WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, March 4, 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 : 346,522: 114,503 121,490 54,654 145,996 127,635 315,153 303,779: 31,369 42,743
Old : 189,389: 85,438 101,922 6,692 80,996 60,397 173,126 169,011: 16,263 20,378
Other: 157,133: 57,957 48,460 19,070 65,000 67,238 142,027 134,768: 15,106 22,365
: : :
: : Changes in Commitments from: February 25, 2014 :
: -29,722: -1,689 -13,392 -12,726 -13,886 -1,189 -28,301 -27,307: -1,421 -2,415
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 35.1 15.8 42.1 36.8 90.9 87.7: 9.1 12.3
Old : 100.0: 45.1 53.8 3.5 42.8 31.9 91.4 89.2: 8.6 10.8
Other: 100.0: 36.9 30.8 12.1 41.4 42.8 90.4 85.8: 9.6 14.2
: : :
:# Traders : Number of Traders in Each Category :
All : 319: 102 98 91 78 86 236 232:
Old : 292: 97 92 30 53 58 165 165:
Other: 229: 60 74 54 59 75 156 170:
:----------------------------------------------------------------------------------------------------
: 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 13.1 29.2 22.9 18.2 12.8 28.2 20.6
Old : 22.2 22.3 35.4 36.0 22.2 22.3 35.2 35.9
Other: 21.7 13.7 34.1 23.1 20.4 10.8 32.2 19.0
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, March 4, 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 : 129,590: 49,694 28,952 7,489 59,489 69,750 116,672 106,191: 12,918 23,399
Old : 72,115: 38,695 18,261 648 26,486 43,320 65,829 62,229: 6,286 9,886
Other: 57,475: 16,481 16,173 1,359 33,003 26,430 50,843 43,962: 6,632 13,513
: : :
: : Changes in Commitments from: February 25, 2014 :
: -6,359: -570 -4,491 -2,673 -2,865 1,719 -6,108 -5,445: -251 -914
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.3 22.3 5.8 45.9 53.8 90.0 81.9: 10.0 18.1
Old : 100.0: 53.7 25.3 0.9 36.7 60.1 91.3 86.3: 8.7 13.7
Other: 100.0: 28.7 28.1 2.4 57.4 46.0 88.5 76.5: 11.5 23.5
: : :
:# Traders : Number of Traders in Each Category :
All : 171: 45 44 27 50 57 109 117:
Old : 155: 42 36 9 31 49 79 88:
Other: 134: 22 37 12 44 51 73 93:
:----------------------------------------------------------------------------------------------------
: 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 : 22.5 26.8 35.7 35.2 21.6 22.5 33.3 29.9
Old : 26.5 36.4 39.9 45.1 26.5 36.4 39.9 45.1
Other: 25.0 22.1 41.2 33.0 24.2 18.8 40.0 28.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, March 4, 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 : 1,300,945: 400,623 202,043 195,799 579,943 662,506 1,176,365 1,060,348: 124,580 240,597
Old : 930,457: 342,426 223,717 85,312 410,257 479,971 837,995 789,000: 92,462 141,457
Other: 370,488: 158,748 78,877 9,936 169,686 182,535 338,370 271,348: 32,118 99,140
: : :
: : Changes in Commitments from: February 25, 2014 :
: -42,336: 21,245 -51,165 -12,626 -40,118 35,232 -31,499 -28,559: -10,837 -13,777
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 15.5 15.1 44.6 50.9 90.4 81.5: 9.6 18.5
Old : 100.0: 36.8 24.0 9.2 44.1 51.6 90.1 84.8: 9.9 15.2
Other: 100.0: 42.8 21.3 2.7 45.8 49.3 91.3 73.2: 8.7 26.8
: : :
:# Traders : Number of Traders in Each Category :
All : 725: 165 151 156 213 337 478 563:
Old : 702: 153 166 110 191 316 420 517:
Other: 536: 97 96 42 106 290 224 409:
:----------------------------------------------------------------------------------------------------
: 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 : 11.0 12.3 19.0 18.0 10.9 10.6 18.7 15.9
Old : 14.2 12.1 24.2 18.3 14.2 11.2 24.0 16.8
Other: 16.5 18.0 28.4 25.1 16.4 17.3 28.1 24.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, March 4, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 9,673: 3,281 1,140 155 3,816 6,452 7,252 7,747: 2,421 1,926
