WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, May 27, 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 : 382,061: 129,160 104,995 67,636 153,988 163,077 350,784 335,708: 31,277 46,353
Old : 364,594: 129,311 106,712 61,872 145,550 154,938 336,733 323,522: 27,861 41,072
Other: 17,467: 4,084 2,518 1,529 8,438 8,139 14,051 12,186: 3,416 5,281
: : :
: : Changes in Commitments from: May 20, 2014 :
: 5,048: 3,570 2,881 -5,044 7,920 6,112 6,446 3,949: -1,398 1,099
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 27.5 17.7 40.3 42.7 91.8 87.9: 8.2 12.1
Old : 100.0: 35.5 29.3 17.0 39.9 42.5 92.4 88.7: 7.6 11.3
Other: 100.0: 23.4 14.4 8.8 48.3 46.6 80.4 69.8: 19.6 30.2
: : :
:# Traders : Number of Traders in Each Category :
All : 343: 97 116 106 79 94 245 259:
Old : 341: 98 119 96 76 93 232 256:
Other: 104: 15 22 8 25 56 48 82:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.6 14.7 26.2 23.7 15.4 12.2 25.0 19.4
Old : 17.1 15.2 27.2 24.4 16.3 13.0 26.2 20.8
Other: 27.8 23.6 43.0 34.7 26.4 20.5 39.5 30.4
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, May 27, 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 : 142,821: 49,294 26,401 9,895 67,098 80,981 126,287 117,277: 16,534 25,544
Old : 139,387: 49,349 26,542 9,457 65,005 79,900 123,811 115,899: 15,576 23,488
Other: 3,434: 337 251 46 2,093 1,081 2,476 1,378: 958 2,056
: : :
: : Changes in Commitments from: May 20, 2014 :
: -3,644: -3,153 -993 -2,516 2,902 -957 -2,767 -4,466: -877 822
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.5 18.5 6.9 47.0 56.7 88.4 82.1: 11.6 17.9
Old : 100.0: 35.4 19.0 6.8 46.6 57.3 88.8 83.1: 11.2 16.9
Other: 100.0: 9.8 7.3 1.3 60.9 31.5 72.1 40.1: 27.9 59.9
: : :
:# Traders : Number of Traders in Each Category :
All : 176: 44 46 37 53 63 122 126:
Old : 176: 44 48 34 52 62 120 123:
Other: 54: 4 12 2 10 31 14 45:
:----------------------------------------------------------------------------------------------------
: 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 : 25.1 25.0 36.8 36.8 19.7 21.0 30.1 30.9
Old : 25.1 25.5 36.5 37.5 19.4 21.4 29.5 31.5
Other: 60.2 13.5 69.7 21.5 60.2 13.5 68.3 21.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, May 27, 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 : 1,332,710: 408,513 187,205 202,958 609,720 689,831 1,221,191 1,079,994: 111,519 252,716
Old : 762,029: 315,295 236,778 52,915 338,951 358,547 707,161 648,240: 54,868 113,789
Other: 570,681: 224,505 81,714 18,756 270,769 331,284 514,030 431,754: 56,651 138,927
: : :
: : Changes in Commitments from: May 20, 2014 :
: 9,800: -295 33,392 -4,246 15,857 -23,408 11,316 5,738: -1,516 4,062
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 14.0 15.2 45.8 51.8 91.6 81.0: 8.4 19.0
Old : 100.0: 41.4 31.1 6.9 44.5 47.1 92.8 85.1: 7.2 14.9
Other: 100.0: 39.3 14.3 3.3 47.4 58.1 90.1 75.7: 9.9 24.3
: : :
:# Traders : Number of Traders in Each Category :
All : 706: 145 149 162 236 337 483 564:
Old : 661: 128 156 86 187 300 370 490:
Other: 593: 115 106 60 148 303 297 438:
:----------------------------------------------------------------------------------------------------
: 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 13.9 19.5 20.7 10.9 9.7 18.8 15.1
Old : 16.0 16.0 28.0 25.3 16.0 15.3 28.0 23.2
Other: 16.8 20.1 29.3 25.7 16.5 16.3 27.5 21.5
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, May 27, 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 : 7,419: 1,590 858 559 3,292 4,897 5,441 6,314: 1,978 1,105
Old : 7,419: 1,590 858 559 3,292 4,897 5,441 6,314: 1,978 1,105
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2014 :
: 37: 26 112 -84 -29 -42 -87 -14: 124 51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 11.6 7.5 44.4 66.0 73.3 85.1: 26.7 14.9
Old : 100.0: 21.4 11.6 7.5 44.4 66.0 73.3 85.1: 26.7 14.9
