WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, February 18, 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 : 422,829: 133,941 160,915 77,441 176,310 139,897 387,692 378,253: 35,137 44,576
Old : 268,956: 117,100 149,889 15,969 113,530 77,344 246,599 243,202: 22,357 25,754
Other: 153,873: 57,890 52,075 20,423 62,780 62,553 141,093 135,051: 12,780 18,822
: : :
: : Changes in Commitments from: February 11, 2014 :
: -14,855: -2,736 -16,245 -829 -11,493 4,402 -15,058 -12,672: 203 -2,183
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 38.1 18.3 41.7 33.1 91.7 89.5: 8.3 10.5
Old : 100.0: 43.5 55.7 5.9 42.2 28.8 91.7 90.4: 8.3 9.6
Other: 100.0: 37.6 33.8 13.3 40.8 40.7 91.7 87.8: 8.3 12.2
: : :
:# Traders : Number of Traders in Each Category :
All : 369: 117 123 119 96 96 279 286:
Old : 346: 119 113 61 81 71 228 218:
Other: 248: 62 81 55 65 80 162 187:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.5 12.4 25.6 21.1 15.2 12.3 24.3 20.2
Old : 16.9 18.9 27.8 31.1 16.9 18.4 27.6 30.6
Other: 24.0 16.6 36.5 25.5 20.9 14.4 33.1 21.0
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, February 18, 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 : 145,093: 49,571 34,944 13,872 66,108 69,495 129,551 118,311: 15,542 26,782
Old : 91,832: 44,072 24,506 4,079 34,432 47,782 82,583 76,367: 9,249 15,465
Other: 53,261: 13,063 18,002 2,229 31,676 21,713 46,968 41,944: 6,293 11,317
: : :
: : Changes in Commitments from: February 11, 2014 :
: -1,816: 1,603 -4,723 349 -2,886 1,983 -934 -2,391: -882 575
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.2 24.1 9.6 45.6 47.9 89.3 81.5: 10.7 18.5
Old : 100.0: 48.0 26.7 4.4 37.5 52.0 89.9 83.2: 10.1 16.8
Other: 100.0: 24.5 33.8 4.2 59.5 40.8 88.2 78.8: 11.8 21.2
: : :
:# Traders : Number of Traders in Each Category :
All : 179: 51 51 38 52 56 125 126:
Old : 165: 53 39 22 41 49 104 100:
Other: 130: 21 39 13 40 47 69 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 : 18.5 25.2 30.7 33.8 17.1 20.8 27.9 28.0
Old : 24.1 33.8 36.2 42.7 22.5 33.8 33.7 42.2
Other: 28.9 22.9 44.9 32.5 28.5 21.5 44.2 30.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, February 18, 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 : 1,385,213: 352,188 298,684 223,355 671,428 612,843 1,246,971 1,134,882: 138,242 250,331
Old : 1,071,318: 306,104 298,886 128,467 526,258 475,156 960,829 902,509: 110,489 168,809
Other: 313,895: 128,167 81,881 12,805 145,170 137,687 286,142 232,373: 27,753 81,522
: : :
: : Changes in Commitments from: February 11, 2014 :
: 38,253: 4,974 -13,119 8,687 21,816 46,354 35,477 41,922: 2,776 -3,669
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 21.6 16.1 48.5 44.2 90.0 81.9: 10.0 18.1
Old : 100.0: 28.6 27.9 12.0 49.1 44.4 89.7 84.2: 10.3 15.8
Other: 100.0: 40.8 26.1 4.1 46.2 43.9 91.2 74.0: 8.8 26.0
: : :
:# Traders : Number of Traders in Each Category :
All : 714: 145 167 176 244 320 514 567:
Old : 693: 138 175 142 229 299 470 526:
Other: 491: 85 93 45 105 255 215 373:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.3 10.6 19.4 16.2 10.9 7.9 18.7 12.9
Old : 13.3 10.8 22.9 16.9 12.9 8.2 22.2 13.2
Other: 18.5 17.5 30.7 25.0 18.5 17.1 30.6 24.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, February 18, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 11,570: 3,065 880 424 5,240 7,959 8,729 9,263: 2,841 2,307
Old : 9,043: 3,125 944 56 3,663 6,151 6,844 7,151: 2,199 1,892
Other: 2,527: 272 268 36 1,577 1,808 1,885 2,112: 642 415
: : :
: : Changes in Commitments from: February 11, 2014 :
: -12: 237 -13 -167 -180 107 -110 -73: 98 61
