WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, June 24, 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 : 376,293: 102,315 135,851 58,041 179,514 136,289 339,870 330,181: 36,423 46,112
Old : 349,500: 92,711 138,105 51,344 171,475 120,312 315,530 309,761: 33,970 39,739
Other: 26,793: 14,316 2,458 1,985 8,039 15,977 24,340 20,420: 2,453 6,373
: : :
: : Changes in Commitments from: June 17, 2014 :
: -25,232: -20,676 8,074 -11,922 4,898 -20,066 -27,700 -23,914: 2,468 -1,318
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 36.1 15.4 47.7 36.2 90.3 87.7: 9.7 12.3
Old : 100.0: 26.5 39.5 14.7 49.1 34.4 90.3 88.6: 9.7 11.4
Other: 100.0: 53.4 9.2 7.4 30.0 59.6 90.8 76.2: 9.2 23.8
: : :
:# Traders : Number of Traders in Each Category :
All : 343: 91 124 103 97 88 251 260:
Old : 341: 95 123 97 94 86 244 254:
Other: 109: 14 24 9 27 57 50 83:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.2 13.6 28.3 22.1 17.3 12.7 27.3 20.1
Old : 19.0 14.6 29.1 23.3 18.9 14.1 28.8 22.1
Other: 60.8 25.6 71.1 42.0 60.8 24.1 68.4 36.5
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, June 24, 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 : 138,382: 52,056 30,728 10,769 59,033 72,744 121,858 114,241: 16,524 24,141
Old : 131,918: 51,287 30,610 8,914 55,785 71,220 115,986 110,744: 15,932 21,174
Other: 6,464: 2,474 1,823 150 3,248 1,524 5,872 3,497: 592 2,967
: : :
: : Changes in Commitments from: June 17, 2014 :
: -645: 3,409 48 -1,011 -3,480 2,699 -1,082 1,736: 437 -2,381
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.6 22.2 7.8 42.7 52.6 88.1 82.6: 11.9 17.4
Old : 100.0: 38.9 23.2 6.8 42.3 54.0 87.9 83.9: 12.1 16.1
Other: 100.0: 38.3 28.2 2.3 50.2 23.6 90.8 54.1: 9.2 45.9
: : :
:# Traders : Number of Traders in Each Category :
All : 181: 50 48 39 54 58 127 129:
Old : 180: 53 48 37 54 57 126 126:
Other: 59: 5 17 4 10 29 17 49:
:----------------------------------------------------------------------------------------------------
: 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 : 22.0 21.4 32.0 32.3 18.8 19.6 28.8 29.3
Old : 22.8 22.2 32.0 33.5 19.7 20.5 28.9 30.6
Other: 79.4 22.6 87.5 32.2 79.4 22.6 86.3 32.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, June 24, 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 : 1,362,700: 422,235 284,618 200,853 619,263 623,122 1,242,351 1,108,593: 120,349 254,107
Old : 619,771: 233,712 234,817 41,914 291,975 260,700 567,601 537,431: 52,170 82,340
Other: 742,929: 315,461 176,739 32,001 327,288 362,422 674,750 571,162: 68,179 171,767
: : :
: : Changes in Commitments from: June 17, 2014 :
: -43,480: -5,571 31,714 -35,650 -6,736 -36,399 -47,957 -40,335: 4,477 -3,145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 20.9 14.7 45.4 45.7 91.2 81.4: 8.8 18.6
Old : 100.0: 37.7 37.9 6.8 47.1 42.1 91.6 86.7: 8.4 13.3
Other: 100.0: 42.5 23.8 4.3 44.1 48.8 90.8 76.9: 9.2 23.1
: : :
:# Traders : Number of Traders in Each Category :
All : 693: 124 173 168 259 312 500 563:
Old : 597: 108 142 72 204 262 357 439:
Other: 621: 134 132 81 167 284 345 456:
:----------------------------------------------------------------------------------------------------
: 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 : 10.7 13.6 18.8 19.7 10.4 9.9 18.2 14.5
Old : 14.6 16.7 27.0 26.8 14.4 16.0 26.8 25.5
Other: 12.3 18.3 22.5 24.2 12.0 16.5 22.0 21.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, June 24, 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 : 7,773: 3,077 723 71 2,385 5,799 5,533 6,593: 2,240 1,180
Old : 7,773: 3,077 723 71 2,385 5,799 5,533 6,593: 2,240 1,180
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2014 :
: 116: 420 -192 -193 -399 348 -172 -37: 288 153
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.6 9.3 0.9 30.7 74.6 71.2 84.8: 28.8 15.2
