WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, November 25, 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 : 371,924: 117,870 126,243 55,283 168,177 146,006 341,330 327,532: 30,594 44,392
Old : 286,571: 104,528 120,433 34,989 124,354 99,504 263,871 254,926: 22,700 31,645
Other: 85,353: 28,761 21,229 4,875 43,823 46,502 77,459 72,606: 7,894 12,747
: : :
: : Changes in Commitments from: November 18, 2014 :
: -39,522: -8,547 -20,536 -8,911 -18,312 -9,786 -35,770 -39,233: -3,752 -289
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 33.9 14.9 45.2 39.3 91.8 88.1: 8.2 11.9
Old : 100.0: 36.5 42.0 12.2 43.4 34.7 92.1 89.0: 7.9 11.0
Other: 100.0: 33.7 24.9 5.7 51.3 54.5 90.8 85.1: 9.2 14.9
: : :
:# Traders : Number of Traders in Each Category :
All : 359: 104 114 106 92 95 271 263:
Old : 346: 119 104 83 79 84 239 238:
Other: 206: 44 60 32 58 74 128 145:
:----------------------------------------------------------------------------------------------------
: 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 : 17.5 12.7 27.3 22.4 16.1 11.4 25.4 19.8
Old : 17.6 15.5 28.4 26.4 17.4 15.3 27.4 24.8
Other: 32.2 21.9 46.0 35.8 32.1 19.5 44.6 31.1
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, November 25, 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 : 143,534: 41,962 39,827 16,803 69,620 63,679 128,385 120,309: 15,149 23,225
Old : 110,894: 44,057 38,396 5,465 50,368 49,412 99,890 93,273: 11,004 17,621
Other: 32,640: 7,963 11,489 1,280 19,252 14,267 28,495 27,036: 4,145 5,604
: : :
: : Changes in Commitments from: November 18, 2014 :
: -6,892: -2,198 -1,235 -2,320 -1,952 -1,914 -6,470 -5,469: -422 -1,423
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 27.7 11.7 48.5 44.4 89.4 83.8: 10.6 16.2
Old : 100.0: 39.7 34.6 4.9 45.4 44.6 90.1 84.1: 9.9 15.9
Other: 100.0: 24.4 35.2 3.9 59.0 43.7 87.3 82.8: 12.7 17.2
: : :
:# Traders : Number of Traders in Each Category :
All : 186: 45 43 48 59 64 132 136:
Old : 179: 46 41 32 49 63 114 120:
Other: 120: 22 22 10 43 47 71 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 : 21.1 21.9 33.2 32.3 17.7 17.8 27.8 26.2
Old : 26.7 20.7 39.4 30.7 25.0 20.7 37.2 30.6
Other: 28.0 45.5 47.0 54.7 28.0 44.5 44.5 52.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, November 25, 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 : 1,217,636: 428,813 183,714 140,292 530,424 639,670 1,099,529 963,676: 118,107 253,960
Old : 1,034,042: 395,841 199,906 96,299 438,899 532,054 931,039 828,259: 103,003 205,783
Other: 183,594: 74,630 25,466 2,335 91,525 107,616 168,490 135,417: 15,104 48,177
: : :
: : Changes in Commitments from: November 18, 2014 :
: -118,333: -31,795 -54,366 -38,968 -45,071 -21,347 -115,834 -114,681: -2,499 -3,652
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.2 15.1 11.5 43.6 52.5 90.3 79.1: 9.7 20.9
Old : 100.0: 38.3 19.3 9.3 42.4 51.5 90.0 80.1: 10.0 19.9
Other: 100.0: 40.6 13.9 1.3 49.9 58.6 91.8 73.8: 8.2 26.2
: : :
:# Traders : Number of Traders in Each Category :
All : 707: 135 149 165 244 335 494 574:
Old : 698: 136 160 150 238 323 469 557:
Other: 420: 72 59 20 73 240 155 314:
:----------------------------------------------------------------------------------------------------
: 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 : 12.3 11.9 20.6 18.2 11.9 9.5 19.9 15.8
Old : 13.5 11.1 22.2 17.7 13.5 10.0 22.1 16.5
