WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, November 4, 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 : 419,547: 129,951 157,457 67,746 190,055 147,598 387,752 372,801: 31,795 46,746
Old : 349,034: 121,251 154,384 49,305 152,598 109,184 323,154 312,873: 25,880 36,161
Other: 70,513: 21,539 15,912 5,602 37,457 38,414 64,598 59,928: 5,915 10,585
: : :
: : Changes in Commitments from: October 28, 2014 :
: -5,898: -4,525 -11,938 -950 -30 6,477 -5,505 -6,411: -393 513
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 37.5 16.1 45.3 35.2 92.4 88.9: 7.6 11.1
Old : 100.0: 34.7 44.2 14.1 43.7 31.3 92.6 89.6: 7.4 10.4
Other: 100.0: 30.5 22.6 7.9 53.1 54.5 91.6 85.0: 8.4 15.0
: : :
:# Traders : Number of Traders in Each Category :
All : 380: 108 126 129 91 96 289 287:
Old : 370: 114 126 114 83 86 266 270:
Other: 187: 41 50 25 51 73 111 132:
:----------------------------------------------------------------------------------------------------
: 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 : 15.6 12.3 25.0 20.3 14.2 11.6 23.5 18.3
Old : 16.5 14.6 26.0 23.8 16.3 14.4 25.4 22.5
Other: 32.7 24.4 44.9 37.2 32.5 22.5 44.5 35.0
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, November 4, 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 : 157,692: 51,060 41,771 20,670 69,424 67,394 141,154 129,835: 16,538 27,857
Old : 129,003: 54,258 41,923 9,399 52,683 56,009 116,340 107,331: 12,663 21,672
Other: 28,689: 7,065 10,111 1,008 16,741 11,385 24,814 22,504: 3,875 6,185
: : :
: : Changes in Commitments from: October 28, 2014 :
: -1,494: -524 -1,356 -161 -278 753 -963 -764: -531 -730
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 26.5 13.1 44.0 42.7 89.5 82.3: 10.5 17.7
Old : 100.0: 42.1 32.5 7.3 40.8 43.4 90.2 83.2: 9.8 16.8
Other: 100.0: 24.6 35.2 3.5 58.4 39.7 86.5 78.4: 13.5 21.6
: : :
:# Traders : Number of Traders in Each Category :
All : 197: 50 52 52 59 68 139 151:
Old : 191: 53 48 40 52 65 125 138:
Other: 112: 22 18 11 41 46 68 72:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.6 19.5 28.4 29.5 15.2 16.0 24.4 23.8
Old : 21.2 19.9 32.5 30.1 20.4 19.3 31.4 28.7
Other: 27.5 44.2 47.1 54.5 25.8 43.0 44.2 52.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, November 4, 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 : 1,304,861: 450,036 262,409 170,586 572,287 613,024 1,192,909 1,046,019: 111,952 258,842
Old : 1,159,919: 430,398 284,789 130,971 501,248 526,035 1,062,617 941,795: 97,302 218,124
Other: 144,942: 57,618 15,600 1,635 71,039 86,989 130,292 104,224: 14,650 40,718
: : :
: : Changes in Commitments from: October 28, 2014 :
: 33,841: 16,142 -16,145 3,751 18,167 40,167 38,060 27,773: -4,219 6,068
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.5 20.1 13.1 43.9 47.0 91.4 80.2: 8.6 19.8
Old : 100.0: 37.1 24.6 11.3 43.2 45.4 91.6 81.2: 8.4 18.8
Other: 100.0: 39.8 10.8 1.1 49.0 60.0 89.9 71.9: 10.1 28.1
: : :
:# Traders : Number of Traders in Each Category :
All : 752: 148 180 176 237 337 505 609:
Old : 747: 155 188 156 232 328 482 594:
Other: 403: 75 57 18 72 225 155 293:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.0 11.7 21.3 17.2 11.5 7.9 19.2 13.3
Old : 13.3 10.8 22.1 16.6 12.4 7.6 20.7 13.0
Other: 21.4 29.6 31.3 38.0 18.3 23.2 28.0 30.8
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, November 4, 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 : 10,208: 3,782 1,689 61 4,080 7,434 7,923 9,184: 2,285 1,024
Old : 9,903: 3,803 1,600 40 3,853 7,271 7,696 8,911: 2,207 992
Other: 305: 0 110 0 227 163 227 273: 78 32
: : :
