WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, February 10, 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 : 424,104: 120,580 137,716 97,012 172,235 144,730 389,827 379,458: 34,277 44,646
Old : 266,230: 102,953 135,977 37,828 106,438 65,588 247,219 239,393: 19,011 26,837
Other: 157,874: 51,339 35,451 25,472 65,797 79,142 142,608 140,065: 15,266 17,809
: : :
: : Changes in Commitments from: February 3, 2015 :
: -3,471: -2,360 -4,590 5,659 -8,855 -4,991 -5,556 -3,922: 2,085 451
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 32.5 22.9 40.6 34.1 91.9 89.5: 8.1 10.5
Old : 100.0: 38.7 51.1 14.2 40.0 24.6 92.9 89.9: 7.1 10.1
Other: 100.0: 32.5 22.5 16.1 41.7 50.1 90.3 88.7: 9.7 11.3
: : :
:# Traders : Number of Traders in Each Category :
All : 389: 122 119 146 102 93 317 293:
Old : 362: 128 115 97 84 78 258 249:
Other: 271: 86 72 54 70 78 193 177:
:----------------------------------------------------------------------------------------------------
: 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 : 14.2 11.1 22.8 19.0 13.3 9.8 21.3 15.2
Old : 16.6 15.3 26.6 24.6 16.4 13.6 25.9 21.7
Other: 18.0 19.7 29.5 30.6 16.7 18.2 25.4 26.6
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, February 10, 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 : 160,200: 47,702 46,882 18,287 77,735 70,926 143,724 136,095: 16,476 24,105
Old : 103,684: 44,498 38,467 5,111 44,400 45,544 94,009 89,122: 9,675 14,562
Other: 56,516: 13,991 19,202 2,389 33,335 25,382 49,715 46,973: 6,801 9,543
: : :
: : Changes in Commitments from: February 3, 2015 :
: -6,238: -643 -1,760 719 -6,231 -4,665 -6,155 -5,706: -83 -532
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 29.3 11.4 48.5 44.3 89.7 85.0: 10.3 15.0
Old : 100.0: 42.9 37.1 4.9 42.8 43.9 90.7 86.0: 9.3 14.0
Other: 100.0: 24.8 34.0 4.2 59.0 44.9 88.0 83.1: 12.0 16.9
: : :
:# Traders : Number of Traders in Each Category :
All : 195: 47 49 52 68 69 140 152:
Old : 181: 48 41 34 50 57 112 121:
Other: 146: 28 31 20 51 55 90 98:
:----------------------------------------------------------------------------------------------------
: 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 : 16.5 20.2 26.1 28.4 13.9 15.8 21.9 22.9
Old : 23.3 26.3 34.8 36.6 23.3 26.3 34.8 36.4
Other: 17.5 27.5 31.1 38.9 17.5 26.6 31.1 37.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, February 10, 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 : 1,358,550: 376,836 210,764 212,689 657,172 690,159 1,246,697 1,113,612: 111,853 244,938
Old : 1,041,486: 308,443 213,475 151,268 494,828 504,805 954,539 869,548: 86,947 171,938
Other: 317,064: 118,927 47,823 10,887 162,344 185,354 292,158 244,064: 24,906 73,000
: : :
: : Changes in Commitments from: February 3, 2015 :
: 8,180: -19,248 -9,488 6,373 17,229 11,687 4,354 8,572: 3,826 -392
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 15.5 15.7 48.4 50.8 91.8 82.0: 8.2 18.0
Old : 100.0: 29.6 20.5 14.5 47.5 48.5 91.7 83.5: 8.3 16.5
Other: 100.0: 37.5 15.1 3.4 51.2 58.5 92.1 77.0: 7.9 23.0
: : :
:# Traders : Number of Traders in Each Category :
All : 724: 146 173 173 227 313 489 579:
Old : 699: 145 177 142 215 299 444 546:
Other: 477: 85 82 45 104 248 216 353:
:----------------------------------------------------------------------------------------------------
: 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 10.5 25.1 16.7 12.8 7.9 20.0 12.9
Old : 16.7 10.8 26.2 17.0 15.2 9.5 24.2 15.3
Other: 29.8 23.8 39.5 32.4 19.9 15.0 29.5 22.2
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, February 10, 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 : 8,367: 2,123 1,615 103 4,210 4,422 6,436 6,140: 1,931 2,227
