WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, December 31, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 411,316: 129,332 191,324 66,791 184,165 105,481 380,288 363,596: 31,028 47,720
Old : 316,749: 121,590 180,194 30,058 143,609 71,798 295,257 282,050: 21,492 34,699
Other: 94,567: 32,389 35,777 12,086 40,556 33,683 85,031 81,546: 9,536 13,021
: : :
: : Changes in Commitments from: December 24, 2013 :
: 7,157: -1,396 2,219 3,532 2,980 2,562 5,116 8,313: 2,041 -1,156
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 46.5 16.2 44.8 25.6 92.5 88.4: 7.5 11.6
Old : 100.0: 38.4 56.9 9.5 45.3 22.7 93.2 89.0: 6.8 11.0
Other: 100.0: 34.2 37.8 12.8 42.9 35.6 89.9 86.2: 10.1 13.8
: : :
:# Traders : Number of Traders in Each Category :
All : 373: 100 150 101 92 92 251 295:
Old : 360: 111 138 62 77 74 216 246:
Other: 205: 41 65 41 55 80 125 163:
:----------------------------------------------------------------------------------------------------
: 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 : 15.9 10.7 27.2 20.1 15.8 10.6 25.7 19.7
Old : 17.3 13.4 29.4 24.8 17.3 13.4 27.8 23.8
Other: 32.1 18.4 49.5 30.1 31.7 17.8 43.4 27.2
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, December 31, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 153,891: 50,004 40,478 20,404 67,093 65,096 137,501 125,978: 16,390 27,913
Old : 111,157: 49,339 37,911 5,766 43,467 49,432 98,572 93,109: 12,585 18,048
Other: 42,734: 11,977 13,879 3,326 23,626 15,664 38,929 32,869: 3,805 9,865
: : :
: : Changes in Commitments from: December 24, 2013 :
: 4,774: 1,858 3,247 1,158 1,194 -1,080 4,210 3,325: 564 1,449
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.5 26.3 13.3 43.6 42.3 89.3 81.9: 10.7 18.1
Old : 100.0: 44.4 34.1 5.2 39.1 44.5 88.7 83.8: 11.3 16.2
Other: 100.0: 28.0 32.5 7.8 55.3 36.7 91.1 76.9: 8.9 23.1
: : :
:# Traders : Number of Traders in Each Category :
All : 183: 57 47 45 51 55 128 131:
Old : 176: 55 46 24 46 48 114 105:
Other: 117: 19 33 13 35 40 64 77:
:----------------------------------------------------------------------------------------------------
: 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 : 18.9 24.4 29.5 34.7 16.0 20.8 25.9 30.0
Old : 24.1 29.6 35.0 39.0 22.5 29.6 33.4 39.0
Other: 29.2 31.1 47.8 40.7 29.2 29.3 47.4 38.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, December 31, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,202,945: 308,845 401,720 171,172 595,243 402,209 1,075,260 975,101: 127,685 227,844
Old : 992,586: 275,780 382,989 118,595 488,150 324,407 882,525 825,991: 110,061 166,595
Other: 210,359: 82,693 68,359 2,949 107,093 77,802 192,735 149,110: 17,624 61,249
: : :
: : Changes in Commitments from: December 24, 2013 :
: 24,813: -3,870 11,962 8,059 21,475 3,401 25,664 23,422: -851 1,391
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 33.4 14.2 49.5 33.4 89.4 81.1: 10.6 18.9
Old : 100.0: 27.8 38.6 11.9 49.2 32.7 88.9 83.2: 11.1 16.8
Other: 100.0: 39.3 32.5 1.4 50.9 37.0 91.6 70.9: 8.4 29.1
: : :
:# Traders : Number of Traders in Each Category :
All : 662: 126 173 147 240 268 460 516:
Old : 654: 131 178 119 234 252 437 482:
Other: 405: 64 82 24 78 210 154 308:
:----------------------------------------------------------------------------------------------------
: 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 : 11.5 10.5 20.7 17.6 11.4 10.0 20.0 16.0
Old : 12.8 11.1 22.5 18.9 12.3 10.5 21.3 18.0
Other: 29.6 21.5 44.7 29.5 29.6 21.1 44.6 29.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, December 31, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 9,302: 3,207 502 162 3,936 7,541 7,305 8,205: 1,997 1,097
Old : 8,750: 3,264 455 101 3,543 7,235 6,908 7,791: 1,842 959
Other: 552: 4 108 0 393 306 397 414: 155 138
: : :
: : Changes in Commitments from: December 24, 2013 :
: -17: 76 48 -34 15 23 57 37: -74 -54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.5 5.4 1.7 42.3 81.1 78.5 88.2: 21.5 11.8
Old : 100.0: 37.3 5.2 1.2 40.5 82.7 78.9 89.0: 21.1 11.0
Other: 100.0: 0.7 19.6 0.0 71.2 55.4 71.9 75.0: 28.1 25.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 17 6 5 12 13 32 22:
Old : 44: 18 6 4 9 13 28 22:
Other: 15: 1 3 0 8 5 9 8:
:----------------------------------------------------------------------------------------------------
: 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 : 44.5 50.6 58.1 70.6 43.4 50.6 54.2 67.8
Old : 44.3 51.2 57.7 71.9 44.3 51.2 55.5 69.0
Other: 66.8 59.8 71.6 75.0 64.9 59.8 68.7 71.7
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, December 31, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 575,756: 229,906 64,117 86,275 209,859 342,217 526,040 492,609: 49,716 83,147
Old : 477,002: 219,495 55,792 50,581 166,206 311,138 436,282 417,511: 40,720 59,491
Other: 98,754: 40,832 38,746 5,273 43,653 31,079 89,758 75,098: 8,996 23,656
: : :
: : Changes in Commitments from: December 24, 2013 :
: -52,844: -15,214 -5,229 -1,553 -29,150 -41,726 -45,917 -48,508: -6,927 -4,336
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.9 11.1 15.0 36.4 59.4 91.4 85.6: 8.6 14.4
Old : 100.0: 46.0 11.7 10.6 34.8 65.2 91.5 87.5: 8.5 12.5
Other: 100.0: 41.3 39.2 5.3 44.2 31.5 90.9 76.0: 9.1 24.0
: : :
:# Traders : Number of Traders in Each Category :
All : 474: 140 122 114 123 180 324 371:
Old : 459: 142 115 95 111 168 301 338:
Other: 264: 46 77 21 57 110 117 197:
:----------------------------------------------------------------------------------------------------
: 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 : 9.8 21.3 18.1 29.2 9.7 19.4 17.9 26.9
Old : 11.7 23.7 21.4 33.2 11.7 22.7 21.3 30.6
Other: 23.1 25.8 39.0 36.0 22.9 24.1 38.9 34.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, December 31, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 339,784: 76,405 111,897 46,355 182,702 142,133 305,462 300,385: 34,322 39,399
Old : 312,974: 77,853 113,858 36,205 169,208 126,577 283,266 276,640: 29,708 36,334
Other: 26,810: 4,781 4,268 3,921 13,494 15,556 22,196 23,745: 4,614 3,065
: : :
: : Changes in Commitments from: December 24, 2013 :
: -1,989: -404 3,127 -1,165 1,718 -2,713 149 -751: -2,138 -1,238
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 32.9 13.6 53.8 41.8 89.9 88.4: 10.1 11.6
Old : 100.0: 24.9 36.4 11.6 54.1 40.4 90.5 88.4: 9.5 11.6
Other: 100.0: 17.8 15.9 14.6 50.3 58.0 82.8 88.6: 17.2 11.4
: : :
:# Traders : Number of Traders in Each Category :
All : 278: 61 98 75 84 58 192 202:
Old : 277: 63 101 68 84 55 188 195:
Other: 71: 14 12 12 33 12 52 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 : 12.1 22.7 21.1 31.1 9.3 14.7 17.1 21.9
Old : 12.9 21.9 22.3 30.7 9.9 17.0 18.0 24.8
Other: 35.7 50.5 51.2 65.1 28.4 45.0 41.8 56.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, December 31, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 648,059: 118,867 79,654 8,148 411,372 388,146 538,387 475,948: 109,672 172,111
Old : 648,059: 118,867 79,654 8,148 411,372 388,146 538,387 475,948: 109,672 172,111
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2013 :
: 18,045: 26,600 5,027 -655 -2,191 8,779 23,754 13,151: -5,709 4,894
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 12.3 1.3 63.5 59.9 83.1 73.4: 16.9 26.6
Old : 100.0: 18.3 12.3 1.3 63.5 59.9 83.1 73.4: 16.9 26.6
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 : 160: 27 35 15 64 76 96 121:
Old : 160: 27 35 15 64 76 96 121:
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 : 25.0 12.5 37.9 21.6 24.4 9.4 33.1 16.7
Old : 25.0 12.5 37.9 21.6 24.4 9.4 33.1 16.7
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, December 31, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 452,154: 51,214 66,827 1,284 326,289 293,778 378,787 361,889: 73,367 90,265
Old : 452,154: 51,214 66,827 1,284 326,289 293,778 378,787 361,889: 73,367 90,265
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2013 :
: -1,947: -565 -949 -1,057 2,404 -4,419 782 -6,425: -2,729 4,478
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 14.8 0.3 72.2 65.0 83.8 80.0: 16.2 20.0
Old : 100.0: 11.3 14.8 0.3 72.2 65.0 83.8 80.0: 16.2 20.0
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 : 83: 8 16 4 42 43 52 61:
Old : 83: 8 16 4 42 43 52 61:
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 : 27.7 32.9 46.5 48.0 24.6 32.9 40.6 46.8