: : Changes in Commitments from: October 28, 2014 :
: -189: -57 -159 -13 80 1 10 -171: -199 -18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.0 16.5 0.6 40.0 72.8 77.6 90.0: 22.4 10.0
Old : 100.0: 38.4 16.2 0.4 38.9 73.4 77.7 90.0: 22.3 10.0
Other: 100.0: 0.0 36.1 0.0 74.4 53.4 74.4 89.5: 25.6 10.5
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 19 5 6 13 14 34 23:
Old : 42: 19 4 4 12 14 33 20:
Other: 14: 0 5 0 5 7 5 12:
:----------------------------------------------------------------------------------------------------
: 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 : 40.4 64.2 53.1 80.3 40.4 63.6 51.9 78.1
Old : 40.9 65.8 54.0 81.9 40.9 65.7 53.0 80.6
Other: 73.1 68.2 74.4 86.2 57.4 64.9 57.4 72.1
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, November 4, 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 : 655,299: 196,530 183,238 79,960 334,718 262,008 611,208 525,206: 44,091 130,093
Old : 568,338: 185,138 184,325 56,762 290,031 224,501 531,931 465,588: 36,407 102,750
Other: 86,961: 32,990 20,511 1,600 44,687 37,507 79,277 59,618: 7,684 27,343
: : :
: : Changes in Commitments from: October 28, 2014 :
: -38,441: -680 -14,709 -20,981 -10,461 4,004 -32,122 -31,686: -6,319 -6,755
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 28.0 12.2 51.1 40.0 93.3 80.1: 6.7 19.9
Old : 100.0: 32.6 32.4 10.0 51.0 39.5 93.6 81.9: 6.4 18.1
Other: 100.0: 37.9 23.6 1.8 51.4 43.1 91.2 68.6: 8.8 31.4
: : :
:# Traders : Number of Traders in Each Category :
All : 609: 133 211 153 152 221 379 503:
Old : 599: 125 213 127 147 213 350 485:
Other: 331: 65 84 22 55 150 134 243:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.2 10.0 20.2 17.3 10.0 9.0 16.8 14.3
Old : 11.6 10.8 20.5 18.6 10.9 10.2 19.0 16.4
Other: 29.7 23.5 44.8 31.3 29.7 23.1 44.6 30.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, November 4, 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 : 409,500: 141,314 65,037 69,109 162,170 241,609 372,593 375,755: 36,907 33,745
Old : 384,949: 141,485 67,424 58,784 150,758 226,940 351,027 353,148: 33,922 31,801
Other: 24,551: 4,717 2,501 5,437 11,412 14,669 21,566 22,607: 2,985 1,944
: : :
: : Changes in Commitments from: October 28, 2014 :
: 12,740: 7,080 -9,271 -4,189 7,244 24,562 10,135 11,102: 2,605 1,638
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.5 15.9 16.9 39.6 59.0 91.0 91.8: 9.0 8.2
Old : 100.0: 36.8 17.5 15.3 39.2 59.0 91.2 91.7: 8.8 8.3
Other: 100.0: 19.2 10.2 22.1 46.5 59.7 87.8 92.1: 12.2 7.9
: : :
:# Traders : Number of Traders in Each Category :
All : 288: 98 66 101 75 69 231 207:
Old : 288: 104 70 97 75 69 230 204:
Other: 72: 18 14 11 30 19 55 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 : 9.1 33.2 16.2 40.4 8.7 30.8 15.4 36.4
Old : 9.5 32.7 17.1 40.3 9.1 30.6 16.2 36.3
Other: 31.2 48.5 47.2 66.6 22.5 39.3 36.0 49.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, November 4, 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 : 829,116: 87,381 86,188 16,775 558,001 552,470 662,157 655,433: 166,959 173,683
Old : 829,116: 87,381 86,188 16,775 558,001 552,470 662,157 655,433: 166,959 173,683
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2014 :
: -22,603: -4,178 -5,400 767 -16,314 -20,434 -19,725 -25,067: -2,878 2,464
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 10.4 2.0 67.3 66.6 79.9 79.1: 20.1 20.9
Old : 100.0: 10.5 10.4 2.0 67.3 66.6 79.9 79.1: 20.1 20.9
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 : 168: 33 32 26 69 82 115 127:
Old : 168: 33 32 26 69 82 115 127:
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 : 34.1 18.3 43.4 29.1 31.4 18.3 37.8 27.3