Old : 6,654: 1,992 1,506 9 3,017 3,251 5,018 4,766: 1,636 1,888
Other: 1,713: 157 135 68 1,193 1,171 1,418 1,374: 295 339
: : :
: : Changes in Commitments from: February 3, 2015 :
: 136: 43 205 -68 248 -72 223 65: -87 71
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 19.3 1.2 50.3 52.9 76.9 73.4: 23.1 26.6
Old : 100.0: 29.9 22.6 0.1 45.3 48.9 75.4 71.6: 24.6 28.4
Other: 100.0: 9.2 7.9 4.0 69.6 68.4 82.8 80.2: 17.2 19.8
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 11 5 4 13 11 25 19:
Old : 30: 11 4 1 9 9 20 14:
Other: 17: 3 3 3 7 7 11 12:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.3 54.1 57.2 66.2 38.1 50.9 50.4 56.0
Old : 39.2 63.9 58.3 68.6 38.8 63.9 57.0 68.6
Other: 60.5 59.5 80.1 77.8 55.0 59.5 68.1 67.4
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, February 10, 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 : 726,768: 160,817 201,930 135,516 383,157 270,623 679,490 608,069: 47,278 118,699
Old : 584,448: 152,213 209,538 81,659 313,666 214,665 547,538 505,862: 36,910 78,586
Other: 142,320: 55,990 39,778 6,471 69,491 55,958 131,952 102,207: 10,368 40,113
: : :
: : Changes in Commitments from: February 3, 2015 :
: 18,494: -13,106 1,765 25,822 3,139 -10,021 15,855 17,566: 2,639 928
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 27.8 18.6 52.7 37.2 93.5 83.7: 6.5 16.3
Old : 100.0: 26.0 35.9 14.0 53.7 36.7 93.7 86.6: 6.3 13.4
Other: 100.0: 39.3 27.9 4.5 48.8 39.3 92.7 71.8: 7.3 28.2
: : :
:# Traders : Number of Traders in Each Category :
All : 614: 133 231 213 155 185 424 524:
Old : 600: 134 233 165 143 165 376 480:
Other: 357: 89 102 43 73 125 192 246:
:----------------------------------------------------------------------------------------------------
: 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 13.8 23.0 21.1 12.5 10.7 19.1 15.3
Old : 15.3 16.0 24.6 23.8 13.1 13.8 21.9 20.0
Other: 24.9 22.6 39.9 28.5 24.6 22.4 39.1 28.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, February 10, 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 : 388,804: 102,734 78,523 84,423 169,856 191,946 357,013 354,892: 31,791 33,912
Old : 325,769: 107,735 84,193 52,845 140,333 158,728 300,913 295,766: 24,856 30,003
Other: 63,035: 14,753 14,084 11,824 29,523 33,218 56,100 59,126: 6,935 3,909
: : :
: : Changes in Commitments from: February 3, 2015 :
: -18,361: -5,389 -12,183 -7,180 -4,656 -100 -17,225 -19,463: -1,136 1,102
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 20.2 21.7 43.7 49.4 91.8 91.3: 8.2 8.7
Old : 100.0: 33.1 25.8 16.2 43.1 48.7 92.4 90.8: 7.6 9.2
Other: 100.0: 23.4 22.3 18.8 46.8 52.7 89.0 93.8: 11.0 6.2
: : :
:# Traders : Number of Traders in Each Category :
All : 314: 89 88 121 86 71 249 238:
Old : 310: 96 96 105 83 69 235 227:
Other: 150: 41 41 31 47 24 105 84:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 9.1 28.5 16.3 34.2 8.5 25.8 15.0 31.0
Old : 10.1 27.6 18.5 34.3 9.9 26.4 18.0 31.8
Other: 19.9 37.2 35.1 51.9 19.0 34.4 31.5 44.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, February 10, 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 : 694,598: 72,682 91,308 18,281 442,202 432,280 533,165 541,869: 161,433 152,729
Old : 694,598: 72,682 91,308 18,281 442,202 432,280 533,165 541,869: 161,433 152,729
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2015 :
: -10,796: -7,864 -4,575 -201 -448 807 -8,513 -3,969: -2,283 -6,827
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 13.1 2.6 63.7 62.2 76.8 78.0: 23.2 22.0
Old : 100.0: 10.5 13.1 2.6 63.7 62.2 76.8 78.0: 23.2 22.0
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 : 164: 29 36 22 72 72 113 118:
Old : 164: 29 36 22 72 72 113 118:
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 : 26.7 15.1 36.9 26.8 23.8 12.5 31.4 22.2
