WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, January 7, 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 : 413,296: 132,177 192,546 64,814 183,180 104,904 380,171 362,264: 33,125 51,032
Old : 316,428: 122,297 178,734 29,802 142,614 70,622 294,713 279,158: 21,715 37,270
Other: 96,868: 33,283 37,215 11,609 40,566 34,282 85,458 83,106: 11,410 13,762
: : :
: : Changes in Commitments from: December 31, 2013 :
: 1,980: 2,845 1,222 -1,977 -985 -577 -117 -1,332: 2,097 3,312
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 46.6 15.7 44.3 25.4 92.0 87.7: 8.0 12.3
Old : 100.0: 38.6 56.5 9.4 45.1 22.3 93.1 88.2: 6.9 11.8
Other: 100.0: 34.4 38.4 12.0 41.9 35.4 88.2 85.8: 11.8 14.2
: : :
:# Traders : Number of Traders in Each Category :
All : 374: 102 147 107 95 92 260 295:
Old : 361: 108 139 65 78 75 222 245:
Other: 208: 43 68 43 56 77 127 164:
:----------------------------------------------------------------------------------------------------
: 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 : 15.9 10.6 26.9 19.7 15.7 10.6 25.5 19.3
Old : 17.3 13.1 28.5 24.3 17.3 13.0 27.3 23.5
Other: 31.7 17.8 49.0 29.2 31.1 16.8 43.3 26.2
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, January 7, 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 : 158,024: 49,256 42,040 22,620 69,159 66,034 141,035 130,694: 16,989 27,330
Old : 112,947: 49,583 39,898 6,560 43,786 49,031 99,929 95,489: 13,018 17,458
Other: 45,077: 12,260 14,729 3,473 25,373 17,003 41,106 35,205: 3,971 9,872
: : :
: : Changes in Commitments from: December 31, 2013 :
: 4,133: -748 1,562 2,216 2,066 938 3,534 4,716: 599 -583
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 26.6 14.3 43.8 41.8 89.2 82.7: 10.8 17.3
Old : 100.0: 43.9 35.3 5.8 38.8 43.4 88.5 84.5: 11.5 15.5
Other: 100.0: 27.2 32.7 7.7 56.3 37.7 91.2 78.1: 8.8 21.9
: : :
:# Traders : Number of Traders in Each Category :
All : 189: 55 50 48 53 55 131 138:
Old : 183: 57 48 28 47 48 117 113:
Other: 122: 18 38 13 34 42 62 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 : 18.5 25.0 28.9 34.7 15.7 21.1 25.3 29.8
Old : 24.0 30.4 34.7 39.5 22.4 30.4 33.1 39.2
Other: 29.3 31.6 47.5 42.1 29.3 30.3 46.8 39.3
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, January 7, 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 : 1,223,592: 312,840 406,805 182,016 596,846 402,123 1,091,702 990,944: 131,890 232,648
Old : 1,003,425: 272,940 387,252 129,955 487,515 319,107 890,410 836,314: 113,015 167,111
Other: 220,167: 87,713 67,366 4,248 109,331 83,016 201,292 154,630: 18,875 65,537
: : :
: : Changes in Commitments from: December 31, 2013 :
: 20,647: 3,995 5,085 10,844 1,603 -86 16,442 15,843: 4,205 4,804
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 33.2 14.9 48.8 32.9 89.2 81.0: 10.8 19.0
Old : 100.0: 27.2 38.6 13.0 48.6 31.8 88.7 83.3: 11.3 16.7
Other: 100.0: 39.8 30.6 1.9 49.7 37.7 91.4 70.2: 8.6 29.8
: : :
:# Traders : Number of Traders in Each Category :
All : 684: 132 187 153 244 272 470 538:
Old : 676: 134 192 124 234 256 441 505:
Other: 415: 63 85 32 88 211 169 315:
:----------------------------------------------------------------------------------------------------
: 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 : 11.3 9.6 20.4 16.7 11.1 9.0 19.6 15.1
Old : 12.7 10.9 22.4 18.2 12.1 10.2 21.1 17.2
Other: 28.3 21.3 42.5 28.6 28.3 20.9 42.4 28.2
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, January 7, 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 : 9,186: 3,172 570 188 3,723 7,013 7,083 7,771: 2,103 1,415