Old : 6,793: 2,914 1,006 14 2,160 4,402 5,088 5,422: 1,705 1,371
Other: 2,880: 501 268 7 1,656 2,050 2,164 2,325: 716 555
: : :
: : Changes in Commitments from: February 25, 2014 :
: -909: 124 452 -196 -465 -610 -537 -354: -372 -555
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 11.8 1.6 39.5 66.7 75.0 80.1: 25.0 19.9
Old : 100.0: 42.9 14.8 0.2 31.8 64.8 74.9 79.8: 25.1 20.2
Other: 100.0: 17.4 9.3 0.2 57.5 71.2 75.1 80.7: 24.9 19.3
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 12 12 7 12 13 31 25:
Old : 39: 10 10 1 9 11 20 22:
Other: 25: 7 4 3 8 11 17 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 : 39.3 43.6 55.6 63.9 35.0 39.3 47.3 52.1
Old : 42.3 51.1 61.3 65.8 42.3 46.8 59.9 61.5
Other: 54.2 54.0 70.0 68.3 48.6 47.8 59.1 60.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, March 4, 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 : 668,094: 291,599 81,235 83,940 242,496 407,338 618,035 572,513: 50,059 95,581
Old : 482,312: 254,554 61,750 41,760 148,252 327,577 444,566 431,087: 37,746 51,225
Other: 185,782: 63,037 45,477 16,188 94,244 79,761 173,469 141,426: 12,313 44,356
: : :
: : Changes in Commitments from: February 25, 2014 :
: -35,995: 8,809 10,261 -22,433 -11,156 -14,523 -24,780 -26,695: -11,215 -9,300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.6 12.2 12.6 36.3 61.0 92.5 85.7: 7.5 14.3
Old : 100.0: 52.8 12.8 8.7 30.7 67.9 92.2 89.4: 7.8 10.6
Other: 100.0: 33.9 24.5 8.7 50.7 42.9 93.4 76.1: 6.6 23.9
: : :
:# Traders : Number of Traders in Each Category :
All : 555: 191 136 158 124 187 401 416:
Old : 530: 182 137 112 93 171 332 371:
Other: 380: 92 102 51 89 139 212 268:
:----------------------------------------------------------------------------------------------------
: 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 : 8.8 19.4 16.5 28.8 8.5 17.5 15.8 24.8
Old : 11.7 22.8 21.6 34.8 11.7 21.4 21.5 32.6
Other: 15.3 21.0 26.2 30.7 14.8 17.7 24.8 26.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, March 4, 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 : 301,803: 95,057 80,026 29,300 146,797 162,962 271,154 272,288: 30,649 29,515
Old : 243,115: 84,770 82,319 14,770 120,101 121,413 219,641 218,502: 23,474 24,613
Other: 58,688: 20,996 8,416 3,821 26,696 41,549 51,513 53,786: 7,175 4,902
: : :
: : Changes in Commitments from: February 25, 2014 :
: -2,496: 7,239 -6,001 -5,633 -1,548 12,229 58 595: -2,554 -3,091
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 26.5 9.7 48.6 54.0 89.8 90.2: 10.2 9.8
Old : 100.0: 34.9 33.9 6.1 49.4 49.9 90.3 89.9: 9.7 10.1
Other: 100.0: 35.8 14.3 6.5 45.5 70.8 87.8 91.6: 12.2 8.4
: : :
:# Traders : Number of Traders in Each Category :
All : 274: 74 85 70 80 70 202 185:
Old : 273: 76 85 53 76 68 187 176:
Other: 125: 41 23 12 42 28 89 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 : 11.9 27.0 21.4 36.4 11.4 21.9 20.3 31.2
Old : 12.9 23.0 23.5 33.2 12.9 18.6 23.0 28.7
Other: 19.0 44.4 31.0 57.9 17.9 39.9 29.3 52.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, March 4, 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 : 718,276: 79,023 62,165 25,178 457,787 449,832 561,988 537,175: 156,288 181,101
Old : 718,276: 79,023 62,165 25,178 457,787 449,832 561,988 537,175: 156,288 181,101
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2014 :
: -54,676: -7,027 23,398 5,879 -13,057 -38,941 -14,205 -9,664: -40,471 -45,012
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 8.7 3.5 63.7 62.6 78.2 74.8: 21.8 25.2
Old : 100.0: 11.0 8.7 3.5 63.7 62.6 78.2 74.8: 21.8 25.2
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 : 155: 24 30 13 68 82 97 120:
Old : 155: 24 30 13 68 82 97 120:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.2 17.5 33.5 26.3 20.5 14.2 26.9 21.5
