WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, January 14, 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 : 422,664: 134,436 184,594 77,799 176,993 108,261 389,228 370,654: 33,436 52,010
Old : 309,104: 128,899 170,727 32,621 125,293 68,609 286,813 271,957: 22,291 37,147
Other: 113,560: 37,157 45,487 13,558 51,700 39,652 102,415 98,697: 11,145 14,863
: : :
: : Changes in Commitments from: January 7, 2014 :
: 9,368: 2,259 -7,952 12,985 -6,187 3,357 9,057 8,390: 311 978
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.8 43.7 18.4 41.9 25.6 92.1 87.7: 7.9 12.3
Old : 100.0: 41.7 55.2 10.6 40.5 22.2 92.8 88.0: 7.2 12.0
Other: 100.0: 32.7 40.1 11.9 45.5 34.9 90.2 86.9: 9.8 13.1
: : :
:# Traders : Number of Traders in Each Category :
All : 384: 102 153 118 95 89 271 303:
Old : 369: 115 141 75 79 68 233 247:
Other: 226: 50 75 46 59 78 138 174:
:----------------------------------------------------------------------------------------------------
: 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 : 15.2 10.2 26.5 19.0 14.9 10.2 24.7 18.6
Old : 16.7 13.8 29.3 24.7 16.1 13.8 27.5 24.1
Other: 29.9 20.6 46.2 30.8 28.4 16.8 41.8 24.8
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, January 14, 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 : 157,174: 50,027 43,582 21,755 69,300 65,702 141,082 131,039: 16,092 26,135
Old : 109,749: 51,384 40,377 5,900 40,398 47,501 97,682 93,778: 12,067 15,971
Other: 47,425: 11,239 15,801 3,259 28,902 18,201 43,400 37,261: 4,025 10,164
: : :
: : Changes in Commitments from: January 7, 2014 :
: -850: 771 1,542 -865 141 -332 47 345: -897 -1,195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.8 27.7 13.8 44.1 41.8 89.8 83.4: 10.2 16.6
Old : 100.0: 46.8 36.8 5.4 36.8 43.3 89.0 85.4: 11.0 14.6
Other: 100.0: 23.7 33.3 6.9 60.9 38.4 91.5 78.6: 8.5 21.4
: : :
:# Traders : Number of Traders in Each Category :
All : 191: 53 50 50 57 58 139 139:
Old : 181: 56 46 28 52 48 121 110:
Other: 127: 19 36 14 37 49 66 91:
:----------------------------------------------------------------------------------------------------
: 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 : 19.3 25.8 30.3 35.9 16.2 21.6 26.0 30.5
Old : 25.9 33.3 36.8 42.9 24.3 33.3 35.3 42.8
Other: 30.5 30.1 47.6 40.7 30.5 28.9 47.3 37.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, January 14, 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 : 1,280,203: 332,372 398,586 171,531 644,700 469,178 1,148,603 1,039,295: 131,600 240,908
Old : 1,030,885: 294,863 382,075 104,055 522,507 374,269 921,425 860,399: 109,460 170,486
Other: 249,318: 98,542 77,544 6,443 122,193 94,909 227,178 178,896: 22,140 70,422
: : :
: : Changes in Commitments from: January 7, 2014 :
: 56,611: 19,532 -8,219 -10,485 47,854 67,055 56,901 48,351: -290 8,260
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 31.1 13.4 50.4 36.6 89.7 81.2: 10.3 18.8
Old : 100.0: 28.6 37.1 10.1 50.7 36.3 89.4 83.5: 10.6 16.5
Other: 100.0: 39.5 31.1 2.6 49.0 38.1 91.1 71.8: 8.9 28.2
: : :
:# Traders : Number of Traders in Each Category :
All : 710: 130 200 155 243 293 479 567:
Old : 694: 130 208 124 228 269 442 522:
Other: 449: 69 91 29 92 235 178 344:
:----------------------------------------------------------------------------------------------------
: 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 : 11.9 9.5 21.1 15.8 11.9 9.0 21.1 14.6
Old : 13.1 9.5 23.6 16.8 13.1 9.0 23.5 15.6