Old : 8,408: 3,171 537 63 3,197 6,566 6,431 7,166: 1,977 1,242
Other: 778: 124 156 2 526 447 652 605: 126 173
: : :
: : Changes in Commitments from: December 31, 2013 :
: -116: -35 68 26 -213 -528 -222 -434: 106 318
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.5 6.2 2.0 40.5 76.3 77.1 84.6: 22.9 15.4
Old : 100.0: 37.7 6.4 0.7 38.0 78.1 76.5 85.2: 23.5 14.8
Other: 100.0: 15.9 20.1 0.3 67.6 57.5 83.8 77.8: 16.2 22.2
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 16 8 7 12 13 33 24:
Old : 45: 16 9 4 9 13 27 24:
Other: 17: 3 2 2 8 6 11 10:
:----------------------------------------------------------------------------------------------------
: 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 : 40.6 46.9 56.4 64.8 39.6 46.9 51.6 61.8
Old : 41.3 47.3 56.4 66.3 41.3 47.3 52.8 62.8
Other: 71.2 53.9 81.4 77.5 71.2 53.9 77.8 72.2
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, January 7, 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 : 569,064: 210,292 68,029 91,393 218,949 323,959 520,634 483,381: 48,430 85,683
Old : 467,535: 204,031 58,566 51,915 173,235 297,426 429,181 407,907: 38,354 59,628
Other: 101,529: 39,244 42,446 6,495 45,714 26,533 91,453 75,474: 10,076 26,055
: : :
: : Changes in Commitments from: December 31, 2013 :
: -6,692: -19,614 3,912 5,118 9,090 -18,258 -5,406 -9,228: -1,286 2,536
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.0 12.0 16.1 38.5 56.9 91.5 84.9: 8.5 15.1
Old : 100.0: 43.6 12.5 11.1 37.1 63.6 91.8 87.2: 8.2 12.8
Other: 100.0: 38.7 41.8 6.4 45.0 26.1 90.1 74.3: 9.9 25.7
: : :
:# Traders : Number of Traders in Each Category :
All : 468: 139 126 127 117 165 327 365:
Old : 455: 148 117 107 106 153 304 334:
Other: 271: 50 82 24 57 106 121 202:
:----------------------------------------------------------------------------------------------------
: 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 : 9.9 21.5 18.7 28.6 9.8 19.4 17.8 25.5
Old : 11.9 24.8 22.2 33.1 11.8 22.4 21.4 30.3
Other: 22.4 21.0 37.8 30.3 22.3 19.3 37.2 28.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, January 7, 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 : 346,169: 77,822 116,163 48,019 185,568 138,175 311,409 302,357: 34,760 43,812
Old : 317,290: 79,114 117,561 37,448 171,479 121,618 288,041 276,627: 29,249 40,663
Other: 28,879: 5,653 5,547 3,626 14,089 16,557 23,368 25,730: 5,511 3,149
: : :
: : Changes in Commitments from: December 31, 2013 :
: 6,385: 1,417 4,266 1,664 2,866 -3,958 5,947 1,972: 438 4,413
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 33.6 13.9 53.6 39.9 90.0 87.3: 10.0 12.7
Old : 100.0: 24.9 37.1 11.8 54.0 38.3 90.8 87.2: 9.2 12.8
Other: 100.0: 19.6 19.2 12.6 48.8 57.3 80.9 89.1: 19.1 10.9
: : :
:# Traders : Number of Traders in Each Category :
All : 289: 65 101 79 84 55 202 203:
Old : 288: 71 107 71 84 51 199 193:
Other: 80: 19 15 13 34 15 58 40:
:----------------------------------------------------------------------------------------------------
: 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 : 12.6 20.9 21.3 28.9 9.5 13.2 17.0 20.3
Old : 13.5 20.1 22.8 28.5 10.2 15.2 17.9 22.4
Other: 31.9 48.9 46.6 62.6 27.1 43.7 39.3 56.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, January 7, 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 : 642,340: 124,257 78,932 8,929 384,696 383,469 517,882 471,330: 124,458 171,010
Old : 642,340: 124,257 78,932 8,929 384,696 383,469 517,882 471,330: 124,458 171,010
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2013 :