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 : 36: 11 9 8 12 11 30 21:
Old : 36: 11 9 8 12 11 30 21:
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 : 33.0 53.3 52.0 74.6 32.6 44.1 42.7 58.9
Old : 33.0 53.3 52.0 74.6 32.6 44.1 42.7 58.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, May 27, 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 : 618,301: 228,539 104,481 63,843 273,194 344,891 565,576 513,215: 52,725 105,086
Old : 298,411: 160,511 47,676 13,594 97,573 202,990 271,678 264,260: 26,733 34,151
Other: 319,890: 88,711 77,488 29,566 175,621 141,901 293,898 248,955: 25,992 70,935
: : :
: : Changes in Commitments from: May 20, 2014 :
: 10,934: 5,415 -1,745 -2,536 6,536 10,816 9,415 6,535: 1,519 4,399
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.0 16.9 10.3 44.2 55.8 91.5 83.0: 8.5 17.0
Old : 100.0: 53.8 16.0 4.6 32.7 68.0 91.0 88.6: 9.0 11.4
Other: 100.0: 27.7 24.2 9.2 54.9 44.4 91.9 77.8: 8.1 22.2
: : :
:# Traders : Number of Traders in Each Category :
All : 599: 169 168 164 138 221 411 468:
Old : 518: 161 129 63 92 174 293 329:
Other: 494: 116 147 88 102 187 274 372:
:----------------------------------------------------------------------------------------------------
: 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 : 10.5 15.4 19.4 22.4 9.9 12.3 18.0 17.5
Old : 14.5 22.1 26.1 32.1 14.5 20.1 26.0 29.0
Other: 15.3 15.2 24.8 22.9 15.2 13.7 23.8 19.1
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, May 27, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 1,000 Bushels) :
: : :
All : 21,237: 14,977 925 38 14 4,909 15,029 5,872: 6,208 15,365
Old : 3,026: 2,313 162 0 14 685 2,327 847: 699 2,179
Other: 18,211: 12,694 793 8 0 4,224 12,702 5,025: 5,509 13,186
: : :
: : Changes in Commitments from: May 20, 2014 :
: 2,125: 1,833 21 -23 -5 631 1,805 629: 320 1,496
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.5 4.4 0.2 0.1 23.1 70.8 27.6: 29.2 72.4
Old : 100.0: 76.4 5.4 0.0 0.5 22.6 76.9 28.0: 23.1 72.0
Other: 100.0: 69.7 4.4 0.0 0.0 23.2 69.7 27.6: 30.3 72.4
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 4 3 2 2 14 7 18:
Old : 20: 4 2 0 2 13 6 15:
Other: 19: 2 3 2 0 14 3 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 : 70.5 13.2 70.8 19.3 70.5 13.2 70.5 19.0
Old : 76.4 24.8 76.9 27.0 76.4 24.5 76.7 26.8
Other: 69.7 11.9 69.7 18.4 69.7 11.9 69.7 18.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, May 27, 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 : 315,676: 102,384 85,322 35,958 146,631 161,655 284,973 282,935: 30,703 32,741
Old : 194,533: 82,790 90,881 9,761 84,704 69,604 177,255 170,246: 17,278 24,287
Other: 121,143: 38,834 13,681 6,957 61,927 92,051 107,718 112,689: 13,425 8,454
: : :
: : Changes in Commitments from: May 20, 2014 :
: 1,414: 154 -191 1,834 373 -1,870 2,361 -227: -947 1,641
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 27.0 11.4 46.4 51.2 90.3 89.6: 9.7 10.4
Old : 100.0: 42.6 46.7 5.0 43.5 35.8 91.1 87.5: 8.9 12.5
Other: 100.0: 32.1 11.3 5.7 51.1 76.0 88.9 93.0: 11.1 7.0
: : :
:# Traders : Number of Traders in Each Category :
All : 268: 89 70 71 77 65 200 181:
Old : 253: 82 73 35 64 57 159 154:
Other: 179: 72 27 28 58 38 139 85:
:----------------------------------------------------------------------------------------------------
: 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 : 11.2 25.5 20.2 35.3 10.6 23.1 18.9 30.3
Old : 15.2 18.6 27.5 28.6 15.2 17.9 27.5 27.8
Other: 17.4 46.3 27.7 62.7 15.9 44.3 26.1 59.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, May 27, 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 : 830,759: 108,231 59,241 49,560 494,495 517,619 652,286 626,420: 178,473 204,339
Old : 830,759: 108,231 59,241 49,560 494,495 517,619 652,286 626,420: 178,473 204,339
