WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, January 27, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 387,290: 119,886 119,964 78,195 158,168 145,848 356,249 344,007: 31,041 43,283
Old : 254,600: 103,539 120,987 32,407 100,804 74,326 236,750 227,720: 17,850 26,880
Other: 132,690: 40,214 22,844 21,921 57,364 71,522 119,499 116,287: 13,191 16,403
: : :
: : Changes in Commitments from: January 20, 2015 :
: 4,747: 1,254 2,700 4,336 -547 -2,612 5,043 4,424: -296 323
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 31.0 20.2 40.8 37.7 92.0 88.8: 8.0 11.2
Old : 100.0: 40.7 47.5 12.7 39.6 29.2 93.0 89.4: 7.0 10.6
Other: 100.0: 30.3 17.2 16.5 43.2 53.9 90.1 87.6: 9.9 12.4
: : :
:# Traders : Number of Traders in Each Category :
All : 383: 119 103 139 99 102 309 288:
Old : 363: 133 100 86 80 85 258 234:
Other: 251: 68 74 51 67 79 173 173:
:----------------------------------------------------------------------------------------------------
: 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 : 14.8 11.7 23.7 19.9 13.7 10.4 22.2 16.5
Old : 17.2 15.0 27.6 24.0 16.9 13.6 26.6 22.3
Other: 20.2 21.6 32.7 34.0 18.8 20.1 28.6 27.8
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, January 27, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 153,825: 44,711 41,518 14,625 77,025 73,814 136,361 129,957: 17,464 23,868
Old : 106,663: 44,525 38,678 4,275 46,747 48,575 95,547 91,528: 11,116 15,135
Other: 47,162: 7,982 10,636 2,554 30,278 25,239 40,814 38,429: 6,348 8,733
: : :
: : Changes in Commitments from: January 20, 2015 :
: 10,130: 2,435 6,727 2,182 5,850 1,597 10,467 10,506: -337 -376
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 27.0 9.5 50.1 48.0 88.6 84.5: 11.4 15.5
Old : 100.0: 41.7 36.3 4.0 43.8 45.5 89.6 85.8: 10.4 14.2
Other: 100.0: 16.9 22.6 5.4 64.2 53.5 86.5 81.5: 13.5 18.5
: : :
:# Traders : Number of Traders in Each Category :
All : 199: 48 46 52 70 70 144 152:
Old : 188: 48 42 32 57 60 120 123:
Other: 144: 25 30 19 49 57 87 97:
:----------------------------------------------------------------------------------------------------
: 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 : 19.6 20.5 30.0 28.2 14.3 15.4 22.9 21.9
Old : 27.9 23.9 40.2 32.8 27.9 23.9 40.2 32.8
Other: 21.4 31.4 38.4 42.1 21.2 30.2 38.2 39.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, January 27, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 1,304,935: 394,454 178,398 195,138 614,812 681,512 1,204,404 1,055,048: 100,531 249,887
Old : 1,014,733: 333,232 189,521 140,229 461,940 502,819 935,401 832,569: 79,332 182,164
Other: 290,202: 110,084 37,739 6,047 152,872 178,693 269,003 222,479: 21,199 67,723
: : :
: : Changes in Commitments from: January 20, 2015 :
: 3,769: -21,911 -7,888 21,529 2,820 -16,949 2,438 -3,308: 1,331 7,077
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 13.7 15.0 47.1 52.2 92.3 80.9: 7.7 19.1
Old : 100.0: 32.8 18.7 13.8 45.5 49.6 92.2 82.0: 7.8 18.0
Other: 100.0: 37.9 13.0 2.1 52.7 61.6 92.7 76.7: 7.3 23.3
: : :
:# Traders : Number of Traders in Each Category :
All : 733: 156 170 163 222 316 483 573:
Old : 709: 134 187 140 210 305 439 550:
Other: 464: 93 65 36 95 250 206 337:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.3 10.1 24.0 16.0 11.9 8.3 19.3 13.7
Old : 15.1 10.5 24.4 17.1 14.8 10.0 23.8 16.2
Other: 31.7 27.5 43.2 36.7 19.0 16.0 30.4 23.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, January 27, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 7,551: 2,004 987 260 3,289 4,079 5,553 5,326: 1,998 2,225
Old : 6,600: 2,019 1,021 80 2,698 3,573 4,797 4,674: 1,803 1,926
Other: 951: 111 92 54 591 506 756 652: 195 299
: : :
: : Changes in Commitments from: January 20, 2015 :