: -5,719: 5,390 -722 781 -26,676 -4,677 -20,505 -4,618: 14,786 -1,101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 12.3 1.4 59.9 59.7 80.6 73.4: 19.4 26.6
Old : 100.0: 19.3 12.3 1.4 59.9 59.7 80.6 73.4: 19.4 26.6
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 : 155: 26 35 14 63 74 96 116:
Old : 155: 26 35 14 63 74 96 116:
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 : 23.3 13.0 36.0 22.7 22.7 9.7 31.6 16.9
Old : 23.3 13.0 36.0 22.7 22.7 9.7 31.6 16.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders - Futures Only, January 7, 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 : 456,790: 52,093 72,791 1,287 331,977 293,876 385,357 367,954: 71,433 88,836
Old : 456,790: 52,093 72,791 1,287 331,977 293,876 385,357 367,954: 71,433 88,836
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2013 :
: 4,636: 879 5,964 3 5,688 98 6,570 6,065: -1,934 -1,429
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 15.9 0.3 72.7 64.3 84.4 80.6: 15.6 19.4
Old : 100.0: 11.4 15.9 0.3 72.7 64.3 84.4 80.6: 15.6 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 : 84: 8 17 4 42 43 52 62:
Old : 84: 8 17 4 42 43 52 62:
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 : 27.8 32.3 46.1 47.9 24.5 32.3 40.3 45.5
Old : 27.8 32.3 46.1 47.9 24.5 32.3 40.3 45.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders - Futures Only, January 7, 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 : 3,218: 978 427 200 1,537 2,379 2,715 3,006: 503 212
Old : 3,218: 978 427 200 1,537 2,379 2,715 3,006: 503 212
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2013 :
: 75: 33 65 -80 146 47 99 32: -24 43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 13.3 6.2 47.8 73.9 84.4 93.4: 15.6 6.6
Old : 100.0: 30.4 13.3 6.2 47.8 73.9 84.4 93.4: 15.6 6.6
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 : 35: 9 4 4 15 15 26 22:
Old : 35: 9 4 4 15 15 26 22:
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 : 34.9 57.6 50.3 76.4 34.9 50.8 48.9 63.7
Old : 34.9 57.6 50.3 76.4 34.9 50.8 48.9 63.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders - Futures Only, January 7, 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 : 257,156: 93,936 53,696 25,379 96,333 151,296 215,648 230,371: 41,508 26,785
Old : 229,516: 89,121 52,667 20,256 83,878 132,654 193,255 205,577: 36,261 23,939
Other: 27,640: 8,607 4,821 1,331 12,455 18,642 22,393 24,794: 5,247 2,846
: : :
: : Changes in Commitments from: December 31, 2013 :
: -4,760: -5,745 1,333 3,431 326 -7,804 -1,988 -3,040: -2,772 -1,720
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.5 20.9 9.9 37.5 58.8 83.9 89.6: 16.1 10.4
Old : 100.0: 38.8 22.9 8.8 36.5 57.8 84.2 89.6: 15.8 10.4
Other: 100.0: 31.1 17.4 4.8 45.1 67.4 81.0 89.7: 19.0 10.3
: : :
:# Traders : Number of Traders in Each Category :
All : 234: 77 51 51 69 78 179 155:
Old : 232: 74 55 47 67 76 171 153:
Other: 91: 29 12 10 37 20 70 39:
:----------------------------------------------------------------------------------------------------
: 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 31.6 17.2 41.2 9.1 29.1 16.6 37.2
Old : 9.9 31.1 18.7 41.1 9.9 29.1 18.5 37.5
Other: 20.3 42.0 34.5 65.3 20.3 34.2 34.4 56.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, January 7, 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 : 6,867: 838 1,077 52 4,427 4,694 5,317 5,823: 1,550 1,044
Old : 6,687: 820 1,085 44 4,389 4,569 5,253 5,698: 1,434 989
Other: 180: 26 0 0 38 125 64 125: 116 55
: : :
: : Changes in Commitments from: December 31, 2013 :
