WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, December 30, 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 : 371,977: 131,999 118,465 49,476 160,033 166,060 341,508 334,001: 30,469 37,976
Old : 260,739: 108,809 119,046 16,642 114,782 100,769 240,233 236,457: 20,506 24,282
Other: 111,238: 38,811 15,040 17,213 45,251 65,291 101,275 97,544: 9,963 13,694
: : :
: : Changes in Commitments from: December 23, 2014 :
: -2,849: -7,028 1,334 1,582 3,040 -5,016 -2,406 -2,100: -443 -749
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.5 31.8 13.3 43.0 44.6 91.8 89.8: 8.2 10.2
Old : 100.0: 41.7 45.7 6.4 44.0 38.6 92.1 90.7: 7.9 9.3
Other: 100.0: 34.9 13.5 15.5 40.7 58.7 91.0 87.7: 9.0 12.3
: : :
:# Traders : Number of Traders in Each Category :
All : 350: 111 104 109 86 100 262 263:
Old : 335: 111 102 71 65 85 210 227:
Other: 218: 55 58 44 58 83 141 163:
:----------------------------------------------------------------------------------------------------
: 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 : 17.0 12.8 27.0 22.3 14.9 11.7 24.5 19.4
Old : 18.6 15.6 30.7 26.5 18.5 15.6 30.3 26.4
Other: 25.1 19.7 40.0 32.5 23.2 18.0 33.5 27.0
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, December 30, 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 : 130,717: 45,385 26,313 9,676 58,836 72,838 113,897 108,827: 16,820 21,890
Old : 97,197: 40,805 23,917 5,107 39,624 54,587 85,536 83,611: 11,661 13,586
Other: 33,520: 7,399 5,215 1,750 19,212 18,251 28,361 25,216: 5,159 8,304
: : :
: : Changes in Commitments from: December 23, 2014 :
: 1,355: -1,453 266 1,557 1,004 -475 1,108 1,348: 247 7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.7 20.1 7.4 45.0 55.7 87.1 83.3: 12.9 16.7
Old : 100.0: 42.0 24.6 5.3 40.8 56.2 88.0 86.0: 12.0 14.0
Other: 100.0: 22.1 15.6 5.2 57.3 54.4 84.6 75.2: 15.4 24.8
: : :
:# Traders : Number of Traders in Each Category :
All : 194: 49 46 43 59 73 135 141:
Old : 184: 51 40 28 47 64 111 120:
Other: 131: 23 24 15 40 61 75 91:
:----------------------------------------------------------------------------------------------------
: 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 : 19.4 17.9 29.8 28.0 18.1 16.2 28.3 25.6
Old : 23.4 20.5 35.8 31.9 23.4 20.3 35.8 31.6
Other: 24.4 23.8 41.0 34.2 24.4 23.6 38.4 32.3
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, December 30, 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 : 1,229,915: 426,316 139,560 144,844 549,546 711,629 1,120,706 996,033: 109,209 233,882
Old : 1,009,423: 379,348 147,932 97,544 442,022 584,676 918,914 830,152: 90,509 179,271
Other: 220,492: 90,449 35,109 3,819 107,524 126,953 201,792 165,881: 18,700 54,611
: : :
: : Changes in Commitments from: December 23, 2014 :
: 2,492: -3,019 -18,594 213 6,206 18,833 3,400 452: -908 2,040
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.7 11.3 11.8 44.7 57.9 91.1 81.0: 8.9 19.0
Old : 100.0: 37.6 14.7 9.7 43.8 57.9 91.0 82.2: 9.0 17.8
Other: 100.0: 41.0 15.9 1.7 48.8 57.6 91.5 75.2: 8.5 24.8
: : :
:# Traders : Number of Traders in Each Category :
All : 706: 161 135 144 199 331 450 541:
Old : 695: 149 148 120 193 320 415 525:
Other: 443: 78 62 27 74 261 165 340:
:----------------------------------------------------------------------------------------------------
: 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 : 13.1 12.7 21.3 19.3 12.0 9.5 19.7 16.0
Old : 14.0 12.8 22.8 19.5 14.0 10.6 22.7 17.4
Other: 26.3 20.3 37.2 28.9 22.1 13.6 31.1 20.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, December 30, 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 : 8,165: 2,560 1,515 116 3,517 5,136 6,193 6,767: 1,972 1,398