Other: 24.2 19.2 34.9 27.1 24.2 18.9 34.8 26.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, January 14, 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 : 10,379: 3,668 640 479 4,038 7,520 8,185 8,639: 2,194 1,740
Old : 9,288: 3,743 739 110 3,456 6,899 7,309 7,748: 1,979 1,540
Other: 1,091: 268 244 26 582 621 876 891: 215 200
: : :
: : Changes in Commitments from: January 7, 2014 :
: 1,193: 496 70 291 315 507 1,102 868: 91 325
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.3 6.2 4.6 38.9 72.5 78.9 83.2: 21.1 16.8
Old : 100.0: 40.3 8.0 1.2 37.2 74.3 78.7 83.4: 21.3 16.6
Other: 100.0: 24.6 22.4 2.4 53.3 56.9 80.3 81.7: 19.7 18.3
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 21 8 5 12 13 36 23:
Old : 48: 19 9 4 10 13 33 22:
Other: 19: 6 1 3 8 6 15 9:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.5 43.7 52.9 60.5 36.2 43.7 47.5 56.5
Old : 38.7 45.1 54.3 62.4 38.0 45.1 50.2 58.7
Other: 58.8 66.9 74.7 81.6 58.8 63.8 72.2 76.9
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, January 14, 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 : 594,392: 226,859 73,159 100,017 217,241 336,916 544,117 510,092: 50,275 84,300
Old : 479,573: 216,996 60,512 57,878 165,608 305,023 440,482 423,413: 39,091 56,160
Other: 114,819: 44,306 47,090 7,696 51,633 31,893 103,635 86,679: 11,184 28,140
: : :
: : Changes in Commitments from: January 7, 2014 :
: 25,328: 16,567 5,130 8,624 -1,708 12,957 23,483 26,711: 1,845 -1,383
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.2 12.3 16.8 36.5 56.7 91.5 85.8: 8.5 14.2
Old : 100.0: 45.2 12.6 12.1 34.5 63.6 91.8 88.3: 8.2 11.7
Other: 100.0: 38.6 41.0 6.7 45.0 27.8 90.3 75.5: 9.7 24.5
: : :
:# Traders : Number of Traders in Each Category :
All : 505: 156 137 138 127 169 359 386:
Old : 482: 159 119 118 113 160 328 352:
Other: 298: 59 90 26 64 110 136 215:
:----------------------------------------------------------------------------------------------------
: 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 : 9.6 19.5 18.3 27.0 9.3 18.1 17.4 23.9
Old : 11.8 23.0 22.0 31.7 11.5 21.5 21.3 28.5
Other: 20.2 21.1 33.5 30.0 20.1 18.7 33.4 26.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, January 14, 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 : 363,176: 83,093 136,459 44,946 199,253 137,633 327,292 319,038: 35,884 44,138
Old : 330,536: 85,534 135,968 34,190 181,056 119,276 300,780 289,434: 29,756 41,102
Other: 32,640: 4,400 7,332 3,915 18,197 18,357 26,512 29,604: 6,128 3,036
: : :
: : Changes in Commitments from: January 7, 2014 :
: 17,007: 5,271 20,296 -3,073 13,685 -542 15,883 16,681: 1,124 326
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 37.6 12.4 54.9 37.9 90.1 87.8: 9.9 12.2
Old : 100.0: 25.9 41.1 10.3 54.8 36.1 91.0 87.6: 9.0 12.4
Other: 100.0: 13.5 22.5 12.0 55.8 56.2 81.2 90.7: 18.8 9.3
: : :
:# Traders : Number of Traders in Each Category :
All : 306: 72 113 85 85 57 211 220:
Old : 306: 78 117 75 85 53 207 210:
Other: 85: 20 19 14 38 16 64 43:
:----------------------------------------------------------------------------------------------------
: 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 19.6 21.0 27.3 9.8 11.3 17.5 18.3
Old : 13.6 18.3 22.4 26.4 10.6 13.1 18.8 20.2
Other: 31.0 44.6 44.9 60.6 24.5 40.2 36.8 53.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, January 14, 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 : 673,573: 134,194 75,284 7,253 390,707 418,646 532,154 501,183: 141,419 172,390
Old : 673,573: 134,194 75,284 7,253 390,707 418,646 532,154 501,183: 141,419 172,390