Old : 34.1 18.3 43.4 29.1 31.4 18.3 37.8 27.3
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, November 4, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 513,070: 58,343 39,213 5,742 337,731 375,046 401,816 420,001: 111,254 93,069
Old : 513,070: 58,343 39,213 5,742 337,731 375,046 401,816 420,001: 111,254 93,069
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2014 :
: 6,755: 2,975 731 -349 5,062 6,991 7,688 7,373: -933 -618
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 7.6 1.1 65.8 73.1 78.3 81.9: 21.7 18.1
Old : 100.0: 11.4 7.6 1.1 65.8 73.1 78.3 81.9: 21.7 18.1
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 : 83: 11 11 7 49 45 64 59:
Old : 83: 11 11 7 49 45 64 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 : 25.4 44.6 39.5 55.6 23.1 43.0 32.6 50.1
Old : 25.4 44.6 39.5 55.6 23.1 43.0 32.6 50.1
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, November 4, 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 : 6,576: 2,696 319 295 3,099 5,752 6,090 6,366: 486 210
Old : 6,576: 2,696 319 295 3,099 5,752 6,090 6,366: 486 210
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2014 :
: -217: 2 -7 -357 169 173 -186 -191: -31 -26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.0 4.9 4.5 47.1 87.5 92.6 96.8: 7.4 3.2
Old : 100.0: 41.0 4.9 4.5 47.1 87.5 92.6 96.8: 7.4 3.2
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 : 38: 15 3 5 15 17 32 24:
Old : 38: 15 3 5 15 17 32 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.6 65.4 63.7 82.7 36.8 56.2 48.2 62.7
Old : 43.6 65.4 63.7 82.7 36.8 56.2 48.2 62.7
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, November 4, 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 : 377,036: 135,461 54,561 39,942 151,012 246,631 326,415 341,134: 50,621 35,902
Old : 353,724: 135,843 54,726 32,461 137,987 233,565 306,291 320,752: 47,433 32,972
Other: 23,312: 4,543 4,760 2,556 13,025 13,066 20,124 20,382: 3,188 2,930
: : :
: : Changes in Commitments from: October 28, 2014 :
: 15,475: 15,354 2,159 -1,699 -3,506 13,424 10,149 13,884: 5,326 1,591
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.9 14.5 10.6 40.1 65.4 86.6 90.5: 13.4 9.5
Old : 100.0: 38.4 15.5 9.2 39.0 66.0 86.6 90.7: 13.4 9.3
Other: 100.0: 19.5 20.4 11.0 55.9 56.0 86.3 87.4: 13.7 12.6
: : :
:# Traders : Number of Traders in Each Category :
All : 267: 89 58 71 85 88 222 183:
Old : 267: 94 59 68 83 88 219 181:
Other: 80: 20 10 8 36 22 62 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 : 8.9 33.7 15.1 41.5 6.7 30.5 12.1 37.3
Old : 9.2 34.7 15.5 42.7 6.6 32.9 12.3 40.0
Other: 30.6 41.9 48.3 56.2 29.3 40.7 46.9 52.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, November 4, 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 : 9,787: 805 4,214 1,250 5,962 1,947 8,017 7,411: 1,770 2,376
Old : 9,787: 805 4,214 1,250 5,962 1,947 8,017 7,411: 1,770 2,376
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2014 :
: -15: -149 138 170 44 -603 65 -295: -80 280
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 43.1 12.8 60.9 19.9 81.9 75.7: 18.1 24.3
Old : 100.0: 8.2 43.1 12.8 60.9 19.9 81.9 75.7: 18.1 24.3
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 : 59: 10 20 10 17 14 35 38:
Old : 59: 10 20 10 17 14 35 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.9 31.2 56.2 45.0 41.4 30.5 49.4 41.0
Old : 43.9 31.2 56.2 45.0 41.4 30.5 49.4 41.0
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, November 4, 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 : 1,324,430: 315,488 311,980 18,983 886,200 854,285 1,220,671 1,185,248: 103,759 139,182