Old : 7,668: 2,572 1,535 57 3,257 4,849 5,886 6,441: 1,782 1,227
Other: 497: 38 30 9 260 287 307 326: 190 171
: : :
: : Changes in Commitments from: December 23, 2014 :
: -86: -112 10 -22 -112 -125 -246 -137: 160 51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 18.6 1.4 43.1 62.9 75.8 82.9: 24.2 17.1
Old : 100.0: 33.5 20.0 0.7 42.5 63.2 76.8 84.0: 23.2 16.0
Other: 100.0: 7.6 6.0 1.8 52.3 57.7 61.8 65.6: 38.2 34.4
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 15 2 6 13 9 29 16:
Old : 33: 15 2 3 13 7 28 12:
Other: 16: 2 4 2 5 8 8 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 : 45.8 67.6 56.5 79.5 45.7 66.9 54.0 74.4
Old : 45.8 71.3 56.9 82.5 45.8 70.9 56.5 78.7
Other: 53.1 49.1 61.8 59.6 50.5 45.5 52.1 53.3
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, December 30, 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 : 606,663: 184,774 154,549 75,966 303,438 256,968 564,178 487,483: 42,485 119,180
Old : 502,388: 167,918 156,614 45,504 254,490 212,946 467,912 415,064: 34,476 87,324
Other: 104,275: 44,365 25,444 2,953 48,948 44,022 96,266 72,419: 8,009 31,856
: : :
: : Changes in Commitments from: December 23, 2014 :
: -53,403: -1,754 -12,016 -23,060 -23,317 -19,263 -48,131 -54,339: -5,272 936
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 25.5 12.5 50.0 42.4 93.0 80.4: 7.0 19.6
Old : 100.0: 33.4 31.2 9.1 50.7 42.4 93.1 82.6: 6.9 17.4
Other: 100.0: 42.5 24.4 2.8 46.9 42.2 92.3 69.5: 7.7 30.5
: : :
:# Traders : Number of Traders in Each Category :
All : 569: 117 197 172 133 184 374 469:
Old : 557: 116 204 136 124 173 333 444:
Other: 319: 89 74 29 66 116 173 204:
:----------------------------------------------------------------------------------------------------
: 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 : 15.5 13.5 23.8 19.6 14.2 11.8 21.7 16.7
Old : 15.8 14.5 25.8 20.8 14.4 14.2 23.6 20.0
Other: 28.6 23.7 44.3 30.9 28.4 23.4 43.7 30.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, December 30, 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 : 359,184: 121,381 61,405 57,032 146,538 212,546 324,951 330,983: 34,233 28,201
Old : 315,457: 125,698 66,242 35,867 124,374 188,359 285,939 290,468: 29,518 24,989
Other: 43,727: 9,432 8,912 7,416 22,164 24,187 39,012 40,515: 4,715 3,212
: : :
: : Changes in Commitments from: December 23, 2014 :
: 3,982: 7,090 -4,351 -2,752 -1,585 13,575 2,753 6,472: 1,229 -2,490
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 17.1 15.9 40.8 59.2 90.5 92.1: 9.5 7.9
Old : 100.0: 39.8 21.0 11.4 39.4 59.7 90.6 92.1: 9.4 7.9
Other: 100.0: 21.6 20.4 17.0 50.7 55.3 89.2 92.7: 10.8 7.3
: : :
:# Traders : Number of Traders in Each Category :
All : 284: 100 64 96 72 59 226 188:
Old : 283: 103 71 83 72 58 219 180:
Other: 92: 21 24 17 36 16 65 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 : 9.2 35.7 17.1 42.5 9.1 33.1 16.5 38.8
Old : 10.1 35.3 19.0 43.0 9.9 33.1 18.3 39.3
Other: 27.6 43.9 42.7 61.2 26.3 40.0 38.5 52.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, December 30, 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 : 877,411: 82,324 112,645 9,801 615,989 599,530 708,114 721,976: 169,297 155,435
Old : 877,411: 82,324 112,645 9,801 615,989 599,530 708,114 721,976: 169,297 155,435
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 23, 2014 :
: -5,561: -7,301 -8,932 -853 -6,139 3,520 -14,293 -6,265: 8,732 704
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 12.8 1.1 70.2 68.3 80.7 82.3: 19.3 17.7
Old : 100.0: 9.4 12.8 1.1 70.2 68.3 80.7 82.3: 19.3 17.7
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 : 161: 26 32 17 67 78 100 120:
Old : 161: 26 32 17 67 78 100 120:
