WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, February 11, 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 : 437,684: 136,677 177,160 78,270 187,803 135,495 402,750 390,925: 34,934 46,759
Old : 289,219: 117,237 166,470 22,026 127,525 71,358 266,788 259,854: 22,431 29,365
Other: 148,465: 55,160 46,410 20,524 60,278 64,137 135,962 131,071: 12,503 17,394
: : :
: : Changes in Commitments from: February 4, 2014 :
: -284: -1,469 -9,939 5,216 -3,202 4,461 545 -262: -829 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 40.5 17.9 42.9 31.0 92.0 89.3: 8.0 10.7
Old : 100.0: 40.5 57.6 7.6 44.1 24.7 92.2 89.8: 7.8 10.2
Other: 100.0: 37.2 31.3 13.8 40.6 43.2 91.6 88.3: 8.4 11.7
: : :
:# Traders : Number of Traders in Each Category :
All : 371: 103 137 126 105 88 287 288:
Old : 354: 115 123 76 87 62 241 224:
Other: 244: 60 79 50 69 76 160 179:
:----------------------------------------------------------------------------------------------------
: 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 : 15.3 12.2 25.4 21.3 14.4 12.0 23.4 20.5
Old : 16.6 17.7 28.4 30.1 16.6 17.2 28.3 29.5
Other: 24.0 17.5 37.4 29.2 20.9 16.8 33.3 24.2
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, February 11, 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 : 146,909: 47,968 39,667 13,523 68,994 67,512 130,485 120,702: 16,424 26,207
Old : 95,823: 44,145 31,270 3,227 38,286 46,035 85,658 80,532: 10,165 15,291
Other: 51,086: 11,756 16,330 2,363 30,708 21,477 44,827 40,170: 6,259 10,916
: : :
: : Changes in Commitments from: February 4, 2014 :
: -12,534: -2,140 -5,257 -5,760 -5,436 -2,175 -13,336 -13,192: 802 658
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 27.0 9.2 47.0 46.0 88.8 82.2: 11.2 17.8
Old : 100.0: 46.1 32.6 3.4 40.0 48.0 89.4 84.0: 10.6 16.0
Other: 100.0: 23.0 32.0 4.6 60.1 42.0 87.7 78.6: 12.3 21.4
: : :
:# Traders : Number of Traders in Each Category :
All : 172: 47 48 35 51 54 115 123:
Old : 161: 46 42 22 41 46 96 101:
Other: 118: 20 31 14 39 45 65 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 : 17.7 25.1 29.5 35.1 16.7 21.2 27.2 29.0
Old : 23.0 34.5 34.9 45.8 22.2 34.5 34.0 45.2
Other: 29.3 26.1 45.4 36.2 29.3 24.7 45.0 34.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, February 11, 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 : 1,346,960: 347,214 311,803 214,668 649,612 566,489 1,211,494 1,092,960: 135,466 254,000
Old : 1,046,781: 305,811 311,400 121,927 511,755 439,569 939,493 872,896: 107,288 173,885
Other: 300,179: 124,820 83,820 9,324 137,857 126,920 272,001 220,064: 28,178 80,115
: : :
: : Changes in Commitments from: February 4, 2014 :
: 27,916: 6,343 -30,361 19,496 3,571 37,180 29,410 26,315: -1,494 1,601
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 23.1 15.9 48.2 42.1 89.9 81.1: 10.1 18.9
Old : 100.0: 29.2 29.7 11.6 48.9 42.0 89.8 83.4: 10.2 16.6
Other: 100.0: 41.6 27.9 3.1 45.9 42.3 90.6 73.3: 9.4 26.7
: : :
:# Traders : Number of Traders in Each Category :
All : 709: 141 171 173 243 313 502 565:
Old : 691: 139 177 141 230 290 465 521:
Other: 482: 78 95 40 106 253 204 373:
:----------------------------------------------------------------------------------------------------
: 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 : 11.4 8.7 19.8 14.7 11.1 7.9 19.2 13.1
Old : 13.2 9.0 23.2 15.4 13.0 8.7 22.6 13.8
Other: 19.2 16.0 30.7 23.7 19.1 15.6 30.6 22.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, February 11, 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 : 11,582: 2,828 893 591 5,420 7,852 8,839 9,336: 2,743 2,246
Old : 9,056: 3,094 967 61 3,777 6,217 6,932 7,245: 2,124 1,811
Other: 2,526: 191 383 73 1,643 1,635 1,907 2,091: 619 435
: : :
: : Changes in Commitments from: February 4, 2014 :
