WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, January 21, 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 : 434,469: 134,539 185,515 83,877 182,635 113,340 401,051 382,732: 33,418 51,737
Old : 317,428: 131,867 173,847 35,798 126,643 71,261 294,308 280,906: 23,120 36,522
Other: 117,041: 37,245 46,241 13,506 55,992 42,079 106,743 101,826: 10,298 15,215
: : :
: : Changes in Commitments from: January 14, 2014 :
: 11,805: 103 921 6,078 5,642 5,079 11,823 12,078: -18 -273
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 42.7 19.3 42.0 26.1 92.3 88.1: 7.7 11.9
Old : 100.0: 41.5 54.8 11.3 39.9 22.4 92.7 88.5: 7.3 11.5
Other: 100.0: 31.8 39.5 11.5 47.8 36.0 91.2 87.0: 8.8 13.0
: : :
:# Traders : Number of Traders in Each Category :
All : 389: 105 153 129 96 87 281 307:
Old : 377: 121 140 80 83 67 245 250:
Other: 231: 50 82 45 57 75 135 179:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.7 10.2 26.0 19.5 14.2 10.1 24.4 18.8
Old : 16.3 13.4 29.0 24.8 15.3 13.4 27.8 24.3
Other: 30.5 19.4 46.6 29.1 27.8 17.6 42.1 25.2
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, January 21, 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 : 159,858: 50,752 44,619 22,660 70,890 66,633 144,302 133,912: 15,556 25,946
Old : 110,856: 53,077 41,042 5,701 40,730 48,024 99,508 94,767: 11,348 16,089
Other: 49,002: 11,158 17,060 3,476 30,160 18,609 44,794 39,145: 4,208 9,857
: : :
: : Changes in Commitments from: January 14, 2014 :
: 2,684: 725 1,037 905 1,590 931 3,220 2,873: -536 -189
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 27.9 14.2 44.3 41.7 90.3 83.8: 9.7 16.2
Old : 100.0: 47.9 37.0 5.1 36.7 43.3 89.8 85.5: 10.2 14.5
Other: 100.0: 22.8 34.8 7.1 61.5 38.0 91.4 79.9: 8.6 20.1
: : :
:# Traders : Number of Traders in Each Category :
All : 191: 56 47 52 58 58 141 140:
Old : 184: 58 46 29 54 49 129 109:
Other: 127: 19 36 15 39 48 67 92:
:----------------------------------------------------------------------------------------------------
: 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 : 18.9 25.6 29.8 35.6 15.9 21.3 25.6 29.9
Old : 25.6 33.2 36.5 43.0 24.2 33.2 35.1 43.0
Other: 30.3 30.0 46.6 41.0 30.3 29.3 46.1 38.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, January 21, 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 : 1,310,544: 327,982 393,173 195,557 654,084 477,026 1,177,623 1,065,756: 132,921 244,788
Old : 1,049,079: 298,103 386,246 112,537 528,405 377,775 939,045 876,558: 110,034 172,521
Other: 261,465: 105,877 82,925 7,022 125,679 99,251 238,578 189,198: 22,887 72,267
: : :
: : Changes in Commitments from: January 14, 2014 :
: 30,341: -4,390 -5,413 24,026 9,384 7,848 29,020 26,461: 1,321 3,880
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 30.0 14.9 49.9 36.4 89.9 81.3: 10.1 18.7
Old : 100.0: 28.4 36.8 10.7 50.4 36.0 89.5 83.6: 10.5 16.4
Other: 100.0: 40.5 31.7 2.7 48.1 38.0 91.2 72.4: 8.8 27.6
: : :
:# Traders : Number of Traders in Each Category :
All : 706: 129 197 153 237 295 469 567:
Old : 692: 129 205 118 225 271 432 522:
Other: 451: 70 94 35 93 236 185 348:
:----------------------------------------------------------------------------------------------------
: 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 : 11.6 9.5 20.5 15.6 11.5 9.0 20.4 14.0
Old : 12.9 9.4 23.1 16.3 12.9 8.5 22.9 14.5
Other: 22.9 19.8 33.5 27.1 22.9 19.5 33.4 26.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, January 21, 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 : 10,724: 3,661 761 500 4,245 7,604 8,406 8,865: 2,318 1,859
Old : 9,465: 3,731 855 125 3,575 6,883 7,431 7,863: 2,034 1,602
