WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, March 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 : 344,794: 117,488 105,661 54,842 137,495 141,572 309,825 302,075: 34,969 42,719
Old : 169,901: 75,044 84,108 7,853 69,035 61,176 151,932 153,137: 17,969 16,764
Other: 174,893: 62,892 42,001 26,541 68,460 80,396 157,893 148,938: 17,000 25,955
: : :
: : Changes in Commitments from: March 11, 2014 :
: 4,055: 2,115 -2,988 4,697 -909 2,943 5,903 4,652: -1,848 -597
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 30.6 15.9 39.9 41.1 89.9 87.6: 10.1 12.4
Old : 100.0: 44.2 49.5 4.6 40.6 36.0 89.4 90.1: 10.6 9.9
Other: 100.0: 36.0 24.0 15.2 39.1 46.0 90.3 85.2: 9.7 14.8
: : :
:# Traders : Number of Traders in Each Category :
All : 339: 106 106 113 77 91 247 262:
Old : 299: 101 95 29 46 61 159 173:
Other: 261: 68 90 67 59 79 169 199:
:----------------------------------------------------------------------------------------------------
: 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 : 18.2 15.3 28.4 23.3 18.0 14.7 28.0 22.5
Old : 23.4 26.7 37.2 38.8 23.4 26.7 36.7 38.5
Other: 19.0 12.4 30.4 21.7 19.0 10.6 29.5 17.2
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, March 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 : 135,239: 51,353 23,062 9,410 58,252 76,467 119,015 108,939: 16,224 26,300
Old : 67,648: 38,461 14,635 276 21,971 42,750 60,708 57,661: 6,940 9,987
Other: 67,591: 20,157 15,692 1,869 36,281 33,717 58,307 51,278: 9,284 16,313
: : :
: : Changes in Commitments from: March 11, 2014 :
: 6,470: 1,232 -2,136 1,504 1,663 5,204 4,399 4,572: 2,071 1,898
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.0 17.1 7.0 43.1 56.5 88.0 80.6: 12.0 19.4
Old : 100.0: 56.9 21.6 0.4 32.5 63.2 89.7 85.2: 10.3 14.8
Other: 100.0: 29.8 23.2 2.8 53.7 49.9 86.3 75.9: 13.7 24.1
: : :
:# Traders : Number of Traders in Each Category :
All : 169: 53 38 28 50 57 115 112:
Old : 152: 49 29 7 27 47 81 78:
Other: 134: 24 35 14 45 53 76 95:
:----------------------------------------------------------------------------------------------------
: 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 : 21.8 28.1 34.2 36.7 20.3 21.4 30.5 29.2
Old : 26.7 38.5 39.1 47.6 26.7 38.5 39.1 47.5
Other: 25.8 26.4 40.7 35.9 22.0 19.4 36.0 26.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, March 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 : 1,328,078: 416,760 174,409 186,157 598,302 715,546 1,201,219 1,076,112: 126,859 251,966
Old : 917,988: 363,019 212,726 56,958 407,873 504,812 827,850 774,496: 90,138 143,492
Other: 410,090: 167,413 75,355 15,527 190,429 210,734 373,369 301,616: 36,721 108,474
: : :
: : Changes in Commitments from: March 11, 2014 :
: 13,304: -5,337 -12,784 9,240 9,001 11,446 12,904 7,902: 400 5,402
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 13.1 14.0 45.1 53.9 90.4 81.0: 9.6 19.0
Old : 100.0: 39.5 23.2 6.2 44.4 55.0 90.2 84.4: 9.8 15.6
Other: 100.0: 40.8 18.4 3.8 46.4 51.4 91.0 73.5: 9.0 26.5
: : :
:# Traders : Number of Traders in Each Category :
All : 730: 165 146 171 216 339 484 575:
Old : 701: 148 160 119 188 314 406 527:
Other: 542: 101 93 52 116 298 246 417:
:----------------------------------------------------------------------------------------------------
: 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 : 10.9 12.6 18.5 18.9 10.8 10.5 18.3 15.4
Old : 14.7 13.4 24.3 20.5 14.7 12.9 24.3 19.4
Other: 18.8 17.5 31.7 24.2 18.6 14.4 30.9 20.8
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, March 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 : 9,772: 3,186 1,166 243 3,679 6,666 7,108 8,075: 2,664 1,697
Old : 6,795: 3,009 1,241 0 1,995 4,422 5,004 5,663: 1,791 1,132
Other: 2,977: 395 143 25 1,684 2,244 2,104 2,412: 873 565
: : :
: : Changes in Commitments from: March 11, 2014 :