Old : 100.0: 39.6 9.3 0.9 30.7 74.6 71.2 84.8: 28.8 15.2
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 : 36: 15 5 5 11 11 30 17:
Old : 36: 15 5 5 11 11 30 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.4 55.3 52.2 73.4 37.2 47.2 46.9 64.9
Old : 38.4 55.3 52.2 73.4 37.2 47.2 46.9 64.9
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 24, 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 : 608,364: 196,560 159,156 83,236 281,590 256,785 561,386 499,177: 46,978 109,187
Old : 117,316: 48,127 21,422 6,343 50,877 70,531 105,347 98,296: 11,969 19,020
Other: 491,048: 182,093 171,394 43,233 230,713 186,254 456,039 400,881: 35,009 90,167
: : :
: : Changes in Commitments from: June 17, 2014 :
: -8,524: -1,545 9,489 -3,196 -2,061 -10,448 -6,802 -4,155: -1,722 -4,369
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.3 26.2 13.7 46.3 42.2 92.3 82.1: 7.7 17.9
Old : 100.0: 41.0 18.3 5.4 43.4 60.1 89.8 83.8: 10.2 16.2
Other: 100.0: 37.1 34.9 8.8 47.0 37.9 92.9 81.6: 7.1 18.4
: : :
:# Traders : Number of Traders in Each Category :
All : 604: 160 178 175 158 219 436 478:
Old : 415: 117 88 35 114 139 251 248:
Other: 571: 152 178 115 98 195 324 426:
:----------------------------------------------------------------------------------------------------
: 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 12.1 20.4 18.2 10.7 11.6 18.8 17.2
Old : 22.4 18.4 31.7 28.1 21.9 17.5 29.5 27.2
Other: 12.9 12.9 22.3 19.7 12.4 12.5 21.7 19.1
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, June 24, 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 : 22,748: 16,373 944 64 2 5,026 16,439 6,034: 6,309 16,714
Old : 2,901: 2,471 6 0 2 172 2,473 178: 428 2,723
Other: 19,847: 13,937 973 29 0 4,854 13,966 5,856: 5,881 13,991
: : :
: : Changes in Commitments from: June 17, 2014 :
: 304: 169 13 39 0 287 208 339: 96 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.0 4.1 0.3 0.0 22.1 72.3 26.5: 27.7 73.5
Old : 100.0: 85.2 0.2 0.0 0.1 5.9 85.2 6.1: 14.8 93.9
Other: 100.0: 70.2 4.9 0.1 0.0 24.5 70.4 29.5: 29.6 70.5
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 3 3 2 1 16 5 20:
Old : 18: 3 2 0 1 12 4 14:
Other: 22: 3 3 2 0 16 4 20:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.3 11.1 72.3 17.1 72.0 10.9 72.0 16.8
Old : 85.2 4.7 85.2 5.6 85.2 4.7 85.2 5.6
Other: 70.4 12.3 70.4 18.9 70.2 12.1 70.2 18.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, June 24, 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 : 321,232: 105,277 85,875 33,318 149,403 171,606 287,998 290,799: 33,234 30,433
Old : 98,173: 36,016 18,001 6,043 43,890 61,296 85,949 85,340: 12,224 12,833
Other: 223,059: 80,828 79,441 15,708 105,513 110,310 202,049 205,459: 21,010 17,600
: : :
: : Changes in Commitments from: June 17, 2014 :
: -19,091: -2,086 -16,731 -3,294 -13,084 5,246 -18,464 -14,779: -627 -4,312
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.8 26.7 10.4 46.5 53.4 89.7 90.5: 10.3 9.5
Old : 100.0: 36.7 18.3 6.2 44.7 62.4 87.5 86.9: 12.5 13.1
Other: 100.0: 36.2 35.6 7.0 47.3 49.5 90.6 92.1: 9.4 7.9
: : :
:# Traders : Number of Traders in Each Category :
All : 284: 84 83 78 76 67 203 198:
Old : 191: 63 34 30 59 59 133 117:
Other: 248: 73 83 51 66 43 167 153:
:----------------------------------------------------------------------------------------------------
: 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 : 11.7 27.8 21.8 37.3 11.1 23.7 20.4 32.2
Old : 22.5 25.6 31.6 37.9 19.3 24.2 28.1 34.2
Other: 16.0 28.9 27.8 40.8 15.8 26.6 27.6 37.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, June 24, 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 : 739,097: 78,009 68,187 10,776 495,741 498,625 584,526 577,588: 154,571 161,509
Old : 739,097: 78,009 68,187 10,776 495,741 498,625 584,526 577,588: 154,571 161,509