: -206: -34 -387 21 -486 -254 -499 -620: 293 414
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 13.1 3.4 43.6 54.0 73.5 70.5: 26.5 29.5
Old : 100.0: 30.6 15.5 1.2 40.9 54.1 72.7 70.8: 27.3 29.2
Other: 100.0: 11.7 9.7 5.7 62.1 53.2 79.5 68.6: 20.5 31.4
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 12 4 6 14 9 27 18:
Old : 32: 12 4 4 12 8 24 16:
Other: 17: 3 3 2 7 5 11 9:
:----------------------------------------------------------------------------------------------------
: 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 : 39.9 54.8 53.9 63.8 38.2 52.3 50.7 58.6
Old : 40.1 60.7 55.3 66.6 40.1 59.9 55.2 65.4
Other: 56.7 57.8 75.8 68.1 55.1 52.8 71.6 61.3
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, January 27, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 682,972: 164,502 197,985 104,966 374,402 260,044 643,870 562,995: 39,102 119,977
Old : 555,025: 154,031 203,539 58,949 311,135 208,571 524,115 471,059: 30,910 83,966
Other: 127,947: 52,340 36,315 4,148 63,267 51,473 119,755 91,936: 8,192 36,011
: : :
: : Changes in Commitments from: January 20, 2015 :
: 34,023: -16,691 9,052 12,332 36,657 10,693 32,298 32,077: 1,725 1,946
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 29.0 15.4 54.8 38.1 94.3 82.4: 5.7 17.6
Old : 100.0: 27.8 36.7 10.6 56.1 37.6 94.4 84.9: 5.6 15.1
Other: 100.0: 40.9 28.4 3.2 49.4 40.2 93.6 71.9: 6.4 28.1
: : :
:# Traders : Number of Traders in Each Category :
All : 622: 125 244 194 137 186 392 520:
Old : 608: 128 245 144 129 174 346 483:
Other: 353: 91 100 34 68 126 181 239:
:----------------------------------------------------------------------------------------------------
: 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 : 17.2 13.4 25.4 20.0 13.7 9.8 20.6 14.3
Old : 17.5 15.0 27.1 22.0 14.9 13.0 24.0 18.4
Other: 27.0 23.7 42.9 30.5 26.6 23.5 42.0 30.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, January 27, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 387,116: 123,293 69,796 69,898 159,229 214,231 352,420 353,925: 34,696 33,191
Old : 330,344: 128,348 74,948 41,472 132,246 184,441 302,066 300,861: 28,278 29,483
Other: 56,772: 12,555 12,458 10,816 26,983 29,790 50,354 53,064: 6,418 3,708
: : :
: : Changes in Commitments from: January 20, 2015 :
: 24,166: -5,147 20,721 11,410 18,274 -14,575 24,537 17,556: -371 6,610
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.8 18.0 18.1 41.1 55.3 91.0 91.4: 9.0 8.6
Old : 100.0: 38.9 22.7 12.6 40.0 55.8 91.4 91.1: 8.6 8.9
Other: 100.0: 22.1 21.9 19.1 47.5 52.5 88.7 93.5: 11.3 6.5
: : :
:# Traders : Number of Traders in Each Category :
All : 313: 106 76 105 85 67 248 213:
Old : 308: 105 85 91 82 63 237 199:
Other: 127: 31 34 28 43 21 94 69:
:----------------------------------------------------------------------------------------------------
: 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 31.3 15.3 36.9 8.5 28.8 14.9 34.0
Old : 9.5 31.2 17.1 37.4 9.5 29.2 16.9 35.3
Other: 22.1 37.5 36.9 53.9 20.8 34.0 32.8 43.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, January 27, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 787,448: 92,521 102,626 17,083 505,532 506,364 615,136 626,073: 172,312 161,375
Old : 787,448: 92,521 102,626 17,083 505,532 506,364 615,136 626,073: 172,312 161,375
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2015 :
: -33,436: -8,354 -3,681 -2,864 -27,076 -24,332 -38,294 -30,877: 4,858 -2,559
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 13.0 2.2 64.2 64.3 78.1 79.5: 21.9 20.5
Old : 100.0: 11.7 13.0 2.2 64.2 64.3 78.1 79.5: 21.9 20.5
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 : 158: 27 33 20 66 72 104 114:
Old : 158: 27 33 20 66 72 104 114:
