WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, March 25, 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 : 360,618: 124,529 102,954 61,761 139,664 151,839 325,954 316,554: 34,664 44,064
Old : 171,136: 80,808 84,391 7,611 66,427 62,867 154,846 154,869: 16,290 16,267
Other: 189,482: 68,618 43,460 29,253 73,237 88,972 171,108 161,685: 18,374 27,797
: : :
: : Changes in Commitments from: March 18, 2014 :
: 15,824: 7,041 -2,707 6,919 2,169 10,267 16,129 14,479: -305 1,345
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.5 28.5 17.1 38.7 42.1 90.4 87.8: 9.6 12.2
Old : 100.0: 47.2 49.3 4.4 38.8 36.7 90.5 90.5: 9.5 9.5
Other: 100.0: 36.2 22.9 15.4 38.7 47.0 90.3 85.3: 9.7 14.7
: : :
:# Traders : Number of Traders in Each Category :
All : 331: 97 108 113 77 97 240 265:
Old : 286: 86 99 28 49 55 148 170:
Other: 266: 68 90 69 62 87 175 205:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.1 14.0 26.8 22.4 16.8 13.6 26.5 21.3
Old : 21.7 24.0 34.9 36.5 21.6 24.0 34.2 35.8
Other: 17.9 12.0 29.0 20.5 17.8 10.0 27.9 16.8
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, March 25, 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 : 147,947: 54,804 22,712 11,964 63,403 86,932 130,171 121,608: 17,776 26,339
Old : 66,182: 36,866 14,598 680 20,918 41,624 58,464 56,902: 7,718 9,280
Other: 81,765: 26,223 16,399 2,999 42,485 45,308 71,707 64,706: 10,058 17,059
: : :
: : Changes in Commitments from: March 18, 2014 :
: 12,708: 3,451 -350 2,554 5,151 10,465 11,156 12,669: 1,552 39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.0 15.4 8.1 42.9 58.8 88.0 82.2: 12.0 17.8
Old : 100.0: 55.7 22.1 1.0 31.6 62.9 88.3 86.0: 11.7 14.0
Other: 100.0: 32.1 20.1 3.7 52.0 55.4 87.7 79.1: 12.3 20.9
: : :
:# Traders : Number of Traders in Each Category :
All : 176: 51 43 32 46 59 115 118:
Old : 151: 47 30 7 25 50 77 82:
Other: 148: 31 39 17 43 56 83 103:
:----------------------------------------------------------------------------------------------------
: 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 : 22.6 30.8 34.9 39.7 18.7 21.4 28.4 29.1
Old : 26.3 40.3 39.9 48.3 26.3 40.3 39.9 48.3
Other: 30.5 27.1 43.6 38.1 20.6 16.7 31.6 25.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, March 25, 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 : 1,330,028: 420,830 162,203 194,077 585,731 716,454 1,200,638 1,072,734: 129,390 257,294
Old : 907,737: 367,833 204,320 56,894 392,366 500,496 817,093 761,710: 90,644 146,027
Other: 422,291: 173,283 78,169 16,897 193,365 215,958 383,545 311,024: 38,746 111,267
: : :
: : Changes in Commitments from: March 18, 2014 :
: 1,950: 4,070 -12,206 7,920 -12,571 908 -581 -3,378: 2,531 5,328
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 12.2 14.6 44.0 53.9 90.3 80.7: 9.7 19.3
Old : 100.0: 40.5 22.5 6.3 43.2 55.1 90.0 83.9: 10.0 16.1
Other: 100.0: 41.0 18.5 4.0 45.8 51.1 90.8 73.7: 9.2 26.3
: : :
:# Traders : Number of Traders in Each Category :
All : 702: 161 126 175 218 338 482 566:
Old : 671: 148 142 123 188 315 404 516:
Other: 536: 101 87 53 120 294 251 409:
:----------------------------------------------------------------------------------------------------
: 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 : 10.8 13.2 18.8 19.4 10.7 11.0 18.7 15.9
Old : 14.7 14.2 25.3 21.6 14.7 13.7 25.3 20.5
Other: 18.5 17.6 31.3 24.3 18.3 14.2 30.2 20.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, March 25, 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 : 9,186: 2,454 1,346 242 4,009 6,189 6,705 7,777: 2,481 1,409
Old : 5,799: 2,324 1,374 0 1,948 3,618 4,272 4,992: 1,527 807