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2014 :
: 31,233: 9,937 -3,648 -1,676 6,011 35,177 14,272 29,853: 16,961 1,380
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 11.2 1.1 58.0 62.2 79.0 74.4: 21.0 25.6
Old : 100.0: 19.9 11.2 1.1 58.0 62.2 79.0 74.4: 21.0 25.6
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 : 168: 29 32 15 65 87 100 128:
Old : 168: 29 32 15 65 87 100 128:
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 : 20.9 13.5 33.0 22.5 20.4 9.7 28.8 16.8
Old : 20.9 13.5 33.0 22.5 20.4 9.7 28.8 16.8
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 14, 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 : 465,441: 53,214 70,490 1,293 336,536 305,222 391,043 377,005: 74,398 88,436
Old : 465,441: 53,214 70,490 1,293 336,536 305,222 391,043 377,005: 74,398 88,436
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2014 :
: 8,651: 1,121 -2,301 6 4,559 11,346 5,686 9,051: 2,965 -400
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 15.1 0.3 72.3 65.6 84.0 81.0: 16.0 19.0
Old : 100.0: 11.4 15.1 0.3 72.3 65.6 84.0 81.0: 16.0 19.0
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 : 82: 8 14 4 43 43 53 59:
Old : 82: 8 14 4 43 43 53 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 : 26.6 33.1 44.6 48.0 22.9 33.1 37.5 45.9
Old : 26.6 33.1 44.6 48.0 22.9 33.1 37.5 45.9
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 14, 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 : 3,610: 971 624 214 1,805 2,463 2,990 3,301: 620 309
Old : 3,610: 971 624 214 1,805 2,463 2,990 3,301: 620 309
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2014 :
: 392: -7 197 14 268 84 275 295: 117 97
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 17.3 5.9 50.0 68.2 82.8 91.4: 17.2 8.6
Old : 100.0: 26.9 17.3 5.9 50.0 68.2 82.8 91.4: 17.2 8.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 9 6 4 14 12 27 19:
Old : 33: 9 6 4 14 12 27 19:
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 : 33.5 53.6 52.2 77.5 31.1 43.2 43.3 58.9
Old : 33.5 53.6 52.2 77.5 31.1 43.2 43.3 58.9
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 14, 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 : 274,395: 101,632 58,580 24,808 98,969 163,025 225,409 246,413: 48,986 27,982
Old : 243,787: 95,685 56,246 20,761 84,180 141,737 200,626 218,744: 43,161 25,043
Other: 30,608: 8,699 5,086 1,295 14,789 21,288 24,783 27,669: 5,825 2,939
: : :
: : Changes in Commitments from: January 7, 2014 :
: 17,239: 7,696 4,884 -571 2,636 11,729 9,761 16,042: 7,478 1,197
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.0 21.3 9.0 36.1 59.4 82.1 89.8: 17.9 10.2
Old : 100.0: 39.2 23.1 8.5 34.5 58.1 82.3 89.7: 17.7 10.3
Other: 100.0: 28.4 16.6 4.2 48.3 69.6 81.0 90.4: 19.0 9.6
: : :
:# Traders : Number of Traders in Each Category :
All : 235: 73 59 49 70 77 179 154:
Old : 232: 71 60 42 67 76 168 152:
Other: 90: 27 14 9 41 19 71 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 : 8.4 32.1 16.0 41.4 8.0 29.5 15.5 37.4
Old : 9.1 31.1 17.5 40.7 8.8 29.4 17.1 37.2
Other: 21.5 43.2 36.2 67.1 21.5 33.0 35.5 55.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, January 14, 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 : 7,080: 1,107 1,083 79 4,236 4,804 5,422 5,966: 1,658 1,114
Old : 6,797: 1,101 1,111 51 4,170 4,613 5,322 5,775: 1,475 1,022
Other: 283: 34 0 0 66 191 100 191: 183 92
: : :
: : Changes in Commitments from: January 7, 2014 :