: 135: 26 161 100 -72 63 54 324: 81 -189
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 11.9 2.5 37.6 68.2 72.7 82.6: 27.3 17.4
Old : 100.0: 44.3 18.3 0.0 29.4 65.1 73.6 83.3: 26.4 16.7
Other: 100.0: 13.3 4.8 0.8 56.6 75.4 70.7 81.0: 29.3 19.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 11 10 9 10 12 27 25:
Old : 35: 10 8 0 8 10 18 18:
Other: 26: 7 5 3 7 11 15 18:
:----------------------------------------------------------------------------------------------------
: 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 : 38.4 43.5 54.6 65.5 35.0 41.0 47.0 55.0
Old : 41.6 52.9 59.8 70.4 41.6 49.3 58.4 66.8
Other: 52.6 55.1 65.7 69.8 47.2 50.4 56.0 61.7
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, March 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 : 656,246: 273,916 86,004 83,445 248,194 394,851 605,555 564,300: 50,691 91,946
Old : 450,218: 242,615 64,684 38,849 132,937 302,109 414,401 405,642: 35,817 44,576
Other: 206,028: 57,179 47,198 18,718 115,257 92,742 191,154 158,658: 14,874 47,370
: : :
: : Changes in Commitments from: March 11, 2014 :
: -13,847: -8,693 -1,048 -1,377 -3,853 -11,722 -13,923 -14,147: 76 300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.7 13.1 12.7 37.8 60.2 92.3 86.0: 7.7 14.0
Old : 100.0: 53.9 14.4 8.6 29.5 67.1 92.0 90.1: 8.0 9.9
Other: 100.0: 27.8 22.9 9.1 55.9 45.0 92.8 77.0: 7.2 23.0
: : :
:# Traders : Number of Traders in Each Category :
All : 564: 192 142 156 126 192 403 420:
Old : 531: 185 133 105 98 173 339 359:
Other: 392: 90 113 55 85 145 207 286:
:----------------------------------------------------------------------------------------------------
: 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 : 8.9 17.6 17.1 26.0 8.5 15.2 16.0 21.9
Old : 11.8 20.3 21.9 30.6 11.8 19.1 21.7 28.1
Other: 18.9 21.7 29.5 31.1 18.7 19.2 28.3 27.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, March 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 : 301,990: 105,276 63,305 31,659 130,492 181,882 267,427 276,846: 34,563 25,144
Old : 234,533: 92,838 67,783 13,785 102,174 131,610 208,797 213,178: 25,736 21,355
Other: 67,457: 24,848 7,932 5,464 28,318 50,272 58,630 63,668: 8,827 3,789
: : :
: : Changes in Commitments from: March 11, 2014 :
: -602: 865 -218 1,575 -2,166 -1,706 274 -349: -876 -253
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.9 21.0 10.5 43.2 60.2 88.6 91.7: 11.4 8.3
Old : 100.0: 39.6 28.9 5.9 43.6 56.1 89.0 90.9: 11.0 9.1
Other: 100.0: 36.8 11.8 8.1 42.0 74.5 86.9 94.4: 13.1 5.6
: : :
:# Traders : Number of Traders in Each Category :
All : 259: 83 68 69 76 66 196 174:
Old : 255: 79 72 54 72 65 180 166:
Other: 130: 45 25 15 43 27 97 59:
:----------------------------------------------------------------------------------------------------
: 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 : 12.0 33.3 20.7 43.1 11.5 29.5 19.9 39.2
Old : 14.6 29.3 24.8 39.9 14.5 26.2 24.3 36.1
Other: 16.1 49.4 27.9 62.5 16.1 46.0 27.9 57.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, March 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 : 719,849: 91,382 62,435 14,101 460,716 478,373 566,199 554,909: 153,650 164,940
Old : 719,849: 91,382 62,435 14,101 460,716 478,373 566,199 554,909: 153,650 164,940
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2014 :
: 39,078: 14,921 2,105 -772 13,571 35,405 27,720 36,738: 11,358 2,340
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 8.7 2.0 64.0 66.5 78.7 77.1: 21.3 22.9
Old : 100.0: 12.7 8.7 2.0 64.0 66.5 78.7 77.1: 21.3 22.9
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 : 170: 34 27 16 72 84 112 121:
Old : 170: 34 27 16 72 84 112 121:
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 : 23.6 16.7 34.7 25.2 19.8 12.8 27.1 20.2
Old : 23.6 16.7 34.7 25.2 19.8 12.8 27.1 20.2