Old : 26.7 15.1 36.9 26.8 23.8 12.5 31.4 22.2
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, February 10, 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 : 537,389: 45,459 78,307 16,818 357,247 355,667 419,524 450,792: 117,865 86,597
Old : 537,389: 45,459 78,307 16,818 357,247 355,667 419,524 450,792: 117,865 86,597
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2015 :
: 34,941: -1,929 1,491 4,605 27,434 30,322 30,110 36,418: 4,831 -1,477
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 14.6 3.1 66.5 66.2 78.1 83.9: 21.9 16.1
Old : 100.0: 8.5 14.6 3.1 66.5 66.2 78.1 83.9: 21.9 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 : 94: 11 15 9 51 53 68 71:
Old : 94: 11 15 9 51 53 68 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 : 23.5 35.1 37.3 48.9 17.9 33.9 28.0 41.3
Old : 23.5 35.1 37.3 48.9 17.9 33.9 28.0 41.3
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, February 10, 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 : 6,873: 1,149 223 633 4,679 5,707 6,461 6,563: 412 310
Old : 6,873: 1,149 223 633 4,679 5,707 6,461 6,563: 412 310
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2015 :
: -213: -57 31 29 -221 -221 -249 -161: 36 -52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 3.2 9.2 68.1 83.0 94.0 95.5: 6.0 4.5
Old : 100.0: 16.7 3.2 9.2 68.1 83.0 94.0 95.5: 6.0 4.5
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 : 38: 11 3 8 15 19 28 30:
Old : 38: 11 3 8 15 19 28 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 : 41.9 56.4 61.7 73.0 20.5 31.4 28.4 37.3
Old : 41.9 56.4 61.7 73.0 20.5 31.4 28.4 37.3
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, February 10, 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 : 364,911: 104,861 66,002 52,198 160,060 209,436 317,119 327,636: 47,792 37,275
Old : 319,599: 104,224 59,601 38,406 134,106 190,692 276,736 288,699: 42,863 30,900
Other: 45,312: 9,788 15,552 4,641 25,954 18,744 40,383 38,937: 4,929 6,375
: : :
: : Changes in Commitments from: February 3, 2015 :
: -6,094: -10,845 3,063 5,595 -1,654 -18,199 -6,904 -9,541: 810 3,447
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 18.1 14.3 43.9 57.4 86.9 89.8: 13.1 10.2
Old : 100.0: 32.6 18.6 12.0 42.0 59.7 86.6 90.3: 13.4 9.7
Other: 100.0: 21.6 34.3 10.2 57.3 41.4 89.1 85.9: 10.9 14.1
: : :
:# Traders : Number of Traders in Each Category :
All : 292: 86 76 89 91 86 232 215:
Old : 291: 96 77 84 91 84 229 210:
Other: 133: 33 30 21 57 29 104 66:
:----------------------------------------------------------------------------------------------------
: 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 29.9 15.2 37.4 8.1 26.6 13.4 32.9
Old : 9.0 32.3 15.7 39.7 7.8 30.9 14.1 37.8
Other: 22.3 29.2 37.0 44.7 20.8 26.8 33.7 40.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, February 10, 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 : 10,440: 989 4,804 1,697 5,880 2,189 8,566 8,690: 1,874 1,750
Old : 10,239: 1,147 4,854 1,484 5,782 2,186 8,413 8,524: 1,826 1,715
Other: 201: 51 159 4 98 3 153 166: 48 35
: : :
: : Changes in Commitments from: February 3, 2015 :
: 152: -23 -173 289 -89 133 177 249: -25 -97
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 46.0 16.3 56.3 21.0 82.0 83.2: 18.0 16.8
Old : 100.0: 11.2 47.4 14.5 56.5 21.3 82.2 83.3: 17.8 16.7
Other: 100.0: 25.4 79.1 2.0 48.8 1.5 76.1 82.6: 23.9 17.4
: : :
:# Traders : Number of Traders in Each Category :
All : 66: 13 22 15 19 13 40 47:
Old : 66: 14 23 13 17 13 37 46:
Other: 10: 2 3 1 5 1 8 4:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.9 31.2 54.6 44.9 40.4 30.5 49.4 42.8
Old : 41.2 31.8 55.1 45.8 40.6 31.2 49.9 43.8