: 213: 269 6 27 -191 110 105 143: 108 70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 15.3 1.1 59.8 67.9 76.6 84.3: 23.4 15.7
Old : 100.0: 16.2 16.3 0.8 61.4 67.9 78.3 85.0: 21.7 15.0
Other: 100.0: 12.0 0.0 0.0 23.3 67.5 35.3 67.5: 64.7 32.5
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 10 7 3 15 8 26 17:
Old : 37: 9 7 3 14 7 25 16:
Other: 9: 3 0 0 1 5 4 5:
:----------------------------------------------------------------------------------------------------
: 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 : 42.7 66.0 59.0 76.8 42.0 63.7 58.3 74.5
Old : 44.5 67.6 61.4 78.6 44.5 66.1 61.4 77.2
Other: 35.3 65.0 35.3 67.5 35.3 65.0 35.3 67.5
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, January 14, 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 : 814,206: 147,456 178,682 8,280 563,576 522,165 719,312 709,127: 94,894 105,079
Old : 814,206: 147,456 178,682 8,280 563,576 522,165 719,312 709,127: 94,894 105,079
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2014 :
: 33,775: 250 23,452 -706 37,342 8,169 36,886 30,915: -3,111 2,860
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 21.9 1.0 69.2 64.1 88.3 87.1: 11.7 12.9
Old : 100.0: 18.1 21.9 1.0 69.2 64.1 88.3 87.1: 11.7 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 : 210: 38 37 15 88 96 129 145:
Old : 210: 38 37 15 88 96 129 145:
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 : 17.2 25.2 30.7 35.6 15.6 24.6 24.4 33.4
Old : 17.2 25.2 30.7 35.6 15.6 24.6 24.4 33.4
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 14, 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 : 2,197,399: 305,814 356,604 28,890 1,621,495 1,352,871 1,956,199 1,738,365: 241,200 459,034
Old : 2,197,399: 305,814 356,604 28,890 1,621,495 1,352,871 1,956,199 1,738,365: 241,200 459,034
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2014 :
: -16,771: 52,639 -24,616 -9,920 -76,662 30,643 -33,943 -3,893: 17,172 -12,878
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 16.2 1.3 73.8 61.6 89.0 79.1: 11.0 20.9
Old : 100.0: 13.9 16.2 1.3 73.8 61.6 89.0 79.1: 11.0 20.9
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 : 331: 52 80 43 123 155 203 250:
Old : 331: 52 80 43 123 155 203 250:
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 : 31.1 16.3 44.5 23.5 28.7 12.1 40.0 17.0
Old : 31.1 16.3 44.5 23.5 28.7 12.1 40.0 17.0
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 14, 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 : 1,950,844: 250,824 334,353 15,491 1,483,035 1,210,526 1,749,350 1,560,370: 201,494 390,474
Old : 1,950,844: 250,824 334,353 15,491 1,483,035 1,210,526 1,749,350 1,560,370: 201,494 390,474
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2014 :
: 54,534: 425 29,394 -582 40,927 2,135 40,770 30,947: 13,764 23,587
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 17.1 0.8 76.0 62.1 89.7 80.0: 10.3 20.0
Old : 100.0: 12.9 17.1 0.8 76.0 62.1 89.7 80.0: 10.3 20.0
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 : 252: 30 59 20 94 129 137 196:
Old : 252: 30 59 20 94 129 137 196:
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 : 34.2 17.4 48.8 26.1 33.5 16.6 46.7 23.1
Old : 34.2 17.4 48.8 26.1 33.5 16.6 46.7 23.1
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 14, 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 : 278,861: 16,115 53,409 42,751 188,629 135,005 247,495 231,165: 31,366 47,696
Old : 278,861: 16,115 53,409 42,751 188,629 135,005 247,495 231,165: 31,366 47,696
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2014 :