Other: 31.7 25.9 42.4 34.5 26.4 16.4 35.3 24.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, November 25, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 8,378: 3,006 1,247 86 3,056 6,025 6,148 7,358: 2,230 1,020
Old : 7,988: 3,020 1,220 25 2,901 5,779 5,946 7,024: 2,042 964
Other: 390: 33 74 14 155 246 202 334: 188 56
: : :
: : Changes in Commitments from: November 18, 2014 :
: -1,716: -689 -409 -55 -1,051 -1,371 -1,795 -1,835: 79 119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.9 14.9 1.0 36.5 71.9 73.4 87.8: 26.6 12.2
Old : 100.0: 37.8 15.3 0.3 36.3 72.3 74.4 87.9: 25.6 12.1
Other: 100.0: 8.5 19.0 3.6 39.7 63.1 51.8 85.6: 48.2 14.4
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 13 3 5 13 10 28 16:
Old : 32: 13 2 2 11 9 24 13:
Other: 15: 2 4 1 4 8 6 13:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.5 68.0 55.7 81.7 41.4 67.6 54.3 80.5
Old : 42.0 71.0 56.8 84.7 42.0 70.8 56.4 84.4
Other: 45.9 69.7 51.8 81.8 38.5 68.2 41.0 74.4
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, November 25, 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 : 672,574: 186,132 166,890 86,799 351,485 291,351 624,416 545,040: 48,158 127,534
Old : 575,933: 170,216 168,353 60,038 304,822 249,115 535,076 477,506: 40,857 98,427
Other: 96,641: 40,586 23,207 2,091 46,663 42,236 89,340 67,534: 7,301 29,107
: : :
: : Changes in Commitments from: November 18, 2014 :
: 2,672: -460 -3 -919 2,523 1,371 1,144 449: 1,528 2,223
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 24.8 12.9 52.3 43.3 92.8 81.0: 7.2 19.0
Old : 100.0: 29.6 29.2 10.4 52.9 43.3 92.9 82.9: 7.1 17.1
Other: 100.0: 42.0 24.0 2.2 48.3 43.7 92.4 69.9: 7.6 30.1
: : :
:# Traders : Number of Traders in Each Category :
All : 607: 130 205 175 140 202 382 501:
Old : 595: 126 210 149 133 194 352 480:
Other: 326: 74 78 19 60 138 145 224:
:----------------------------------------------------------------------------------------------------
: 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 : 13.6 11.3 22.4 18.2 10.5 10.1 17.9 15.5
Old : 14.1 12.2 23.5 19.4 12.5 11.6 21.4 17.5
Other: 28.4 24.8 43.6 32.0 28.3 24.4 43.2 31.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, November 25, 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 : 378,056: 130,189 68,670 56,576 153,350 221,026 340,115 346,272: 37,941 31,784
Old : 344,540: 130,632 70,722 41,758 138,122 202,581 310,512 315,061: 34,028 29,479
Other: 33,516: 8,899 7,290 5,476 15,228 18,445 29,603 31,211: 3,913 2,305
: : :
: : Changes in Commitments from: November 18, 2014 :
: -22,824: -7,235 -6,748 -10,960 -7,340 -4,526 -25,535 -22,234: 2,711 -590
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.4 18.2 15.0 40.6 58.5 90.0 91.6: 10.0 8.4
Old : 100.0: 37.9 20.5 12.1 40.1 58.8 90.1 91.4: 9.9 8.6
Other: 100.0: 26.6 21.8 16.3 45.4 55.0 88.3 93.1: 11.7 6.9
: : :
:# Traders : Number of Traders in Each Category :
All : 276: 99 59 90 75 65 221 188:
Old : 275: 99 66 84 75 65 218 184:
Other: 80: 21 18 14 28 18 57 45:
:----------------------------------------------------------------------------------------------------
: 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 34.4 17.1 40.9 9.0 32.8 16.4 38.9
Old : 10.0 34.2 18.5 41.1 9.5 32.9 17.7 39.5
Other: 30.1 44.0 45.8 63.7 26.6 40.1 40.3 52.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, November 25, 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 : 990,473: 121,202 84,336 65,122 573,436 619,577 759,760 769,035: 230,713 221,438
Old : 990,473: 121,202 84,336 65,122 573,436 619,577 759,760 769,035: 230,713 221,438