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 7.6 3.7 45.3 68.8 75.4 80.1: 24.6 19.9
Old : 100.0: 34.6 10.4 0.6 40.5 68.0 75.7 79.1: 24.3 20.9
Other: 100.0: 10.8 10.6 1.4 62.4 71.5 74.6 83.6: 25.4 16.4
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 13 9 8 13 14 31 26:
Old : 41: 13 9 3 12 13 27 23:
Other: 23: 7 3 5 7 10 16 16:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.8 42.4 54.3 59.4 32.9 35.1 44.1 49.8
Old : 40.7 46.9 56.1 64.5 40.5 42.9 54.1 58.7
Other: 55.7 55.2 69.9 75.9 47.3 49.0 55.6 64.3
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, February 18, 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 : 691,005: 277,727 78,396 105,440 246,523 405,475 629,690 589,311: 61,315 101,694
Old : 528,069: 256,640 56,716 60,782 164,708 346,777 482,130 464,275: 45,939 63,794
Other: 162,936: 52,210 52,803 13,535 81,815 58,698 147,560 125,036: 15,376 37,900
: : :
: : Changes in Commitments from: February 11, 2014 :
: 7,796: 14,487 4,919 -12,011 1,278 12,282 3,754 5,190: 4,042 2,606
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.2 11.3 15.3 35.7 58.7 91.1 85.3: 8.9 14.7
Old : 100.0: 48.6 10.7 11.5 31.2 65.7 91.3 87.9: 8.7 12.1
Other: 100.0: 32.0 32.4 8.3 50.2 36.0 90.6 76.7: 9.4 23.3
: : :
:# Traders : Number of Traders in Each Category :
All : 554: 186 145 175 128 185 416 430:
Old : 530: 185 127 146 103 174 369 391:
Other: 352: 73 109 47 87 118 188 252:
:----------------------------------------------------------------------------------------------------
: 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 18.7 16.0 26.9 8.3 16.8 15.2 23.5
Old : 10.9 21.9 20.3 32.4 10.9 20.4 19.6 30.0
Other: 17.4 18.8 29.2 27.5 16.7 15.7 27.4 23.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, February 18, 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 : 346,332: 93,516 104,299 53,275 164,456 152,796 311,247 310,370: 35,085 35,962
Old : 300,503: 90,835 104,428 42,338 138,784 121,880 271,957 268,646: 28,546 31,857
Other: 45,829: 9,733 6,923 3,885 25,672 30,916 39,290 41,724: 6,539 4,105
: : :
: : Changes in Commitments from: February 11, 2014 :
: -974: 8,879 -12,523 5,465 -13,567 8,430 777 1,372: -1,751 -2,346
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 30.1 15.4 47.5 44.1 89.9 89.6: 10.1 10.4
Old : 100.0: 30.2 34.8 14.1 46.2 40.6 90.5 89.4: 9.5 10.6
Other: 100.0: 21.2 15.1 8.5 56.0 67.5 85.7 91.0: 14.3 9.0
: : :
:# Traders : Number of Traders in Each Category :
All : 298: 78 90 95 83 71 224 221:
Old : 297: 82 93 87 82 69 219 214:
Other: 108: 28 24 17 43 24 79 58:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.3 20.5 20.7 28.4 11.8 17.4 19.9 25.0
Old : 12.7 16.4 22.2 25.1 12.2 14.7 21.3 23.1
Other: 20.4 48.7 33.5 61.2 16.8 43.3 29.3 54.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, February 18, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 694,423: 94,966 45,888 11,137 429,935 463,638 536,038 520,663: 158,385 173,760
Old : 694,423: 94,966 45,888 11,137 429,935 463,638 536,038 520,663: 158,385 173,760
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2014 :
: -428: -20,175 -23,139 688 15,195 23,979 -4,292 1,528: 3,864 -1,956
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 6.6 1.6 61.9 66.8 77.2 75.0: 22.8 25.0
Old : 100.0: 13.7 6.6 1.6 61.9 66.8 77.2 75.0: 22.8 25.0
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 : 159: 33 23 23 66 82 106 121:
Old : 159: 33 23 23 66 82 106 121:
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 : 23.1 19.7 33.4 27.9 19.9 16.4 27.2 23.5
Old : 23.1 19.7 33.4 27.9 19.9 16.4 27.2 23.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders - Futures Only, February 18, 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 : 451,347: 45,210 59,606 896 327,295 298,481 373,401 358,983: 77,946 92,364