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 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 : 486,781: 46,617 52,920 1,668 355,288 343,253 403,573 397,841: 83,208 88,940
Old : 486,781: 46,617 52,920 1,668 355,288 343,253 403,573 397,841: 83,208 88,940
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2014 :
: -2,768: 2,781 5,212 -605 -9,320 -5,133 -7,144 -526: 4,376 -2,242
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 10.9 0.3 73.0 70.5 82.9 81.7: 17.1 18.3
Old : 100.0: 9.6 10.9 0.3 73.0 70.5 82.9 81.7: 17.1 18.3
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 : 78: 6 14 6 43 42 53 58:
Old : 78: 6 14 6 43 42 53 58:
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 : 25.8 36.5 41.8 50.8 22.4 32.6 34.2 44.3
Old : 25.8 36.5 41.8 50.8 22.4 32.6 34.2 44.3
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, March 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 : 5,623: 954 1,074 765 3,273 3,422 4,992 5,261: 631 362
Old : 5,623: 954 1,074 765 3,273 3,422 4,992 5,261: 631 362
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2014 :
: -32: -123 -23 78 -150 -180 -195 -125: 163 93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 19.1 13.6 58.2 60.9 88.8 93.6: 11.2 6.4
Old : 100.0: 17.0 19.1 13.6 58.2 60.9 88.8 93.6: 11.2 6.4
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 : 37: 13 6 6 13 16 30 25:
Old : 37: 13 6 6 13 16 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 : 43.5 44.5 64.7 68.7 21.4 27.3 29.9 36.6
Old : 43.5 44.5 64.7 68.7 21.4 27.3 29.9 36.6
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 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 : 313,206: 114,120 60,044 27,771 122,823 203,123 264,714 290,938: 48,492 22,268
Old : 240,014: 101,051 57,212 17,960 83,926 147,859 202,937 223,031: 37,077 16,983
Other: 73,192: 19,287 9,050 3,593 38,897 55,264 61,777 67,907: 11,415 5,285
: : :
: : Changes in Commitments from: March 11, 2014 :
: -637: -831 -936 1,234 -2,996 -562 -2,593 -264: 1,956 -373
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.4 19.2 8.9 39.2 64.9 84.5 92.9: 15.5 7.1
Old : 100.0: 42.1 23.8 7.5 35.0 61.6 84.6 92.9: 15.4 7.1
Other: 100.0: 26.4 12.4 4.9 53.1 75.5 84.4 92.8: 15.6 7.2
: : :
:# Traders : Number of Traders in Each Category :
All : 266: 85 62 55 79 79 200 167:
Old : 260: 80 63 47 73 76 185 161:
Other: 135: 39 17 19 56 44 100 76:
:----------------------------------------------------------------------------------------------------
: 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 : 9.3 34.2 16.4 43.4 8.7 29.7 15.5 37.9
Old : 11.6 32.1 20.3 42.0 11.4 30.8 19.8 38.3
Other: 19.9 41.7 32.2 58.8 18.8 35.7 29.6 50.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, March 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 : 7,938: 949 1,655 127 4,692 5,082 5,768 6,864: 2,170 1,074
Old : 6,745: 834 1,700 70 4,061 4,184 4,965 5,954: 1,780 791
Other: 1,193: 160 0 12 631 898 803 910: 390 283
: : :
: : Changes in Commitments from: March 11, 2014 :
: 171: -155 107 25 209 100 79 232: 92 -61
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 20.8 1.6 59.1 64.0 72.7 86.5: 27.3 13.5
Old : 100.0: 12.4 25.2 1.0 60.2 62.0 73.6 88.3: 26.4 11.7
Other: 100.0: 13.4 0.0 1.0 52.9 75.3 67.3 76.3: 32.7 23.7
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 12 8 4 19 13 33 23:
Old : 41: 11 9 3 13 9 26 19:
Other: 19: 5 0 2 10 8 15 10:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.5 63.1 49.4 74.9 35.2 61.3 44.7 68.7
Old : 44.8 69.5 55.3 81.1 44.8 67.9 55.3 79.4
Other: 46.9 65.0 59.0 75.3 44.3 63.5 54.8 67.7
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, March 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 : 911,996: 176,433 173,296 17,928 613,551 609,743 807,912 800,967: 104,084 111,029
Old : 911,996: 176,433 173,296 17,928 613,551 609,743 807,912 800,967: 104,084 111,029