: 261: -445 113 9 407 137 -29 259: 290 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 7.7 5.1 46.8 67.8 76.3 80.6: 23.7 19.4
Old : 100.0: 34.2 10.7 0.7 41.7 68.7 76.5 80.0: 23.5 20.0
Other: 100.0: 7.6 15.2 2.9 65.0 64.7 75.5 82.8: 24.5 17.2
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 13 10 8 13 13 31 26:
Old : 43: 13 10 3 13 12 29 22:
Other: 23: 6 3 5 7 10 16 16:
:----------------------------------------------------------------------------------------------------
: 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 : 38.8 41.2 54.4 58.3 32.5 35.4 44.4 49.0
Old : 40.1 46.9 56.5 64.6 40.1 44.8 55.2 60.4
Other: 58.3 57.7 71.9 76.6 54.4 51.3 61.4 69.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, February 11, 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 : 683,209: 263,240 73,477 117,451 245,245 393,193 625,936 584,121: 57,273 99,088
Old : 529,867: 245,403 53,507 71,119 170,576 341,194 487,098 465,820: 42,769 64,047
Other: 153,342: 51,284 53,417 12,885 74,669 51,999 138,838 118,301: 14,504 35,041
: : :
: : Changes in Commitments from: February 4, 2014 :
: 58,721: 27,299 2,895 15,127 10,938 35,523 53,364 53,545: 5,357 5,176
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.5 10.8 17.2 35.9 57.6 91.6 85.5: 8.4 14.5
Old : 100.0: 46.3 10.1 13.4 32.2 64.4 91.9 87.9: 8.1 12.1
Other: 100.0: 33.4 34.8 8.4 48.7 33.9 90.5 77.1: 9.5 22.9
: : :
:# Traders : Number of Traders in Each Category :
All : 546: 179 144 172 130 178 412 421:
Old : 521: 180 130 145 110 162 372 376:
Other: 350: 70 113 41 82 118 178 253:
:----------------------------------------------------------------------------------------------------
: 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 19.3 16.3 27.5 8.3 17.1 15.1 22.8
Old : 10.7 23.1 19.9 33.3 10.7 20.5 19.3 29.2
Other: 17.3 16.6 29.2 24.8 16.2 13.6 27.4 21.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, February 11, 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 : 347,306: 84,637 116,822 47,810 178,023 144,366 310,470 308,998: 36,836 38,308
Old : 306,152: 83,496 116,124 37,006 154,979 118,433 275,481 271,563: 30,671 34,589
Other: 41,154: 8,145 7,702 3,800 23,044 25,933 34,989 37,435: 6,165 3,719
: : :
: : Changes in Commitments from: February 4, 2014 :
: -22,070: -3,005 -14,441 -1,191 -19,278 -6,878 -23,474 -22,510: 1,404 440
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 33.6 13.8 51.3 41.6 89.4 89.0: 10.6 11.0
Old : 100.0: 27.3 37.9 12.1 50.6 38.7 90.0 88.7: 10.0 11.3
Other: 100.0: 19.8 18.7 9.2 56.0 63.0 85.0 91.0: 15.0 9.0
: : :
:# Traders : Number of Traders in Each Category :
All : 288: 70 97 92 85 63 211 215:
Old : 287: 73 101 83 83 62 206 207:
Other: 109: 30 23 16 44 22 78 58:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.7 19.3 20.7 27.2 12.5 14.7 20.4 22.2
Old : 13.5 16.6 22.5 24.9 13.2 13.7 22.1 21.4
Other: 19.6 47.7 35.2 60.5 17.1 42.6 31.1 53.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, February 11, 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 : 694,851: 115,141 69,027 10,449 414,740 439,659 540,330 519,135: 154,521 175,716
Old : 694,851: 115,141 69,027 10,449 414,740 439,659 540,330 519,135: 154,521 175,716
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2014 :
: 16,143: 4,880 3,725 -1,985 12,142 7,755 15,037 9,495: 1,106 6,648
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 9.9 1.5 59.7 63.3 77.8 74.7: 22.2 25.3
Old : 100.0: 16.6 9.9 1.5 59.7 63.3 77.8 74.7: 22.2 25.3
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 : 160: 28 32 20 64 80 101 123:
Old : 160: 28 32 20 64 80 101 123:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.5 15.6 34.1 24.0 21.1 12.6 28.6 19.5
Old : 22.5 15.6 34.1 24.0 21.1 12.6 28.6 19.5
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, February 11, 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 : 455,014: 45,769 58,834 1,004 329,618 305,100 376,391 364,938: 78,623 90,076