: -92: -103 -372 39 -194 214 -258 -119: 166 27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 15.7 0.8 64.5 68.4 77.4 84.8: 22.6 15.2
Old : 100.0: 12.3 16.2 0.7 65.6 68.3 78.6 85.2: 21.4 14.8
Other: 100.0: 14.4 0.0 0.0 21.1 69.4 35.6 69.4: 64.4 30.6
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 9 6 2 15 9 24 17:
Old : 35: 8 7 2 14 8 23 16:
Other: 7: 2 0 0 1 4 3 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 : 45.6 67.3 59.5 78.7 45.4 65.4 59.2 76.8
Old : 46.8 68.1 61.1 79.6 46.8 66.6 61.0 78.2
Other: 35.6 69.4 35.6 69.4 35.6 69.4 35.6 69.4
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, January 7, 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 : 780,431: 147,206 155,230 8,986 526,234 513,996 682,426 678,212: 98,005 102,219
Old : 780,431: 147,206 155,230 8,986 526,234 513,996 682,426 678,212: 98,005 102,219
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2013 :
: 19,629: -14,385 -2,196 863 32,427 18,979 18,905 17,646: 724 1,983
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 19.9 1.2 67.4 65.9 87.4 86.9: 12.6 13.1
Old : 100.0: 18.9 19.9 1.2 67.4 65.9 87.4 86.9: 12.6 13.1
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 : 202: 38 32 16 87 94 131 136:
Old : 202: 38 32 16 87 94 131 136:
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 : 17.3 28.3 29.2 41.0 15.4 27.6 25.1 38.7
Old : 17.3 28.3 29.2 41.0 15.4 27.6 25.1 38.7
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, January 7, 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 : 2,214,170: 253,175 381,220 38,810 1,698,157 1,322,228 1,990,142 1,742,258: 224,028 471,912
Old : 2,214,170: 253,175 381,220 38,810 1,698,157 1,322,228 1,990,142 1,742,258: 224,028 471,912
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2013 :
: 2,781: 45,895 266 -6,348 -45,191 -3,962 -5,644 -10,044: 8,425 12,825
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 17.2 1.8 76.7 59.7 89.9 78.7: 10.1 21.3
Old : 100.0: 11.4 17.2 1.8 76.7 59.7 89.9 78.7: 10.1 21.3
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 : 315: 46 78 39 117 145 189 236:
Old : 315: 46 78 39 117 145 189 236:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.9 16.2 47.3 23.4 30.2 12.3 42.8 17.2
Old : 32.9 16.2 47.3 23.4 30.2 12.3 42.8 17.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, January 7, 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 : 1,896,310: 250,399 304,959 16,073 1,442,108 1,208,391 1,708,580 1,529,423: 187,730 366,887
Old : 1,896,310: 250,399 304,959 16,073 1,442,108 1,208,391 1,708,580 1,529,423: 187,730 366,887
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2013 :
: 22,852: -18,538 14,968 4,344 18,483 -6,280 4,289 13,032: 18,563 9,820
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 16.1 0.8 76.0 63.7 90.1 80.7: 9.9 19.3
Old : 100.0: 13.2 16.1 0.8 76.0 63.7 90.1 80.7: 9.9 19.3
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 : 257: 35 61 18 96 118 143 186:
Old : 257: 35 61 18 96 118 143 186:
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 : 34.9 17.9 48.6 27.2 34.1 16.9 47.5 24.1
Old : 34.9 17.9 48.6 27.2 34.1 16.9 47.5 24.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders - Futures Only, January 7, 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 : 278,090: 13,563 51,612 44,396 188,819 136,226 246,778 232,234: 31,312 45,856
Old : 278,090: 13,563 51,612 44,396 188,819 136,226 246,778 232,234: 31,312 45,856
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2013 :
: -27,001: -3,737 -3,981 -5,720 -21,673 -16,219 -31,130 -25,920: 4,129 -1,081