: 771: 2,552 1,797 -1,645 -190 -1,221 717 -1,069: 54 1,840
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 19.2 15.3 67.6 48.4 88.8 82.9: 11.2 17.1
Old : 100.0: 5.8 19.2 15.3 67.6 48.4 88.8 82.9: 11.2 17.1
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 : 58: 8 14 11 29 30 44 48:
Old : 58: 8 14 11 29 30 44 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.1 29.3 55.0 43.8 28.3 23.8 37.5 30.3
Old : 41.1 29.3 55.0 43.8 28.3 23.8 37.5 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 14, 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 : 66,166: 21,395 9,511 327 35,213 47,791 56,934 57,628: 9,232 8,538
Old : 66,166: 21,395 9,511 327 35,213 47,791 56,934 57,628: 9,232 8,538
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2014 :
: 2,422: 1,935 -349 102 47 3,310 2,084 3,063: 338 -642
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.3 14.4 0.5 53.2 72.2 86.0 87.1: 14.0 12.9
Old : 100.0: 32.3 14.4 0.5 53.2 72.2 86.0 87.1: 14.0 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 : 102: 33 16 5 37 22 72 41:
Old : 102: 33 16 5 37 22 72 41:
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 : 22.3 45.6 37.2 67.1 22.3 45.3 37.2 66.8
Old : 22.3 45.6 37.2 67.1 22.3 45.3 37.2 66.8
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 14, 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 : 132,331: 42,790 19,021 653 70,425 95,581 113,868 115,255: 18,463 17,076
Old : 132,331: 42,790 19,021 653 70,425 95,581 113,868 115,255: 18,463 17,076
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2014 :
: 4,843: 3,870 -697 204 94 6,619 4,168 6,126: 675 -1,283
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.3 14.4 0.5 53.2 72.2 86.0 87.1: 14.0 12.9
Old : 100.0: 32.3 14.4 0.5 53.2 72.2 86.0 87.1: 14.0 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 : 102: 33 16 5 37 22 72 41:
Old : 102: 33 16 5 37 22 72 41:
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 : 22.3 45.6 37.2 67.1 22.3 45.3 37.2 66.8
Old : 22.3 45.6 37.2 67.1 22.3 45.3 37.2 66.8
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 14, 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 : 54,544: 1,870 21,771 0 52,666 32,636 54,536 54,407: 8 137
Old : 54,544: 1,870 21,771 0 52,666 32,636 54,536 54,407: 8 137
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2014 :
: 762: -641 587 0 1,437 172 796 759: -34 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 39.9 0.0 96.6 59.8 100.0 99.7: 0.0 0.3
Old : 100.0: 3.4 39.9 0.0 96.6 59.8 100.0 99.7: 0.0 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 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 : 87.4 46.3 98.9 68.1 82.2 36.5 89.4 58.3
Old : 87.4 46.3 98.9 68.1 82.2 36.5 89.4 58.3
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 14, 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 : 32,363: 593 21,148 20 31,731 11,135 32,344 32,303: 19 60
Old : 32,363: 593 21,148 20 31,731 11,135 32,344 32,303: 19 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2014 :
: 541: 205 971 20 324 -439 549 552: -8 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 65.3 0.1 98.0 34.4 99.9 99.8: 0.1 0.2
Old : 100.0: 1.8 65.3 0.1 98.0 34.4 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 : 34: 2 14 1 7 13 10 27:
Old : 34: 2 14 1 7 13 10 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 : 85.8 60.3 99.8 79.7 84.2 60.3 94.4 77.2
Old : 85.8 60.3 99.8 79.7 84.2 60.3 94.4 77.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 17, 2014