WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, December 9, 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 : 373,848: 124,484 117,483 46,869 169,965 167,849 341,318 332,201: 32,530 41,647
Old : 277,327: 108,427 111,079 24,132 122,273 113,923 254,832 249,134: 22,495 28,193
Other: 96,521: 31,771 22,118 7,023 47,692 53,926 86,486 83,067: 10,035 13,454
: : :
: : Changes in Commitments from: December 2, 2014 :
: -1,515: 7,885 -4,254 -5,399 -3,275 10,181 -789 528: -726 -2,043
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 31.4 12.5 45.5 44.9 91.3 88.9: 8.7 11.1
Old : 100.0: 39.1 40.1 8.7 44.1 41.1 91.9 89.8: 8.1 10.2
Other: 100.0: 32.9 22.9 7.3 49.4 55.9 89.6 86.1: 10.4 13.9
: : :
:# Traders : Number of Traders in Each Category :
All : 350: 111 103 99 81 103 257 256:
Old : 340: 119 97 75 66 92 220 234:
Other: 205: 45 57 31 58 80 125 150:
:----------------------------------------------------------------------------------------------------
: 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 14.4 27.1 23.6 16.0 12.6 25.6 20.9
Old : 18.1 17.5 29.1 27.7 18.0 17.5 28.5 27.6
Other: 29.4 20.9 42.2 34.5 29.1 19.0 40.3 30.0
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, December 9, 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 : 131,160: 43,638 30,165 11,099 62,981 67,923 117,718 109,187: 13,442 21,973
Old : 100,230: 43,341 28,371 3,891 43,496 52,087 90,728 84,349: 9,502 15,881
Other: 30,930: 6,555 8,052 950 19,485 15,836 26,990 24,838: 3,940 6,092
: : :
: : Changes in Commitments from: December 2, 2014 :
: -8,285: 187 -2,036 -3,642 -3,206 -2,111 -6,661 -7,789: -1,624 -496
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 23.0 8.5 48.0 51.8 89.8 83.2: 10.2 16.8
Old : 100.0: 43.2 28.3 3.9 43.4 52.0 90.5 84.2: 9.5 15.8
Other: 100.0: 21.2 26.0 3.1 63.0 51.2 87.3 80.3: 12.7 19.7
: : :
:# Traders : Number of Traders in Each Category :
All : 197: 49 48 42 59 67 134 137:
Old : 191: 52 44 25 48 64 113 121:
Other: 127: 23 23 10 46 53 74 82:
:----------------------------------------------------------------------------------------------------
: 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 : 19.0 20.1 30.3 30.1 18.3 19.0 28.7 28.0
Old : 23.1 21.9 35.9 32.2 22.4 21.8 34.9 31.8
Other: 26.8 33.5 43.4 45.0 26.8 32.6 42.1 42.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, December 9, 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 : 1,209,237: 437,486 171,874 132,032 527,936 664,078 1,097,454 967,984: 111,783 241,253
Old : 1,013,764: 401,870 186,684 87,511 430,499 548,602 919,880 822,797: 93,884 190,967
Other: 195,473: 77,560 27,134 2,577 97,437 115,476 177,574 145,187: 17,899 50,286
: : :
: : Changes in Commitments from: December 2, 2014 :
: 17,071: 12,660 -12,813 -6,972 1,338 39,631 7,026 19,846: 10,045 -2,775
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.2 14.2 10.9 43.7 54.9 90.8 80.0: 9.2 20.0
Old : 100.0: 39.6 18.4 8.6 42.5 54.1 90.7 81.2: 9.3 18.8
Other: 100.0: 39.7 13.9 1.3 49.8 59.1 90.8 74.3: 9.2 25.7
: : :
:# Traders : Number of Traders in Each Category :
All : 711: 151 141 150 195 339 438 564:
Old : 704: 142 155 129 185 324 405 544:
Other: 429: 71 56 20 74 255 158 321:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.7 12.8 21.4 19.2 12.3 10.3 20.7 16.8
Old : 14.1 12.2 23.4 19.0 14.1 11.0 23.3 17.8
Other: 29.6 23.7 40.1 32.6 24.8 14.8 33.3 22.8
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, December 9, 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 : 8,081: 2,882 1,362 80 3,130 5,244 6,092 6,686: 1,989 1,395
Old : 7,653: 2,891 1,382 18 2,961 4,991 5,870 6,391: 1,783 1,262
Other: 428: 38 27 15 169 253 222 295: 206 133
: : :
: : Changes in Commitments from: December 2, 2014 :