Other: 1,259: 284 260 21 670 721 975 1,002: 284 257
: : :
: : Changes in Commitments from: January 14, 2014 :
: 345: -7 121 21 207 84 221 226: 124 119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 7.1 4.7 39.6 70.9 78.4 82.7: 21.6 17.3
Old : 100.0: 39.4 9.0 1.3 37.8 72.7 78.5 83.1: 21.5 16.9
Other: 100.0: 22.6 20.7 1.7 53.2 57.3 77.4 79.6: 22.6 20.4
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 20 9 7 13 13 37 25:
Old : 49: 18 10 5 11 13 33 24:
Other: 20: 6 2 3 7 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 : 36.8 42.3 51.8 58.0 35.1 42.3 46.8 55.1
Old : 37.6 44.2 54.6 60.8 37.3 44.2 50.8 57.4
Other: 51.6 62.7 72.7 79.5 51.6 61.9 72.7 77.4
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, January 21, 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 : 603,948: 235,517 77,507 94,133 222,711 345,038 552,361 516,678: 51,587 87,270
Old : 480,124: 220,533 60,052 55,038 165,414 309,154 440,985 424,244: 39,139 55,880
Other: 123,824: 45,871 48,342 8,208 57,297 35,884 111,376 92,434: 12,448 31,390
: : :
: : Changes in Commitments from: January 14, 2014 :
: 9,556: 8,658 4,348 -5,884 5,470 8,122 8,244 6,586: 1,312 2,970
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.0 12.8 15.6 36.9 57.1 91.5 85.6: 8.5 14.4
Old : 100.0: 45.9 12.5 11.5 34.5 64.4 91.8 88.4: 8.2 11.6
Other: 100.0: 37.0 39.0 6.6 46.3 29.0 89.9 74.6: 10.1 25.4
: : :
:# Traders : Number of Traders in Each Category :
All : 505: 153 142 141 122 173 350 399:
Old : 480: 153 127 122 104 163 316 363:
Other: 314: 64 97 25 70 116 146 226:
:----------------------------------------------------------------------------------------------------
: 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 : 9.4 20.1 18.1 27.9 9.2 18.8 17.3 24.4
Old : 11.8 23.7 22.2 33.0 11.5 22.4 21.5 30.2
Other: 18.7 19.3 31.5 28.4 18.5 15.9 31.2 24.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, January 21, 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 : 375,483: 88,875 142,729 47,341 201,932 140,874 338,148 330,944: 37,335 44,539
Old : 336,766: 91,121 142,255 35,254 179,773 118,415 306,148 295,924: 30,618 40,842
Other: 38,717: 5,501 8,221 4,340 22,159 22,459 32,000 35,020: 6,717 3,697
: : :
: : Changes in Commitments from: January 14, 2014 :
: 12,307: 5,782 6,270 2,395 2,679 3,241 10,856 11,906: 1,451 401
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 38.0 12.6 53.8 37.5 90.1 88.1: 9.9 11.9
Old : 100.0: 27.1 42.2 10.5 53.4 35.2 90.9 87.9: 9.1 12.1
Other: 100.0: 14.2 21.2 11.2 57.2 58.0 82.7 90.5: 17.3 9.5
: : :
:# Traders : Number of Traders in Each Category :
All : 302: 77 106 93 85 56 219 217:
Old : 302: 83 110 81 85 53 214 207:
Other: 95: 24 21 15 40 16 70 47:
:----------------------------------------------------------------------------------------------------
: 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 : 12.1 19.5 20.6 26.9 9.6 10.3 17.4 17.4
Old : 13.2 17.2 21.9 25.2 10.4 11.9 18.7 19.3
Other: 28.1 47.4 41.7 61.9 22.3 43.8 35.0 54.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, January 21, 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 : 669,487: 139,462 82,403 6,684 383,743 410,447 529,889 499,534: 139,598 169,953
Old : 669,487: 139,462 82,403 6,684 383,743 410,447 529,889 499,534: 139,598 169,953
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2014 :
: -4,086: 5,268 7,119 -569 -6,964 -8,199 -2,265 -1,649: -1,821 -2,437
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 12.3 1.0 57.3 61.3 79.1 74.6: 20.9 25.4
Old : 100.0: 20.8 12.3 1.0 57.3 61.3 79.1 74.6: 20.9 25.4
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 : 171: 30 33 16 62 90 99 132:
Old : 171: 30 33 16 62 90 99 132:
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 : 21.5 13.2 33.4 22.3 20.9 9.1 29.3 16.4
Old : 21.5 13.2 33.4 22.3 20.9 9.1 29.3 16.4
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 21, 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 : 465,462: 54,277 69,494 1,061 332,807 306,171 388,145 376,726: 77,317 88,736
Old : 465,462: 54,277 69,494 1,061 332,807 306,171 388,145 376,726: 77,317 88,736
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2014 :
: 21: 1,063 -996 -232 -3,729 949 -2,898 -279: 2,919 300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 14.9 0.2 71.5 65.8 83.4 80.9: 16.6 19.1
Old : 100.0: 11.7 14.9 0.2 71.5 65.8 83.4 80.9: 16.6 19.1
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 : 83: 8 14 5 42 43 53 59:
Old : 83: 8 14 5 42 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 : 26.8 34.1 43.8 48.1 23.1 33.7 37.6 44.9
Old : 26.8 34.1 43.8 48.1 23.1 33.7 37.6 44.9
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 21, 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 : 4,025: 1,095 706 275 2,061 2,748 3,431 3,729: 594 296
Old : 4,025: 1,095 706 275 2,061 2,748 3,431 3,729: 594 296
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2014 :
: 415: 124 82 61 256 285 441 428: -26 -13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 17.5 6.8 51.2 68.3 85.2 92.6: 14.8 7.4
Old : 100.0: 27.2 17.5 6.8 51.2 68.3 85.2 92.6: 14.8 7.4
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 : 38: 9 6 6 18 15 32 24:
Old : 38: 9 6 6 18 15 32 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.7 52.2 51.9 74.9 28.7 40.0 42.0 54.3
Old : 32.7 52.2 51.9 74.9 28.7 40.0 42.0 54.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders - Futures Only, January 21, 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 : 276,037: 102,599 59,204 26,054 100,916 163,153 229,569 248,411: 46,468 27,626
Old : 242,646: 96,270 56,828 21,162 84,730 140,606 202,162 218,596: 40,484 24,050
Other: 33,391: 9,739 5,786 1,482 16,186 22,547 27,407 29,815: 5,984 3,576
: : :
: : Changes in Commitments from: January 14, 2014 :
: 1,642: 967 624 1,246 1,947 128 4,160 1,998: -2,518 -356
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.2 21.4 9.4 36.6 59.1 83.2 90.0: 16.8 10.0
Old : 100.0: 39.7 23.4 8.7 34.9 57.9 83.3 90.1: 16.7 9.9
Other: 100.0: 29.2 17.3 4.4 48.5 67.5 82.1 89.3: 17.9 10.7
: : :
:# Traders : Number of Traders in Each Category :
All : 244: 69 63 60 74 83 189 168:
Old : 241: 68 64 53 71 82 177 167:
Other: 96: 30 12 12 41 22 75 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 : 8.4 30.2 16.0 39.1 8.1 27.8 15.6 35.8
Old : 9.4 28.9 17.8 38.4 9.1 27.5 17.4 35.6
Other: 20.2 41.2 34.8 65.0 20.2 32.5 34.0 54.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, January 21, 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 : 7,121: 1,125 946 165 4,096 4,863 5,386 5,974: 1,735 1,147
Old : 6,804: 1,119 985 125 4,026 4,653 5,270 5,763: 1,534 1,041
Other: 317: 46 1 0 70 210 116 211: 201 106
: : :
: : Changes in Commitments from: January 14, 2014 :
: 41: 18 -137 86 -140 59 -36 8: 77 33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 13.3 2.3 57.5 68.3 75.6 83.9: 24.4 16.1
Old : 100.0: 16.4 14.5 1.8 59.2 68.4 77.5 84.7: 22.5 15.3
Other: 100.0: 14.5 0.3 0.0 22.1 66.2 36.6 66.6: 63.4 33.4
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 9 9 6 15 9 28 20:
Old : 37: 8 9 6 13 8 26 19:
Other: 10: 3 1 0 2 5 5 6:
:----------------------------------------------------------------------------------------------------
: 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 66.0 57.0 76.5 39.8 63.7 56.3 74.1