Other: 71.6 82.6 76.1 82.6 71.6 79.1 72.6 79.1
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, February 10, 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 : 1,437,444: 283,113 309,953 58,037 991,280 910,931 1,332,430 1,278,921: 105,014 158,523
Old : 1,437,444: 283,113 309,953 58,037 991,280 910,931 1,332,430 1,278,921: 105,014 158,523
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2015 :
: 87,875: -18,003 6,229 24,512 81,542 47,649 88,051 78,390: -176 9,485
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 21.6 4.0 69.0 63.4 92.7 89.0: 7.3 11.0
Old : 100.0: 19.7 21.6 4.0 69.0 63.4 92.7 89.0: 7.3 11.0
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 : 271: 43 58 31 100 128 153 207:
Old : 271: 43 58 31 100 128 153 207:
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 27.2 41.0 37.3 25.9 27.2 36.8 34.9
Old : 28.0 27.2 41.0 37.3 25.9 27.2 36.8 34.9
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, February 10, 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 : 2,557,786: 406,758 451,574 66,936 1,738,380 1,609,311 2,212,074 2,127,821: 345,712 429,965
Old : 2,557,786: 406,758 451,574 66,936 1,738,380 1,609,311 2,212,074 2,127,821: 345,712 429,965
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2015 :
: -66,693: 65,326 -8,638 -358 -130,082 -67,398 -65,114 -76,394: -1,579 9,701
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 17.7 2.6 68.0 62.9 86.5 83.2: 13.5 16.8
Old : 100.0: 15.9 17.7 2.6 68.0 62.9 86.5 83.2: 13.5 16.8
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 : 388: 72 91 64 150 166 260 283:
Old : 388: 72 91 64 150 166 260 283:
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 : 27.0 19.0 36.3 27.4 24.8 14.2 33.0 20.4
Old : 27.0 19.0 36.3 27.4 24.8 14.2 33.0 20.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, February 10, 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 : 1,962,109: 349,021 356,791 42,088 1,321,796 1,217,793 1,712,905 1,616,672: 249,204 345,437
Old : 1,962,109: 349,021 356,791 42,088 1,321,796 1,217,793 1,712,905 1,616,672: 249,204 345,437
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2015 :
: 142,791: 27,021 -7,975 15,565 99,308 112,692 141,894 120,282: 897 22,509
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 18.2 2.1 67.4 62.1 87.3 82.4: 12.7 17.6
Old : 100.0: 17.8 18.2 2.1 67.4 62.1 87.3 82.4: 12.7 17.6
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 : 279: 50 64 40 106 126 184 202:
Old : 279: 50 64 40 106 126 184 202:
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 14.8 34.9 24.8 18.2 13.2 28.4 20.8
Old : 21.7 14.8 34.9 24.8 18.2 13.2 28.4 20.8
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, February 10, 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 : 689,876: 18,572 137,095 135,196 506,533 370,743 660,301 643,034: 29,575 46,842
Old : 689,876: 18,572 137,095 135,196 506,533 370,743 660,301 643,034: 29,575 46,842
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2015 :
: -10,517: 4,329 2,464 3,536 -23,956 -18,479 -16,091 -12,479: 5,574 1,962
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 19.9 19.6 73.4 53.7 95.7 93.2: 4.3 6.8
Old : 100.0: 2.7 19.9 19.6 73.4 53.7 95.7 93.2: 4.3 6.8
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 : 106: 15 32 35 39 50 77 100:
Old : 106: 15 32 35 39 50 77 100:
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 : 44.5 21.1 54.5 33.4 31.0 11.6 34.8 19.5
Old : 44.5 21.1 54.5 33.4 31.0 11.6 34.8 19.5
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, February 10, 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 : 53,087: 17,274 8,332 136 25,558 38,765 42,967 47,233: 10,120 5,854
Old : 53,087: 17,274 8,332 136 25,558 38,765 42,967 47,233: 10,120 5,854