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 : 37.2 26.2 45.8 34.8 34.8 23.8 40.6 31.9
Old : 37.2 26.2 45.8 34.8 34.8 23.8 40.6 31.9
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, December 30, 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 : 523,482: 59,973 63,158 8,521 340,554 364,615 409,048 436,294: 114,434 87,188
Old : 523,482: 59,973 63,158 8,521 340,554 364,615 409,048 436,294: 114,434 87,188
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 23, 2014 :
: -2,826: -586 1,616 -102 -1,388 -1,047 -2,076 467: -750 -3,293
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 12.1 1.6 65.1 69.7 78.1 83.3: 21.9 16.7
Old : 100.0: 11.5 12.1 1.6 65.1 69.7 78.1 83.3: 21.9 16.7
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 : 97: 15 15 10 51 51 71 71:
Old : 97: 15 15 10 51 51 71 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 : 25.2 39.6 38.5 50.6 20.8 38.3 30.6 46.9
Old : 25.2 39.6 38.5 50.6 20.8 38.3 30.6 46.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders - Futures Only, December 30, 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 : 5,689: 1,892 182 433 2,861 4,835 5,186 5,450: 503 239
Old : 5,689: 1,892 182 433 2,861 4,835 5,186 5,450: 503 239
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 23, 2014 :
: 48: -8 -16 -21 114 53 85 16: -37 32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 3.2 7.6 50.3 85.0 91.2 95.8: 8.8 4.2
Old : 100.0: 33.3 3.2 7.6 50.3 85.0 91.2 95.8: 8.8 4.2
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 : 39: 16 4 8 13 16 32 26:
Old : 39: 16 4 8 13 16 32 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 : 39.3 60.2 55.8 78.0 25.3 45.9 35.9 52.9
Old : 39.3 60.2 55.8 78.0 25.3 45.9 35.9 52.9
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 30, 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 : 342,536: 126,688 48,073 34,395 134,279 229,471 295,362 311,939: 47,174 30,597
Old : 313,691: 126,006 45,259 26,867 117,793 214,533 270,666 286,659: 43,025 27,032
Other: 28,845: 5,501 7,633 2,709 16,486 14,938 24,696 25,280: 4,149 3,565
: : :
: : Changes in Commitments from: December 23, 2014 :
: -14,483: 1,971 -6,918 -904 -13,281 -5,447 -12,214 -13,269: -2,269 -1,214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.0 14.0 10.0 39.2 67.0 86.2 91.1: 13.8 8.9
Old : 100.0: 40.2 14.4 8.6 37.6 68.4 86.3 91.4: 13.7 8.6
Other: 100.0: 19.1 26.5 9.4 57.2 51.8 85.6 87.6: 14.4 12.4
: : :
:# Traders : Number of Traders in Each Category :
All : 279: 84 68 72 83 86 217 191:
Old : 278: 88 69 69 78 85 212 186:
Other: 92: 19 17 12 42 24 66 49:
:----------------------------------------------------------------------------------------------------
: 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 : 8.5 39.6 15.1 47.8 8.4 35.2 14.3 41.6
Old : 8.7 41.8 15.9 50.0 8.5 39.2 15.2 45.7
Other: 28.7 35.4 46.4 50.0 28.3 33.9 45.5 46.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, December 30, 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 : 9,434: 899 4,177 713 5,964 2,717 7,576 7,607: 1,858 1,827
Old : 9,408: 899 4,168 713 5,950 2,714 7,562 7,595: 1,846 1,813
Other: 26: 0 9 0 14 3 14 12: 12 14
: : :
: : Changes in Commitments from: December 23, 2014 :
: -88: -196 -10 -69 231 -9 -34 -88: -54 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 44.3 7.6 63.2 28.8 80.3 80.6: 19.7 19.4
Old : 100.0: 9.6 44.3 7.6 63.2 28.8 80.4 80.7: 19.6 19.3
Other: 100.0: 0.0 34.6 0.0 53.8 11.5 53.8 46.2: 46.2 53.8
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 12 18 6 16 16 32 37:
Old : 57: 12 18 6 15 16 31 37:
Other: 4: 0 1 0 3 1 3 2:
:----------------------------------------------------------------------------------------------------
