WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, June 17, 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 : 401,525: 122,991 127,777 69,963 174,616 156,355 367,570 354,095: 33,955 47,430
Old : 375,324: 113,379 129,323 63,688 166,858 141,008 343,925 334,019: 31,399 41,305
Other: 26,201: 13,975 2,817 1,912 7,758 15,347 23,645 20,076: 2,556 6,125
: : :
: : Changes in Commitments from: June 10, 2014 :
: 278: -5,231 -1,174 2,938 4,027 32 1,734 1,796: -1,456 -1,518
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 31.8 17.4 43.5 38.9 91.5 88.2: 8.5 11.8
Old : 100.0: 30.2 34.5 17.0 44.5 37.6 91.6 89.0: 8.4 11.0
Other: 100.0: 53.3 10.8 7.3 29.6 58.6 90.2 76.6: 9.8 23.4
: : :
:# Traders : Number of Traders in Each Category :
All : 371: 110 125 123 100 98 280 287:
Old : 368: 114 123 118 96 96 272 281:
Other: 115: 14 28 8 26 60 48 91:
:----------------------------------------------------------------------------------------------------
: 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 : 16.9 13.1 26.6 22.2 15.5 11.8 24.7 18.3
Old : 17.8 13.9 27.4 23.3 16.9 12.8 25.9 19.8
Other: 61.3 23.5 71.7 38.6 61.2 23.4 69.6 34.3
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, June 17, 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 : 139,027: 48,647 30,680 11,780 62,513 70,045 122,940 112,505: 16,087 26,522
Old : 132,988: 48,029 30,629 9,964 59,608 68,825 117,601 109,418: 15,387 23,570
Other: 6,039: 2,418 1,851 16 2,905 1,220 5,339 3,087: 700 2,952
: : :
: : Changes in Commitments from: June 10, 2014 :
: -2,306: 315 423 -288 -911 -2,973 -884 -2,838: -1,422 532
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.0 22.1 8.5 45.0 50.4 88.4 80.9: 11.6 19.1
Old : 100.0: 36.1 23.0 7.5 44.8 51.8 88.4 82.3: 11.6 17.7
Other: 100.0: 40.0 30.7 0.3 48.1 20.2 88.4 51.1: 11.6 48.9
: : :
:# Traders : Number of Traders in Each Category :
All : 184: 51 50 44 55 58 127 138:
Old : 183: 56 50 40 54 57 125 133:
Other: 61: 5 21 2 10 28 15 51:
:----------------------------------------------------------------------------------------------------
: 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 : 23.5 21.2 34.3 30.2 21.7 19.4 31.8 28.3
Old : 23.9 22.0 34.1 31.3 22.2 20.1 31.5 29.5
Other: 81.1 22.5 86.9 31.4 81.1 22.5 86.7 31.3
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, June 17, 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 : 1,406,180: 427,806 252,904 236,503 625,999 659,521 1,290,308 1,148,928: 115,872 257,252
Old : 719,953: 271,742 259,001 73,421 321,685 291,071 666,848 623,493: 53,105 96,460
Other: 686,227: 293,940 131,779 25,206 304,314 368,450 623,460 525,435: 62,767 160,792
: : :
: : Changes in Commitments from: June 10, 2014 :
: 8,755: 7,470 17,322 3,258 -154 -11,825 10,574 8,755: -1,819 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 18.0 16.8 44.5 46.9 91.8 81.7: 8.2 18.3
Old : 100.0: 37.7 36.0 10.2 44.7 40.4 92.6 86.6: 7.4 13.4
Other: 100.0: 42.8 19.2 3.7 44.3 53.7 90.9 76.6: 9.1 23.4
: : :
:# Traders : Number of Traders in Each Category :
All : 706: 142 162 179 254 321 509 574:
Old : 629: 134 140 108 199 276 395 469:
Other: 617: 137 118 74 170 284 346 440:
:----------------------------------------------------------------------------------------------------
: 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 : 11.1 13.8 19.4 20.4 10.3 9.6 18.0 14.3
Old : 13.7 15.9 25.0 26.1 13.6 13.3 24.9 22.4
Other: 12.3 19.5 22.7 25.0 12.1 17.3 22.5 22.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, June 17, 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 : 7,657: 2,657 915 264 2,784 5,451 5,705 6,630: 1,952 1,027
Old : 7,657: 2,657 915 264 2,784 5,451 5,705 6,630: 1,952 1,027
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2014 :
: -185: 449 -90 -202 -303 77 -56 -215: -129 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.7 11.9 3.4 36.4 71.2 74.5 86.6: 25.5 13.4
