1 54.8 54.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, October 28, 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 : 9,802: 954 4,076 1,080 5,918 2,550 7,952 7,706: 1,850 2,096
Old : 9,802: 954 4,076 1,080 5,918 2,550 7,952 7,706: 1,850 2,096
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2014 :
: -947: -334 -8 -108 -543 -871 -985 -987: 38 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 41.6 11.0 60.4 26.0 81.1 78.6: 18.9 21.4
Old : 100.0: 9.7 41.6 11.0 60.4 26.0 81.1 78.6: 18.9 21.4
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 : 62: 12 21 11 19 15 41 40:
Old : 62: 12 21 11 19 15 41 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.5 34.1 51.0 47.1 35.5 33.0 43.3 41.1
Old : 38.5 34.1 51.0 47.1 35.5 33.0 43.3 41.1
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 28, 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 : 1,384,211: 349,211 328,604 14,161 911,233 906,946 1,274,605 1,249,711: 109,606 134,500
Old : 1,384,211: 349,211 328,604 14,161 911,233 906,946 1,274,605 1,249,711: 109,606 134,500
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2014 :
: -18,274: 5,573 -29,108 -1,518 -21,719 11,476 -17,664 -19,150: -610 876
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 23.7 1.0 65.8 65.5 92.1 90.3: 7.9 9.7
Old : 100.0: 25.2 23.7 1.0 65.8 65.5 92.1 90.3: 7.9 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 : 266: 48 50 21 95 129 151 192:
Old : 266: 48 50 21 95 129 151 192:
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 : 27.7 27.2 37.9 40.3 27.4 27.2 36.9 40.1
Old : 27.7 27.2 37.9 40.3 27.4 27.2 36.9 40.1
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 28, 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 : 2,726,427: 431,242 467,066 67,565 1,914,763 1,746,069 2,413,570 2,280,700: 312,857 445,727
Old : 2,726,427: 431,242 467,066 67,565 1,914,763 1,746,069 2,413,570 2,280,700: 312,857 445,727
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2014 :
: -106,063: -25,484 -79,670 9,918 -96,881 -22,330 -112,447 -92,082: 6,384 -13,981
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 17.1 2.5 70.2 64.0 88.5 83.7: 11.5 16.3
Old : 100.0: 15.8 17.1 2.5 70.2 64.0 88.5 83.7: 11.5 16.3
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 : 370: 67 85 55 134 172 237 276:
Old : 370: 67 85 55 134 172 237 276:
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 : 33.2 20.5 44.6 26.4 30.2 16.7 39.7 21.5
Old : 33.2 20.5 44.6 26.4 30.2 16.7 39.7 21.5
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 28, 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 : 1,893,546: 353,031 299,454 34,288 1,232,415 1,186,130 1,619,734 1,519,872: 273,812 373,674
Old : 1,893,546: 353,031 299,454 34,288 1,232,415 1,186,130 1,619,734 1,519,872: 273,812 373,674
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2014 :
: -2,405: -8,000 -29,641 722 2,633 806 -4,645 -28,113: 2,240 25,708
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 15.8 1.8 65.1 62.6 85.5 80.3: 14.5 19.7
Old : 100.0: 18.6 15.8 1.8 65.1 62.6 85.5 80.3: 14.5 19.7
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 : 268: 44 58 29 103 127 160 201:
Old : 268: 44 58 29 103 127 160 201:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.0 16.9 33.0 25.6 16.1 11.3 25.5 18.6
Old : 21.0 16.9 33.0 25.6 16.1 11.3 25.5 18.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders - Futures Only, October 28, 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 : 659,176: 5,145 169,205 118,042 498,550 313,610 621,737 600,857: 37,439 58,319
Old : 659,176: 5,145 169,205 118,042 498,550 313,610 621,737 600,857: 37,439 58,319
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2014 :
: 26,316: -3,188 19,825 2,033 26,351 9,659 25,196 31,517: 1,120 -5,201
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 25.7 17.9 75.6 47.6 94.3 91.2: 5.7 8.8
Old : 100.0: 0.8 25.7 17.9 75.6 47.6 94.3 91.2: 5.7 8.8
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 : 95: 8 40 28 30 41 60 91:
Old : 95: 8 40 28 30 41 60 91:
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 : 45.9 20.0 59.6 32.9 36.0 15.2 41.8 21.1
Old : 45.9 20.0 59.6 32.9 36.0 15.2 41.8 21.1
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 28, 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 : 56,533: 17,863 12,229 140 32,465 35,053 50,468 47,422: 6,066 9,112
Old : 56,533: 17,863 12,229 140 32,465 35,053 50,468 47,422: 6,066 9,112
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2014 :
: 1,265: 3,853 -66 98 -2,681 888 1,271 921: -6 344
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 21.6 0.2 57.4 62.0 89.3 83.9: 10.7 16.1
Old : 100.0: 31.6 21.6 0.2 57.4 62.0 89.3 83.9: 10.7 16.1
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 : 99: 26 22 6 36 21 65 46:
Old : 99: 26 22 6 36 21 65 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.5 36.9 46.2 51.9 29.4 36.1 46.2 50.8
Old : 29.5 36.9 46.2 51.9 29.4 36.1 46.2 50.8
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 28, 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 : 113,066: 35,725 24,457 280 64,930 70,106 100,935 94,843: 12,131 18,223
Old : 113,066: 35,725 24,457 280 64,930 70,106 100,935 94,843: 12,131 18,223
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2014 :
: 2,529: 7,706 -131 196 -5,361 1,776 2,541 1,841: -12 688
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 21.6 0.2 57.4 62.0 89.3 83.9: 10.7 16.1
Old : 100.0: 31.6 21.6 0.2 57.4 62.0 89.3 83.9: 10.7 16.1
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 : 99: 26 22 6 36 21 65 46:
Old : 99: 26 22 6 36 21 65 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.5 36.9 46.2 51.9 29.4 36.1 46.2 50.8
Old : 29.5 36.9 46.2 51.9 29.4 36.1 46.2 50.8
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 28, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 12,503: 11,113 10,825 684 460 982 12,257 12,491: 246 12
Old : 12,503: 11,113 10,825 684 460 982 12,257 12,491: 246 12
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2014 :
: 1,444: 1,394 1,270 60 0 117 1,454 1,447: -10 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.9 86.6 5.5 3.7 7.9 98.0 99.9: 2.0 0.1
Old : 100.0: 88.9 86.6 5.5 3.7 7.9 98.0 99.9: 2.0 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: 11 8 2 1 2 13 11:
Old : 21: 11 8 2 1 2 13 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 86.8 73.0 95.9 93.5 84.1 73.0 88.0 87.7
Old : 86.8 73.0 95.9 93.5 84.1 73.0 88.0 87.7
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, October 28, 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 : 52,106: 4,244 19,698 55 47,644 32,131 51,943 51,884: 163 222
Old : 52,106: 4,244 19,698 55 47,644 32,131 51,943 51,884: 163 222
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2014 :
: 396: -422 -1,031 3 819 1,400 400 372: -4 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 37.8 0.1 91.4 61.7 99.7 99.6: 0.3 0.4
Old : 100.0: 8.1 37.8 0.1 91.4 61.7 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: 7 17 1 9 16 16 34:
Old : 47: 7 17 1 9 16 16 34:
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 : 85.6 54.2 96.3 75.3 80.1 44.8 88.0 65.9
Old : 85.6 54.2 96.3 75.3 80.1 44.8 88.0 65.9
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 28, 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 : 52,660: 7,658 17,043 2,831 41,934 32,467 52,423 52,341: 237 319
Old : 52,660: 7,658 17,043 2,831 41,934 32,467 52,423 52,341: 237 319
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2014 :
: 1,731: 2,030 110 -8 -363 1,631 1,659 1,733: 72 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 32.4 5.4 79.6 61.7 99.5 99.4: 0.5 0.6
Old : 100.0: 14.5 32.4 5.4 79.6 61.7 99.5 99.4: 0.5 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 : 49: 11 14 1 4 21 15 36:
Old : 49: 11 14 1 4 21 15 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 : 94.6 55.0 98.3 77.9 88.9 55.0 91.5 73.6
Old : 94.6 55.0 98.3 77.9 88.9 55.0 91.5 73.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 31, 2014