Other: 3,387: 314 156 58 2,061 2,571 2,433 2,785: 954 602
: : :
: : Changes in Commitments from: March 18, 2014 :
: -586: -732 180 -1 330 -477 -403 -298: -183 -288
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 14.7 2.6 43.6 67.4 73.0 84.7: 27.0 15.3
Old : 100.0: 40.1 23.7 0.0 33.6 62.4 73.7 86.1: 26.3 13.9
Other: 100.0: 9.3 4.6 1.7 60.9 75.9 71.8 82.2: 28.2 17.8
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 9 11 7 10 11 24 24:
Old : 34: 9 9 0 9 8 18 17:
Other: 26: 5 6 5 8 11 15 20:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.8 43.6 54.6 66.5 32.9 43.6 45.6 58.4
Old : 37.9 48.0 57.7 71.8 37.9 47.1 55.6 66.9
Other: 53.9 52.1 67.4 71.3 49.1 48.2 57.9 62.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, March 25, 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 : 624,304: 257,773 81,410 76,986 234,739 370,123 569,498 528,519: 54,806 95,785
Old : 414,233: 222,087 56,131 33,743 120,268 278,865 376,098 368,739: 38,135 45,494
Other: 210,071: 59,212 48,805 19,717 114,471 91,258 193,400 159,780: 16,671 50,291
: : :
: : Changes in Commitments from: March 18, 2014 :
: -31,942: -16,143 -4,594 -6,459 -13,455 -24,728 -36,057 -35,781: 4,115 3,839
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.3 13.0 12.3 37.6 59.3 91.2 84.7: 8.8 15.3
Old : 100.0: 53.6 13.6 8.1 29.0 67.3 90.8 89.0: 9.2 11.0
Other: 100.0: 28.2 23.2 9.4 54.5 43.4 92.1 76.1: 7.9 23.9
: : :
:# Traders : Number of Traders in Each Category :
All : 532: 171 136 151 120 189 373 410:
Old : 502: 162 127 98 90 170 309 347:
Other: 382: 79 114 59 84 143 204 283:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 9.6 18.1 18.2 25.9 8.9 15.4 17.0 21.7
Old : 12.6 21.5 23.2 31.1 12.6 19.9 23.2 28.3
Other: 17.2 19.2 27.7 27.6 17.2 16.6 27.0 23.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, March 25, 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 : 302,111: 97,117 69,571 31,716 139,564 174,926 268,397 276,213: 33,714 25,898
Old : 231,814: 84,709 73,766 13,722 109,316 122,706 207,747 210,194: 24,067 21,620
Other: 70,297: 24,932 8,329 5,470 30,248 52,220 60,650 66,019: 9,647 4,278
: : :
: : Changes in Commitments from: March 18, 2014 :
: 121: -8,159 6,266 57 9,072 -6,956 970 -633: -849 754
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 23.0 10.5 46.2 57.9 88.8 91.4: 11.2 8.6
Old : 100.0: 36.5 31.8 5.9 47.2 52.9 89.6 90.7: 10.4 9.3
Other: 100.0: 35.5 11.8 7.8 43.0 74.3 86.3 93.9: 13.7 6.1
: : :
:# Traders : Number of Traders in Each Category :
All : 260: 78 75 74 78 64 196 181:
Old : 255: 71 81 54 73 60 174 169:
Other: 131: 46 27 16 43 28 98 62:
:----------------------------------------------------------------------------------------------------
: 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 : 12.7 31.6 21.9 41.4 11.4 26.0 19.8 35.4
Old : 15.5 26.6 26.6 37.3 14.2 21.6 24.1 31.0
Other: 17.0 51.2 29.3 63.9 17.0 47.8 29.3 59.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, March 25, 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 : 710,477: 82,110 71,560 15,259 454,311 457,386 551,680 544,205: 158,797 166,272
Old : 710,477: 82,110 71,560 15,259 454,311 457,386 551,680 544,205: 158,797 166,272
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2014 :
: -9,372: -9,272 9,125 1,158 -6,405 -20,987 -14,519 -10,704: 5,147 1,332
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 10.1 2.1 63.9 64.4 77.6 76.6: 22.4 23.4
Old : 100.0: 11.6 10.1 2.1 63.9 64.4 77.6 76.6: 22.4 23.4
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 : 167: 30 30 19 66 84 105 124:
Old : 167: 30 30 19 66 84 105 124:
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 : 24.6 14.1 36.2 22.9 21.2 10.0 28.2 17.8