: -35: 132 32 -31 -168 -158 -67 -157: 32 122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.7 16.9 1.0 38.7 64.9 75.4 82.7: 24.6 17.3
Old : 100.0: 37.8 18.1 0.2 38.7 65.2 76.7 83.5: 23.3 16.5
Other: 100.0: 8.9 6.3 3.5 39.5 59.1 51.9 68.9: 48.1 31.1
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 18 2 6 12 10 31 17:
Old : 36: 18 2 2 11 8 29 12:
Other: 16: 2 4 1 4 9 6 14:
:----------------------------------------------------------------------------------------------------
: 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 : 44.2 66.9 54.8 79.4 44.1 66.0 53.1 76.9
Old : 44.8 70.3 56.0 82.1 44.8 69.6 55.9 80.9
Other: 45.6 54.2 51.9 65.2 40.4 50.5 40.4 56.3
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, December 9, 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 : 693,400: 181,818 159,316 117,637 345,579 293,465 645,034 570,418: 48,366 122,982
Old : 595,126: 161,104 157,259 93,422 299,295 250,925 553,821 501,606: 41,305 93,520
Other: 98,274: 42,307 23,650 2,622 46,284 42,540 91,213 68,812: 7,061 29,462
: : :
: : Changes in Commitments from: December 2, 2014 :
: 17,649: 8,035 -13,037 13,622 -6,594 21,066 15,063 21,651: 2,586 -4,002
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 23.0 17.0 49.8 42.3 93.0 82.3: 7.0 17.7
Old : 100.0: 27.1 26.4 15.7 50.3 42.2 93.1 84.3: 6.9 15.7
Other: 100.0: 43.1 24.1 2.7 47.1 43.3 92.8 70.0: 7.2 30.0
: : :
:# Traders : Number of Traders in Each Category :
All : 616: 147 201 198 147 204 418 514:
Old : 603: 139 212 173 137 192 386 489:
Other: 336: 87 82 27 64 130 167 224:
:----------------------------------------------------------------------------------------------------
: 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 11.1 21.9 17.6 10.1 9.8 17.1 14.9
Old : 13.8 12.0 22.5 18.6 11.2 11.3 19.4 16.6
Other: 28.3 23.3 43.7 30.4 28.2 23.1 43.2 30.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, December 9, 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 : 372,998: 121,690 76,725 64,420 155,871 199,468 341,981 340,613: 31,017 32,385
Old : 335,357: 124,096 78,540 47,643 136,644 179,157 308,383 305,340: 26,974 30,017
Other: 37,641: 8,188 8,779 6,183 19,227 20,311 33,598 35,273: 4,043 2,368
: : :
: : Changes in Commitments from: December 2, 2014 :
: -6,220: -1,855 -3,479 5,027 -7,852 -5,427 -4,680 -3,879: -1,540 -2,341
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 20.6 17.3 41.8 53.5 91.7 91.3: 8.3 8.7
Old : 100.0: 37.0 23.4 14.2 40.7 53.4 92.0 91.0: 8.0 9.0
Other: 100.0: 21.8 23.3 16.4 51.1 54.0 89.3 93.7: 10.7 6.3
: : :
:# Traders : Number of Traders in Each Category :
All : 297: 91 83 102 73 64 224 215:
Old : 296: 94 88 93 72 64 217 211:
Other: 91: 22 22 16 34 18 64 50:
:----------------------------------------------------------------------------------------------------
: 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 31.6 16.9 37.9 9.0 29.5 16.3 35.7
Old : 10.1 31.2 18.4 38.0 9.7 29.5 17.7 36.2
Other: 29.1 43.9 45.2 62.0 26.1 38.9 39.0 49.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, December 9, 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 : 890,464: 119,328 100,412 9,783 588,970 608,284 718,081 718,479: 172,383 171,985
Old : 890,464: 119,328 100,412 9,783 588,970 608,284 718,081 718,479: 172,383 171,985
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2014 :
: 9,670: -2,261 2,959 -23,382 40,282 29,205 14,639 8,782: -4,969 888
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 11.3 1.1 66.1 68.3 80.6 80.7: 19.4 19.3
Old : 100.0: 13.4 11.3 1.1 66.1 68.3 80.6 80.7: 19.4 19.3
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 : 162: 33 28 18 67 80 108 118:
Old : 162: 33 28 18 67 80 108 118:
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 : 33.3 24.9 41.8 36.2 31.4 22.4 37.7 31.4
