WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, April 1, 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 : 367,573: 126,437 99,780 64,927 143,689 159,136 335,053 323,843: 32,520 43,730
Old : 161,105: 81,191 75,121 7,377 57,825 64,259 146,393 146,757: 14,712 14,348
Other: 206,468: 72,843 52,256 29,953 85,864 94,877 188,660 177,086: 17,808 29,382
: : :
: : Changes in Commitments from: March 25, 2014 :
: 6,955: 1,908 -3,174 3,166 4,025 7,297 9,099 7,289: -2,144 -334
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.4 27.1 17.7 39.1 43.3 91.2 88.1: 8.8 11.9
Old : 100.0: 50.4 46.6 4.6 35.9 39.9 90.9 91.1: 9.1 8.9
Other: 100.0: 35.3 25.3 14.5 41.6 46.0 91.4 85.8: 8.6 14.2
: : :
:# Traders : Number of Traders in Each Category :
All : 339: 110 104 105 79 97 251 255:
Old : 291: 95 94 22 48 59 155 163:
Other: 273: 75 89 61 66 89 181 202:
:----------------------------------------------------------------------------------------------------
: 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 : 16.2 14.8 25.9 22.9 15.5 14.5 25.2 21.7
Old : 19.9 27.0 31.8 39.8 19.3 27.0 31.2 39.2
Other: 17.7 11.8 28.5 21.6 16.5 10.7 27.1 17.7
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, April 1, 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 : 148,198: 56,405 20,919 12,913 61,368 88,188 130,686 122,020: 17,512 26,178
Old : 60,285: 36,366 11,515 827 16,409 39,838 53,602 52,180: 6,683 8,105
Other: 87,913: 28,718 18,083 3,407 44,959 48,350 77,084 69,840: 10,829 18,073
: : :
: : Changes in Commitments from: March 25, 2014 :
: 251: 1,601 -1,793 949 -2,035 1,256 515 412: -264 -161
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.1 14.1 8.7 41.4 59.5 88.2 82.3: 11.8 17.7
Old : 100.0: 60.3 19.1 1.4 27.2 66.1 88.9 86.6: 11.1 13.4
Other: 100.0: 32.7 20.6 3.9 51.1 55.0 87.7 79.4: 12.3 20.6
: : :
:# Traders : Number of Traders in Each Category :
All : 171: 51 40 33 49 57 119 114:
Old : 148: 50 25 9 26 48 81 77:
Other: 148: 32 40 17 45 52 88 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 : 22.1 30.5 35.1 39.2 18.2 22.1 28.4 29.5
Old : 27.3 43.8 41.4 52.6 27.3 43.8 41.3 52.6
Other: 27.2 26.0 40.4 35.8 18.2 15.0 29.5 22.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, April 1, 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 : 1,362,869: 434,977 126,314 199,245 595,458 781,769 1,229,680 1,107,328: 133,189 255,541
Old : 919,715: 372,622 183,215 59,104 397,252 533,609 828,978 775,928: 90,737 143,787
Other: 443,154: 188,608 69,352 13,888 198,206 248,160 400,702 331,400: 42,452 111,754
: : :
: : Changes in Commitments from: March 25, 2014 :
: 32,841: 14,147 -35,889 5,168 9,727 65,315 29,042 34,594: 3,799 -1,753
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 9.3 14.6 43.7 57.4 90.2 81.2: 9.8 18.8
Old : 100.0: 40.5 19.9 6.4 43.2 58.0 90.1 84.4: 9.9 15.6
Other: 100.0: 42.6 15.6 3.1 44.7 56.0 90.4 74.8: 9.6 25.2
: : :
:# Traders : Number of Traders in Each Category :
All : 723: 180 112 166 224 355 493 570:
Old : 689: 155 136 123 196 327 421 521:
Other: 555: 111 82 49 119 313 256 421:
:----------------------------------------------------------------------------------------------------
: 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 : 10.6 13.8 18.7 20.5 10.4 11.0 18.4 16.6
Old : 14.6 14.7 25.4 22.7 14.6 14.3 25.4 21.5
Other: 18.8 17.9 32.5 24.4 18.6 14.1 31.1 20.2
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, April 1, 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 : 9,169: 2,039 1,117 557 4,184 5,840 6,780 7,514: 2,389 1,655
Old : 4,231: 1,471 894 0 1,257 2,444 2,728 3,338: 1,503 893
Other: 4,938: 687 342 438 2,927 3,396 4,052 4,176: 886 762