Old : 100.0: 34.7 11.9 3.4 36.4 71.2 74.5 86.6: 25.5 13.4
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 : 38: 14 8 8 13 11 32 22:
Old : 38: 14 8 8 13 11 32 22:
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 : 35.1 51.8 48.9 71.9 34.6 44.2 44.6 62.9
Old : 35.1 51.8 48.9 71.9 34.6 44.2 44.6 62.9
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, June 17, 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 : 616,888: 198,105 149,667 86,432 283,651 267,233 568,188 503,332: 48,700 113,556
Old : 159,648: 76,974 34,930 6,315 59,890 93,247 143,179 134,492: 16,469 25,156
Other: 457,240: 159,650 153,256 41,598 223,761 173,986 425,009 368,840: 32,231 88,400
: : :
: : Changes in Commitments from: June 10, 2014 :
: -15,233: -14,301 18,343 4,019 -1,017 -40,604 -11,299 -18,242: -3,934 3,009
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 24.3 14.0 46.0 43.3 92.1 81.6: 7.9 18.4
Old : 100.0: 48.2 21.9 4.0 37.5 58.4 89.7 84.2: 10.3 15.8
Other: 100.0: 34.9 33.5 9.1 48.9 38.1 93.0 80.7: 7.0 19.3
: : :
:# Traders : Number of Traders in Each Category :
All : 609: 159 188 176 162 225 433 496:
Old : 454: 125 107 64 118 163 279 302:
Other: 560: 135 186 113 100 195 311 429:
:----------------------------------------------------------------------------------------------------
: 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 : 11.6 11.5 20.5 17.1 10.6 10.9 18.7 15.9
Old : 19.8 14.1 28.8 22.7 18.8 13.3 27.8 20.6
Other: 13.7 13.8 24.0 20.5 13.2 13.5 23.3 19.6
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, June 17, 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 : 22,444: 16,204 931 25 2 4,739 16,231 5,695: 6,213 16,749
Old : 3,165: 2,720 3 0 2 146 2,722 149: 443 3,016
Other: 19,279: 13,489 933 20 0 4,593 13,509 5,546: 5,770 13,733
: : :
: : Changes in Commitments from: June 10, 2014 :
: 372: 262 -118 -9 -8 -164 245 -291: 127 663
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.2 4.1 0.1 0.0 21.1 72.3 25.4: 27.7 74.6
Old : 100.0: 85.9 0.1 0.0 0.1 4.6 86.0 4.7: 14.0 95.3
Other: 100.0: 70.0 4.8 0.1 0.0 23.8 70.1 28.8: 29.9 71.2
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 4 3 2 1 15 6 19:
Old : 16: 4 1 0 1 10 5 11:
Other: 20: 2 3 2 0 15 3 19:
:----------------------------------------------------------------------------------------------------
: 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 10.8 72.3 16.7 72.2 10.7 72.2 16.6
Old : 85.9 3.6 86.0 4.5 85.9 3.6 86.0 4.5
Other: 70.1 12.2 70.1 18.9 70.0 12.1 70.0 18.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, June 17, 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 : 340,323: 107,363 102,606 36,612 162,487 166,360 306,462 305,578: 33,861 34,745
Old : 133,007: 46,767 50,656 7,056 64,501 56,853 118,324 114,565: 14,683 18,442
Other: 207,316: 73,924 65,278 16,228 97,986 109,507 188,138 191,013: 19,178 16,303
: : :
: : Changes in Commitments from: June 10, 2014 :
: -3,651: 1,102 -3,223 2,632 -5,045 1,067 -1,311 476: -2,340 -4,127
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 30.1 10.8 47.7 48.9 90.1 89.8: 9.9 10.2
Old : 100.0: 35.2 38.1 5.3 48.5 42.7 89.0 86.1: 11.0 13.9
Other: 100.0: 35.7 31.5 7.8 47.3 52.8 90.7 92.1: 9.3 7.9
: : :
:# Traders : Number of Traders in Each Category :
All : 285: 88 83 81 80 71 208 206:
Old : 221: 69 55 41 66 62 154 143:
Other: 233: 72 73 46 61 44 156 145:
:----------------------------------------------------------------------------------------------------
: 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 : 12.2 24.4 21.0 33.9 10.2 19.7 18.6 27.3
Old : 20.1 20.3 30.4 32.7 20.1 18.0 29.1 29.7
Other: 17.2 30.6 28.6 43.9 16.6 28.0 28.0 40.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, June 17, 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 : 756,066: 85,243 79,683 11,732 500,747 502,188 597,722 593,603: 158,344 162,463