Old : 27.7 32.9 46.5 48.0 24.6 32.9 40.6 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, December 31, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 3,143: 945 362 280 1,391 2,332 2,616 2,974: 527 169
Old : 3,143: 945 362 280 1,391 2,332 2,616 2,974: 527 169
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2013 :
: -106: -43 -24 4 -19 -79 -58 -99: -48 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 11.5 8.9 44.3 74.2 83.2 94.6: 16.8 5.4
Old : 100.0: 30.1 11.5 8.9 44.3 74.2 83.2 94.6: 16.8 5.4
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 : 33: 9 4 6 13 13 26 20:
Old : 33: 9 4 6 13 13 26 20:
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 60.7 52.4 76.4 35.1 55.5 49.0 66.5
Old : 35.1 60.7 52.4 76.4 35.1 55.5 49.0 66.5
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, December 31, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 261,916: 99,681 52,363 21,948 96,007 159,100 217,636 233,411: 44,280 28,505
Old : 237,128: 95,694 51,944 17,351 84,280 141,670 197,325 210,965: 39,803 26,163
Other: 24,788: 7,213 3,645 1,371 11,727 17,430 20,311 22,446: 4,477 2,342
: : :
: : Changes in Commitments from: December 24, 2013 :
: -15,267: -1,794 -574 -2,805 -6,042 -11,499 -10,641 -14,878: -4,626 -389
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.1 20.0 8.4 36.7 60.7 83.1 89.1: 16.9 10.9
Old : 100.0: 40.4 21.9 7.3 35.5 59.7 83.2 89.0: 16.8 11.0
Other: 100.0: 29.1 14.7 5.5 47.3 70.3 81.9 90.6: 18.1 9.4
: : :
:# Traders : Number of Traders in Each Category :
All : 239: 79 54 55 66 78 180 161:
Old : 237: 73 60 52 65 77 174 160:
Other: 83: 26 13 12 33 15 64 36:
:----------------------------------------------------------------------------------------------------
: 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 : 9.1 33.5 17.2 43.0 9.0 29.7 17.1 38.0
Old : 9.9 34.0 18.7 43.3 9.8 30.7 18.6 39.1
Other: 22.4 49.4 37.5 72.6 22.4 39.9 37.4 63.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, December 31, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 6,959: 941 1,449 13 4,621 4,480 5,575 5,942: 1,384 1,017
Old : 6,919: 954 1,449 0 4,621 4,467 5,575 5,916: 1,344 1,003
Other: 40: 0 13 0 0 13 0 26: 40 14
: : :
: : Changes in Commitments from: December 24, 2013 :
: -282: 85 59 -38 -89 -27 -42 -6: -240 -276
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 20.8 0.2 66.4 64.4 80.1 85.4: 19.9 14.6
Old : 100.0: 13.8 20.9 0.0 66.8 64.6 80.6 85.5: 19.4 14.5
Other: 100.0: 0.0 32.5 0.0 0.0 32.5 0.0 65.0: 100.0 35.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 9 7 1 14 9 23 17:
Old : 37: 9 7 0 14 8 23 15:
Other: 4: 0 1 0 0 3 0 4:
:----------------------------------------------------------------------------------------------------
: 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 : 48.8 63.0 62.5 76.2 48.7 62.9 62.4 76.0
Old : 49.0 63.4 62.8 76.5 49.0 63.2 62.8 76.4
Other: 0.0 65.0 0.0 65.0 0.0 65.0 0.0 65.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, December 31, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 760,802: 161,591 157,426 8,123 493,807 495,017 663,521 660,566: 97,281 100,236
Old : 760,802: 161,591 157,426 8,123 493,807 495,017 663,521 660,566: 97,281 100,236
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2013 :
: -42,505: -41,312 -10,918 -547 824 -28,990 -41,035 -40,455: -1,470 -2,050
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 20.7 1.1 64.9 65.1 87.2 86.8: 12.8 13.2
Old : 100.0: 21.2 20.7 1.1 64.9 65.1 87.2 86.8: 12.8 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 : 196: 40 28 14 87 86 132 123:
Old : 196: 40 28 14 87 86 132 123:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.8 25.3 26.8 38.3 15.4 24.2 23.8 35.3
Old : 16.8 25.3 26.8 38.3 15.4 24.2 23.8 35.3
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, December 31, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 2,211,389: 207,280 380,954 45,158 1,743,348 1,326,190 1,995,786 1,752,302: 215,603 459,087
Old : 2,211,389: 207,280 380,954 45,158 1,743,348 1,326,190 1,995,786 1,752,302: 215,603 459,087
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2013 :
: 47,461: -45,473 22,433 7,221 78,434 -11,183 40,182 18,471: 7,279 28,990
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 17.2 2.0 78.8 60.0 90.3 79.2: 9.7 20.8