Old : 455,014: 45,769 58,834 1,004 329,618 305,100 376,391 364,938: 78,623 90,076
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2014 :
: 889: -2,763 -525 -1 -689 938 -3,453 412: 4,342 477
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 12.9 0.2 72.4 67.1 82.7 80.2: 17.3 19.8
Old : 100.0: 10.1 12.9 0.2 72.4 67.1 82.7 80.2: 17.3 19.8
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 : 78: 7 14 7 43 40 55 56:
Old : 78: 7 14 7 43 40 55 56:
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 32.6 43.7 47.7 23.5 31.9 36.5 43.4
Old : 27.0 32.6 43.7 47.7 23.5 31.9 36.5 43.4
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 11, 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 : 5,159: 1,033 1,374 261 3,188 3,134 4,482 4,769: 677 390
Old : 5,159: 1,033 1,374 261 3,188 3,134 4,482 4,769: 677 390
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2014 :
: -7: -63 134 -34 79 -162 -18 -62: 11 55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 26.6 5.1 61.8 60.7 86.9 92.4: 13.1 7.6
Old : 100.0: 20.0 26.6 5.1 61.8 60.7 86.9 92.4: 13.1 7.6
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 : 36: 10 4 4 16 17 29 24:
Old : 36: 10 4 4 16 17 29 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.5 51.3 56.6 73.5 23.6 45.1 36.6 53.8
Old : 37.5 51.3 56.6 73.5 23.6 45.1 36.6 53.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders - Futures Only, February 11, 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 : 299,642: 112,328 57,688 22,952 113,665 190,311 248,945 270,951: 50,697 28,691
Old : 254,793: 105,297 54,930 16,016 89,400 159,789 210,713 230,735: 44,080 24,058
Other: 44,849: 11,856 7,583 2,111 24,265 30,522 38,232 40,216: 6,617 4,633
: : :
: : Changes in Commitments from: February 4, 2014 :
: 3,482: 3,321 -1,429 -1,994 3,189 6,044 4,516 2,621: -1,034 861
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.5 19.3 7.7 37.9 63.5 83.1 90.4: 16.9 9.6
Old : 100.0: 41.3 21.6 6.3 35.1 62.7 82.7 90.6: 17.3 9.4
Other: 100.0: 26.4 16.9 4.7 54.1 68.1 85.2 89.7: 14.8 10.3
: : :
:# Traders : Number of Traders in Each Category :
All : 259: 86 56 52 80 85 197 170:
Old : 255: 84 58 47 76 85 186 169:
Other: 108: 26 15 10 52 26 82 48:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 8.6 32.6 15.9 41.7 8.6 29.7 15.8 38.0
Old : 9.8 31.1 18.2 41.4 9.8 29.0 18.2 38.8
Other: 19.8 42.3 34.2 62.7 19.7 34.0 32.5 53.2
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, February 11, 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 : 8,327: 934 1,381 578 5,006 4,825 6,518 6,784: 1,809 1,543
Old : 7,603: 861 1,400 553 4,595 4,320 6,009 6,273: 1,594 1,330
Other: 724: 98 6 0 411 505 509 511: 215 213
: : :
: : Changes in Commitments from: February 4, 2014 :
: 210: 13 220 18 179 61 210 299: 0 -89
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 16.6 6.9 60.1 57.9 78.3 81.5: 21.7 18.5
Old : 100.0: 11.3 18.4 7.3 60.4 56.8 79.0 82.5: 21.0 17.5
Other: 100.0: 13.5 0.8 0.0 56.8 69.8 70.3 70.6: 29.7 29.4
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 12 6 6 19 14 33 26:
Old : 42: 12 7 6 15 12 29 24:
Other: 12: 2 1 0 5 7 7 8:
:----------------------------------------------------------------------------------------------------
: 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 : 40.7 56.6 55.4 67.9 37.9 54.5 46.9 62.7
Old : 43.2 59.8 57.1 71.8 42.5 57.6 52.2 65.3
Other: 64.1 58.8 70.3 70.6 60.5 58.8 63.1 63.4
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, February 11, 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 : 895,617: 177,497 154,213 17,087 590,344 624,637 784,928 795,937: 110,689 99,680
Old : 895,617: 177,497 154,213 17,087 590,344 624,637 784,928 795,937: 110,689 99,680