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2014 :
: -16,969: -7,234 -11,496 -956 -5,006 -3,563 -13,196 -16,015: -3,773 -954
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 9.2 1.5 67.1 67.5 79.1 78.1: 20.9 21.9
Old : 100.0: 10.6 9.2 1.5 67.1 67.5 79.1 78.1: 20.9 21.9
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 : 172: 29 28 15 76 85 113 120:
Old : 172: 29 28 15 76 85 113 120:
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 15.5 34.8 26.2 21.1 12.4 29.2 20.1
Old : 23.9 15.5 34.8 26.2 21.1 12.4 29.2 20.1
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 24, 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 : 481,349: 49,524 38,006 4,616 326,201 348,982 380,341 391,604: 101,008 89,745
Old : 481,349: 49,524 38,006 4,616 326,201 348,982 380,341 391,604: 101,008 89,745
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2014 :
: -6,363: -1,331 396 -846 -3,602 -2,098 -5,779 -2,548: -584 -3,815
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 7.9 1.0 67.8 72.5 79.0 81.4: 21.0 18.6
Old : 100.0: 10.3 7.9 1.0 67.8 72.5 79.0 81.4: 21.0 18.6
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 : 83: 12 13 7 43 44 60 59:
Old : 83: 12 13 7 43 44 60 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 : 27.4 42.1 43.2 54.0 23.7 39.9 34.4 48.0
Old : 27.4 42.1 43.2 54.0 23.7 39.9 34.4 48.0
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 24, 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 : 6,839: 1,449 938 714 4,149 4,935 6,312 6,587: 527 252
Old : 6,839: 1,449 938 714 4,149 4,935 6,312 6,587: 527 252
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2014 :
: 157: -24 -80 116 82 137 174 173: -17 -16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 13.7 10.4 60.7 72.2 92.3 96.3: 7.7 3.7
Old : 100.0: 21.2 13.7 10.4 60.7 72.2 92.3 96.3: 7.7 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 : 43: 11 8 5 18 22 33 32:
Old : 43: 11 8 5 18 22 33 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 : 39.4 51.6 61.1 69.4 19.8 22.9 29.5 30.0
Old : 39.4 51.6 61.1 69.4 19.8 22.9 29.5 30.0
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 24, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 313,281: 96,894 60,826 27,759 142,371 195,063 267,024 283,648: 46,257 29,633
Old : 100,985: 27,971 15,615 4,135 48,495 67,976 80,601 87,726: 20,384 13,259
Other: 212,296: 79,279 55,567 13,268 93,876 127,087 186,423 195,922: 25,873 16,374
: : :
: : Changes in Commitments from: June 17, 2014 :
: -5,666: -8,450 316 898 1,448 -9,459 -6,104 -8,245: 438 2,579
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 19.4 8.9 45.4 62.3 85.2 90.5: 14.8 9.5
Old : 100.0: 27.7 15.5 4.1 48.0 67.3 79.8 86.9: 20.2 13.1
Other: 100.0: 37.3 26.2 6.2 44.2 59.9 87.8 92.3: 12.2 7.7
: : :
:# Traders : Number of Traders in Each Category :
All : 260: 75 71 65 84 88 203 187:
Old : 187: 45 38 29 76 72 137 125:
Other: 231: 69 66 42 64 63 162 146:
:----------------------------------------------------------------------------------------------------
: 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 : 12.4 28.5 20.3 38.7 9.0 21.5 16.3 30.4
Old : 25.8 23.4 36.5 32.7 24.4 18.8 33.9 27.2
Other: 11.0 32.8 20.0 44.5 10.4 30.3 19.2 41.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, June 24, 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 : 9,147: 1,225 2,102 815 5,082 4,286 7,122 7,203: 2,025 1,944
Old : 2,049: 28 385 0 1,552 1,231 1,580 1,616: 469 433
Other: 7,098: 1,482 2,002 530 3,530 3,055 5,542 5,587: 1,556 1,511
: : :
: : Changes in Commitments from: June 17, 2014 :
: -206: -190 55 31 41 -425 -118 -339: -88 133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 23.0 8.9 55.6 46.9 77.9 78.7: 22.1 21.3
Old : 100.0: 1.4 18.8 0.0 75.7 60.1 77.1 78.9: 22.9 21.1
Other: 100.0: 20.9 28.2 7.5 49.7 43.0 78.1 78.7: 21.9 21.3