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2014 :
: 13,691: -15,692 -9,931 26,464 24,362 2,849 35,134 19,382: -21,443 -5,691
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 7.1 6.0 59.5 62.3 78.5 75.4: 21.5 24.6
Old : 100.0: 13.0 7.1 6.0 59.5 62.3 78.5 75.4: 21.5 24.6
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 : 163: 29 26 20 74 88 112 125:
Old : 163: 29 26 20 74 88 112 125:
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 : 16.8 14.4 28.3 24.5 14.3 11.9 21.4 19.4
Old : 16.8 14.4 28.3 24.5 14.3 11.9 21.4 19.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders - Futures Only, May 27, 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 : 525,443: 56,713 46,535 11,445 350,638 361,400 418,796 419,380: 106,647 106,063
Old : 525,443: 56,713 46,535 11,445 350,638 361,400 418,796 419,380: 106,647 106,063
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2014 :
: 21,953: 1,273 -4,885 6,761 11,880 1,303 19,914 3,179: 2,039 18,774
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 8.9 2.2 66.7 68.8 79.7 79.8: 20.3 20.2
Old : 100.0: 10.8 8.9 2.2 66.7 68.8 79.7 79.8: 20.3 20.2
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 : 82: 11 13 11 47 40 66 57:
Old : 82: 11 13 11 47 40 66 57:
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 39.2 39.3 51.1 22.0 37.1 32.8 44.9
Old : 24.9 39.2 39.3 51.1 22.0 37.1 32.8 44.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders - Futures Only, May 27, 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 : 7,130: 1,513 1,013 945 4,232 4,908 6,690 6,866: 440 264
Old : 7,130: 1,513 1,013 945 4,232 4,908 6,690 6,866: 440 264
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2014 :
: -95: 242 13 0 -232 -107 10 -94: -105 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 14.2 13.3 59.4 68.8 93.8 96.3: 6.2 3.7
Old : 100.0: 21.2 14.2 13.3 59.4 68.8 93.8 96.3: 6.2 3.7
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 : 42: 14 5 6 16 18 32 28:
Old : 42: 14 5 6 16 18 32 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 : 41.1 45.3 62.4 66.9 18.9 23.8 28.6 33.8
Old : 41.1 45.3 62.4 66.9 18.9 23.8 28.6 33.8
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, May 27, 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 : 316,786: 118,089 55,067 21,968 126,616 210,806 266,673 287,841: 50,113 28,945
Old : 197,376: 96,102 40,653 8,025 61,079 132,246 165,206 180,924: 32,170 16,452
Other: 119,410: 30,496 22,923 5,434 65,537 78,560 101,467 106,917: 17,943 12,493
: : :
: : Changes in Commitments from: May 20, 2014 :
: 6,886: 818 -1,189 1,141 4,911 4,575 6,870 4,527: 16 2,359
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.3 17.4 6.9 40.0 66.5 84.2 90.9: 15.8 9.1
Old : 100.0: 48.7 20.6 4.1 30.9 67.0 83.7 91.7: 16.3 8.3
Other: 100.0: 25.5 19.2 4.6 54.9 65.8 85.0 89.5: 15.0 10.5
: : :
:# Traders : Number of Traders in Each Category :
All : 257: 83 63 63 77 85 202 175:
Old : 238: 83 51 40 65 72 170 143:
Other: 172: 44 41 24 64 55 124 104:
:----------------------------------------------------------------------------------------------------
: 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 29.3 16.1 39.6 8.3 25.1 14.5 35.1
Old : 13.6 29.9 22.5 39.7 13.6 28.8 22.5 38.1
Other: 18.1 35.8 30.2 49.4 17.8 32.1 28.7 42.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, May 27, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 8,106: 1,634 863 641 3,905 5,199 6,180 6,703: 1,926 1,403
Old : 5,402: 1,465 1,234 0 2,740 3,226 4,205 4,460: 1,197 942
Other: 2,704: 698 158 112 1,165 1,973 1,975 2,243: 729 461
: : :
: : Changes in Commitments from: May 20, 2014 :
: -350: -301 76 160 -153 -637 -294 -401: -56 51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 10.6 7.9 48.2 64.1 76.2 82.7: 23.8 17.3
Old : 100.0: 27.1 22.8 0.0 50.7 59.7 77.8 82.6: 22.2 17.4