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2014 :
: -14,278: -2,099 -1,817 2,471 -6,040 -8,942 -5,668 -8,288: -8,610 -5,990
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 17.2 1.9 65.9 69.7 87.6 88.9: 12.4 11.1
Old : 100.0: 19.8 17.2 1.9 65.9 69.7 87.6 88.9: 12.4 11.1
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 : 226: 42 37 24 94 110 145 162:
Old : 226: 42 37 24 94 110 145 162:
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 : 19.6 27.0 29.7 38.3 13.9 20.3 21.1 29.7
Old : 19.6 27.0 29.7 38.3 13.9 20.3 21.1 29.7
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 11, 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 : 2,410,966: 322,845 465,378 51,650 1,777,069 1,441,264 2,151,564 1,958,292: 259,402 452,674
Old : 2,410,966: 322,845 465,378 51,650 1,777,069 1,441,264 2,151,564 1,958,292: 259,402 452,674
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2014 :
: 28,455: 13,978 21,210 -6,367 27,921 7,677 35,532 22,520: -7,077 5,935
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 19.3 2.1 73.7 59.8 89.2 81.2: 10.8 18.8
Old : 100.0: 13.4 19.3 2.1 73.7 59.8 89.2 81.2: 10.8 18.8
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 : 361: 49 96 43 133 170 211 280:
Old : 361: 49 96 43 133 170 211 280:
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 : 30.3 13.7 43.7 19.6 28.1 9.2 39.3 13.8
Old : 30.3 13.7 43.7 19.6 28.1 9.2 39.3 13.8
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 11, 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 : 1,970,055: 216,305 354,172 32,901 1,494,552 1,236,546 1,743,758 1,623,619: 226,297 346,436
Old : 1,970,055: 216,305 354,172 32,901 1,494,552 1,236,546 1,743,758 1,623,619: 226,297 346,436
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2014 :
: 37,577: -17,986 18,691 3,593 41,821 46,734 27,428 69,018: 10,149 -31,441
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 18.0 1.7 75.9 62.8 88.5 82.4: 11.5 17.6
Old : 100.0: 11.0 18.0 1.7 75.9 62.8 88.5 82.4: 11.5 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 : 260: 28 59 29 99 135 148 203:
Old : 260: 28 59 29 99 135 148 203:
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 : 35.4 16.9 47.7 25.8 34.5 16.0 42.9 22.9
Old : 35.4 16.9 47.7 25.8 34.5 16.0 42.9 22.9
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 11, 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 : 293,954: 11,405 50,125 40,369 211,579 158,131 263,353 248,625: 30,601 45,329
Old : 293,954: 11,405 50,125 40,369 211,579 158,131 263,353 248,625: 30,601 45,329
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2014 :
: 20,845: -1,213 5,790 2,855 19,536 13,280 21,178 21,925: -333 -1,080
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 17.1 13.7 72.0 53.8 89.6 84.6: 10.4 15.4
Old : 100.0: 3.9 17.1 13.7 72.0 53.8 89.6 84.6: 10.4 15.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 67: 8 18 14 33 38 51 60:
Old : 67: 8 18 14 33 38 51 60:
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 : 44.8 24.5 58.5 37.1 33.6 21.6 43.3 30.0
Old : 44.8 24.5 58.5 37.1 33.6 21.6 43.3 30.0
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, February 11, 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 : 66,710: 10,397 11,972 3,009 42,932 43,473 56,337 58,454: 10,373 8,256
Old : 66,710: 10,397 11,972 3,009 42,932 43,473 56,337 58,454: 10,373 8,256
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2014 :
: 7,803: -3,817 2,247 2,574 7,362 -587 6,119 4,234: 1,684 3,569
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 17.9 4.5 64.4 65.2 84.5 87.6: 15.5 12.4
Old : 100.0: 15.6 17.9 4.5 64.4 65.2 84.5 87.6: 15.5 12.4
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 : 95: 21 20 9 44 21 71 47:
Old : 95: 21 20 9 44 21 71 47:
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 : 24.3 41.5 35.1 62.9 24.3 40.9 34.3 60.1