Old : 23.2 17.5 33.5 26.3 20.5 14.2 26.9 21.5
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, March 4, 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 : 505,399: 48,742 52,784 4,506 364,150 353,131 417,398 410,421: 88,001 94,978
Old : 505,399: 48,742 52,784 4,506 364,150 353,131 417,398 410,421: 88,001 94,978
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2014 :
: 21,354: 2,445 -6,512 3,615 14,516 31,494 20,576 28,597: 778 -7,243
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 10.4 0.9 72.1 69.9 82.6 81.2: 17.4 18.8
Old : 100.0: 9.6 10.4 0.9 72.1 69.9 82.6 81.2: 17.4 18.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 85: 7 15 9 46 45 60 63:
Old : 85: 7 15 9 46 45 60 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 : 24.9 39.4 41.7 51.5 21.3 31.4 33.4 40.6
Old : 24.9 39.4 41.7 51.5 21.3 31.4 33.4 40.6
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, March 4, 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 : 5,733: 1,068 1,234 576 3,548 3,659 5,192 5,469: 541 264
Old : 5,733: 1,068 1,234 576 3,548 3,659 5,192 5,469: 541 264
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2014 :
: 160: -22 -214 193 -27 83 144 62: 16 98
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 21.5 10.0 61.9 63.8 90.6 95.4: 9.4 4.6
Old : 100.0: 18.6 21.5 10.0 61.9 63.8 90.6 95.4: 9.4 4.6
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 : 41: 14 5 6 15 18 33 27:
Old : 41: 14 5 6 15 18 33 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 : 42.1 44.5 61.1 70.6 17.3 31.2 28.5 40.7
Old : 42.1 44.5 61.1 70.6 17.3 31.2 28.5 40.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders - Futures Only, March 4, 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 : 310,250: 118,079 59,113 21,475 124,387 205,328 263,941 285,916: 46,309 24,334
Old : 244,820: 105,619 56,194 13,244 88,355 156,794 207,218 226,232: 37,602 18,588
Other: 65,430: 17,754 8,213 2,937 36,032 48,534 56,723 59,684: 8,707 5,746
: : :
: : Changes in Commitments from: February 25, 2014 :
: -2,015: -283 3,329 -2,340 4,754 1,396 2,131 2,385: -4,146 -4,400
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.1 19.1 6.9 40.1 66.2 85.1 92.2: 14.9 7.8
Old : 100.0: 43.1 23.0 5.4 36.1 64.0 84.6 92.4: 15.4 7.6
Other: 100.0: 27.1 12.6 4.5 55.1 74.2 86.7 91.2: 13.3 8.8
: : :
:# Traders : Number of Traders in Each Category :
All : 271: 90 59 56 80 90 204 176:
Old : 264: 86 61 45 74 87 186 171:
Other: 133: 37 15 17 58 44 101 71:
:----------------------------------------------------------------------------------------------------
: 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 : 9.0 33.3 16.3 43.2 8.8 27.6 15.8 36.3
Old : 11.1 33.3 19.5 42.7 11.0 28.9 19.3 37.0
Other: 18.0 38.3 31.3 57.5 17.8 31.3 30.0 46.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, March 4, 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 : 7,399: 1,100 1,116 105 4,269 5,110 5,474 6,331: 1,925 1,068
Old : 6,431: 981 1,145 69 3,766 4,449 4,816 5,663: 1,615 768
Other: 968: 148 0 7 503 661 658 668: 310 300
: : :
: : Changes in Commitments from: February 25, 2014 :
: -168: -59 199 11 -7 -105 -55 105: -113 -273
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 15.1 1.4 57.7 69.1 74.0 85.6: 26.0 14.4
Old : 100.0: 15.3 17.8 1.1 58.6 69.2 74.9 88.1: 25.1 11.9
Other: 100.0: 15.3 0.0 0.7 52.0 68.3 68.0 69.0: 32.0 31.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 12 7 3 18 12 31 21:
Old : 38: 10 8 2 15 10 26 19:
Other: 15: 4 0 2 6 6 11 8:
:----------------------------------------------------------------------------------------------------
: 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 60.5 50.3 73.3 36.2 58.5 46.2 68.1