Old : 756,066: 85,243 79,683 11,732 500,747 502,188 597,722 593,603: 158,344 162,463
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2014 :
: 21,024: 6,707 7,044 -3,449 28,066 27,578 31,324 31,173: -10,300 -10,149
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 10.5 1.6 66.2 66.4 79.1 78.5: 20.9 21.5
Old : 100.0: 11.3 10.5 1.6 66.2 66.4 79.1 78.5: 20.9 21.5
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 : 175: 30 31 15 77 89 114 128:
Old : 175: 30 31 15 77 89 114 128:
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 : 23.3 17.7 34.7 27.1 20.8 12.4 29.7 20.0
Old : 23.3 17.7 34.7 27.1 20.8 12.4 29.7 20.0
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 17, 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 : 487,712: 50,855 37,610 5,462 329,803 351,080 386,120 394,152: 101,592 93,560
Old : 487,712: 50,855 37,610 5,462 329,803 351,080 386,120 394,152: 101,592 93,560
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2014 :
: -22,713: 4,488 -1,677 -5,168 -25,487 -15,526 -26,167 -22,371: 3,454 -342
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 7.7 1.1 67.6 72.0 79.2 80.8: 20.8 19.2
Old : 100.0: 10.4 7.7 1.1 67.6 72.0 79.2 80.8: 20.8 19.2
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 : 81: 12 12 8 45 44 63 58:
Old : 81: 12 12 8 45 44 63 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.9 41.6 42.4 52.7 23.8 38.9 35.3 46.8
Old : 26.9 41.6 42.4 52.7 23.8 38.9 35.3 46.8
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 17, 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 : 6,682: 1,473 1,018 598 4,067 4,798 6,138 6,414: 544 268
Old : 6,682: 1,473 1,018 598 4,067 4,798 6,138 6,414: 544 268
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2014 :
: 464: 35 -40 53 345 528 433 541: 31 -77
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 15.2 8.9 60.9 71.8 91.9 96.0: 8.1 4.0
Old : 100.0: 22.0 15.2 8.9 60.9 71.8 91.9 96.0: 8.1 4.0
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 : 40: 10 7 5 15 20 30 28:
Old : 40: 10 7 5 15 20 30 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 : 39.4 48.7 60.9 70.2 20.7 24.4 30.9 32.9
Old : 39.4 48.7 60.9 70.2 20.7 24.4 30.9 32.9
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 17, 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 : 318,947: 105,344 60,510 26,861 140,923 204,522 273,128 291,893: 45,819 27,054
Old : 125,539: 45,651 24,476 5,786 50,690 82,994 102,127 113,256: 23,412 12,283
Other: 193,408: 69,096 45,437 11,672 90,233 121,528 171,001 178,637: 22,407 14,771
: : :
: : Changes in Commitments from: June 10, 2014 :
: -4,817: -8,509 1,905 1,637 5,881 -6,522 -991 -2,980: -3,826 -1,837
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 19.0 8.4 44.2 64.1 85.6 91.5: 14.4 8.5
Old : 100.0: 36.4 19.5 4.6 40.4 66.1 81.4 90.2: 18.6 9.8
Other: 100.0: 35.7 23.5 6.0 46.7 62.8 88.4 92.4: 11.6 7.6
: : :
:# Traders : Number of Traders in Each Category :
All : 263: 77 75 73 80 88 206 192:
Old : 214: 65 45 39 70 77 153 145:
Other: 219: 64 62 42 60 63 152 142:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.0 27.3 19.0 38.2 8.7 21.8 15.3 31.8
Old : 19.2 20.8 29.0 31.1 19.2 20.3 28.9 29.8
Other: 13.1 34.7 22.8 47.2 12.3 32.1 22.0 43.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, June 17, 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 : 9,353: 1,415 2,047 784 5,041 4,711 7,240 7,542: 2,113 1,811
Old : 3,329: 633 969 0 1,762 1,447 2,395 2,416: 934 913
Other: 6,024: 1,137 1,433 429 3,279 3,264 4,845 5,126: 1,179 898
: : :
: : Changes in Commitments from: June 10, 2014 :
: 272: -60 111 179 40 21 159 311: 113 -39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 21.9 8.4 53.9 50.4 77.4 80.6: 22.6 19.4
Old : 100.0: 19.0 29.1 0.0 52.9 43.5 71.9 72.6: 28.1 27.4
Other: 100.0: 18.9 23.8 7.1 54.4 54.2 80.4 85.1: 19.6 14.9