: : :
: : Changes in Commitments from: March 25, 2014 :
: -17: -415 -229 315 175 -349 75 -263: -92 246
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 12.2 6.1 45.6 63.7 73.9 82.0: 26.1 18.0
Old : 100.0: 34.8 21.1 0.0 29.7 57.8 64.5 78.9: 35.5 21.1
Other: 100.0: 13.9 6.9 8.9 59.3 68.8 82.1 84.6: 17.9 15.4
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 12 9 8 11 12 28 24:
Old : 31: 8 7 0 8 9 16 16:
Other: 33: 8 7 6 11 11 23 20:
:----------------------------------------------------------------------------------------------------
: 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 : 34.2 40.6 51.4 64.3 31.9 39.2 42.4 53.3
Old : 40.0 40.7 54.2 67.3 37.6 40.7 50.3 63.1
Other: 43.1 47.3 65.0 71.1 43.1 44.9 54.2 57.5
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, April 1, 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 : 638,253: 268,714 87,195 69,519 247,501 387,346 585,734 544,060: 52,519 94,193
Old : 416,095: 221,595 59,077 30,935 126,588 283,216 379,118 373,228: 36,977 42,867
Other: 222,158: 66,416 47,415 19,287 120,913 104,130 206,616 170,832: 15,542 51,326
: : :
: : Changes in Commitments from: March 25, 2014 :
: 13,949: 10,941 5,785 -7,467 12,762 17,223 16,236 15,541: -2,287 -1,592
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.1 13.7 10.9 38.8 60.7 91.8 85.2: 8.2 14.8
Old : 100.0: 53.3 14.2 7.4 30.4 68.1 91.1 89.7: 8.9 10.3
Other: 100.0: 29.9 21.3 8.7 54.4 46.9 93.0 76.9: 7.0 23.1
: : :
:# Traders : Number of Traders in Each Category :
All : 553: 182 145 156 125 186 396 414:
Old : 518: 183 126 100 97 166 330 347:
Other: 391: 85 118 64 85 150 213 294:
:----------------------------------------------------------------------------------------------------
: 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 : 10.2 18.4 19.0 26.3 8.9 15.2 17.1 21.4
Old : 12.9 21.5 23.7 30.7 12.7 19.4 23.2 26.9
Other: 19.5 18.0 30.3 27.6 19.4 15.3 29.0 22.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, April 1, 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 : 317,602: 97,055 74,432 36,116 148,614 181,114 281,785 291,662: 35,817 25,940
Old : 239,522: 85,186 78,595 18,093 110,064 120,743 213,343 217,431: 26,179 22,091
Other: 78,080: 24,443 8,411 5,449 38,550 60,371 68,442 74,231: 9,638 3,849
: : :
: : Changes in Commitments from: March 25, 2014 :
: 15,491: -62 4,861 4,400 9,050 6,188 13,388 15,449: 2,103 42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 23.4 11.4 46.8 57.0 88.7 91.8: 11.3 8.2
Old : 100.0: 35.6 32.8 7.6 46.0 50.4 89.1 90.8: 10.9 9.2
Other: 100.0: 31.3 10.8 7.0 49.4 77.3 87.7 95.1: 12.3 4.9
: : :
:# Traders : Number of Traders in Each Category :
All : 267: 79 73 74 82 70 203 185:
Old : 260: 74 75 58 76 65 182 172:
Other: 136: 44 28 14 49 32 102 65:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.0 30.8 21.9 41.3 10.9 23.7 18.9 33.9
Old : 16.5 25.1 27.3 35.6 14.0 21.7 23.7 30.1
Other: 21.4 55.0 33.7 66.9 21.4 51.8 33.6 62.2
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, April 1, 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 : 714,381: 89,160 85,402 14,267 455,928 454,428 559,355 554,097: 155,026 160,284
Old : 714,381: 89,160 85,402 14,267 455,928 454,428 559,355 554,097: 155,026 160,284
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: 3,904: 7,050 13,842 -992 1,617 -2,958 7,675 9,892: -3,771 -5,988
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 12.0 2.0 63.8 63.6 78.3 77.6: 21.7 22.4
Old : 100.0: 12.5 12.0 2.0 63.8 63.6 78.3 77.6: 21.7 22.4
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 : 174: 23 40 16 70 86 103 132:
Old : 174: 23 40 16 70 86 103 132:
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 : 23.8 14.9 35.5 23.8 21.4 10.0 27.8 17.6
Old : 23.8 14.9 35.5 23.8 21.4 10.0 27.8 17.6
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, April 1, 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 : 479,414: 48,792 54,158 2,853 338,992 342,951 390,637 399,962: 88,777 79,452
Old : 479,414: 48,792 54,158 2,853 338,992 342,951 390,637 399,962: 88,777 79,452
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: 68: 801 -6,172 1,391 -3,157 6,841 -965 2,060: 1,033 -1,992
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 11.3 0.6 70.7 71.5 81.5 83.4: 18.5 16.6
Old : 100.0: 10.2 11.3 0.6 70.7 71.5 81.5 83.4: 18.5 16.6
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 : 83: 8 14 8 43 43 57 59:
Old : 83: 8 14 8 43 43 57 59:
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 : 26.8 36.6 43.2 49.6 23.5 35.0 36.3 44.8
Old : 26.8 36.6 43.2 49.6 23.5 35.0 36.3 44.8
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, April 1, 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 : 5,663: 900 925 1,037 3,261 3,437 5,198 5,399: 465 264
Old : 5,663: 900 925 1,037 3,261 3,437 5,198 5,399: 465 264
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: 406: 83 -133 210 228 426 521 503: -115 -97
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 16.3 18.3 57.6 60.7 91.8 95.3: 8.2 4.7
Old : 100.0: 15.9 16.3 18.3 57.6 60.7 91.8 95.3: 8.2 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 14 6 6 15 20 31 31:
Old : 44: 14 6 6 15 20 31 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.3 40.1 64.0 60.9 22.0 25.5 30.9 34.5
Old : 45.3 40.1 64.0 60.9 22.0 25.5 30.9 34.5
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, April 1, 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 : 317,907: 112,496 57,757 29,091 126,826 206,639 268,413 293,487: 49,494 24,420
Old : 239,130: 98,469 53,065 19,929 82,842 147,308 201,240 220,302: 37,890 18,828
Other: 78,777: 19,832 10,497 3,357 43,984 59,331 67,173 73,185: 11,604 5,592
: : :
: : Changes in Commitments from: March 25, 2014 :
: 9,494: 1,492 -161 1,185 7,178 8,216 9,855 9,240: -361 254
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 18.2 9.2 39.9 65.0 84.4 92.3: 15.6 7.7
Old : 100.0: 41.2 22.2 8.3 34.6 61.6 84.2 92.1: 15.8 7.9
Other: 100.0: 25.2 13.3 4.3 55.8 75.3 85.3 92.9: 14.7 7.1
: : :
:# Traders : Number of Traders in Each Category :
All : 261: 79 59 56 91 88 205 174:
Old : 255: 75 60 43 83 80 184 162:
Other: 145: 40 21 20 62 49 107 85:
:----------------------------------------------------------------------------------------------------
: 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 : 9.8 32.6 17.2 42.8 8.7 27.8 15.5 36.2
Old : 12.1 30.6 21.2 39.9 11.5 28.6 19.9 36.2
Other: 20.7 44.0 33.5 60.4 19.6 38.7 30.7 51.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, April 1, 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 : 8,369: 1,020 882 782 4,414 5,678 6,216 7,342: 2,153 1,027
Old : 6,928: 955 1,048 586 3,658 4,523 5,199 6,157: 1,729 771
Other: 1,441: 233 2 28 756 1,155 1,017 1,185: 424 256
: : :
: : Changes in Commitments from: March 25, 2014 :
: 420: -37 -481 575 -87 312 451 406: -31 14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 10.5 9.3 52.7 67.8 74.3 87.7: 25.7 12.3
Old : 100.0: 13.8 15.1 8.5 52.8 65.3 75.0 88.9: 25.0 11.1
Other: 100.0: 16.2 0.1 1.9 52.5 80.2 70.6 82.2: 29.4 17.8
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 13 9 8 20 16 39 29:
Old : 46: 13 10 7 13 13 31 26:
Other: 24: 7 1 5 12 9 20 14:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.0 55.3 46.6 67.8 31.4 52.7 38.9 59.7