Old : 24.3 41.5 35.1 62.9 24.3 40.9 34.3 60.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders - Futures Only, February 11, 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 : 13,379: 3,885 500 0 8,459 11,343 12,344 11,843: 1,035 1,536
Old : 13,379: 3,885 500 0 8,459 11,343 12,344 11,843: 1,035 1,536
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2014 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 3.7 0.0 63.2 84.8 92.3 88.5: 7.7 11.5
Old : 100.0: 29.0 3.7 0.0 63.2 84.8 92.3 88.5: 7.7 11.5
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 : 20: 5 1 0 6 8 11 9:
Old : 20: 5 1 0 6 8 11 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 : 59.1 71.6 82.6 87.0 59.1 71.6 82.6 87.0
Old : 59.1 71.6 82.6 87.0 59.1 71.6 82.6 87.0
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 11, 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 : 106,661: 18,863 28,784 177 68,946 64,260 87,986 93,221: 18,675 13,440
Old : 106,661: 18,863 28,784 177 68,946 64,260 87,986 93,221: 18,675 13,440
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2014 :
: -11,153: -9,564 9,333 -692 -2,194 -23,860 -12,450 -15,219: 1,297 4,066
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 27.0 0.2 64.6 60.2 82.5 87.4: 17.5 12.6
Old : 100.0: 17.7 27.0 0.2 64.6 60.2 82.5 87.4: 17.5 12.6
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 : 94: 20 22 6 41 17 64 43:
Old : 94: 20 22 6 41 17 64 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.2 47.3 34.4 67.2 23.2 47.1 34.4 67.1
Old : 23.2 47.3 34.4 67.2 23.2 47.1 34.4 67.1
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 11, 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 : 8,960: 7,142 7,377 1,211 577 347 8,930 8,935: 30 25
Old : 8,960: 7,142 7,377 1,211 577 347 8,930 8,935: 30 25
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2014 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.7 82.3 13.5 6.4 3.9 99.7 99.7: 0.3 0.3
Old : 100.0: 79.7 82.3 13.5 6.4 3.9 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 : 20: 12 6 3 1 1 14 9:
Old : 20: 12 6 3 1 1 14 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 : 63.0 88.1 86.2 98.9 57.1 82.9 76.9 86.2
Old : 63.0 88.1 86.2 98.9 57.1 82.9 76.9 86.2
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, February 11, 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 : 45,612: 963 20,750 0 44,576 24,691 45,539 45,441: 73 171
Old : 45,612: 963 20,750 0 44,576 24,691 45,539 45,441: 73 171
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2014 :
: -2,914: 380 -2,745 0 -3,320 -209 -2,940 -2,954: 26 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 45.5 0.0 97.7 54.1 99.8 99.6: 0.2 0.4
Old : 100.0: 2.1 45.5 0.0 97.7 54.1 99.8 99.6: 0.2 0.4
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 : 47: 3 17 0 12 17 15 34:
Old : 47: 3 17 0 12 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 : 82.9 47.0 97.8 69.6 78.9 35.3 86.9 58.0
Old : 82.9 47.0 97.8 69.6 78.9 35.3 86.9 58.0
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 11, 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 : 26,773: 913 17,684 420 25,407 8,553 26,740 26,657: 33 116
Old : 26,773: 913 17,684 420 25,407 8,553 26,740 26,657: 33 116
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2014 :
: -203: 35 -947 410 -672 328 -227 -209: 24 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 66.1 1.6 94.9 31.9 99.9 99.6: 0.1 0.4
Old : 100.0: 3.4 66.1 1.6 94.9 31.9 99.9 99.6: 0.1 0.4
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 : 36: 3 15 2 7 13 12 28:
Old : 36: 3 15 2 7 13 12 28:
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 : 94.5 54.1 99.4 73.2 87.3 53.1 90.9 69.4
Old : 94.5 54.1 99.4 73.2 87.3 53.1 90.9 69.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 14, 2014