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 : 30.7 23.7 40.0 33.6 28.6 20.8 35.0 29.5
Old : 30.7 23.7 40.0 33.6 28.6 20.8 35.0 29.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders - Futures Only, January 27, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 504,360: 57,260 72,237 6,864 333,216 342,623 397,340 421,724: 107,020 82,636
Old : 504,360: 57,260 72,237 6,864 333,216 342,623 397,340 421,724: 107,020 82,636
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2015 :
: -3,906: -1,704 -1,414 -3,068 5,964 3,395 1,192 -1,087: -5,098 -2,819
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 14.3 1.4 66.1 67.9 78.8 83.6: 21.2 16.4
Old : 100.0: 11.4 14.3 1.4 66.1 67.9 78.8 83.6: 21.2 16.4
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 : 98: 15 15 10 51 51 73 69:
Old : 98: 15 15 10 51 51 73 69:
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 : 24.5 35.6 38.3 49.2 19.1 35.5 29.3 45.8
Old : 24.5 35.6 38.3 49.2 19.1 35.5 29.3 45.8
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, January 27, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 29,000 U.S. GALLONS) :
: : :
All : 6,525: 1,052 202 572 4,517 5,412 6,141 6,186: 384 339
Old : 6,525: 1,052 202 572 4,517 5,412 6,141 6,186: 384 339
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2015 :
: -228: -933 -91 10 712 -196 -211 -277: -17 49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 3.1 8.8 69.2 82.9 94.1 94.8: 5.9 5.2
Old : 100.0: 16.1 3.1 8.8 69.2 82.9 94.1 94.8: 5.9 5.2
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: 11 3 8 17 20 30 30:
Old : 39: 11 3 8 17 20 30 30:
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 : 44.2 56.6 62.1 72.3 17.9 29.7 28.1 35.2
Old : 44.2 56.6 62.1 72.3 17.9 29.7 28.1 35.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders - Futures Only, January 27, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 366,125: 118,178 57,629 46,164 159,816 226,230 324,158 330,023: 41,967 36,102
Old : 325,652: 116,550 52,165 34,036 137,412 207,846 287,998 294,047: 37,654 31,605
Other: 40,473: 9,556 13,392 4,200 22,404 18,384 36,160 35,976: 4,313 4,497
: : :
: : Changes in Commitments from: January 20, 2015 :
: 21,014: 2,610 -2,745 8,270 10,092 16,556 20,972 22,081: 42 -1,067
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.3 15.7 12.6 43.7 61.8 88.5 90.1: 11.5 9.9
Old : 100.0: 35.8 16.0 10.5 42.2 63.8 88.4 90.3: 11.6 9.7
Other: 100.0: 23.6 33.1 10.4 55.4 45.4 89.3 88.9: 10.7 11.1
: : :
:# Traders : Number of Traders in Each Category :
All : 301: 95 73 86 89 85 237 211:
Old : 300: 100 76 80 87 83 233 204:
Other: 125: 30 24 18 54 29 94 62:
:----------------------------------------------------------------------------------------------------
: 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 32.0 14.4 39.8 7.6 29.0 13.2 35.5
Old : 8.2 34.4 14.9 42.0 7.5 33.2 13.9 40.2
Other: 26.1 33.7 41.8 50.8 26.0 32.0 41.3 46.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, January 27, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 9,045: 1,013 5,038 532 5,909 1,746 7,454 7,316: 1,591 1,729
Old : 9,008: 1,012 5,024 532 5,890 1,743 7,434 7,299: 1,574 1,709
Other: 37: 1 14 0 19 3 20 17: 17 20
: : :
: : Changes in Commitments from: January 20, 2015 :
: 341: 96 52 333 -109 -107 320 278: 21 63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 55.7 5.9 65.3 19.3 82.4 80.9: 17.6 19.1
Old : 100.0: 11.2 55.8 5.9 65.4 19.3 82.5 81.0: 17.5 19.0
Other: 100.0: 2.7 37.8 0.0 51.4 8.1 54.1 45.9: 45.9 54.1
: : :
:# Traders : Number of Traders in Each Category :
All : 65: 13 24 9 17 13 35 43:
Old : 65: 13 24 9 14 13 32 43:
Other: 7: 1 2 0 4 1 5 3:
:----------------------------------------------------------------------------------------------------