Old : 451,347: 45,210 59,606 896 327,295 298,481 373,401 358,983: 77,946 92,364
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2014 :
: -3,667: -559 772 -108 -2,323 -6,619 -2,990 -5,955: -677 2,288
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 13.2 0.2 72.5 66.1 82.7 79.5: 17.3 20.5
Old : 100.0: 10.0 13.2 0.2 72.5 66.1 82.7 79.5: 17.3 20.5
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 : 78: 7 13 6 44 41 55 56:
Old : 78: 7 13 6 44 41 55 56:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.9 32.9 43.8 47.6 23.5 32.3 36.2 43.3
Old : 26.9 32.9 43.8 47.6 23.5 32.3 36.2 43.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders - Futures Only, February 18, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 29,000 U.S. GALLONS) :
: : :
All : 5,566: 1,067 1,462 277 3,579 3,507 4,923 5,246: 643 320
Old : 5,566: 1,067 1,462 277 3,579 3,507 4,923 5,246: 643 320
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2014 :
: 407: 34 88 16 391 373 441 477: -34 -70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 26.3 5.0 64.3 63.0 88.4 94.3: 11.6 5.7
Old : 100.0: 19.2 26.3 5.0 64.3 63.0 88.4 94.3: 11.6 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 10 5 3 17 18 30 25:
Old : 38: 10 5 3 17 18 30 25:
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 : 40.2 49.2 56.7 74.9 23.0 41.0 35.6 50.9
Old : 40.2 49.2 56.7 74.9 23.0 41.0 35.6 50.9
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, February 18, 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 : 313,130: 115,677 55,978 25,187 118,462 201,671 259,326 282,836: 53,804 30,294
Old : 262,223: 108,060 54,845 17,687 90,948 165,084 216,695 237,616: 45,528 24,607
Other: 50,907: 12,978 6,494 2,139 27,514 36,587 42,631 45,220: 8,276 5,687
: : :
: : Changes in Commitments from: February 11, 2014 :
: 13,488: 3,349 -1,710 2,235 4,797 11,360 10,381 11,885: 3,107 1,603
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.9 17.9 8.0 37.8 64.4 82.8 90.3: 17.2 9.7
Old : 100.0: 41.2 20.9 6.7 34.7 63.0 82.6 90.6: 17.4 9.4
Other: 100.0: 25.5 12.8 4.2 54.0 71.9 83.7 88.8: 16.3 11.2
: : :
:# Traders : Number of Traders in Each Category :
All : 259: 88 53 61 80 85 207 169:
Old : 253: 85 55 50 75 83 189 166:
Other: 121: 32 13 11 56 36 92 56:
:----------------------------------------------------------------------------------------------------
: 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 : 8.3 31.4 15.2 40.5 8.1 28.5 15.0 37.0
Old : 9.8 29.8 17.8 39.6 9.6 28.2 17.5 37.6
Other: 19.8 41.1 33.5 61.4 19.3 33.1 32.1 51.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, February 18, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 8,053: 818 1,223 450 4,754 4,765 6,022 6,438: 2,031 1,615
Old : 7,289: 804 1,282 383 4,329 4,254 5,516 5,919: 1,773 1,370
Other: 764: 81 8 0 425 511 506 519: 258 245
: : :
: : Changes in Commitments from: February 11, 2014 :
: -274: -116 -158 -128 -252 -60 -496 -346: 222 72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 15.2 5.6 59.0 59.2 74.8 79.9: 25.2 20.1
Old : 100.0: 11.0 17.6 5.3 59.4 58.4 75.7 81.2: 24.3 18.8
Other: 100.0: 10.6 1.0 0.0 55.6 66.9 66.2 67.9: 33.8 32.1
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 12 6 7 18 13 32 25:
Old : 40: 11 7 6 15 11 28 23:
Other: 12: 2 1 0 5 6 7 7:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.5 56.5 52.3 69.3 36.0 55.0 45.7 64.0
Old : 41.0 60.0 53.8 73.5 40.9 58.3 50.9 66.9
Other: 63.1 57.3 66.2 67.9 59.7 57.3 61.4 63.1