Old : 44.3 66.0 55.6 79.5 44.3 64.2 55.1 77.6
Other: 56.1 58.0 66.5 69.0 53.3 58.0 60.5 61.8
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, March 4, 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 : 903,554: 197,047 171,897 25,419 567,491 600,598 789,957 797,914: 113,597 105,640
Old : 903,554: 197,047 171,897 25,419 567,491 600,598 789,957 797,914: 113,597 105,640
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2014 :
: -115,923: 2,633 -12,527 -11,772 -99,542 -78,435 -108,681 -102,734: -7,242 -13,189
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 19.0 2.8 62.8 66.5 87.4 88.3: 12.6 11.7
Old : 100.0: 21.8 19.0 2.8 62.8 66.5 87.4 88.3: 12.6 11.7
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 : 226: 41 37 23 90 111 141 161:
Old : 226: 41 37 23 90 111 141 161:
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 : 18.4 27.2 28.1 38.8 11.2 23.4 18.7 32.4
Old : 18.4 27.2 28.1 38.8 11.2 23.4 18.7 32.4
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, March 4, 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 : 2,407,282: 312,136 413,506 46,494 1,748,098 1,509,002 2,106,728 1,969,002: 300,554 438,280
Old : 2,407,282: 312,136 413,506 46,494 1,748,098 1,509,002 2,106,728 1,969,002: 300,554 438,280
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2014 :
: -106,464: -21,301 67,102 -15,731 -40,446 -105,615 -77,478 -54,244: -28,986 -52,220
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 17.2 1.9 72.6 62.7 87.5 81.8: 12.5 18.2
Old : 100.0: 13.0 17.2 1.9 72.6 62.7 87.5 81.8: 12.5 18.2
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 : 351: 48 95 45 135 167 212 278:
Old : 351: 48 95 45 135 167 212 278:
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 : 29.3 19.4 43.3 25.8 28.7 15.8 41.2 20.8
Old : 29.3 19.4 43.3 25.8 28.7 15.8 41.2 20.8
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, March 4, 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 : 1,944,956: 234,160 343,538 23,053 1,453,387 1,234,370 1,710,600 1,600,961: 234,356 343,995
Old : 1,944,956: 234,160 343,538 23,053 1,453,387 1,234,370 1,710,600 1,600,961: 234,356 343,995
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2014 :
: -208,944: 15,449 16,809 -19,881 -117,349 -92,562 -121,781 -95,634: -87,163 -113,310
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 17.7 1.2 74.7 63.5 88.0 82.3: 12.0 17.7
Old : 100.0: 12.0 17.7 1.2 74.7 63.5 88.0 82.3: 12.0 17.7
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 : 257: 26 72 23 95 133 139 210:
Old : 257: 26 72 23 95 133 139 210:
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 : 37.3 18.6 47.7 26.7 36.4 14.3 44.7 20.4
Old : 37.3 18.6 47.7 26.7 36.4 14.3 44.7 20.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders - Futures Only, March 4, 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 : 295,231: 11,075 50,254 53,662 203,191 147,119 267,928 251,035: 27,303 44,196
Old : 295,231: 11,075 50,254 53,662 203,191 147,119 267,928 251,035: 27,303 44,196
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2014 :
: -30,957: -6,012 4,723 3,801 -26,354 -39,548 -28,565 -31,024: -2,392 67
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 17.0 18.2 68.8 49.8 90.8 85.0: 9.2 15.0
Old : 100.0: 3.8 17.0 18.2 68.8 49.8 90.8 85.0: 9.2 15.0
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 : 74: 10 21 19 33 39 55 67:
Old : 74: 10 21 19 33 39 55 67:
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 : 43.3 21.2 55.8 32.1 36.2 17.8 44.5 25.2
Old : 43.3 21.2 55.8 32.1 36.2 17.8 44.5 25.2
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, March 4, 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 : 66,245: 19,393 12,139 10 37,500 46,542 56,903 58,690: 9,342 7,555