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 17 14 6 21 18 39 38:
Old : 37: 10 8 0 15 4 25 12:
Other: 50: 12 13 5 15 16 30 31:
:----------------------------------------------------------------------------------------------------
: 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 36.6 46.3 51.2 32.9 35.5 40.7 45.7
Old : 39.4 55.9 53.1 68.9 39.4 55.9 53.1 68.9
Other: 43.8 34.9 57.0 56.5 42.3 33.2 53.5 51.7
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, June 17, 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 : 1,041,295: 203,975 230,548 15,130 715,721 658,073 934,826 903,751: 106,469 137,544
Old : 1,041,295: 203,975 230,548 15,130 715,721 658,073 934,826 903,751: 106,469 137,544
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2014 :
: -5,648: -2,638 48,219 -8,972 168 -48,019 -11,442 -8,772: 5,794 3,124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 22.1 1.5 68.7 63.2 89.8 86.8: 10.2 13.2
Old : 100.0: 19.6 22.1 1.5 68.7 63.2 89.8 86.8: 10.2 13.2
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 : 250: 48 43 18 85 123 138 179:
Old : 250: 48 43 18 85 123 138 179:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.5 19.5 41.0 28.1 26.7 19.5 36.9 27.9
Old : 29.5 19.5 41.0 28.1 26.7 19.5 36.9 27.9
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 17, 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 : 2,601,086: 365,722 451,552 39,489 1,916,462 1,645,499 2,321,673 2,136,540: 279,413 464,546
Old : 2,601,086: 365,722 451,552 39,489 1,916,462 1,645,499 2,321,673 2,136,540: 279,413 464,546
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2014 :
: 6,299: -6,249 7,678 2,077 40,082 -9,908 35,910 -153: -29,611 6,452
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 17.4 1.5 73.7 63.3 89.3 82.1: 10.7 17.9
Old : 100.0: 14.1 17.4 1.5 73.7 63.3 89.3 82.1: 10.7 17.9
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 : 370: 55 94 44 129 181 214 289:
Old : 370: 55 94 44 129 181 214 289:
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 : 40.9 20.5 49.4 25.7 39.7 18.1 47.7 22.4
Old : 40.9 20.5 49.4 25.7 39.7 18.1 47.7 22.4
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 17, 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 : 2,113,529: 312,342 313,471 27,760 1,557,522 1,417,705 1,897,624 1,758,936: 215,905 354,593
Old : 2,113,529: 312,342 313,471 27,760 1,557,522 1,417,705 1,897,624 1,758,936: 215,905 354,593
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2014 :
: 36,013: -4,566 24,638 -1,292 62,575 8,747 56,717 32,093: -20,704 3,920
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 14.8 1.3 73.7 67.1 89.8 83.2: 10.2 16.8
Old : 100.0: 14.8 14.8 1.3 73.7 67.1 89.8 83.2: 10.2 16.8
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 : 283: 35 63 27 117 139 169 212:
Old : 283: 35 63 27 117 139 169 212:
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 : 31.9 23.3 42.2 31.9 29.9 19.7 37.8 27.6
Old : 31.9 23.3 42.2 31.9 29.9 19.7 37.8 27.6
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 17, 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 : 403,606: 29,942 86,978 74,787 270,640 188,060 375,369 349,825: 28,237 53,781
Old : 403,606: 29,942 86,978 74,787 270,640 188,060 375,369 349,825: 28,237 53,781
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2014 :
: 30,827: 8,830 2,054 8,866 14,102 17,470 31,798 28,390: -971 2,437
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 21.6 18.5 67.1 46.6 93.0 86.7: 7.0 13.3
Old : 100.0: 7.4 21.6 18.5 67.1 46.6 93.0 86.7: 7.0 13.3
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 : 82: 14 24 23 35 40 61 76:
Old : 82: 14 24 23 35 40 61 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 : 50.6 19.9 60.1 33.8 42.3 16.8 47.3 26.5
Old : 50.6 19.9 60.1 33.8 42.3 16.8 47.3 26.5
