WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, June 10, 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 : 401,247: 128,222 128,951 67,025 170,589 156,323 365,836 352,299: 35,411 48,948
Old : 375,361: 119,066 129,851 60,573 163,142 142,562 342,781 332,986: 32,580 42,375
Other: 25,886: 13,748 3,692 1,860 7,447 13,761 23,055 19,313: 2,831 6,573
: : :
: : Changes in Commitments from: June 3, 2014 :
: 15,179: -2,395 12,813 9,757 6,564 -5,868 13,926 16,702: 1,253 -1,523
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 32.1 16.7 42.5 39.0 91.2 87.8: 8.8 12.2
Old : 100.0: 31.7 34.6 16.1 43.5 38.0 91.3 88.7: 8.7 11.3
Other: 100.0: 53.1 14.3 7.2 28.8 53.2 89.1 74.6: 10.9 25.4
: : :
:# Traders : Number of Traders in Each Category :
All : 363: 106 126 113 93 96 264 279:
Old : 360: 112 121 106 89 95 255 273:
Other: 121: 15 33 10 24 62 47 100:
:----------------------------------------------------------------------------------------------------
: 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 : 16.1 12.9 25.7 21.6 15.0 10.8 24.2 17.3
Old : 16.8 13.4 26.4 22.6 15.9 11.7 25.1 18.7
Other: 60.2 20.0 70.5 32.7 60.2 16.9 67.6 27.5
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, June 10, 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 : 141,333: 48,332 30,257 12,068 63,424 73,018 123,824 115,343: 17,509 25,990
Old : 134,911: 48,162 30,145 9,776 60,209 71,837 118,147 111,758: 16,764 23,153
Other: 6,422: 2,398 2,340 64 3,215 1,181 5,677 3,585: 745 2,837
: : :
: : Changes in Commitments from: June 3, 2014 :
: -3,602: -3,383 1,992 2,188 -3,010 -6,541 -4,205 -2,361: 603 -1,241
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.2 21.4 8.5 44.9 51.7 87.6 81.6: 12.4 18.4
Old : 100.0: 35.7 22.3 7.2 44.6 53.2 87.6 82.8: 12.4 17.2
Other: 100.0: 37.3 36.4 1.0 50.1 18.4 88.4 55.8: 11.6 44.2
: : :
:# Traders : Number of Traders in Each Category :
All : 187: 50 53 44 57 60 131 140:
Old : 186: 54 52 39 56 59 129 134:
Other: 61: 3 23 4 9 28 14 54:
:----------------------------------------------------------------------------------------------------
: 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 : 24.5 22.2 35.2 31.6 22.5 20.5 32.5 29.9
Old : 24.8 23.0 34.8 32.8 22.8 21.4 32.0 31.2
Other: 77.5 25.0 87.1 34.6 77.5 25.0 86.7 34.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, June 10, 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 : 1,397,425: 420,336 235,582 233,245 626,153 671,346 1,279,734 1,140,173: 117,691 257,252
Old : 762,026: 298,537 268,003 73,097 335,535 316,072 707,169 657,172: 54,857 104,854
Other: 635,399: 257,744 103,524 24,203 290,618 355,274 572,565 483,001: 62,834 152,398
: : :
: : Changes in Commitments from: June 3, 2014 :
: 39,860: -2,645 30,492 16,943 20,554 -9,398 34,852 38,037: 5,008 1,823
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 16.9 16.7 44.8 48.0 91.6 81.6: 8.4 18.4
Old : 100.0: 39.2 35.2 9.6 44.0 41.5 92.8 86.2: 7.2 13.8
Other: 100.0: 40.6 16.3 3.8 45.7 55.9 90.1 76.0: 9.9 24.0
: : :
:# Traders : Number of Traders in Each Category :
All : 702: 136 158 179 251 323 499 573:
Old : 642: 129 150 95 199 280 383 474:
Other: 608: 136 105 75 164 295 335 442:
:----------------------------------------------------------------------------------------------------
: 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 14.5 19.6 21.0 10.5 9.5 18.0 14.5
Old : 14.6 16.9 25.2 26.5 14.6 13.5 25.2 21.3
Other: 13.8 20.6 24.1 26.4 13.6 17.9 23.7 23.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, June 10, 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 : 7,842: 2,208 1,005 466 3,087 5,374 5,761 6,845: 2,081 997
Old : 7,842: 2,208 1,005 466 3,087 5,374 5,761 6,845: 2,081 997
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2014 :
: -433: -116 -118 -15 -215 -161 -346 -294: -87 -139