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, February 18, 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 : 914,268: 174,779 175,439 19,838 606,890 610,615 801,507 805,892: 112,761 108,376
Old : 914,268: 174,779 175,439 19,838 606,890 610,615 801,507 805,892: 112,761 108,376
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2014 :
: 18,651: -2,718 21,226 2,751 16,546 -14,022 16,579 9,955: 2,072 8,696
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 19.2 2.2 66.4 66.8 87.7 88.1: 12.3 11.9
Old : 100.0: 19.1 19.2 2.2 66.4 66.8 87.7 88.1: 12.3 11.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 223: 43 38 23 91 108 145 158:
Old : 223: 43 38 23 91 108 145 158:
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 : 21.1 26.1 31.8 37.2 15.9 21.4 23.7 30.4
Old : 21.1 26.1 31.8 37.2 15.9 21.4 23.7 30.4
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, February 18, 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 : 2,430,028: 380,817 437,961 44,360 1,727,504 1,509,111 2,152,681 1,991,432: 277,347 438,596
Old : 2,430,028: 380,817 437,961 44,360 1,727,504 1,509,111 2,152,681 1,991,432: 277,347 438,596
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2014 :
: 19,062: 57,972 -27,417 -7,290 -49,565 67,847 1,117 33,140: 17,945 -14,078
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 18.0 1.8 71.1 62.1 88.6 82.0: 11.4 18.0
Old : 100.0: 15.7 18.0 1.8 71.1 62.1 88.6 82.0: 11.4 18.0
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 : 361: 56 88 46 138 177 225 280:
Old : 361: 56 88 46 138 177 225 280:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.8 16.7 42.3 23.1 27.4 12.1 39.2 16.7
Old : 29.8 16.7 42.3 23.1 27.4 12.1 39.2 16.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, February 18, 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 : 2,055,110: 266,598 360,148 44,088 1,528,502 1,311,263 1,839,188 1,715,499: 215,922 339,611
Old : 2,055,110: 266,598 360,148 44,088 1,528,502 1,311,263 1,839,188 1,715,499: 215,922 339,611
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2014 :
: 85,055: 50,293 5,976 11,187 33,950 74,717 95,430 91,880: -10,375 -6,825
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 17.5 2.1 74.4 63.8 89.5 83.5: 10.5 16.5
Old : 100.0: 13.0 17.5 2.1 74.4 63.8 89.5 83.5: 10.5 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 : 269: 29 64 31 94 144 145 218:
Old : 269: 29 64 31 94 144 145 218:
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 : 34.5 17.5 46.8 25.9 33.5 15.7 42.6 22.2
Old : 34.5 17.5 46.8 25.9 33.5 15.7 42.6 22.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders - Futures Only, February 18, 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 : 314,854: 15,359 47,350 45,566 223,193 176,124 284,118 269,040: 30,736 45,814
Old : 314,854: 15,359 47,350 45,566 223,193 176,124 284,118 269,040: 30,736 45,814
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2014 :
: 20,900: 3,954 -2,775 5,197 11,614 17,993 20,765 20,415: 135 485
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 15.0 14.5 70.9 55.9 90.2 85.4: 9.8 14.6
Old : 100.0: 4.9 15.0 14.5 70.9 55.9 90.2 85.4: 9.8 14.6
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 : 69: 9 17 15 32 41 51 63:
Old : 69: 9 17 15 32 41 51 63:
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 : 42.7 23.4 56.8 35.8 30.7 20.0 40.8 27.3
Old : 42.7 23.4 56.8 35.8 30.7 20.0 40.8 27.3
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, February 18, 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 : 55,663: 12,975 13,598 31 33,531 34,946 46,536 48,574: 9,128 7,090
Old : 55,663: 12,975 13,598 31 33,531 34,946 46,536 48,574: 9,128 7,090
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2014 :