: 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 : 49.7 32.1 61.1 46.0 46.6 30.9 53.0 42.6
Old : 49.7 32.2 61.1 46.1 46.6 31.0 53.1 42.7
Other: 53.8 46.2 53.8 46.2 42.3 34.6 42.3 34.6
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, December 30, 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 : 1,243,240: 262,168 306,051 15,730 875,439 770,863 1,153,337 1,092,644: 89,903 150,596
Old : 1,243,240: 262,168 306,051 15,730 875,439 770,863 1,153,337 1,092,644: 89,903 150,596
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 23, 2014 :
: 6,646: 2,428 -576 -2,256 7,588 7,804 7,760 4,972: -1,114 1,674
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 24.6 1.3 70.4 62.0 92.8 87.9: 7.2 12.1
Old : 100.0: 21.1 24.6 1.3 70.4 62.0 92.8 87.9: 7.2 12.1
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 : 254: 40 55 22 95 121 144 189:
Old : 254: 40 55 22 95 121 144 189:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.0 31.0 40.8 40.4 27.8 31.0 39.9 40.2
Old : 28.0 31.0 40.8 40.4 27.8 31.0 39.9 40.2
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 30, 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 : 2,606,841: 281,715 542,997 38,552 2,004,701 1,596,102 2,324,968 2,177,651: 281,873 429,190
Old : 2,606,841: 281,715 542,997 38,552 2,004,701 1,596,102 2,324,968 2,177,651: 281,873 429,190
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 23, 2014 :
: 21,254: 7,583 32,949 -3,653 5,657 -17,249 9,587 12,047: 11,667 9,207
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 20.8 1.5 76.9 61.2 89.2 83.5: 10.8 16.5
Old : 100.0: 10.8 20.8 1.5 76.9 61.2 89.2 83.5: 10.8 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 : 346: 50 92 36 126 158 202 260:
Old : 346: 50 92 36 126 158 202 260:
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 : 36.8 18.0 48.1 25.7 35.5 14.2 44.4 19.5
Old : 36.8 18.0 48.1 25.7 35.5 14.2 44.4 19.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, December 30, 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 : 1,833,644: 316,837 304,777 41,284 1,242,770 1,116,810 1,600,891 1,462,871: 232,753 370,773
Old : 1,833,644: 316,837 304,777 41,284 1,242,770 1,116,810 1,600,891 1,462,871: 232,753 370,773
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 23, 2014 :
: -4,976: -16,735 -11,729 -4,711 26,772 -22,424 5,326 -38,864: -10,302 33,888
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 16.6 2.3 67.8 60.9 87.3 79.8: 12.7 20.2
Old : 100.0: 17.3 16.6 2.3 67.8 60.9 87.3 79.8: 12.7 20.2
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 : 268: 40 67 27 98 122 157 197:
Old : 268: 40 67 27 98 122 157 197:
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 16.6 33.7 27.1 17.5 12.4 28.8 21.1
Old : 19.8 16.6 33.7 27.1 17.5 12.4 28.8 21.1
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 30, 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 : 749,504: 41,691 176,871 153,265 532,195 370,507 727,151 700,643: 22,353 48,861
Old : 749,504: 41,691 176,871 153,265 532,195 370,507 727,151 700,643: 22,353 48,861
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 23, 2014 :
: 8,659: 595 3,486 3,988 3,503 1,225 8,086 8,699: 573 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 23.6 20.4 71.0 49.4 97.0 93.5: 3.0 6.5
Old : 100.0: 5.6 23.6 20.4 71.0 49.4 97.0 93.5: 3.0 6.5
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 : 103: 14 32 34 41 50 78 98:
Old : 103: 14 32 34 41 50 78 98:
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 22.2 55.7 34.6 34.0 15.4 38.0 24.3
Old : 43.6 22.2 55.7 34.6 34.0 15.4 38.0 24.3
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, December 30, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 56,954: 17,687 9,701 76 30,392 41,371 48,155 51,147: 8,799 5,807