: 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 : 50.6 34.9 60.4 48.8 50.5 34.8 60.1 48.7
Old : 50.7 35.0 60.6 49.0 50.6 35.0 60.3 49.0
Other: 51.4 45.9 54.1 45.9 45.9 37.8 45.9 37.8
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, January 27, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,305,032: 333,732 293,312 25,182 840,185 843,683 1,199,099 1,162,177: 105,933 142,855
Old : 1,305,032: 333,732 293,312 25,182 840,185 843,683 1,199,099 1,162,177: 105,933 142,855
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2015 :
: 47,164: 36,881 -10,553 2,144 -309 58,819 38,716 50,410: 8,448 -3,246
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 22.5 1.9 64.4 64.6 91.9 89.1: 8.1 10.9
Old : 100.0: 25.6 22.5 1.9 64.4 64.6 91.9 89.1: 8.1 10.9
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 : 268: 42 60 27 95 123 147 200:
Old : 268: 42 60 27 95 123 147 200:
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 : 23.4 30.0 37.2 39.7 22.1 30.0 35.2 38.6
Old : 23.4 30.0 37.2 39.7 22.1 30.0 35.2 38.6
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, January 27, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 2,673,543: 346,739 454,631 77,166 1,909,970 1,712,555 2,333,875 2,244,352: 339,668 429,191
Old : 2,673,543: 346,739 454,631 77,166 1,909,970 1,712,555 2,333,875 2,244,352: 339,668 429,191
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2015 :
: -20,317: -29,573 -67,279 23,021 -26,887 14,172 -33,439 -30,086: 13,122 9,769
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 17.0 2.9 71.4 64.1 87.3 83.9: 12.7 16.1
Old : 100.0: 13.0 17.0 2.9 71.4 64.1 87.3 83.9: 12.7 16.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 361: 59 88 52 138 161 234 264:
Old : 361: 59 88 52 138 161 234 264:
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 : 32.7 19.3 42.4 27.7 30.7 14.6 38.9 20.7
Old : 32.7 19.3 42.4 27.7 30.7 14.6 38.9 20.7
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, January 27, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,822,324: 323,306 337,835 33,520 1,179,190 1,097,658 1,536,016 1,469,013: 286,308 353,311
Old : 1,822,324: 323,306 337,835 33,520 1,179,190 1,097,658 1,536,016 1,469,013: 286,308 353,311
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2015 :
: -14,957: -22,830 15,592 2,822 1,976 -41,484 -18,032 -23,070: 3,075 8,113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 18.5 1.8 64.7 60.2 84.3 80.6: 15.7 19.4
Old : 100.0: 17.7 18.5 1.8 64.7 60.2 84.3 80.6: 15.7 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 : 264: 45 58 26 101 118 165 183:
Old : 264: 45 58 26 101 118 165 183:
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 : 21.1 15.8 33.1 24.5 18.1 14.0 25.8 21.5
Old : 21.1 15.8 33.1 24.5 18.1 14.0 25.8 21.5
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, January 27, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 735,711: 19,926 141,291 144,070 549,718 406,377 713,714 691,738: 21,997 43,973
Old : 735,711: 19,926 141,291 144,070 549,718 406,377 713,714 691,738: 21,997 43,973
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2015 :
: 3,080: 2,716 -9,875 -4,871 8,533 20,639 6,378 5,893: -3,298 -2,813
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 19.2 19.6 74.7 55.2 97.0 94.0: 3.0 6.0
Old : 100.0: 2.7 19.2 19.6 74.7 55.2 97.0 94.0: 3.0 6.0
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 : 106: 18 29 35 45 53 83 101:
Old : 106: 18 29 35 45 53 83 101:
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 : 45.2 21.3 55.3 33.0 31.4 12.6 34.8 20.0
Old : 45.2 21.3 55.3 33.0 31.4 12.6 34.8 20.0
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, January 27, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 52,970: 11,598 12,415 1,122 30,976 34,862 43,695 48,398: 9,275 4,572