Other: 100.0: 25.8 5.8 4.1 43.1 73.0 73.0 83.0: 27.0 17.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 14 6 6 20 15 38 25:
Old : 41: 11 9 0 12 9 23 18:
Other: 30: 8 3 3 14 11 23 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 : 34.8 49.8 48.9 63.6 34.8 48.1 44.8 58.3
Old : 43.5 57.9 58.6 70.3 43.5 57.9 58.6 70.3
Other: 42.9 52.1 56.1 68.3 40.2 48.7 52.9 64.6
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, May 27, 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 : 1,202,909: 254,691 200,955 57,483 775,438 800,497 1,087,612 1,058,935: 115,297 143,974
Old : 1,202,909: 254,691 200,955 57,483 775,438 800,497 1,087,612 1,058,935: 115,297 143,974
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2014 :
: 11,333: 5,163 -11,411 26,822 -11,872 -485 20,113 14,926: -8,780 -3,593
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 16.7 4.8 64.5 66.5 90.4 88.0: 9.6 12.0
Old : 100.0: 21.2 16.7 4.8 64.5 66.5 90.4 88.0: 9.6 12.0
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 : 253: 46 41 34 99 130 160 191:
Old : 253: 46 41 34 99 130 160 191:
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 : 27.4 18.4 36.4 28.9 22.3 17.4 30.7 26.6
Old : 27.4 18.4 36.4 28.9 22.3 17.4 30.7 26.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders - Futures Only, May 27, 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 : 2,841,037: 379,344 398,422 78,658 2,015,869 1,820,394 2,473,871 2,297,474: 367,166 543,563
Old : 2,841,037: 379,344 398,422 78,658 2,015,869 1,820,394 2,473,871 2,297,474: 367,166 543,563
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2014 :
: 44,514: -52,135 -130,952 17,771 48,727 107,555 14,363 -5,626: 30,151 50,140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 14.0 2.8 71.0 64.1 87.1 80.9: 12.9 19.1
Old : 100.0: 13.4 14.0 2.8 71.0 64.1 87.1 80.9: 12.9 19.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 353: 57 81 57 140 182 237 280:
Old : 353: 57 81 57 140 182 237 280:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.6 17.4 43.6 23.1 32.1 15.1 40.8 20.3
Old : 33.6 17.4 43.6 23.1 32.1 15.1 40.8 20.3
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, May 27, 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 : 2,199,370: 261,999 307,646 63,787 1,586,804 1,417,484 1,912,590 1,788,917: 286,780 410,453
Old : 2,199,370: 261,999 307,646 63,787 1,586,804 1,417,484 1,912,590 1,788,917: 286,780 410,453
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2014 :
: 15,156: -17,955 -34,773 23,965 2,935 13,890 8,945 3,082: 6,211 12,074
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 14.0 2.9 72.1 64.4 87.0 81.3: 13.0 18.7
Old : 100.0: 11.9 14.0 2.9 72.1 64.4 87.0 81.3: 13.0 18.7
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 : 264: 30 57 32 116 141 171 205:
Old : 264: 30 57 32 116 141 171 205:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.7 19.8 43.7 27.8 29.9 18.4 36.5 24.8
Old : 32.7 19.8 43.7 27.8 29.9 18.4 36.5 24.8
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, May 27, 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 : 367,374: 20,941 78,923 57,852 259,675 174,145 338,468 310,920: 28,906 56,454
Old : 367,374: 20,941 78,923 57,852 259,675 174,145 338,468 310,920: 28,906 56,454
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2014 :
: 6,109: 1,009 5,055 1,913 2,926 2,176 5,848 9,144: 261 -3,035
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 21.5 15.7 70.7 47.4 92.1 84.6: 7.9 15.4
Old : 100.0: 5.7 21.5 15.7 70.7 47.4 92.1 84.6: 7.9 15.4
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 : 80: 14 25 22 35 36 61 72:
Old : 80: 14 25 22 35 36 61 72:
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 : 46.3 19.7 56.6 32.4 40.3 17.2 44.7 24.8
Old : 46.3 19.7 56.6 32.4 40.3 17.2 44.7 24.8