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 12.8 5.9 39.4 68.5 73.5 87.3: 26.5 12.7
Old : 100.0: 28.2 12.8 5.9 39.4 68.5 73.5 87.3: 26.5 12.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 12 8 8 12 12 29 23:
Old : 36: 12 8 8 12 12 29 23:
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 : 32.6 51.9 49.7 74.8 32.1 41.0 41.9 59.0
Old : 32.6 51.9 49.7 74.8 32.1 41.0 41.9 59.0
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, June 10, 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 : 632,121: 212,406 131,324 82,413 284,668 307,837 579,487 521,574: 52,634 110,547
Old : 223,607: 117,229 41,480 13,212 70,127 141,220 200,568 195,912: 23,039 27,695
Other: 408,514: 126,845 121,512 37,533 214,541 166,617 378,919 325,662: 29,595 82,852
: : :
: : Changes in Commitments from: June 3, 2014 :
: 3,561: -8,764 12,443 12,893 -2,623 -24,305 1,506 1,031: 2,055 2,530
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 20.8 13.0 45.0 48.7 91.7 82.5: 8.3 17.5
Old : 100.0: 52.4 18.6 5.9 31.4 63.2 89.7 87.6: 10.3 12.4
Other: 100.0: 31.1 29.7 9.2 52.5 40.8 92.8 79.7: 7.2 20.3
: : :
:# Traders : Number of Traders in Each Category :
All : 609: 173 177 178 153 216 432 486:
Old : 503: 158 127 63 112 163 307 317:
Other: 540: 136 168 102 101 188 302 405:
:----------------------------------------------------------------------------------------------------
: 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 12.5 19.7 18.5 10.2 11.1 18.1 16.1
Old : 17.1 17.9 27.0 27.8 15.8 16.9 24.9 26.4
Other: 13.9 14.2 23.5 21.1 13.5 13.8 22.6 19.8
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, June 10, 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 : 22,072: 15,942 1,049 34 10 4,903 15,986 5,986: 6,086 16,086
Old : 3,129: 2,715 175 0 10 373 2,725 548: 404 2,581
Other: 18,943: 13,237 884 24 0 4,530 13,261 5,438: 5,682 13,505
: : :
: : Changes in Commitments from: June 3, 2014 :
: 339: 372 28 -9 -1 41 362 60: -23 279
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.2 4.8 0.2 0.0 22.2 72.4 27.1: 27.6 72.9
Old : 100.0: 86.8 5.6 0.0 0.3 11.9 87.1 17.5: 12.9 82.5
Other: 100.0: 69.9 4.7 0.1 0.0 23.9 70.0 28.7: 30.0 71.3
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 4 3 1 2 15 7 18:
Old : 20: 5 2 0 2 12 7 14:
Other: 20: 2 3 1 0 15 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 : 72.2 11.8 72.4 18.2 72.2 11.7 72.2 18.0
Old : 86.4 14.7 87.1 16.6 86.4 14.5 86.9 16.4
Other: 70.0 12.0 70.0 18.8 69.9 11.9 69.9 18.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, June 10, 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 : 343,974: 106,261 105,829 33,980 167,532 165,293 307,773 305,102: 36,201 38,872
Old : 173,600: 69,022 80,382 8,532 79,381 58,160 156,935 147,074: 16,665 26,526
Other: 170,374: 51,221 39,429 11,466 88,151 107,133 150,838 158,028: 19,536 12,346
: : :
: : Changes in Commitments from: June 3, 2014 :
: 9,778: 132 4,199 -4,773 9,351 8,722 4,710 8,148: 5,068 1,630
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 30.8 9.9 48.7 48.1 89.5 88.7: 10.5 11.3
Old : 100.0: 39.8 46.3 4.9 45.7 33.5 90.4 84.7: 9.6 15.3
Other: 100.0: 30.1 23.1 6.7 51.7 62.9 88.5 92.8: 11.5 7.2
: : :
:# Traders : Number of Traders in Each Category :
All : 280: 89 79 75 81 67 206 195:
Old : 251: 81 68 36 72 62 170 152:
Other: 207: 65 57 41 61 40 147 122:
:----------------------------------------------------------------------------------------------------
: 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 : 11.8 23.5 20.6 32.9 10.1 18.0 18.4 26.2
Old : 17.2 15.6 28.8 27.0 16.8 15.3 27.8 26.3
Other: 17.8 38.3 28.3 52.3 17.3 35.0 27.5 48.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, June 10, 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 : 735,042: 78,536 72,639 15,181 472,681 474,610 566,398 562,430: 168,644 172,612
Old : 735,042: 78,536 72,639 15,181 472,681 474,610 566,398 562,430: 168,644 172,612