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: 171,028: 22,711 862 51,395 35,048 63,389 109,154 115,646: 61,874 55,382
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 8.5 6.6 57.9 62.6 76.7 77.6: 23.3 22.4
Old : 100.0: 12.2 8.5 6.6 57.9 62.6 76.7 77.6: 23.3 22.4
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 : 157: 34 28 22 68 72 115 110:
Old : 157: 34 28 22 68 72 115 110:
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 : 26.5 19.3 35.9 30.8 23.1 16.7 28.5 24.9
Old : 26.5 19.3 35.9 30.8 23.1 16.7 28.5 24.9
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 25, 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 : 587,752: 60,614 46,794 20,791 360,316 410,014 441,721 477,599: 146,031 110,153
Old : 587,752: 60,614 46,794 20,791 360,316 410,014 441,721 477,599: 146,031 110,153
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: 59,550: -7,663 3,613 16,443 18,851 19,734 27,631 39,790: 31,919 19,760
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 8.0 3.5 61.3 69.8 75.2 81.3: 24.8 18.7
Old : 100.0: 10.3 8.0 3.5 61.3 69.8 75.2 81.3: 24.8 18.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 88: 13 14 12 49 49 70 67:
Old : 88: 13 14 12 49 49 70 67:
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 : 22.3 43.1 35.1 52.8 19.6 39.1 28.6 45.6
Old : 22.3 43.1 35.1 52.8 19.6 39.1 28.6 45.6
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 25, 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 : 5,260: 1,822 359 417 2,455 4,297 4,694 5,073: 566 187
Old : 5,260: 1,822 359 417 2,455 4,297 4,694 5,073: 566 187
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: -507: -447 11 -5 -27 -432 -479 -426: -28 -81
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.6 6.8 7.9 46.7 81.7 89.2 96.4: 10.8 3.6
Old : 100.0: 34.6 6.8 7.9 46.7 81.7 89.2 96.4: 10.8 3.6
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 : 38: 15 5 10 14 13 33 26:
Old : 38: 15 5 10 14 13 33 26:
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 : 42.5 57.1 56.9 76.4 34.6 52.5 43.7 59.8
Old : 42.5 57.1 56.9 76.4 34.6 52.5 43.7 59.8
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 25, 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 : 379,157: 128,841 46,966 40,593 156,384 255,869 325,818 343,428: 53,339 35,729
Old : 352,926: 128,017 45,018 32,828 142,241 241,999 303,086 319,845: 49,840 33,081
Other: 26,231: 5,577 6,701 3,012 14,143 13,870 22,732 23,583: 3,499 2,648
: : :
: : Changes in Commitments from: November 18, 2014 :
: -6,186: -405 -6,665 -6,272 -1,801 8,103 -8,478 -4,834: 2,292 -1,352
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.0 12.4 10.7 41.2 67.5 85.9 90.6: 14.1 9.4
Old : 100.0: 36.3 12.8 9.3 40.3 68.6 85.9 90.6: 14.1 9.4
Other: 100.0: 21.3 25.5 11.5 53.9 52.9 86.7 89.9: 13.3 10.1
: : :
:# Traders : Number of Traders in Each Category :
All : 272: 88 60 72 84 90 223 189:
Old : 271: 94 63 70 82 89 220 186:
Other: 87: 22 13 14 36 24 64 45:
:----------------------------------------------------------------------------------------------------
: 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 35.8 14.9 44.9 7.0 31.5 12.3 38.7
Old : 8.7 37.1 15.5 46.3 7.3 34.2 13.1 41.6
Other: 28.4 39.2 46.6 55.2 27.2 38.0 45.4 52.2
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, November 25, 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 : 9,621: 810 4,510 1,200 6,012 2,147 8,022 7,857: 1,599 1,764
Old : 9,621: 810 4,510 1,200 6,012 2,147 8,022 7,857: 1,599 1,764