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2014 :
: -12,748: -3,116 6,223 -5,797 -1,265 -11,668 -10,178 -11,242: -2,570 -1,506
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 19.0 2.0 67.3 66.9 88.6 87.8: 11.4 12.2
Old : 100.0: 19.3 19.0 2.0 67.3 66.9 88.6 87.8: 11.4 12.2
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 : 218: 42 30 20 91 108 139 152:
Old : 218: 42 30 20 91 108 139 152:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.2 27.4 33.0 37.7 17.3 23.0 25.1 32.0
Old : 22.2 27.4 33.0 37.7 17.3 23.0 25.1 32.0
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 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 : 2,441,194: 360,226 415,240 53,147 1,746,916 1,521,110 2,160,289 1,989,497: 280,905 451,697
Old : 2,441,194: 360,226 415,240 53,147 1,746,916 1,521,110 2,160,289 1,989,497: 280,905 451,697
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2014 :
: 28,457: 59,124 -4,072 4,565 -37,775 31,326 25,914 31,819: 2,543 -3,362
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 17.0 2.2 71.6 62.3 88.5 81.5: 11.5 18.5
Old : 100.0: 14.8 17.0 2.2 71.6 62.3 88.5 81.5: 11.5 18.5
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 : 365: 60 93 42 129 166 216 274:
Old : 365: 60 93 42 129 166 216 274:
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 : 28.9 21.0 40.9 26.2 28.3 18.1 39.1 22.3
Old : 28.9 21.0 40.9 26.2 28.3 18.1 39.1 22.3
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 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 : 1,921,154: 227,085 316,805 16,828 1,449,633 1,257,941 1,693,546 1,591,574: 227,608 329,580
Old : 1,921,154: 227,085 316,805 16,828 1,449,633 1,257,941 1,693,546 1,591,574: 227,608 329,580
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2014 :
: 5,173: 5,545 -18,720 -4,227 -23,594 57,192 -22,276 34,245: 27,449 -29,072
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 16.5 0.9 75.5 65.5 88.2 82.8: 11.8 17.2
Old : 100.0: 11.8 16.5 0.9 75.5 65.5 88.2 82.8: 11.8 17.2
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 : 258: 24 67 23 94 133 135 206:
Old : 258: 24 67 23 94 133 135 206:
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 : 38.2 18.8 49.4 27.1 37.1 16.0 46.8 22.8
Old : 38.2 18.8 49.4 27.1 37.1 16.0 46.8 22.8
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 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 : 318,024: 24,064 54,610 49,621 217,726 166,008 291,411 270,239: 26,613 47,785
Old : 318,024: 24,064 54,610 49,621 217,726 166,008 291,411 270,239: 26,613 47,785
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2014 :
: 19,922: 9,387 3,167 -1,969 12,691 16,972 20,109 18,170: -187 1,752
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 17.2 15.6 68.5 52.2 91.6 85.0: 8.4 15.0
Old : 100.0: 7.6 17.2 15.6 68.5 52.2 91.6 85.0: 8.4 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 : 77: 16 20 23 36 35 63 68:
Old : 77: 16 20 23 36 35 63 68:
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 24.0 54.7 34.6 35.7 20.8 43.3 29.3
Old : 43.3 24.0 54.7 34.6 35.7 20.8 43.3 29.3
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, March 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 : 91,896: 20,329 8,969 4,146 58,015 70,331 82,490 83,446: 9,406 8,450
Old : 91,896: 20,329 8,969 4,146 58,015 70,331 82,490 83,446: 9,406 8,450
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2014 :
: 27,548: 2,626 -4,172 3,951 20,641 26,191 27,217 25,970: 331 1,578
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 9.8 4.5 63.1 76.5 89.8 90.8: 10.2 9.2
Old : 100.0: 22.1 9.8 4.5 63.1 76.5 89.8 90.8: 10.2 9.2
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 : 115: 34 20 10 49 29 91 55:
Old : 115: 34 20 10 49 29 91 55:
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 : 21.6 42.8 33.9 65.5 19.8 36.9 30.9 55.8