Old : 24.6 14.1 36.2 22.9 21.2 10.0 28.2 17.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders - Futures Only, March 25, 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 : 479,346: 47,991 60,330 1,462 342,149 336,110 391,602 397,902: 87,744 81,444
Old : 479,346: 47,991 60,330 1,462 342,149 336,110 391,602 397,902: 87,744 81,444
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2014 :
: -7,435: 1,374 7,410 -206 -13,139 -7,143 -11,971 61: 4,536 -7,496
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 12.6 0.3 71.4 70.1 81.7 83.0: 18.3 17.0
Old : 100.0: 10.0 12.6 0.3 71.4 70.1 81.7 83.0: 18.3 17.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 82: 7 17 8 43 40 56 59:
Old : 82: 7 17 8 43 40 56 59:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.0 36.9 42.3 51.4 22.9 35.7 34.2 47.4
Old : 26.0 36.9 42.3 51.4 22.9 35.7 34.2 47.4
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 25, 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 : 5,257: 817 1,058 827 3,033 3,011 4,677 4,896: 580 361
Old : 5,257: 817 1,058 827 3,033 3,011 4,677 4,896: 580 361
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2014 :
: -366: -137 -16 62 -240 -411 -315 -365: -51 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 20.1 15.7 57.7 57.3 89.0 93.1: 11.0 6.9
Old : 100.0: 15.5 20.1 15.7 57.7 57.3 89.0 93.1: 11.0 6.9
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 : 38: 10 8 6 13 16 28 27:
Old : 38: 10 8 6 13 16 28 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 : 43.3 44.3 64.9 64.9 23.4 28.2 34.0 37.1
Old : 43.3 44.3 64.9 64.9 23.4 28.2 34.0 37.1
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 25, 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 : 308,413: 111,004 57,918 27,906 119,648 198,423 258,558 284,247: 49,855 24,166
Old : 232,724: 98,280 54,062 18,192 78,283 142,312 194,755 214,566: 37,969 18,158
Other: 75,689: 19,228 10,360 3,210 41,365 56,111 63,803 69,681: 11,886 6,008
: : :
: : Changes in Commitments from: March 18, 2014 :
: -4,793: -3,116 -2,126 135 -3,175 -4,700 -6,156 -6,691: 1,363 1,898
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.0 18.8 9.0 38.8 64.3 83.8 92.2: 16.2 7.8
Old : 100.0: 42.2 23.2 7.8 33.6 61.2 83.7 92.2: 16.3 7.8
Other: 100.0: 25.4 13.7 4.2 54.7 74.1 84.3 92.1: 15.7 7.9
: : :
:# Traders : Number of Traders in Each Category :
All : 255: 79 58 54 79 83 189 168:
Old : 247: 75 59 45 72 77 171 159:
Other: 135: 37 19 20 56 45 100 78:
:----------------------------------------------------------------------------------------------------
: 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 : 9.9 33.6 17.6 42.6 9.0 28.8 16.2 37.2
Old : 12.2 31.4 21.7 41.2 11.9 30.0 20.8 37.4
Other: 20.4 41.2 32.5 58.3 19.0 35.7 29.7 49.2
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, March 25, 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 : 7,949: 1,057 1,363 207 4,501 5,366 5,765 6,936: 2,184 1,013
Old : 6,671: 941 1,420 138 3,816 4,347 4,895 5,905: 1,776 766
Other: 1,278: 173 0 12 685 1,019 870 1,031: 408 247
: : :
: : Changes in Commitments from: March 18, 2014 :
: 11: 108 -292 80 -191 284 -3 72: 14 -61
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 17.1 2.6 56.6 67.5 72.5 87.3: 27.5 12.7
Old : 100.0: 14.1 21.3 2.1 57.2 65.2 73.4 88.5: 26.6 11.5
Other: 100.0: 13.5 0.0 0.9 53.6 79.7 68.1 80.7: 31.9 19.3
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 14 7 5 19 13 35 24:
Old : 43: 12 9 5 13 9 29 20:
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 : 37.1 60.5 46.9 73.6 33.7 58.8 42.1 67.6
Old : 42.9 66.6 52.6 79.7 42.9 65.0 52.6 78.1