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2014 :
: 16,293: -11,440 6,480 -1,981 36,814 15,152 23,393 19,651: -7,100 -3,358
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 9.9 2.1 64.3 64.6 77.1 76.5: 22.9 23.5
Old : 100.0: 10.7 9.9 2.1 64.3 64.6 77.1 76.5: 22.9 23.5
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 : 163: 26 32 15 71 80 107 117:
Old : 163: 26 32 15 71 80 107 117:
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 : 21.2 17.7 32.8 27.4 18.7 12.3 28.0 19.9
Old : 21.2 17.7 32.8 27.4 18.7 12.3 28.0 19.9
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, June 10, 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 : 510,425: 46,367 39,287 10,630 355,290 366,606 412,287 416,523: 98,138 93,902
Old : 510,425: 46,367 39,287 10,630 355,290 366,606 412,287 416,523: 98,138 93,902
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2014 :
: -34,575: -7,759 1,749 -6,103 -18,192 -29,153 -32,054 -33,507: -2,521 -1,068
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 7.7 2.1 69.6 71.8 80.8 81.6: 19.2 18.4
Old : 100.0: 9.1 7.7 2.1 69.6 71.8 80.8 81.6: 19.2 18.4
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 : 82: 11 12 10 46 45 64 60:
Old : 82: 11 12 10 46 45 64 60:
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 : 25.5 42.4 41.2 53.6 22.6 35.3 33.9 43.0
Old : 25.5 42.4 41.2 53.6 22.6 35.3 33.9 43.0
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, June 10, 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 : 6,218: 1,438 1,058 545 3,722 4,270 5,705 5,873: 513 345
Old : 6,218: 1,438 1,058 545 3,722 4,270 5,705 5,873: 513 345
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2014 :
: -333: -75 -132 -110 -230 -260 -415 -502: 82 169
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 17.0 8.8 59.9 68.7 91.7 94.5: 8.3 5.5
Old : 100.0: 23.1 17.0 8.8 59.9 68.7 91.7 94.5: 8.3 5.5
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 : 39: 10 6 3 15 20 28 27:
Old : 39: 10 6 3 15 20 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 : 35.6 46.0 59.8 64.2 21.9 23.8 32.4 33.6
Old : 35.6 46.0 59.8 64.2 21.9 23.8 32.4 33.6
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, June 10, 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 : 323,764: 113,853 58,605 25,224 135,042 211,044 274,119 294,873: 49,645 28,891
Old : 164,793: 75,760 33,813 7,988 50,770 107,827 134,518 149,628: 30,275 15,165
Other: 158,971: 46,827 33,526 8,502 84,272 103,217 139,601 145,245: 19,370 13,726
: : :
: : Changes in Commitments from: June 3, 2014 :
: -407: -4,151 2,206 473 3,054 -3,768 -624 -1,089: 217 682
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.2 18.1 7.8 41.7 65.2 84.7 91.1: 15.3 8.9
Old : 100.0: 46.0 20.5 4.8 30.8 65.4 81.6 90.8: 18.4 9.2
Other: 100.0: 29.5 21.1 5.3 53.0 64.9 87.8 91.4: 12.2 8.6
: : :
:# Traders : Number of Traders in Each Category :
All : 256: 78 69 73 75 83 202 182:
Old : 233: 79 50 40 62 73 164 144:
Other: 191: 53 52 39 63 55 143 120:
:----------------------------------------------------------------------------------------------------
: 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 : 9.4 27.5 16.4 38.7 8.3 23.1 14.5 33.5
Old : 13.9 24.7 24.1 34.2 13.2 23.7 23.5 33.0
Other: 13.4 35.0 24.4 49.2 13.1 30.9 24.1 43.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, June 10, 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 : 9,081: 1,475 1,936 605 5,001 4,690 7,081 7,231: 2,000 1,850
Old : 4,150: 837 1,476 0 2,109 1,585 2,946 3,061: 1,204 1,089
Other: 4,931: 933 755 310 2,892 3,105 4,135 4,170: 796 761
: : :
: : Changes in Commitments from: June 3, 2014 :
: 688: -115 807 137 544 -367 566 577: 122 111
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 21.3 6.7 55.1 51.6 78.0 79.6: 22.0 20.4
Old : 100.0: 20.2 35.6 0.0 50.8 38.2 71.0 73.8: 29.0 26.2
Other: 100.0: 18.9 15.3 6.3 58.6 63.0 83.9 84.6: 16.1 15.4