Old : 56,954: 17,687 9,701 76 30,392 41,371 48,155 51,147: 8,799 5,807
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 23, 2014 :
: 3,599: 3,274 62 9 141 3,279 3,423 3,350: 176 249
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 17.0 0.1 53.4 72.6 84.6 89.8: 15.4 10.2
Old : 100.0: 31.1 17.0 0.1 53.4 72.6 84.6 89.8: 15.4 10.2
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 : 96: 27 19 2 32 25 60 45:
Old : 96: 27 19 2 32 25 60 45:
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 : 24.4 38.3 40.5 58.9 24.4 38.3 40.5 58.4
Old : 24.4 38.3 40.5 58.9 24.4 38.3 40.5 58.4
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 30, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 113,907: 35,374 19,401 152 60,783 82,741 96,309 102,294: 17,598 11,613
Old : 113,907: 35,374 19,401 152 60,783 82,741 96,309 102,294: 17,598 11,613
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 23, 2014 :
: 7,197: 6,547 124 17 281 6,558 6,845 6,699: 352 498
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 17.0 0.1 53.4 72.6 84.6 89.8: 15.4 10.2
Old : 100.0: 31.1 17.0 0.1 53.4 72.6 84.6 89.8: 15.4 10.2
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 : 96: 27 19 2 32 25 60 45:
Old : 96: 27 19 2 32 25 60 45:
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 : 24.4 38.3 40.5 58.9 24.4 38.3 40.5 58.4
Old : 24.4 38.3 40.5 58.9 24.4 38.3 40.5 58.4
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, December 30, 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 : 10,046: 8,536 8,699 660 762 678 9,958 10,037: 88 9
Old : 10,046: 8,536 8,699 660 762 678 9,958 10,037: 88 9
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 23, 2014 :
: 584: 312 507 76 177 0 565 583: 19 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.0 86.6 6.6 7.6 6.7 99.1 99.9: 0.9 0.1
Old : 100.0: 85.0 86.6 6.6 7.6 6.7 99.1 99.9: 0.9 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 12 7 2 2 1 15 9:
Old : 21: 12 7 2 2 1 15 9:
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 : 71.7 83.5 92.5 98.3 69.2 78.3 86.1 88.9
Old : 71.7 83.5 92.5 98.3 69.2 78.3 86.1 88.9
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 30, 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 : 51,245: 21,357 23,047 4 29,736 28,058 51,097 51,109: 148 136
Old : 51,245: 21,357 23,047 4 29,736 28,058 51,097 51,109: 148 136
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 23, 2014 :
: 421: -397 388 0 801 18 404 406: 17 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.7 45.0 0.0 58.0 54.8 99.7 99.7: 0.3 0.3
Old : 100.0: 41.7 45.0 0.0 58.0 54.8 99.7 99.7: 0.3 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 : 44: 6 18 1 8 13 15 31:
Old : 44: 6 18 1 8 13 15 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 85.1 59.0 96.9 77.1 81.8 51.5 91.0 69.6
Old : 85.1 59.0 96.9 77.1 81.8 51.5 91.0 69.6
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 30, 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 : 32,485: 18,522 11,818 192 13,645 20,416 32,359 32,426: 126 59
Old : 32,485: 18,522 11,818 192 13,645 20,416 32,359 32,426: 126 59
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 23, 2014 :
: -3: -1,406 -335 176 1,237 156 7 -3: -10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.0 36.4 0.6 42.0 62.8 99.6 99.8: 0.4 0.2
Old : 100.0: 57.0 36.4 0.6 42.0 62.8 99.6 99.8: 0.4 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 : 48: 8 17 2 6 18 14 37:
Old : 48: 8 17 2 6 18 14 37:
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 : 92.0 58.7 97.9 77.7 92.0 58.4 97.6 77.0
Old : 92.0 58.7 97.9 77.7 92.0 58.4 97.6 77.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 2, 2015