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2015 :
: 582: 4,046 -182 -682 -2,293 728 1,072 -135: -490 717
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.5 15.7 0.3 48.1 73.0 80.9 89.0: 19.1 11.0
Old : 100.0: 32.5 15.7 0.3 48.1 73.0 80.9 89.0: 19.1 11.0
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 : 90: 28 15 5 32 20 62 38:
Old : 90: 28 15 5 32 20 62 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.1 39.5 37.8 59.3 23.1 39.2 37.8 59.0
Old : 23.1 39.5 37.8 59.3 23.1 39.2 37.8 59.0
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, February 10, 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 : 106,173: 34,548 16,664 271 51,115 77,530 85,934 94,465: 20,239 11,708
Old : 106,173: 34,548 16,664 271 51,115 77,530 85,934 94,465: 20,239 11,708
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2015 :
: 1,164: 8,092 -363 -1,363 -4,586 1,456 2,143 -270: -979 1,434
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.5 15.7 0.3 48.1 73.0 80.9 89.0: 19.1 11.0
Old : 100.0: 32.5 15.7 0.3 48.1 73.0 80.9 89.0: 19.1 11.0
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 : 90: 28 15 5 32 20 62 38:
Old : 90: 28 15 5 32 20 62 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.1 39.5 37.8 59.3 23.1 39.2 37.8 59.0
Old : 23.1 39.5 37.8 59.3 23.1 39.2 37.8 59.0
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, February 10, 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 : 12,897: 11,535 9,979 798 462 2,096 12,795 12,873: 102 24
Old : 12,897: 11,535 9,979 798 462 2,096 12,795 12,873: 102 24
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2015 :
: 307: 221 -284 -15 97 609 303 310: 4 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.4 77.4 6.2 3.6 16.3 99.2 99.8: 0.8 0.2
Old : 100.0: 89.4 77.4 6.2 3.6 16.3 99.2 99.8: 0.8 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 : 26: 15 9 2 1 2 17 12:
Old : 26: 15 9 2 1 2 17 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 73.8 95.1 91.8 77.5 71.3 87.1 84.6
Old : 78.8 73.8 95.1 91.8 77.5 71.3 87.1 84.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
Commitments of Traders - Futures Only, February 10, 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 : 54,956: 23,931 17,557 0 30,877 36,875 54,808 54,432: 148 524
Old : 54,956: 23,931 17,557 0 30,877 36,875 54,808 54,432: 148 524
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2015 :
: 1,075: 134 -388 -3 889 1,059 1,020 668: 55 407
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.5 31.9 0.0 56.2 67.1 99.7 99.0: 0.3 1.0
Old : 100.0: 43.5 31.9 0.0 56.2 67.1 99.7 99.0: 0.3 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 : 46: 6 16 0 9 17 15 33:
Old : 46: 6 16 0 9 17 15 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.2 46.3 96.6 68.8 79.4 39.3 90.5 61.8
Old : 80.2 46.3 96.6 68.8 79.4 39.3 90.5 61.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
Commitments of Traders - Futures Only, February 10, 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 : 35,664: 21,980 13,083 276 13,245 21,887 35,501 35,246: 163 418
Old : 35,664: 21,980 13,083 276 13,245 21,887 35,501 35,246: 163 418
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2015 :
: 229: -977 237 34 1,177 -21 234 250: -5 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.6 36.7 0.8 37.1 61.4 99.5 98.8: 0.5 1.2
Old : 100.0: 61.6 36.7 0.8 37.1 61.4 99.5 98.8: 0.5 1.2
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 : 46: 7 17 2 6 17 15 34:
Old : 46: 7 17 2 6 17 15 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 88.6 55.9 97.0 72.5 88.6 55.9 97.0 71.9
Old : 88.6 55.9 97.0 72.5 88.6 55.9 97.0 71.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 13, 2015