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 17 13 6 22 18 40 37:
Old : 44: 11 12 0 16 5 27 17:
Other: 43: 12 7 5 15 15 30 24:
:----------------------------------------------------------------------------------------------------
: 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 : 33.5 37.1 44.7 51.5 33.3 34.9 41.7 45.0
Old : 31.6 48.0 46.0 62.5 31.6 48.0 46.0 62.5
Other: 44.0 41.6 60.0 66.6 42.4 39.4 57.3 59.6
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, June 10, 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 : 1,046,943: 206,613 182,329 24,102 715,553 706,092 946,268 912,523: 100,675 134,420
Old : 1,046,943: 206,613 182,329 24,102 715,553 706,092 946,268 912,523: 100,675 134,420
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2014 :
: -51,236: -47,352 -13,806 7,162 -842 -37,010 -41,032 -43,654: -10,204 -7,582
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 17.4 2.3 68.3 67.4 90.4 87.2: 9.6 12.8
Old : 100.0: 19.7 17.4 2.3 68.3 67.4 90.4 87.2: 9.6 12.8
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 : 244: 46 41 18 87 121 140 173:
Old : 244: 46 41 18 87 121 140 173:
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 : 27.8 21.2 38.8 31.0 23.6 21.1 33.5 30.3
Old : 27.8 21.2 38.8 31.0 23.6 21.1 33.5 30.3
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, June 10, 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 : 2,594,787: 371,971 443,874 37,412 1,876,380 1,655,407 2,285,763 2,136,693: 309,024 458,094
Old : 2,594,787: 371,971 443,874 37,412 1,876,380 1,655,407 2,285,763 2,136,693: 309,024 458,094
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2014 :
: 14,070: -11,165 17,443 170 52,042 -5,489 41,047 12,124: -26,977 1,946
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 17.1 1.4 72.3 63.8 88.1 82.3: 11.9 17.7
Old : 100.0: 14.3 17.1 1.4 72.3 63.8 88.1 82.3: 11.9 17.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 364: 49 96 39 129 182 207 288:
Old : 364: 49 96 39 129 182 207 288:
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 : 39.3 20.5 47.5 25.6 37.7 18.3 45.6 22.6
Old : 39.3 20.5 47.5 25.6 37.7 18.3 45.6 22.6
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, June 10, 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 : 2,077,516: 316,908 288,833 29,052 1,494,947 1,408,958 1,840,907 1,726,843: 236,609 350,673
Old : 2,077,516: 316,908 288,833 29,052 1,494,947 1,408,958 1,840,907 1,726,843: 236,609 350,673
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2014 :
: 33,795: -6,240 9,360 855 33,652 18,199 28,267 28,414: 5,528 5,381
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 13.9 1.4 72.0 67.8 88.6 83.1: 11.4 16.9
Old : 100.0: 15.3 13.9 1.4 72.0 67.8 88.6 83.1: 11.4 16.9
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 : 284: 40 59 28 114 141 172 210:
Old : 284: 40 59 28 114 141 172 210:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.8 23.0 42.6 31.7 30.5 19.8 38.2 26.1
Old : 32.8 23.0 42.6 31.7 30.5 19.8 38.2 26.1
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, June 10, 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 : 372,779: 21,112 84,924 65,921 256,538 170,590 343,571 321,435: 29,208 51,344
Old : 372,779: 21,112 84,924 65,921 256,538 170,590 343,571 321,435: 29,208 51,344
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2014 :
: 27,086: 6,495 13,870 9,705 10,193 5,504 26,393 29,079: 693 -1,993
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 22.8 17.7 68.8 45.8 92.2 86.2: 7.8 13.8
Old : 100.0: 5.7 22.8 17.7 68.8 45.8 92.2 86.2: 7.8 13.8
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 : 83: 14 26 21 34 39 59 76:
Old : 83: 14 26 21 34 39 59 76:
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 : 51.0 18.8 59.6 31.8 43.1 15.7 47.4 24.6
Old : 51.0 18.8 59.6 31.8 43.1 15.7 47.4 24.6