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, May 27, 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 : 64,624: 18,313 13,682 626 37,255 41,847 56,194 56,155: 8,430 8,469
Old : 64,624: 18,313 13,682 626 37,255 41,847 56,194 56,155: 8,430 8,469
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2014 :
: 3,712: 2,180 -3,189 573 61 6,270 2,814 3,654: 899 59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 21.2 1.0 57.6 64.8 87.0 86.9: 13.0 13.1
Old : 100.0: 28.3 21.2 1.0 57.6 64.8 87.0 86.9: 13.0 13.1
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 : 113: 32 26 6 38 23 71 54:
Old : 113: 32 26 6 38 23 71 54:
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 : 22.9 36.3 37.1 55.5 22.9 36.0 37.1 55.3
Old : 22.9 36.3 37.1 55.5 22.9 36.0 37.1 55.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders - Futures Only, May 27, 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 : 129,247: 36,626 27,364 1,251 74,510 83,694 112,387 112,309: 16,860 16,938
Old : 129,247: 36,626 27,364 1,251 74,510 83,694 112,387 112,309: 16,860 16,938
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2014 :
: 7,424: 4,359 -6,378 1,146 122 12,539 5,627 7,307: 1,797 117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 21.2 1.0 57.6 64.8 87.0 86.9: 13.0 13.1
Old : 100.0: 28.3 21.2 1.0 57.6 64.8 87.0 86.9: 13.0 13.1
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 : 113: 32 26 6 38 23 71 54:
Old : 113: 32 26 6 38 23 71 54:
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 : 22.9 36.3 37.1 55.5 22.9 36.0 37.1 55.3
Old : 22.9 36.3 37.1 55.5 22.9 36.0 37.1 55.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders - Futures Only, May 27, 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 : 16,523: 13,219 15,465 1,040 2,209 0 16,468 16,505: 55 18
Old : 16,523: 13,219 15,465 1,040 2,209 0 16,468 16,505: 55 18
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2014 :
: -53: -515 -38 -16 486 0 -45 -54: -8 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.0 93.6 6.3 13.4 0.0 99.7 99.9: 0.3 0.1
Old : 100.0: 80.0 93.6 6.3 13.4 0.0 99.7 99.9: 0.3 0.1
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 : 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 : 70.0 97.6 84.7 99.9 68.3 93.3 82.0 93.6
Old : 70.0 97.6 84.7 99.9 68.3 93.3 82.0 93.6
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, May 27, 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 : 54,786: 2,111 18,816 375 52,259 35,446 54,745 54,637: 41 149
Old : 54,786: 2,111 18,816 375 52,259 35,446 54,745 54,637: 41 149
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2014 :
: -2,728: -2,184 -1,181 0 -541 -1,583 -2,725 -2,764: -3 36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 34.3 0.7 95.4 64.7 99.9 99.7: 0.1 0.3
Old : 100.0: 3.9 34.3 0.7 95.4 64.7 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 : 42: 4 14 1 13 12 17 27:
Old : 42: 4 14 1 13 12 17 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 : 83.3 52.4 97.6 77.1 81.2 43.5 88.5 68.2
Old : 83.3 52.4 97.6 77.1 81.2 43.5 88.5 68.2
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, May 27, 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 : 43,604: 444 16,588 0 43,091 26,961 43,535 43,549: 69 55
Old : 43,604: 444 16,588 0 43,091 26,961 43,535 43,549: 69 55
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2014 :
: -1,366: -173 864 -107 -1,084 -1,771 -1,364 -1,014: -2 -352
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 38.0 0.0 98.8 61.8 99.8 99.9: 0.2 0.1
Old : 100.0: 1.0 38.0 0.0 98.8 61.8 99.8 99.9: 0.2 0.1
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 : 43: 2 20 0 7 15 9 35:
Old : 43: 2 20 0 7 15 9 35:
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 : 90.0 54.6 99.7 74.9 89.8 54.6 95.0 73.6
Old : 90.0 54.6 99.7 74.9 89.8 54.6 95.0 73.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 30, 2014