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: -283: -61 59 -120 -107 4 -288 -57: 5 -226
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 46.9 12.5 62.5 22.3 83.4 81.7: 16.6 18.3
Old : 100.0: 8.4 46.9 12.5 62.5 22.3 83.4 81.7: 16.6 18.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 9 23 8 18 16 34 42:
Old : 62: 9 23 8 18 16 34 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.7 33.4 59.9 46.3 43.2 31.7 50.9 41.6
Old : 47.7 33.4 59.9 46.3 43.2 31.7 50.9 41.6
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 25, 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 : 1,450,584: 318,171 342,438 40,340 994,988 922,522 1,353,499 1,305,300: 97,085 145,284
Old : 1,450,584: 318,171 342,438 40,340 994,988 922,522 1,353,499 1,305,300: 97,085 145,284
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: -46,379: -11,239 -10,156 -2,014 -26,015 -36,314 -39,268 -48,484: -7,111 2,105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 23.6 2.8 68.6 63.6 93.3 90.0: 6.7 10.0
Old : 100.0: 21.9 23.6 2.8 68.6 63.6 93.3 90.0: 6.7 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 : 268: 45 61 30 95 130 153 211:
Old : 268: 45 61 30 95 130 153 211:
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 : 31.5 26.1 42.3 38.3 30.7 26.1 41.4 38.1
Old : 31.5 26.1 42.3 38.3 30.7 26.1 41.4 38.1
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, November 25, 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 : 3,032,735: 386,471 461,798 83,956 2,109,804 1,897,505 2,580,231 2,443,259: 452,504 589,476
Old : 3,032,735: 386,471 461,798 83,956 2,109,804 1,897,505 2,580,231 2,443,259: 452,504 589,476
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: 130,717: -12,432 -64,433 16,676 -5,499 19,413 -1,255 -28,344: 131,972 159,061
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 15.2 2.8 69.6 62.6 85.1 80.6: 14.9 19.4
Old : 100.0: 12.7 15.2 2.8 69.6 62.6 85.1 80.6: 14.9 19.4
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 : 357: 61 86 60 146 170 246 278:
Old : 357: 61 86 60 146 170 246 278:
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 : 31.6 21.2 41.5 28.9 30.3 18.3 38.8 23.3
Old : 31.6 21.2 41.5 28.9 30.3 18.3 38.8 23.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, November 25, 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 : 2,079,922: 305,549 290,952 89,700 1,346,726 1,178,174 1,741,975 1,558,826: 337,947 521,096
Old : 2,079,922: 305,549 290,952 89,700 1,346,726 1,178,174 1,741,975 1,558,826: 337,947 521,096
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: 45,864: -11,446 -18,642 25,035 -58,756 -112,978 -45,167 -106,585: 91,031 152,449
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 14.0 4.3 64.7 56.6 83.8 74.9: 16.2 25.1
Old : 100.0: 14.7 14.0 4.3 64.7 56.6 83.8 74.9: 16.2 25.1
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 : 253: 38 60 41 101 131 165 206:
Old : 253: 38 60 41 101 131 165 206:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.8 14.6 32.2 23.1 16.8 10.5 26.3 16.5
Old : 19.8 14.6 32.2 23.1 16.8 10.5 26.3 16.5
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, November 25, 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 : 732,393: 35,739 201,206 126,912 536,926 347,169 699,577 675,287: 32,816 57,106
Old : 732,393: 35,739 201,206 126,912 536,926 347,169 699,577 675,287: 32,816 57,106
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: 19,650: 12,319 5,617 2,474 2,872 10,337 17,665 18,428: 1,985 1,222
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 27.5 17.3 73.3 47.4 95.5 92.2: 4.5 7.8