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 17, 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 : 83,468: 17,490 13,766 747 55,568 61,344 73,805 75,857: 9,664 7,612
Old : 83,468: 17,490 13,766 747 55,568 61,344 73,805 75,857: 9,664 7,612
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2014 :
: 18,023: -1,288 -674 667 17,634 19,703 17,013 19,697: 1,010 -1,674
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 16.5 0.9 66.6 73.5 88.4 90.9: 11.6 9.1
Old : 100.0: 21.0 16.5 0.9 66.6 73.5 88.4 90.9: 11.6 9.1
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 : 117: 32 24 8 49 30 86 58:
Old : 117: 32 24 8 49 30 86 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.8 41.9 38.0 61.2 19.4 30.0 29.0 43.2
Old : 26.8 41.9 38.0 61.2 19.4 30.0 29.0 43.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders - Futures Only, June 17, 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 : 166,936: 34,979 27,531 1,494 111,136 122,688 147,609 151,713: 19,327 15,223
Old : 166,936: 34,979 27,531 1,494 111,136 122,688 147,609 151,713: 19,327 15,223
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2014 :
: 36,045: -2,575 -1,347 1,334 35,267 39,406 34,026 39,393: 2,019 -3,348
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 16.5 0.9 66.6 73.5 88.4 90.9: 11.6 9.1
Old : 100.0: 21.0 16.5 0.9 66.6 73.5 88.4 90.9: 11.6 9.1
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 : 117: 32 24 8 49 30 86 58:
Old : 117: 32 24 8 49 30 86 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.8 41.9 38.0 61.2 19.4 30.0 29.0 43.2
Old : 26.8 41.9 38.0 61.2 19.4 30.0 29.0 43.2
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 17, 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 : 20,898: 12,032 14,808 6,086 2,717 0 20,835 20,894: 63 4
Old : 20,898: 12,032 14,808 6,086 2,717 0 20,835 20,894: 63 4
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2014 :
: 6,716: 1,724 1,561 5,155 -147 0 6,732 6,716: -16 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.6 70.9 29.1 13.0 0.0 99.7 100.0: 0.3 0.0
Old : 100.0: 57.6 70.9 29.1 13.0 0.0 99.7 100.0: 0.3 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 : 22: 16 3 4 3 0 21 5:
Old : 22: 16 3 4 3 0 21 5:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.1 99.5 85.6 100.0 46.4 70.9 62.5 70.9
Old : 66.1 99.5 85.6 100.0 46.4 70.9 62.5 70.9
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, June 17, 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 : 50,849: 8,679 19,627 328 41,763 30,757 50,770 50,712: 79 137
Old : 50,849: 8,679 19,627 328 41,763 30,757 50,770 50,712: 79 137
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2014 :
: -6,660: 6,500 1,133 -3,366 -9,823 -4,408 -6,689 -6,641: 29 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 38.6 0.6 82.1 60.5 99.8 99.7: 0.2 0.3
Old : 100.0: 17.1 38.6 0.6 82.1 60.5 99.8 99.7: 0.2 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 6 13 1 12 14 18 28:
Old : 44: 6 13 1 12 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 : 75.4 55.4 97.2 77.1 74.7 45.8 87.7 67.6
Old : 75.4 55.4 97.2 77.1 74.7 45.8 87.7 67.6
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 17, 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 : 32,325: 3,867 11,867 1,524 26,812 18,790 32,203 32,181: 122 144
Old : 32,325: 3,867 11,867 1,524 26,812 18,790 32,203 32,181: 122 144
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2014 :
: -12,745: 3,170 -1,851 -1,817 -14,133 -9,134 -12,780 -12,802: 35 57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 36.7 4.7 82.9 58.1 99.6 99.6: 0.4 0.4
Old : 100.0: 12.0 36.7 4.7 82.9 58.1 99.6 99.6: 0.4 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 : 40: 4 15 2 7 15 12 31:
Old : 40: 4 15 2 7 15 12 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 : 77.1 54.6 98.9 75.0 76.2 54.6 88.5 71.2
Old : 77.1 54.6 98.9 75.0 76.2 54.6 88.5 71.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 20, 2014