Old : 40.6 60.3 51.0 73.7 40.6 59.1 49.8 69.5
Other: 43.5 67.3 57.2 79.4 43.0 62.0 53.6 69.5
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, April 1, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 1,024,119: 170,913 219,417 15,619 740,080 657,234 926,612 892,270: 97,507 131,849
Old : 1,024,119: 170,913 219,417 15,619 740,080 657,234 926,612 892,270: 97,507 131,849
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: 31,561: -7,313 35,597 -774 35,115 -14,730 27,028 20,093: 4,533 11,468
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 21.4 1.5 72.3 64.2 90.5 87.1: 9.5 12.9
Old : 100.0: 16.7 21.4 1.5 72.3 64.2 90.5 87.1: 9.5 12.9
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 : 229: 36 39 21 91 113 135 165:
Old : 229: 36 39 21 91 113 135 165:
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 : 31.3 19.9 41.0 30.0 28.7 18.7 36.1 28.5
Old : 31.3 19.9 41.0 30.0 28.7 18.7 36.1 28.5
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, April 1, 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 : 2,503,964: 346,901 415,677 36,759 1,868,738 1,581,999 2,252,398 2,034,435: 251,566 469,529
Old : 2,503,964: 346,901 415,677 36,759 1,868,738 1,581,999 2,252,398 2,034,435: 251,566 469,529
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: 13,302: 13,179 20,190 -6,131 26,604 -20,679 33,652 -6,620: -20,350 19,922
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 16.6 1.5 74.6 63.2 90.0 81.2: 10.0 18.8
Old : 100.0: 13.9 16.6 1.5 74.6 63.2 90.0 81.2: 10.0 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 : 352: 50 94 39 129 155 207 260:
Old : 352: 50 94 39 129 155 207 260:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.8 23.1 46.9 28.3 34.6 20.8 45.3 24.6
Old : 34.8 23.1 46.9 28.3 34.6 20.8 45.3 24.6
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, April 1, 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 : 1,964,183: 254,382 392,549 23,133 1,510,617 1,167,955 1,788,132 1,583,637: 176,051 380,546
Old : 1,964,183: 254,382 392,549 23,133 1,510,617 1,167,955 1,788,132 1,583,637: 176,051 380,546
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: -49,848: 13,048 -20,904 4,246 -62,064 -17,093 -44,770 -33,751: -5,078 -16,097
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 20.0 1.2 76.9 59.5 91.0 80.6: 9.0 19.4
Old : 100.0: 13.0 20.0 1.2 76.9 59.5 91.0 80.6: 9.0 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 : 271: 25 75 23 93 137 137 216:
Old : 271: 25 75 23 93 137 137 216:
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 : 38.7 14.4 51.9 21.4 37.9 12.1 48.9 17.4
Old : 38.7 14.4 51.9 21.4 37.9 12.1 48.9 17.4
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, April 1, 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 : 291,999: 10,055 56,175 48,127 202,963 131,556 261,145 235,858: 30,854 56,141
Old : 291,999: 10,055 56,175 48,127 202,963 131,556 261,145 235,858: 30,854 56,141
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: -43,743: -16,499 -5,181 -4,644 -22,587 -37,599 -43,730 -47,424: -13 3,681
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 19.2 16.5 69.5 45.1 89.4 80.8: 10.6 19.2
Old : 100.0: 3.4 19.2 16.5 69.5 45.1 89.4 80.8: 10.6 19.2
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 : 74: 9 27 20 32 34 55 68:
Old : 74: 9 27 20 32 34 55 68:
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 : 46.8 20.2 56.2 29.1 38.0 15.4 44.3 21.9
Old : 46.8 20.2 56.2 29.1 38.0 15.4 44.3 21.9
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, April 1, 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 : 64,050: 17,941 12,846 9 37,840 43,559 55,789 56,414: 8,261 7,636