Old : 100.0: 4.9 27.5 17.3 73.3 47.4 95.5 92.2: 4.5 7.8
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 : 101: 12 34 31 40 48 73 96:
Old : 101: 12 34 31 40 48 73 96:
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 : 44.9 24.2 57.2 35.9 37.2 18.5 41.7 25.3
Old : 44.9 24.2 57.2 35.9 37.2 18.5 41.7 25.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders - Futures Only, November 25, 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 : 71,821: 23,184 10,896 17 39,941 48,977 63,141 59,889: 8,680 11,932
Old : 71,821: 23,184 10,896 17 39,941 48,977 63,141 59,889: 8,680 11,932
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: 100: -1,997 73 -81 2,090 -178 13 -186: 88 286
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.3 15.2 0.0 55.6 68.2 87.9 83.4: 12.1 16.6
Old : 100.0: 32.3 15.2 0.0 55.6 68.2 87.9 83.4: 12.1 16.6
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 : 108: 24 27 4 39 25 66 53:
Old : 108: 24 27 4 39 25 66 53:
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 : 22.3 39.2 38.6 55.3 22.2 38.6 38.6 54.8
Old : 22.3 39.2 38.6 55.3 22.2 38.6 38.6 54.8
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, November 25, 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 : 143,642: 46,368 21,792 33 79,881 97,953 126,282 119,778: 17,360 23,864
Old : 143,642: 46,368 21,792 33 79,881 97,953 126,282 119,778: 17,360 23,864
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: 200: -3,993 146 -162 4,180 -356 25 -372: 175 572
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.3 15.2 0.0 55.6 68.2 87.9 83.4: 12.1 16.6
Old : 100.0: 32.3 15.2 0.0 55.6 68.2 87.9 83.4: 12.1 16.6
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 : 108: 24 27 4 39 25 66 53:
Old : 108: 24 27 4 39 25 66 53:
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 : 22.3 39.2 38.6 55.3 22.2 38.6 38.6 54.8
Old : 22.3 39.2 38.6 55.3 22.2 38.6 38.6 54.8
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 25, 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 : 51,660: 7,285 19,575 49 44,205 31,588 51,539 51,212: 121 448
Old : 51,660: 7,285 19,575 49 44,205 31,588 51,539 51,212: 121 448
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: 1,069: 1,015 1,205 -34 59 -277 1,040 894: 29 175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 37.9 0.1 85.6 61.1 99.8 99.1: 0.2 0.9
Old : 100.0: 14.1 37.9 0.1 85.6 61.1 99.8 99.1: 0.2 0.9
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 : 46: 6 15 2 11 18 18 34:
Old : 46: 6 15 2 11 18 18 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 : 81.9 52.8 96.5 73.2 77.0 43.3 88.3 63.7
Old : 81.9 52.8 96.5 73.2 77.0 43.3 88.3 63.7
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 25, 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 : 52,740: 8,539 19,193 2,802 41,273 30,607 52,614 52,602: 126 138
Old : 52,740: 8,539 19,193 2,802 41,273 30,607 52,614 52,602: 126 138
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: -1,123: -849 570 -29 -215 -1,685 -1,093 -1,144: -30 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 36.4 5.3 78.3 58.0 99.8 99.7: 0.2 0.3
Old : 100.0: 16.2 36.4 5.3 78.3 58.0 99.8 99.7: 0.2 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 10 14 1 5 19 15 34:
Old : 47: 10 14 1 5 19 15 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 : 95.8 53.6 98.9 78.5 90.0 53.6 92.2 74.4
Old : 95.8 53.6 98.9 78.5 90.0 53.6 92.2 74.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 29, 2014