Other: 46.7 66.2 60.3 79.7 44.4 63.1 55.9 69.6
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, March 25, 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 : 992,558: 178,226 183,820 16,393 704,965 671,964 899,584 872,177: 92,974 120,381
Old : 992,558: 178,226 183,820 16,393 704,965 671,964 899,584 872,177: 92,974 120,381
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2014 :
: 80,562: 1,793 10,524 -1,535 91,414 62,221 91,672 71,210: -11,110 9,352
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 18.5 1.7 71.0 67.7 90.6 87.9: 9.4 12.1
Old : 100.0: 18.0 18.5 1.7 71.0 67.7 90.6 87.9: 9.4 12.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 232: 38 35 20 92 119 136 168:
Old : 232: 38 35 20 92 119 136 168:
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 : 27.9 22.1 38.9 33.1 24.9 20.8 33.2 30.1
Old : 27.9 22.1 38.9 33.1 24.9 20.8 33.2 30.1
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 25, 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 : 2,490,662: 333,722 395,487 42,890 1,842,134 1,602,678 2,218,746 2,041,055: 271,916 449,607
Old : 2,490,662: 333,722 395,487 42,890 1,842,134 1,602,678 2,218,746 2,041,055: 271,916 449,607
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2014 :
: 49,468: -26,504 -19,753 -10,257 95,218 81,568 58,457 51,558: -8,989 -2,090
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 15.9 1.7 74.0 64.3 89.1 81.9: 10.9 18.1
Old : 100.0: 13.4 15.9 1.7 74.0 64.3 89.1 81.9: 10.9 18.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 340: 50 88 33 126 153 199 251:
Old : 340: 50 88 33 126 153 199 251:
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 : 30.9 22.6 43.7 28.3 30.5 20.4 41.7 25.1
Old : 30.9 22.6 43.7 28.3 30.5 20.4 41.7 25.1
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 25, 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 : 2,014,031: 241,334 413,453 18,887 1,572,681 1,185,048 1,832,902 1,617,388: 181,129 396,643
Old : 2,014,031: 241,334 413,453 18,887 1,572,681 1,185,048 1,832,902 1,617,388: 181,129 396,643
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2014 :
: 92,877: 14,249 96,648 2,059 123,048 -72,893 139,356 25,814: -46,479 67,063
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 20.5 0.9 78.1 58.8 91.0 80.3: 9.0 19.7
Old : 100.0: 12.0 20.5 0.9 78.1 58.8 91.0 80.3: 9.0 19.7
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 : 276: 27 76 23 93 137 137 219:
Old : 276: 27 76 23 93 137 137 219:
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 : 40.1 15.3 52.6 22.0 38.3 12.3 49.7 17.5
Old : 40.1 15.3 52.6 22.0 38.3 12.3 49.7 17.5
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 25, 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 : 335,742: 26,554 61,356 52,771 225,550 169,155 304,875 283,282: 30,867 52,460
Old : 335,742: 26,554 61,356 52,771 225,550 169,155 304,875 283,282: 30,867 52,460
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2014 :
: 17,718: 2,490 6,746 3,150 7,824 3,147 13,464 13,043: 4,254 4,675
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 18.3 15.7 67.2 50.4 90.8 84.4: 9.2 15.6
Old : 100.0: 7.9 18.3 15.7 67.2 50.4 90.8 84.4: 9.2 15.6
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 : 79: 17 22 24 36 34 64 70:
Old : 79: 17 22 24 36 34 64 70:
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 : 42.6 23.2 53.7 33.1 34.8 18.8 42.5 26.7
Old : 42.6 23.2 53.7 33.1 34.8 18.8 42.5 26.7
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 25, 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 : 63,777: 16,502 12,172 10 38,432 44,100 54,943 56,281: 8,834 7,496
Old : 63,777: 16,502 12,172 10 38,432 44,100 54,943 56,281: 8,834 7,496