Old : 66,245: 19,393 12,139 10 37,500 46,542 56,903 58,690: 9,342 7,555
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2014 :
: 5,788: 4,213 776 -5 2,110 4,279 6,318 5,050: -530 739
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 18.3 0.0 56.6 70.3 85.9 88.6: 14.1 11.4
Old : 100.0: 29.3 18.3 0.0 56.6 70.3 85.9 88.6: 14.1 11.4
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 : 107: 27 25 3 38 26 66 53:
Old : 107: 27 25 3 38 26 66 53:
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 : 24.0 45.4 39.4 65.0 24.0 45.2 39.4 64.7
Old : 24.0 45.4 39.4 65.0 24.0 45.2 39.4 64.7
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, March 4, 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 : 132,489: 38,786 24,277 19 75,000 93,083 113,805 117,379: 18,684 15,110
Old : 132,489: 38,786 24,277 19 75,000 93,083 113,805 117,379: 18,684 15,110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2014 :
: 11,576: 8,426 1,552 -10 4,219 8,557 12,635 10,099: -1,059 1,477
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 18.3 0.0 56.6 70.3 85.9 88.6: 14.1 11.4
Old : 100.0: 29.3 18.3 0.0 56.6 70.3 85.9 88.6: 14.1 11.4
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 : 107: 27 25 3 38 26 66 53:
Old : 107: 27 25 3 38 26 66 53:
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 : 24.0 45.4 39.4 65.0 24.0 45.2 39.4 64.7
Old : 24.0 45.4 39.4 65.0 24.0 45.2 39.4 64.7
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, March 4, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 14,421: 11,731 9,341 1,197 1,460 3,817 14,388 14,355: 33 66
Old : 14,421: 11,731 9,341 1,197 1,460 3,817 14,388 14,355: 33 66
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2014 :
: 4,055: 3,359 2,483 -9 702 1,584 4,052 4,058: 3 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.3 64.8 8.3 10.1 26.5 99.8 99.5: 0.2 0.5
Old : 100.0: 81.3 64.8 8.3 10.1 26.5 99.8 99.5: 0.2 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 16 5 3 1 1 18 8:
Old : 23: 16 5 3 1 1 18 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 : 66.6 92.9 84.9 99.5 63.6 89.6 80.7 91.2
Old : 66.6 92.9 84.9 99.5 63.6 89.6 80.7 91.2
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, March 4, 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 : 44,964: 724 19,535 494 43,128 24,781 44,346 44,810: 618 154
Old : 44,964: 724 19,535 494 43,128 24,781 44,346 44,810: 618 154
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2014 :
: -188: -393 -1,205 494 -854 558 -753 -153: 565 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 43.4 1.1 95.9 55.1 98.6 99.7: 1.4 0.3
Old : 100.0: 1.6 43.4 1.1 95.9 55.1 98.6 99.7: 1.4 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 : 44: 5 13 1 13 16 18 30:
Old : 44: 5 13 1 13 16 18 30:
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 : 83.4 51.0 96.7 74.0 79.4 39.2 84.3 62.2
Old : 83.4 51.0 96.7 74.0 79.4 39.2 84.3 62.2
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, March 4, 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 : 27,290: 821 18,092 385 26,011 8,405 27,217 26,882: 73 408
Old : 27,290: 821 18,092 385 26,011 8,405 27,217 26,882: 73 408
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2014 :
: -617: -209 -267 -20 -393 -646 -622 -933: 5 316
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 66.3 1.4 95.3 30.8 99.7 98.5: 0.3 1.5
Old : 100.0: 3.0 66.3 1.4 95.3 30.8 99.7 98.5: 0.3 1.5
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 : 34: 2 14 2 8 13 12 27:
Old : 34: 2 14 2 8 13 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 : 94.8 52.1 99.4 70.5 88.1 50.2 91.5 67.6
Old : 94.8 52.1 99.4 70.5 88.1 50.2 91.5 67.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 7, 2014