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 18.6 16.0 67.9 49.0 88.7 83.5: 11.3 16.5
Old : 100.0: 4.9 18.6 16.0 67.9 49.0 88.7 83.5: 11.3 16.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 6 14 9 29 29 42 45:
Old : 54: 6 14 9 29 29 42 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.2 29.7 57.0 44.6 30.1 23.9 38.2 30.3
Old : 42.2 29.7 57.0 44.6 30.1 23.9 38.2 30.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders - Futures Only, January 7, 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 : 63,744: 19,460 9,859 225 35,166 44,481 54,850 54,565: 8,894 9,180
Old : 63,744: 19,460 9,859 225 35,166 44,481 54,850 54,565: 8,894 9,180
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2013 :
: 3,936: 4,523 -495 -26 -959 2,969 3,539 2,448: 397 1,488
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 15.5 0.4 55.2 69.8 86.0 85.6: 14.0 14.4
Old : 100.0: 30.5 15.5 0.4 55.2 69.8 86.0 85.6: 14.0 14.4
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 : 101: 33 18 4 36 19 70 40:
Old : 101: 33 18 4 36 19 70 40:
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 45.3 37.5 67.0 23.2 45.0 37.5 66.6
Old : 23.2 45.3 37.5 67.0 23.2 45.0 37.5 66.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders - Futures Only, January 7, 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 : 127,488: 38,920 19,718 449 70,331 88,962 109,700 109,129: 17,788 18,359
Old : 127,488: 38,920 19,718 449 70,331 88,962 109,700 109,129: 17,788 18,359
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2013 :
: 7,871: 9,046 -989 -52 -1,917 5,937 7,077 4,896: 794 2,975
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 15.5 0.4 55.2 69.8 86.0 85.6: 14.0 14.4
Old : 100.0: 30.5 15.5 0.4 55.2 69.8 86.0 85.6: 14.0 14.4
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 : 101: 33 18 4 36 19 70 40:
Old : 101: 33 18 4 36 19 70 40:
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 45.3 37.5 67.0 23.2 45.0 37.5 66.6
Old : 23.2 45.3 37.5 67.0 23.2 45.0 37.5 66.6
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, January 7, 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 : 53,782: 2,511 21,184 0 51,229 32,464 53,740 53,648: 42 134
Old : 53,782: 2,511 21,184 0 51,229 32,464 53,740 53,648: 42 134
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2013 :
: 1,892: -555 502 0 2,454 1,386 1,899 1,888: -7 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 39.4 0.0 95.3 60.4 99.9 99.8: 0.1 0.2
Old : 100.0: 4.7 39.4 0.0 95.3 60.4 99.9 99.8: 0.1 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 : 49: 3 17 0 13 18 16 35:
Old : 49: 3 17 0 13 18 16 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 85.7 46.8 97.5 68.1 79.5 36.9 89.2 58.1
Old : 85.7 46.8 97.5 68.1 79.5 36.9 89.2 58.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
Commitments of Traders - Futures Only, January 7, 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 : 31,822: 388 20,177 0 31,407 11,574 31,795 31,751: 27 71
Old : 31,822: 388 20,177 0 31,407 11,574 31,795 31,751: 27 71
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2013 :
: -2,179: -107 248 0 -2,094 -2,429 -2,201 -2,181: 22 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 63.4 0.0 98.7 36.4 99.9 99.8: 0.1 0.2
Old : 100.0: 1.2 63.4 0.0 98.7 36.4 99.9 99.8: 0.1 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 : 35: 1 14 0 7 15 8 29:
Old : 35: 1 14 0 7 15 8 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 85.5 60.1 99.9 81.0 84.6 60.1 94.1 78.2
Old : 85.5 60.1 99.9 81.0 84.6 60.1 94.1 78.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 10, 2014