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2014 :
: -28,119: -3,828 3,203 -4,137 -19,584 -26,231 -27,548 -27,165: -572 -955
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 19.1 0.0 60.3 69.1 86.1 88.2: 13.9 11.8
Old : 100.0: 25.9 19.1 0.0 60.3 69.1 86.1 88.2: 13.9 11.8
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 : 102: 28 24 4 34 21 64 47:
Old : 102: 28 24 4 34 21 64 47:
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 : 25.3 50.3 39.5 68.1 25.3 50.2 39.5 68.0
Old : 25.3 50.3 39.5 68.1 25.3 50.2 39.5 68.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders - Futures Only, March 25, 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 : 127,553: 33,003 24,343 19 76,863 88,200 109,885 112,562: 17,668 14,991
Old : 127,553: 33,003 24,343 19 76,863 88,200 109,885 112,562: 17,668 14,991
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2014 :
: -28,008: -4,725 2,083 -3,121 -21,445 -26,171 -29,291 -27,209: 1,283 -799
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 19.1 0.0 60.3 69.1 86.1 88.2: 13.9 11.8
Old : 100.0: 25.9 19.1 0.0 60.3 69.1 86.1 88.2: 13.9 11.8
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 : 102: 28 24 4 34 21 64 47:
Old : 102: 28 24 4 34 21 64 47:
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 : 25.3 50.3 39.5 68.1 25.3 50.2 39.5 68.0
Old : 25.3 50.3 39.5 68.1 25.3 50.2 39.5 68.0
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 25, 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 : 13,594: 11,003 12,494 1,097 1,467 0 13,567 13,591: 27 3
Old : 13,594: 11,003 12,494 1,097 1,467 0 13,567 13,591: 27 3
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2014 :
: -5,837: -976 3,622 -4,913 68 -4,540 -5,821 -5,831: -16 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.9 91.9 8.1 10.8 0.0 99.8 100.0: 0.2 0.0
Old : 100.0: 80.9 91.9 8.1 10.8 0.0 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 : 23: 16 5 3 2 0 19 7:
Old : 23: 16 5 3 2 0 19 7:
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 : 67.7 97.5 84.6 100.0 65.1 91.3 80.2 91.9
Old : 67.7 97.5 84.6 100.0 65.1 91.3 80.2 91.9
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 25, 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 : 38,805: 1,485 17,300 197 37,045 21,161 38,727 38,658: 78 147
Old : 38,805: 1,485 17,300 197 37,045 21,161 38,727 38,658: 78 147
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2014 :
: 187: -26 326 -2 252 -143 224 181: -37 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 44.6 0.5 95.5 54.5 99.8 99.6: 0.2 0.4
Old : 100.0: 3.8 44.6 0.5 95.5 54.5 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 : 43: 5 13 1 13 14 18 28:
Old : 43: 5 13 1 13 14 18 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 : 83.4 54.1 97.1 76.6 80.6 41.6 84.7 64.1
Old : 83.4 54.1 97.1 76.6 80.6 41.6 84.7 64.1
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 25, 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 : 31,338: 437 24,527 155 30,726 6,562 31,318 31,244: 20 94
Old : 31,338: 437 24,527 155 30,726 6,562 31,318 31,244: 20 94
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2014 :
: 784: -269 727 155 929 -65 815 817: -31 -33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 78.3 0.5 98.0 20.9 99.9 99.7: 0.1 0.3
Old : 100.0: 1.4 78.3 0.5 98.0 20.9 99.9 99.7: 0.1 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 : 37: 1 18 1 7 13 9 31:
Old : 37: 1 18 1 7 13 9 31:
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 : 96.7 58.8 99.9 77.3 90.6 58.8 93.3 74.3
Old : 96.7 58.8 99.9 77.3 90.6 58.8 93.3 74.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 28, 2014