Old : 42.5 67.7 59.7 78.4 42.5 66.3 59.7 76.5
Other: 36.0 63.7 36.6 66.6 35.6 62.8 35.6 65.6
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, January 21, 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 : 913,256: 159,515 164,485 12,251 636,805 622,394 808,571 799,130: 104,685 114,126
Old : 913,256: 159,515 164,485 12,251 636,805 622,394 808,571 799,130: 104,685 114,126
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2014 :
: 99,050: 12,059 -14,197 3,971 73,229 100,229 89,259 90,003: 9,791 9,047
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 18.0 1.3 69.7 68.2 88.5 87.5: 11.5 12.5
Old : 100.0: 17.5 18.0 1.3 69.7 68.2 88.5 87.5: 11.5 12.5
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 : 214: 39 35 15 91 97 134 143:
Old : 214: 39 35 15 91 97 134 143:
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 : 20.4 30.6 32.4 42.1 17.8 25.3 27.3 35.6
Old : 20.4 30.6 32.4 42.1 17.8 25.3 27.3 35.6
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 21, 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 : 2,232,869: 315,980 374,371 27,295 1,636,923 1,353,532 1,980,198 1,755,198: 252,671 477,671
Old : 2,232,869: 315,980 374,371 27,295 1,636,923 1,353,532 1,980,198 1,755,198: 252,671 477,671
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2014 :
: 35,470: 10,166 17,767 -1,595 15,428 661 23,999 16,833: 11,471 18,637
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 16.8 1.2 73.3 60.6 88.7 78.6: 11.3 21.4
Old : 100.0: 14.2 16.8 1.2 73.3 60.6 88.7 78.6: 11.3 21.4
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 : 339: 59 73 43 127 159 213 248:
Old : 339: 59 73 43 127 159 213 248:
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 : 31.4 17.5 44.3 24.7 29.3 14.2 41.5 19.5
Old : 31.4 17.5 44.3 24.7 29.3 14.2 41.5 19.5
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 21, 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 : 1,963,679: 252,049 338,417 15,411 1,495,626 1,226,729 1,763,086 1,580,557: 200,593 383,122
Old : 1,963,679: 252,049 338,417 15,411 1,495,626 1,226,729 1,763,086 1,580,557: 200,593 383,122
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2014 :
: 12,835: 1,225 4,064 -80 12,591 16,203 13,736 20,187: -901 -7,352
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 17.2 0.8 76.2 62.5 89.8 80.5: 10.2 19.5
Old : 100.0: 12.8 17.2 0.8 76.2 62.5 89.8 80.5: 10.2 19.5
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 : 261: 28 61 22 98 129 140 199:
Old : 261: 28 61 22 98 129 140 199:
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 14.5 49.3 23.1 34.1 13.7 47.3 20.3
Old : 34.9 14.5 49.3 23.1 34.1 13.7 47.3 20.3
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 21, 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 : 279,760: 11,686 51,097 41,109 196,160 140,114 248,955 232,320: 30,805 47,440
Old : 279,760: 11,686 51,097 41,109 196,160 140,114 248,955 232,320: 30,805 47,440
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2014 :
: 899: -4,429 -2,312 -1,642 7,531 5,109 1,460 1,155: -561 -256
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 18.3 14.7 70.1 50.1 89.0 83.0: 11.0 17.0
Old : 100.0: 4.2 18.3 14.7 70.1 50.1 89.0 83.0: 11.0 17.0
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 : 60: 8 13 12 32 32 47 50:
Old : 60: 8 13 12 32 32 47 50:
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 : 43.1 29.4 56.6 43.5 30.0 23.4 37.8 29.4
Old : 43.1 29.4 56.6 43.5 30.0 23.4 37.8 29.4
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 21, 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 : 66,296: 19,491 10,200 156 37,483 47,708 57,129 58,063: 9,167 8,234