Old : 21.6 42.8 33.9 65.5 19.8 36.9 30.9 55.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders - Futures Only, March 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 : 14,115: 4,041 415 0 8,861 13,145 12,902 13,560: 1,213 555
Old : 14,115: 4,041 415 0 8,861 13,145 12,902 13,560: 1,213 555
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2014 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 2.9 0.0 62.8 93.1 91.4 96.1: 8.6 3.9
Old : 100.0: 28.6 2.9 0.0 62.8 93.1 91.4 96.1: 8.6 3.9
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 : 22: 5 1 0 7 9 12 10:
Old : 22: 5 1 0 7 9 12 10:
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 : 55.3 69.4 78.5 93.2 55.3 69.4 78.5 93.2
Old : 55.3 69.4 78.5 93.2 55.3 69.4 78.5 93.2
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 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 : 155,561: 37,728 22,260 3,140 98,308 114,371 139,176 139,771: 16,385 15,790
Old : 155,561: 37,728 22,260 3,140 98,308 114,371 139,176 139,771: 16,385 15,790
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2014 :
: 26,865: 2,321 -4,021 2,750 23,559 26,091 28,630 24,820: -1,765 2,045
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 14.3 2.0 63.2 73.5 89.5 89.8: 10.5 10.2
Old : 100.0: 24.3 14.3 2.0 63.2 73.5 89.5 89.8: 10.5 10.2
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 : 113: 33 21 7 47 27 85 52:
Old : 113: 33 21 7 47 27 85 52:
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 : 20.1 47.0 33.2 65.4 18.9 40.6 30.8 56.0
Old : 20.1 47.0 33.2 65.4 18.9 40.6 30.8 56.0
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, March 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 : 19,431: 11,979 8,872 6,010 1,399 4,540 19,388 19,422: 43 9
Old : 19,431: 11,979 8,872 6,010 1,399 4,540 19,388 19,422: 43 9
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2014 :
: 4,181: -488 -332 4,812 -150 -230 4,174 4,250: 7 -69
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.6 45.7 30.9 7.2 23.4 99.8 100.0: 0.2 0.0
Old : 100.0: 61.6 45.7 30.9 7.2 23.4 99.8 100.0: 0.2 0.0
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 : 24: 16 6 5 1 1 20 9:
Old : 24: 16 6 5 1 1 20 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 : 70.6 93.7 84.3 99.6 50.1 67.2 61.0 69.0
Old : 70.6 93.7 84.3 99.6 50.1 67.2 61.0 69.0
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 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 : 38,618: 1,511 16,974 199 36,793 21,304 38,503 38,477: 115 141
Old : 38,618: 1,511 16,974 199 36,793 21,304 38,503 38,477: 115 141
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2014 :
: -6,935: 360 -1,461 199 -7,565 -5,684 -7,006 -6,946: 71 11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 44.0 0.5 95.3 55.2 99.7 99.6: 0.3 0.4
Old : 100.0: 3.9 44.0 0.5 95.3 55.2 99.7 99.6: 0.3 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 : 42: 5 13 1 12 14 17 28:
Old : 42: 5 13 1 12 14 17 28:
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 : 81.8 54.4 97.6 76.9 78.9 41.9 85.2 64.4
Old : 81.8 54.4 97.6 76.9 78.9 41.9 85.2 64.4
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 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 : 30,554: 706 23,800 0 29,797 6,627 30,503 30,427: 51 127
Old : 30,554: 706 23,800 0 29,797 6,627 30,503 30,427: 51 127
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2014 :
: -15,144: -4,728 650 -1,226 -9,178 -14,612 -15,132 -15,188: -12 44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 77.9 0.0 97.5 21.7 99.8 99.6: 0.2 0.4
Old : 100.0: 2.3 77.9 0.0 97.5 21.7 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 : 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 : 97.2 60.3 99.8 79.0 91.3 60.3 93.9 76.1
Old : 97.2 60.3 99.8 79.0 91.3 60.3 93.9 76.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 21, 2014