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 15 17 6 20 16 38 36:
Old : 19: 3 4 0 9 3 12 7:
Other: 57: 16 16 6 18 14 36 34:
:----------------------------------------------------------------------------------------------------
: 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 : 35.7 35.5 49.7 51.1 34.5 34.4 43.4 44.6
Old : 64.4 74.8 75.6 78.9 64.4 74.8 75.6 78.9
Other: 40.3 30.8 51.3 50.2 37.2 29.3 46.2 45.7
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, June 24, 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 : 1,040,201: 213,156 232,556 9,243 728,714 652,532 951,113 894,331: 89,088 145,870
Old : 1,040,201: 213,156 232,556 9,243 728,714 652,532 951,113 894,331: 89,088 145,870
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2014 :
: -1,094: 9,181 2,008 -5,887 12,993 -5,541 16,287 -9,420: -17,381 8,326
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 22.4 0.9 70.1 62.7 91.4 86.0: 8.6 14.0
Old : 100.0: 20.5 22.4 0.9 70.1 62.7 91.4 86.0: 8.6 14.0
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 : 240: 40 42 16 84 122 128 176:
Old : 240: 40 42 16 84 122 128 176:
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 : 31.8 20.4 43.7 29.6 30.2 20.4 41.3 29.5
Old : 31.8 20.4 43.7 29.6 30.2 20.4 41.3 29.5
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 24, 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 : 2,585,200: 402,746 430,038 37,659 1,884,109 1,654,286 2,324,514 2,121,983: 260,686 463,217
Old : 2,585,200: 402,746 430,038 37,659 1,884,109 1,654,286 2,324,514 2,121,983: 260,686 463,217
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2014 :
: -15,886: 37,024 -21,514 -1,830 -32,353 8,787 2,841 -14,557: -18,727 -1,329
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 16.6 1.5 72.9 64.0 89.9 82.1: 10.1 17.9
Old : 100.0: 15.6 16.6 1.5 72.9 64.0 89.9 82.1: 10.1 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 : 356: 50 99 39 126 165 202 277:
Old : 356: 50 99 39 126 165 202 277:
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 : 41.7 21.2 50.3 26.4 40.2 18.5 47.9 23.1
Old : 41.7 21.2 50.3 26.4 40.2 18.5 47.9 23.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, June 24, 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 : 2,122,197: 302,546 286,853 28,667 1,571,932 1,432,172 1,903,145 1,747,692: 219,052 374,505
Old : 2,122,197: 302,546 286,853 28,667 1,571,932 1,432,172 1,903,145 1,747,692: 219,052 374,505
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2014 :
: 8,668: -9,796 -26,618 907 14,410 14,467 5,521 -11,244: 3,147 19,912
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 13.5 1.4 74.1 67.5 89.7 82.4: 10.3 17.6
Old : 100.0: 14.3 13.5 1.4 74.1 67.5 89.7 82.4: 10.3 17.6
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 : 273: 38 57 26 110 135 166 200:
Old : 273: 38 57 26 110 135 166 200:
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 21.8 41.7 30.8 29.1 19.3 37.1 26.4
Old : 31.9 21.8 41.7 30.8 29.1 19.3 37.1 26.4
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 24, 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 : 417,521: 30,368 88,677 78,486 281,274 197,922 390,128 365,085: 27,393 52,436
Old : 417,521: 30,368 88,677 78,486 281,274 197,922 390,128 365,085: 27,393 52,436
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2014 :
: 13,915: 426 1,699 3,699 10,634 9,862 14,759 15,260: -844 -1,345
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 21.2 18.8 67.4 47.4 93.4 87.4: 6.6 12.6
Old : 100.0: 7.3 21.2 18.8 67.4 47.4 93.4 87.4: 6.6 12.6
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 : 81: 14 21 21 36 40 60 74:
Old : 81: 14 21 21 36 40 60 74:
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 21.7 59.6 35.4 41.6 18.9 46.7 27.9
Old : 50.6 21.7 59.6 35.4 41.6 18.9 46.7 27.9