Old : 66,296: 19,491 10,200 156 37,483 47,708 57,129 58,063: 9,167 8,234
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2014 :
: 131: -1,905 689 -171 2,271 -83 195 435: -65 -305
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 15.4 0.2 56.5 72.0 86.2 87.6: 13.8 12.4
Old : 100.0: 29.4 15.4 0.2 56.5 72.0 86.2 87.6: 13.8 12.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 95: 24 19 6 36 23 63 45:
Old : 95: 24 19 6 36 23 63 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 : 25.7 45.4 41.5 69.2 25.7 45.2 41.5 69.0
Old : 25.7 45.4 41.5 69.2 25.7 45.2 41.5 69.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders - Futures Only, January 21, 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 : 132,592: 38,981 20,399 311 74,966 95,415 114,258 116,125: 18,334 16,467
Old : 132,592: 38,981 20,399 311 74,966 95,415 114,258 116,125: 18,334 16,467
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2014 :
: 261: -3,809 1,378 -342 4,541 -166 390 870: -129 -609
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 15.4 0.2 56.5 72.0 86.2 87.6: 13.8 12.4
Old : 100.0: 29.4 15.4 0.2 56.5 72.0 86.2 87.6: 13.8 12.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 95: 24 19 6 36 23 63 45:
Old : 95: 24 19 6 36 23 63 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 : 25.7 45.4 41.5 69.2 25.7 45.2 41.5 69.0
Old : 25.7 45.4 41.5 69.2 25.7 45.2 41.5 69.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders - Futures Only, January 21, 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 : 7,177: 5,494 6,124 1,027 606 0 7,127 7,151: 50 26
Old : 7,177: 5,494 6,124 1,027 606 0 7,127 7,151: 50 26
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2014 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.6 85.3 14.3 8.4 0.0 99.3 99.6: 0.7 0.4
Old : 100.0: 76.6 85.3 14.3 8.4 0.0 99.3 99.6: 0.7 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 : 20: 11 6 3 3 0 15 8:
Old : 20: 11 6 3 3 0 15 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 : 65.8 87.1 89.2 99.6 60.6 82.3 78.7 85.3
Old : 65.8 87.1 89.2 99.6 60.6 82.3 78.7 85.3
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, January 21, 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 : 55,006: 1,327 22,423 27 53,648 32,421 55,002 54,871: 4 135
Old : 55,006: 1,327 22,423 27 53,648 32,421 55,002 54,871: 4 135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2014 :
: 462: -543 652 27 982 -215 466 464: -4 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 40.8 0.0 97.5 58.9 100.0 99.8: 0.0 0.2
Old : 100.0: 2.4 40.8 0.0 97.5 58.9 100.0 99.8: 0.0 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 : 50: 2 19 1 13 18 15 38:
Old : 50: 2 19 1 13 18 15 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 87.4 45.8 99.1 67.3 83.1 36.1 89.7 57.6
Old : 87.4 45.8 99.1 67.3 83.1 36.1 89.7 57.6
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 21, 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 : 32,593: 583 21,404 0 31,990 11,136 32,573 32,540: 20 53
Old : 32,593: 583 21,404 0 31,990 11,136 32,573 32,540: 20 53
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2014 :
: 230: -10 256 -20 259 1 229 237: 1 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 65.7 0.0 98.1 34.2 99.9 99.8: 0.1 0.2
Old : 100.0: 1.8 65.7 0.0 98.1 34.2 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 0 7 13 9 27:
Old : 34: 2 14 0 7 13 9 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 : 85.5 59.8 99.9 79.1 84.4 59.8 93.9 76.0
Old : 85.5 59.8 99.9 79.1 84.4 59.8 93.9 76.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 24, 2014