Old : 33.3 24.9 41.8 36.2 31.4 22.4 37.7 31.4
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, December 9, 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 : 568,563: 65,905 57,017 17,348 367,130 406,648 450,383 481,013: 118,180 87,550
Old : 568,563: 65,905 57,017 17,348 367,130 406,648 450,383 481,013: 118,180 87,550
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2014 :
: 10,441: -2,081 2,232 -2,264 12,864 13,317 8,519 13,285: 1,922 -2,844
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 10.0 3.1 64.6 71.5 79.2 84.6: 20.8 15.4
Old : 100.0: 11.6 10.0 3.1 64.6 71.5 79.2 84.6: 20.8 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 : 96: 15 15 13 55 52 79 71:
Old : 96: 15 15 13 55 52 79 71:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.2 43.4 36.4 54.2 19.8 41.4 30.3 48.2
Old : 23.2 43.4 36.4 54.2 19.8 41.4 30.3 48.2
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, December 9, 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 : 5,461: 1,728 202 418 2,700 4,599 4,846 5,219: 615 242
Old : 5,461: 1,728 202 418 2,700 4,599 4,846 5,219: 615 242
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2014 :
: 190: -136 -5 21 187 167 72 183: 118 7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 3.7 7.7 49.4 84.2 88.7 95.6: 11.3 4.4
Old : 100.0: 31.6 3.7 7.7 49.4 84.2 88.7 95.6: 11.3 4.4
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 : 37: 15 3 8 15 15 33 24:
Old : 37: 15 3 8 15 15 33 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 : 42.9 61.7 58.2 79.2 32.0 53.4 40.5 58.0
Old : 42.9 61.7 58.2 79.2 32.0 53.4 40.5 58.0
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, December 9, 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 : 352,063: 124,223 52,419 34,167 143,751 232,672 302,141 319,258: 49,922 32,805
Old : 324,275: 123,432 49,630 26,667 127,530 218,193 277,629 294,490: 46,646 29,785
Other: 27,788: 5,734 7,732 2,557 16,221 14,479 24,512 24,768: 3,276 3,020
: : :
: : Changes in Commitments from: December 2, 2014 :
: -10,017: -1,789 4,430 -1,828 -6,690 -11,258 -10,307 -8,656: 290 -1,361
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.3 14.9 9.7 40.8 66.1 85.8 90.7: 14.2 9.3
Old : 100.0: 38.1 15.3 8.2 39.3 67.3 85.6 90.8: 14.4 9.2
Other: 100.0: 20.6 27.8 9.2 58.4 52.1 88.2 89.1: 11.8 10.9
: : :
:# Traders : Number of Traders in Each Category :
All : 280: 84 71 77 84 88 224 194:
Old : 279: 92 69 73 83 87 222 189:
Other: 94: 21 17 12 41 25 69 47:
:----------------------------------------------------------------------------------------------------
: 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 : 8.3 35.3 14.5 44.8 7.5 31.8 13.1 39.2
Old : 8.3 36.9 14.9 46.3 7.8 35.1 13.9 42.9
Other: 29.1 37.2 47.4 52.7 28.3 36.0 46.5 50.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, December 9, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 10,166: 935 4,327 1,934 5,583 2,200 8,452 8,461: 1,714 1,705
Old : 10,165: 935 4,326 1,934 5,582 2,200 8,451 8,460: 1,714 1,705
Other: 1: 0 1 0 1 0 1 1: 0 0
: : :
: : Changes in Commitments from: December 2, 2014 :
: -232: -49 -132 -162 -213 33 -424 -261: 192 29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 42.6 19.0 54.9 21.6 83.1 83.2: 16.9 16.8
Old : 100.0: 9.2 42.6 19.0 54.9 21.6 83.1 83.2: 16.9 16.8
Other: 100.0: 0.0 100.0 0.0 100.0 0.0 100.0 100.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 67: 13 22 10 16 16 37 44:
Old : 67: 13 22 10 16 16 37 44:
Other: 2: 0 1 0 1 0 1 1:
:----------------------------------------------------------------------------------------------------
: 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 : 46.6 33.6 57.3 47.2 41.6 29.4 47.6 39.9
Old : 46.6 33.6 57.3 47.2 41.6 29.4 47.6 39.9