Old : 1,324,430: 315,488 311,980 18,983 886,200 854,285 1,220,671 1,185,248: 103,759 139,182
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2014 :
: -59,781: -33,723 -16,624 4,822 -25,033 -52,661 -53,934 -64,463: -5,847 4,682
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 23.6 1.4 66.9 64.5 92.2 89.5: 7.8 10.5
Old : 100.0: 23.8 23.6 1.4 66.9 64.5 92.2 89.5: 7.8 10.5
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: 48 52 28 89 123 149 191:
Old : 263: 48 52 28 89 123 149 191:
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 : 29.0 28.0 38.3 41.5 28.8 28.0 37.4 41.0
Old : 29.0 28.0 38.3 41.5 28.8 28.0 37.4 41.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders - Futures Only, November 4, 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 : 2,767,604: 414,388 461,674 69,639 1,996,001 1,829,510 2,480,028 2,360,823: 287,576 406,781
Old : 2,767,604: 414,388 461,674 69,639 1,996,001 1,829,510 2,480,028 2,360,823: 287,576 406,781
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2014 :
: 41,177: -16,854 -5,392 2,074 81,238 83,441 66,458 80,123: -25,281 -38,946
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 16.7 2.5 72.1 66.1 89.6 85.3: 10.4 14.7
Old : 100.0: 15.0 16.7 2.5 72.1 66.1 89.6 85.3: 10.4 14.7
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 : 370: 63 83 56 147 177 245 281:
Old : 370: 63 83 56 147 177 245 281:
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 : 33.0 21.3 44.9 27.9 30.7 17.6 40.1 23.4
Old : 33.0 21.3 44.9 27.9 30.7 17.6 40.1 23.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, November 4, 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 : 1,932,928: 344,624 303,710 47,395 1,299,490 1,217,072 1,691,509 1,568,177: 241,419 364,751
Old : 1,932,928: 344,624 303,710 47,395 1,299,490 1,217,072 1,691,509 1,568,177: 241,419 364,751
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2014 :
: 39,382: -8,407 4,256 13,107 67,075 30,942 71,775 48,305: -32,393 -8,923
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 15.7 2.5 67.2 63.0 87.5 81.1: 12.5 18.9
Old : 100.0: 17.8 15.7 2.5 67.2 63.0 87.5 81.1: 12.5 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 : 278: 48 58 32 109 130 172 205:
Old : 278: 48 58 32 109 130 172 205:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.6 18.3 30.8 26.7 16.2 12.9 25.7 20.2
Old : 18.6 18.3 30.8 26.7 16.2 12.9 25.7 20.2
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, November 4, 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 : 661,079: 16,934 173,043 114,230 495,843 316,296 627,007 603,569: 34,072 57,510
Old : 661,079: 16,934 173,043 114,230 495,843 316,296 627,007 603,569: 34,072 57,510
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2014 :
: 1,903: 11,789 3,838 -3,812 -2,707 2,686 5,270 2,712: -3,367 -809
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 26.2 17.3 75.0 47.8 94.8 91.3: 5.2 8.7
Old : 100.0: 2.6 26.2 17.3 75.0 47.8 94.8 91.3: 5.2 8.7
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 : 98: 13 36 29 32 42 63 93:
Old : 98: 13 36 29 32 42 63 93:
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 : 45.1 21.3 57.8 34.4 35.7 16.3 41.0 22.2
Old : 45.1 21.3 57.8 34.4 35.7 16.3 41.0 22.2
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, November 4, 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 : 66,485: 20,442 9,410 348 37,575 46,465 58,365 56,222: 8,121 10,263
Old : 66,485: 20,442 9,410 348 37,575 46,465 58,365 56,222: 8,121 10,263
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2014 :