Old : 64,050: 17,941 12,846 9 37,840 43,559 55,789 56,414: 8,261 7,636
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: 273: 1,439 675 -1 -592 -541 847 133: -574 140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 20.1 0.0 59.1 68.0 87.1 88.1: 12.9 11.9
Old : 100.0: 28.0 20.1 0.0 59.1 68.0 87.1 88.1: 12.9 11.9
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 : 106: 28 25 3 38 20 67 47:
Old : 106: 28 25 3 38 20 67 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 : 23.4 47.1 37.0 65.7 23.4 46.8 37.0 65.4
Old : 23.4 47.1 37.0 65.7 23.4 46.8 37.0 65.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders - Futures Only, April 1, 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 : 128,099: 35,881 25,692 18 75,679 87,118 111,578 112,828: 16,521 15,271
Old : 128,099: 35,881 25,692 18 75,679 87,118 111,578 112,828: 16,521 15,271
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: 546: 2,878 1,349 -1 -1,184 -1,082 1,693 266: -1,147 280
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 20.1 0.0 59.1 68.0 87.1 88.1: 12.9 11.9
Old : 100.0: 28.0 20.1 0.0 59.1 68.0 87.1 88.1: 12.9 11.9
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 : 106: 28 25 3 38 20 67 47:
Old : 106: 28 25 3 38 20 67 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 : 23.4 47.1 37.0 65.7 23.4 46.8 37.0 65.4
Old : 23.4 47.1 37.0 65.7 23.4 46.8 37.0 65.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders - Futures Only, April 1, 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 : 14,143: 11,528 12,742 1,092 1,504 306 14,124 14,140: 19 3
Old : 14,143: 11,528 12,742 1,092 1,504 306 14,124 14,140: 19 3
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: 549: 525 248 -5 37 306 557 549: -8 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.5 90.1 7.7 10.6 2.2 99.9 100.0: 0.1 0.0
Old : 100.0: 81.5 90.1 7.7 10.6 2.2 99.9 100.0: 0.1 0.0
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 : 24: 17 5 3 1 1 19 8:
Old : 24: 17 5 3 1 1 19 8:
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 : 68.9 95.4 85.2 100.0 66.5 90.8 81.6 92.3
Old : 68.9 95.4 85.2 100.0 66.5 90.8 81.6 92.3
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, April 1, 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 : 40,441: 2,680 18,573 201 37,473 21,511 40,354 40,285: 87 156
Old : 40,441: 2,680 18,573 201 37,473 21,511 40,354 40,285: 87 156
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: 1,636: 1,195 1,273 4 428 350 1,627 1,627: 9 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 45.9 0.5 92.7 53.2 99.8 99.6: 0.2 0.4
Old : 100.0: 6.6 45.9 0.5 92.7 53.2 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 : 41: 5 13 1 12 13 17 27:
Old : 41: 5 13 1 12 13 17 27:
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 : 81.3 53.9 97.6 75.9 78.6 42.0 85.9 63.9
Old : 81.3 53.9 97.6 75.9 78.6 42.0 85.9 63.9
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, April 1, 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 : 30,723: 221 24,738 122 30,348 5,709 30,691 30,569: 32 154
Old : 30,723: 221 24,738 122 30,348 5,709 30,691 30,569: 32 154
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: -615: -216 211 -33 -378 -853 -627 -675: 12 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 80.5 0.4 98.8 18.6 99.9 99.5: 0.1 0.5
Old : 100.0: 0.7 80.5 0.4 98.8 18.6 99.9 99.5: 0.1 0.5
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 : 35: 1 17 1 8 11 10 28:
Old : 35: 1 17 1 8 11 10 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 : 95.6 60.7 99.7 80.8 90.1 60.7 93.2 77.1
Old : 95.6 60.7 99.7 80.8 90.1 60.7 93.2 77.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 4, 2014