Other: 100.0 100.0 100.0 100.0 100.0 100.0 100.0 100.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, December 9, 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 : 1,322,937: 265,623 338,420 22,834 934,968 811,305 1,223,425 1,172,559: 99,512 150,378
Old : 1,322,937: 265,623 338,420 22,834 934,968 811,305 1,223,425 1,172,559: 99,512 150,378
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2014 :
: -55,161: -27,179 -2,420 -5,295 -10,827 -46,025 -43,301 -53,740: -11,860 -1,421
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 25.6 1.7 70.7 61.3 92.5 88.6: 7.5 11.4
Old : 100.0: 20.1 25.6 1.7 70.7 61.3 92.5 88.6: 7.5 11.4
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 : 254: 42 55 25 92 121 142 193:
Old : 254: 42 55 25 92 121 142 193:
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 : 30.9 29.0 43.2 38.5 30.3 29.0 42.2 37.9
Old : 30.9 29.0 43.2 38.5 30.3 29.0 42.2 37.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders - Futures Only, December 9, 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 : 2,628,838: 305,733 507,068 45,205 1,990,193 1,642,058 2,341,131 2,194,331: 287,707 434,507
Old : 2,628,838: 305,733 507,068 45,205 1,990,193 1,642,058 2,341,131 2,194,331: 287,707 434,507
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2014 :
: -41,446: -38,690 121 -9,646 27,459 -33,570 -20,877 -43,095: -20,569 1,649
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 19.3 1.7 75.7 62.5 89.1 83.5: 10.9 16.5
Old : 100.0: 11.6 19.3 1.7 75.7 62.5 89.1 83.5: 10.9 16.5
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 : 358: 57 89 39 147 167 231 268:
Old : 358: 57 89 39 147 167 231 268:
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 : 37.4 21.4 47.0 26.9 36.0 17.5 42.9 22.2
Old : 37.4 21.4 47.0 26.9 36.0 17.5 42.9 22.2
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, December 9, 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 : 1,821,567: 252,828 294,410 53,154 1,274,210 1,093,365 1,580,192 1,440,929: 241,375 380,638
Old : 1,821,567: 252,828 294,410 53,154 1,274,210 1,093,365 1,580,192 1,440,929: 241,375 380,638
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2014 :
: -53,318: -35,186 -11,224 -4,475 21,972 -42,812 -17,689 -58,511: -35,629 5,193
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 16.2 2.9 70.0 60.0 86.7 79.1: 13.3 20.9
Old : 100.0: 13.9 16.2 2.9 70.0 60.0 86.7 79.1: 13.3 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 : 258: 34 63 27 98 128 147 204:
Old : 258: 34 63 27 98 128 147 204:
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 : 21.8 19.0 35.8 27.9 20.6 12.4 30.0 20.7
Old : 21.8 19.0 35.8 27.9 20.6 12.4 30.0 20.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders - Futures Only, December 9, 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 : 711,164: 31,961 182,634 137,432 511,498 334,673 680,891 654,739: 30,273 56,425
Old : 711,164: 31,961 182,634 137,432 511,498 334,673 680,891 654,739: 30,273 56,425
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2014 :
: 12,924: -144 -10,300 13,009 848 9,909 13,713 12,618: -789 306
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 25.7 19.3 71.9 47.1 95.7 92.1: 4.3 7.9
Old : 100.0: 4.5 25.7 19.3 71.9 47.1 95.7 92.1: 4.3 7.9
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 : 100: 13 30 34 41 49 78 95:
Old : 100: 13 30 34 41 49 78 95:
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 : 45.6 23.8 57.5 36.2 36.9 17.8 40.5 26.4
Old : 45.6 23.8 57.5 36.2 36.9 17.8 40.5 26.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders - Futures Only, December 9, 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 : 83,767: 21,601 9,171 1,836 48,452 62,308 71,888 73,315: 11,879 10,452