: 9,952: 2,580 -2,819 208 5,110 11,412 7,897 8,801: 2,055 1,152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 14.2 0.5 56.5 69.9 87.8 84.6: 12.2 15.4
Old : 100.0: 30.7 14.2 0.5 56.5 69.9 87.8 84.6: 12.2 15.4
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 : 105: 26 23 6 37 24 66 50:
Old : 105: 26 23 6 37 24 66 50:
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 : 27.4 37.4 42.7 56.2 27.3 36.7 42.7 55.6
Old : 27.4 37.4 42.7 56.2 27.3 36.7 42.7 55.6
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, November 4, 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 : 132,970: 40,884 18,820 695 75,150 92,929 116,729 112,444: 16,241 20,526
Old : 132,970: 40,884 18,820 695 75,150 92,929 116,729 112,444: 16,241 20,526
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2014 :
: 19,904: 5,159 -5,637 415 10,220 22,823 15,794 17,601: 4,110 2,303
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 14.2 0.5 56.5 69.9 87.8 84.6: 12.2 15.4
Old : 100.0: 30.7 14.2 0.5 56.5 69.9 87.8 84.6: 12.2 15.4
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 : 105: 26 23 6 37 24 66 50:
Old : 105: 26 23 6 37 24 66 50:
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 : 27.4 37.4 42.7 56.2 27.3 36.7 42.7 55.6
Old : 27.4 37.4 42.7 56.2 27.3 36.7 42.7 55.6
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, November 4, 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 : 11,384: 10,025 9,841 646 560 875 11,231 11,362: 153 22
Old : 11,384: 10,025 9,841 646 560 875 11,231 11,362: 153 22
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2014 :
: -1,119: -1,088 -984 -38 100 -107 -1,026 -1,129: -93 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.1 86.4 5.7 4.9 7.7 98.7 99.8: 1.3 0.2
Old : 100.0: 88.1 86.4 5.7 4.9 7.7 98.7 99.8: 1.3 0.2
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 : 22: 11 8 2 2 2 14 11:
Old : 22: 11 8 2 2 2 14 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 : 89.1 70.8 96.4 93.7 85.0 70.4 87.8 86.6
Old : 89.1 70.8 96.4 93.7 85.0 70.4 87.8 86.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
Commitments of Traders - Futures Only, November 4, 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 : 49,353: 4,701 19,143 55 44,444 29,962 49,200 49,160: 153 193
Old : 49,353: 4,701 19,143 55 44,444 29,962 49,200 49,160: 153 193
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2014 :
: -2,753: 457 -555 0 -3,200 -2,169 -2,743 -2,724: -10 -29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 38.8 0.1 90.1 60.7 99.7 99.6: 0.3 0.4
Old : 100.0: 9.5 38.8 0.1 90.1 60.7 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 : 49: 8 16 1 12 16 20 33:
Old : 49: 8 16 1 12 16 20 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 : 84.7 53.6 95.7 74.8 79.0 43.7 87.0 64.8
Old : 84.7 53.6 95.7 74.8 79.0 43.7 87.0 64.8
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, November 4, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 53,996: 7,885 19,268 2,831 42,968 31,588 53,684 53,687: 312 309
Old : 53,996: 7,885 19,268 2,831 42,968 31,588 53,684 53,687: 312 309
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2014 :
: 1,336: 227 2,225 0 1,034 -879 1,261 1,346: 75 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 35.7 5.2 79.6 58.5 99.4 99.4: 0.6 0.6
Old : 100.0: 14.6 35.7 5.2 79.6 58.5 99.4 99.4: 0.6 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 8 17 1 4 20 12 38:
Old : 48: 8 17 1 4 20 12 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 95.3 54.3 98.8 78.6 90.0 54.3 92.0 74.4
Old : 95.3 54.3 98.8 78.6 90.0 54.3 92.0 74.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 7, 2014