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, June 10, 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 : 65,446: 18,777 14,439 80 37,935 41,641 56,792 56,160: 8,654 9,286
Old : 65,446: 18,777 14,439 80 37,935 41,641 56,792 56,160: 8,654 9,286
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2014 :
: 1,541: 966 387 -240 1,487 1,062 2,213 1,209: -672 332
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 22.1 0.1 58.0 63.6 86.8 85.8: 13.2 14.2
Old : 100.0: 28.7 22.1 0.1 58.0 63.6 86.8 85.8: 13.2 14.2
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 : 118: 32 29 6 43 26 77 59:
Old : 118: 32 29 6 43 26 77 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 : 23.9 38.2 37.0 55.6 23.9 37.8 37.0 54.5
Old : 23.9 38.2 37.0 55.6 23.9 37.8 37.0 54.5
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, June 10, 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 : 130,891: 37,554 28,878 160 75,869 83,282 113,583 112,320: 17,308 18,571
Old : 130,891: 37,554 28,878 160 75,869 83,282 113,583 112,320: 17,308 18,571
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2014 :
: 3,082: 1,932 774 -479 2,973 2,123 4,426 2,418: -1,344 664
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 22.1 0.1 58.0 63.6 86.8 85.8: 13.2 14.2
Old : 100.0: 28.7 22.1 0.1 58.0 63.6 86.8 85.8: 13.2 14.2
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 : 118: 32 29 6 43 26 77 59:
Old : 118: 32 29 6 43 26 77 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 : 23.9 38.2 37.0 55.6 23.9 37.8 37.0 54.5
Old : 23.9 38.2 37.0 55.6 23.9 37.8 37.0 54.5
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, June 10, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 14,182: 10,308 13,247 931 2,864 0 14,103 14,178: 79 4
Old : 14,182: 10,308 13,247 931 2,864 0 14,103 14,178: 79 4
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2014 :
: -1,537: -2,118 -1,456 -65 625 0 -1,558 -1,521: 21 -16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.7 93.4 6.6 20.2 0.0 99.4 100.0: 0.6 0.0
Old : 100.0: 72.7 93.4 6.6 20.2 0.0 99.4 100.0: 0.6 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 : 21: 15 4 4 2 0 19 6:
Old : 21: 15 4 4 2 0 19 6:
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 : 64.3 98.2 84.7 100.0 63.0 93.4 82.4 93.4
Old : 64.3 98.2 84.7 100.0 63.0 93.4 82.4 93.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
Commitments of Traders - Futures Only, June 10, 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 : 57,509: 2,179 18,494 3,694 51,586 35,165 57,459 57,353: 50 156
Old : 57,509: 2,179 18,494 3,694 51,586 35,165 57,459 57,353: 50 156
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2014 :
: 2,965: -124 -37 3,302 212 899 3,390 4,164: -425 -1,199
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 32.2 6.4 89.7 61.1 99.9 99.7: 0.1 0.3
Old : 100.0: 3.8 32.2 6.4 89.7 61.1 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: 5 13 1 13 12 18 26:
Old : 42: 5 13 1 13 12 18 26:
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 : 78.5 49.6 96.4 75.1 76.6 41.2 82.3 64.6
Old : 78.5 49.6 96.4 75.1 76.6 41.2 82.3 64.6
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, June 10, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 45,070: 697 13,718 3,341 40,945 27,924 44,983 44,983: 87 87
Old : 45,070: 697 13,718 3,341 40,945 27,924 44,983 44,983: 87 87
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2014 :
: 770: 7 -3,352 1,950 -1,200 2,228 757 826: 13 -56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 30.4 7.4 90.8 62.0 99.8 99.8: 0.2 0.2
Old : 100.0: 1.5 30.4 7.4 90.8 62.0 99.8 99.8: 0.2 0.2
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 : 41: 3 15 1 7 17 11 32:
Old : 41: 3 15 1 7 17 11 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 82.5 61.2 99.2 80.5 82.5 53.8 87.9 71.7
Old : 82.5 61.2 99.2 80.5 82.5 53.8 87.9 71.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 13, 2014