Old : 83,767: 21,601 9,171 1,836 48,452 62,308 71,888 73,315: 11,879 10,452
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2014 :
: 8,652: -2,942 -2,072 1,787 7,049 9,679 5,894 9,393: 2,758 -742
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 10.9 2.2 57.8 74.4 85.8 87.5: 14.2 12.5
Old : 100.0: 25.8 10.9 2.2 57.8 74.4 85.8 87.5: 14.2 12.5
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 : 113: 28 23 8 46 28 79 55:
Old : 113: 28 23 8 46 28 79 55:
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 : 21.2 42.1 34.7 57.8 21.2 40.7 33.8 53.3
Old : 21.2 42.1 34.7 57.8 21.2 40.7 33.8 53.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders - Futures Only, December 9, 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 : 12,805: 2,401 615 0 6,920 11,580 9,321 12,195: 3,484 610
Old : 12,805: 2,401 615 0 6,920 11,580 9,321 12,195: 3,484 610
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2014 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 4.8 0.0 54.0 90.4 72.8 95.2: 27.2 4.8
Old : 100.0: 18.8 4.8 0.0 54.0 90.4 72.8 95.2: 27.2 4.8
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 : 20: 4 2 0 6 9 10 11:
Old : 20: 4 2 0 6 9 10 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 : 49.3 71.3 68.8 88.5 49.3 71.3 65.3 87.4
Old : 49.3 71.3 68.8 88.5 49.3 71.3 65.3 87.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders - Futures Only, December 9, 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 : 141,923: 41,981 20,693 90 83,063 101,456 125,134 122,239: 16,789 19,684
Old : 141,923: 41,981 20,693 90 83,063 101,456 125,134 122,239: 16,789 19,684
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2014 :
: -8,307: -7,104 -1,793 -8 257 -3,803 -6,855 -5,604: -1,452 -2,703
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 14.6 0.1 58.5 71.5 88.2 86.1: 11.8 13.9
Old : 100.0: 29.6 14.6 0.1 58.5 71.5 88.2 86.1: 11.8 13.9
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 : 109: 26 24 6 44 25 74 51:
Old : 109: 26 24 6 44 25 74 51:
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 : 21.7 40.2 36.7 57.4 21.7 39.6 36.7 55.0
Old : 21.7 40.2 36.7 57.4 21.7 39.6 36.7 55.0
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, December 9, 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 : 71,182: 10,112 20,991 11,544 49,443 38,481 71,099 71,016: 83 166
Old : 71,182: 10,112 20,991 11,544 49,443 38,481 71,099 71,016: 83 166
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2014 :
: 18,573: 1,696 740 11,540 5,373 6,279 18,609 18,559: -36 14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 29.5 16.2 69.5 54.1 99.9 99.8: 0.1 0.2
Old : 100.0: 14.2 29.5 16.2 69.5 54.1 99.9 99.8: 0.1 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 : 47: 8 16 5 10 17 22 35:
Old : 47: 8 16 5 10 17 22 35:
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 49.7 96.3 69.0 60.6 34.0 67.0 48.5
Old : 84.7 49.7 96.3 69.0 60.6 34.0 67.0 48.5
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, December 9, 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 : 63,264: 9,856 19,373 10,211 43,113 33,628 63,180 63,212: 84 52
Old : 63,264: 9,856 19,373 10,211 43,113 33,628 63,180 63,212: 84 52
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2014 :
: 10,591: 349 187 7,448 2,815 3,016 10,612 10,651: -21 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 30.6 16.1 68.1 53.2 99.9 99.9: 0.1 0.1
Old : 100.0: 15.6 30.6 16.1 68.1 53.2 99.9 99.9: 0.1 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 : 47: 10 14 1 5 21 15 36:
Old : 47: 10 14 1 5 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 : 93.4 55.6 97.9 81.3 74.4 44.2 77.5 62.5
Old : 93.4 55.6 97.9 81.3 74.4 44.2 77.5 62.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 12, 2014