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 24, 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 : 58,112: 14,579 15,334 216 35,549 35,279 50,343 50,828: 7,769 7,284
Old : 58,112: 14,579 15,334 216 35,549 35,279 50,343 50,828: 7,769 7,284
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2014 :
: -25,357: -2,911 1,568 -531 -20,020 -26,066 -23,462 -25,029: -1,895 -328
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 26.4 0.4 61.2 60.7 86.6 87.5: 13.4 12.5
Old : 100.0: 25.1 26.4 0.4 61.2 60.7 86.6 87.5: 13.4 12.5
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 : 110: 27 27 7 43 21 72 53:
Old : 110: 27 27 7 43 21 72 53:
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 38.7 41.9 58.2 27.7 38.7 41.9 58.0
Old : 27.8 38.7 41.9 58.2 27.7 38.7 41.9 58.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders - Futures Only, June 24, 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 : 116,223: 29,157 30,667 432 71,097 70,557 100,686 101,656: 15,537 14,567
Old : 116,223: 29,157 30,667 432 71,097 70,557 100,686 101,656: 15,537 14,567
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2014 :
: -50,713: -5,822 3,136 -1,062 -40,039 -52,131 -46,923 -50,057: -3,790 -656
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 26.4 0.4 61.2 60.7 86.6 87.5: 13.4 12.5
Old : 100.0: 25.1 26.4 0.4 61.2 60.7 86.6 87.5: 13.4 12.5
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 : 110: 27 27 7 43 21 72 53:
Old : 110: 27 27 7 43 21 72 53:
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 38.7 41.9 58.2 27.7 38.7 41.9 58.0
Old : 27.8 38.7 41.9 58.2 27.7 38.7 41.9 58.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders - Futures Only, June 24, 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 : 15,369: 13,329 14,285 982 1,018 100 15,329 15,367: 40 2
Old : 15,369: 13,329 14,285 982 1,018 100 15,329 15,367: 40 2
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2014 :
: -5,529: 1,297 -523 -5,104 -1,699 100 -5,506 -5,527: -23 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.7 92.9 6.4 6.6 0.7 99.7 100.0: 0.3 0.0
Old : 100.0: 86.7 92.9 6.4 6.6 0.7 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 : 24: 17 4 3 2 1 20 7:
Old : 24: 17 4 3 2 1 20 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 : 66.3 98.2 86.6 100.0 64.8 93.2 84.3 93.6
Old : 66.3 98.2 86.6 100.0 64.8 93.2 84.3 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, June 24, 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 : 50,974: 8,246 19,794 347 42,306 30,691 50,899 50,832: 75 142
Old : 50,974: 8,246 19,794 347 42,306 30,691 50,899 50,832: 75 142
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2014 :
: 125: -433 167 19 543 -66 129 120: -4 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 38.8 0.7 83.0 60.2 99.9 99.7: 0.1 0.3
Old : 100.0: 16.2 38.8 0.7 83.0 60.2 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 : 46: 6 14 2 13 14 19 30:
Old : 46: 6 14 2 13 14 19 30:
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 : 74.6 54.7 97.1 76.3 73.9 45.2 87.8 66.7
Old : 74.6 54.7 97.1 76.3 73.9 45.2 87.8 66.7
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 24, 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 : 32,924: 3,650 11,859 1,574 27,641 19,355 32,865 32,788: 59 136
Old : 32,924: 3,650 11,859 1,574 27,641 19,355 32,865 32,788: 59 136
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2014 :
: 599: -217 -8 50 829 565 662 607: -63 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 36.0 4.8 84.0 58.8 99.8 99.6: 0.2 0.4
Old : 100.0: 11.1 36.0 4.8 84.0 58.8 99.8 99.6: 0.2 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 5 15 2 8 16 14 32:
Old : 43: 5 15 2 8 16 14 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 : 79.6 54.8 99.1 75.4 78.4 54.8 90.3 71.0
Old : 79.6 54.8 99.1 75.4 78.4 54.8 90.3 71.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 27, 2014