: -11,047: 2,578 1,626 -2,978 -9,402 -8,528 -9,802 -9,880: -1,245 -1,167
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 24.4 0.1 60.2 62.8 83.6 87.3: 16.4 12.7
Old : 100.0: 23.3 24.4 0.1 60.2 62.8 83.6 87.3: 16.4 12.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 100: 26 23 6 40 17 68 44:
Old : 100: 26 23 6 40 17 68 44:
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 : 23.0 46.6 37.1 66.6 23.0 46.2 37.1 66.3
Old : 23.0 46.6 37.1 66.6 23.0 46.2 37.1 66.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders - Futures Only, February 18, 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 : 111,326: 25,949 27,195 61 67,061 69,891 93,071 97,147: 18,255 14,179
Old : 111,326: 25,949 27,195 61 67,061 69,891 93,071 97,147: 18,255 14,179
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2014 :
: 4,665: 7,086 -1,589 -116 -1,885 5,631 5,085 3,926: -420 739
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 24.4 0.1 60.2 62.8 83.6 87.3: 16.4 12.7
Old : 100.0: 23.3 24.4 0.1 60.2 62.8 83.6 87.3: 16.4 12.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 100: 26 23 6 40 17 68 44:
Old : 100: 26 23 6 40 17 68 44:
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 : 23.0 46.6 37.1 66.6 23.0 46.2 37.1 66.3
Old : 23.0 46.6 37.1 66.6 23.0 46.2 37.1 66.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders - Futures Only, February 18, 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 : 9,349: 7,537 7,728 1,205 577 347 9,319 9,280: 30 69
Old : 9,349: 7,537 7,728 1,205 577 347 9,319 9,280: 30 69
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2014 :
: 389: 395 351 -6 0 0 389 345: 0 44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.6 82.7 12.9 6.2 3.7 99.7 99.3: 0.3 0.7
Old : 100.0: 80.6 82.7 12.9 6.2 3.7 99.7 99.3: 0.3 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 13 6 3 1 1 15 9:
Old : 21: 13 6 3 1 1 15 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.8 88.1 83.0 98.5 54.2 83.3 74.2 86.4
Old : 59.8 88.1 83.0 98.5 54.2 83.3 74.2 86.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
Commitments of Traders - Futures Only, February 18, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 45,168: 1,176 20,654 0 43,925 24,331 45,101 44,985: 67 183
Old : 45,168: 1,176 20,654 0 43,925 24,331 45,101 44,985: 67 183
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2014 :
: -444: 213 -96 0 -651 -360 -438 -456: -6 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 45.7 0.0 97.2 53.9 99.9 99.6: 0.1 0.4
Old : 100.0: 2.6 45.7 0.0 97.2 53.9 99.9 99.6: 0.1 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 4 16 0 13 17 17 33:
Old : 48: 4 16 0 13 17 17 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 82.3 47.6 97.6 70.5 78.3 35.8 86.7 58.7
Old : 82.3 47.6 97.6 70.5 78.3 35.8 86.7 58.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
Commitments of Traders - Futures Only, February 18, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 26,983: 935 18,229 405 25,578 8,234 26,918 26,868: 65 115
Old : 26,983: 935 18,229 405 25,578 8,234 26,918 26,868: 65 115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2014 :
: 210: 22 545 -15 171 -319 178 211: 32 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 67.6 1.5 94.8 30.5 99.8 99.6: 0.2 0.4
Old : 100.0: 3.5 67.6 1.5 94.8 30.5 99.8 99.6: 0.2 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 4 14 1 8 12 12 27:
Old : 36: 4 14 1 8 12 12 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 : 94.0 55.0 99.2 74.6 86.9 54.0 90.6 71.1
Old : 94.0 55.0 99.2 74.6 86.9 54.0 90.6 71.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 21, 2014