Old : 52,970: 11,598 12,415 1,122 30,976 34,862 43,695 48,398: 9,275 4,572
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2015 :
: 2,670: -2,181 3,137 907 2,995 -1,934 1,721 2,110: 949 560
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 23.4 2.1 58.5 65.8 82.5 91.4: 17.5 8.6
Old : 100.0: 21.9 23.4 2.1 58.5 65.8 82.5 91.4: 17.5 8.6
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 : 92: 27 20 7 35 16 66 39:
Old : 92: 27 20 7 35 16 66 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.3 41.4 41.9 60.2 27.2 41.1 41.8 59.9
Old : 27.3 41.4 41.9 60.2 27.2 41.1 41.8 59.9
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, January 27, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 105,940: 23,195 24,829 2,243 61,952 69,724 87,390 96,796: 18,550 9,144
Old : 105,940: 23,195 24,829 2,243 61,952 69,724 87,390 96,796: 18,550 9,144
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2015 :
: 5,339: -4,362 6,273 1,814 5,990 -3,868 3,442 4,219: 1,897 1,120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 23.4 2.1 58.5 65.8 82.5 91.4: 17.5 8.6
Old : 100.0: 21.9 23.4 2.1 58.5 65.8 82.5 91.4: 17.5 8.6
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 : 92: 27 20 7 35 16 66 39:
Old : 92: 27 20 7 35 16 66 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.3 41.4 41.9 60.2 27.2 41.1 41.8 59.9
Old : 27.3 41.4 41.9 60.2 27.2 41.1 41.8 59.9
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, January 27, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 12,667: 10,639 10,337 813 1,101 1,492 12,553 12,642: 114 25
Old : 12,667: 10,639 10,337 813 1,101 1,492 12,553 12,642: 114 25
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2015 :
: 547: 270 306 22 250 218 542 546: 5 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.0 81.6 6.4 8.7 11.8 99.1 99.8: 0.9 0.2
Old : 100.0: 84.0 81.6 6.4 8.7 11.8 99.1 99.8: 0.9 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 : 25: 13 9 2 2 2 16 12:
Old : 25: 13 9 2 2 2 16 12:
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 : 78.8 71.3 94.9 90.4 77.3 68.8 87.5 83.2
Old : 78.8 71.3 94.9 90.4 77.3 68.8 87.5 83.2
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, January 27, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 54,168: 24,285 18,845 4 29,795 35,168 54,084 54,017: 84 151
Old : 54,168: 24,285 18,845 4 29,795 35,168 54,084 54,017: 84 151
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2015 :
: 4,590: 1,195 -2,140 0 3,420 6,744 4,615 4,604: -25 -14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.8 34.8 0.0 55.0 64.9 99.8 99.7: 0.2 0.3
Old : 100.0: 44.8 34.8 0.0 55.0 64.9 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 : 49: 8 17 1 9 17 18 34:
Old : 49: 8 17 1 9 17 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 : 79.3 46.5 95.9 68.3 78.5 39.3 89.9 61.2
Old : 79.3 46.5 95.9 68.3 78.5 39.3 89.9 61.2
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, January 27, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 36,235: 20,535 13,453 163 15,398 22,240 36,096 35,856: 139 379
Old : 36,235: 20,535 13,453 163 15,398 22,240 36,096 35,856: 139 379
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2015 :
: 190: -91 -102 0 273 -17 182 -119: 8 309
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.7 37.1 0.4 42.5 61.4 99.6 99.0: 0.4 1.0
Old : 100.0: 56.7 37.1 0.4 42.5 61.4 99.6 99.0: 0.4 1.0
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 : 47: 6 19 1 6 17 13 36:
Old : 47: 6 19 1 6 17 13 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 : 88.3 54.8 98.1 71.9 88.3 54.8 98.1 71.3
Old : 88.3 54.8 98.1 71.9 88.3 54.8 98.1 71.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 30, 2015