Old : 100.0: 9.4 17.2 2.0 78.8 60.0 90.3 79.2: 9.7 20.8
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 : 300: 36 81 36 117 136 179 227:
Old : 300: 36 81 36 117 136 179 227:
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 : 35.2 17.2 51.0 24.4 32.5 13.6 46.8 18.5
Old : 35.2 17.2 51.0 24.4 32.5 13.6 46.8 18.5
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, December 31, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,873,458: 268,937 289,991 11,729 1,423,625 1,214,671 1,704,291 1,516,391: 169,167 357,067
Old : 1,873,458: 268,937 289,991 11,729 1,423,625 1,214,671 1,704,291 1,516,391: 169,167 357,067
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2013 :
: -3,864: -30,440 28,051 -7,152 55,566 -45,269 17,974 -24,370: -21,838 20,506
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 15.5 0.6 76.0 64.8 91.0 80.9: 9.0 19.1
Old : 100.0: 14.4 15.5 0.6 76.0 64.8 91.0 80.9: 9.0 19.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 242: 37 53 15 87 117 135 174:
Old : 242: 37 53 15 87 117 135 174:
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 : 35.7 17.8 49.6 27.6 35.1 16.7 48.0 25.1
Old : 35.7 17.8 49.6 27.6 35.1 16.7 48.0 25.1
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, December 31, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 305,091: 17,300 55,593 50,116 210,492 152,445 277,908 258,154: 27,183 46,937
Old : 305,091: 17,300 55,593 50,116 210,492 152,445 277,908 258,154: 27,183 46,937
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2013 :
: -1,829: -95 -4 1,331 -1,782 -2,767 -546 -1,440: -1,283 -389
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 18.2 16.4 69.0 50.0 91.1 84.6: 8.9 15.4
Old : 100.0: 5.7 18.2 16.4 69.0 50.0 91.1 84.6: 8.9 15.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 63: 9 19 14 31 29 50 52:
Old : 63: 9 19 14 31 29 50 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.8 30.8 56.3 44.8 31.8 23.9 39.2 29.8
Old : 42.8 30.8 56.3 44.8 31.8 23.9 39.2 29.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders - Futures Only, December 31, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 59,809: 14,937 10,354 251 36,124 41,513 51,312 52,117: 8,497 7,692
Old : 59,809: 14,937 10,354 251 36,124 41,513 51,312 52,117: 8,497 7,692
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2013 :
: 55: -246 -273 -39 -9 -41 -294 -353: 349 407
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 17.3 0.4 60.4 69.4 85.8 87.1: 14.2 12.9
Old : 100.0: 25.0 17.3 0.4 60.4 69.4 85.8 87.1: 14.2 12.9
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 : 98: 25 21 6 36 20 63 45:
Old : 98: 25 21 6 36 20 63 45:
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 : 26.6 47.8 42.2 67.0 26.6 47.5 41.9 66.7
Old : 26.6 47.8 42.2 67.0 26.6 47.5 41.9 66.7
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, December 31, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 119,617: 29,874 20,707 501 72,248 83,025 102,623 104,233: 16,994 15,384
Old : 119,617: 29,874 20,707 501 72,248 83,025 102,623 104,233: 16,994 15,384
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2013 :
: 109: -492 -545 -78 -18 -82 -588 -705: 697 814
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 17.3 0.4 60.4 69.4 85.8 87.1: 14.2 12.9
Old : 100.0: 25.0 17.3 0.4 60.4 69.4 85.8 87.1: 14.2 12.9
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 : 98: 25 21 6 36 20 63 45:
Old : 98: 25 21 6 36 20 63 45:
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 : 26.6 47.8 42.2 67.0 26.6 47.5 41.9 66.7
Old : 26.6 47.8 42.2 67.0 26.6 47.5 41.9 66.7
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, December 31, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 51,890: 3,066 20,682 0 48,775 31,078 51,841 51,760: 49 130
Old : 51,890: 3,066 20,682 0 48,775 31,078 51,841 51,760: 49 130
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2013 :
: 2,145: -2,144 -3,043 0 4,274 5,183 2,130 2,140: 15 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 39.9 0.0 94.0 59.9 99.9 99.7: 0.1 0.3
Old : 100.0: 5.9 39.9 0.0 94.0 59.9 99.9 99.7: 0.1 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 3 17 0 12 18 15 35:
Old : 48: 3 17 0 12 18 15 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 84.8 46.0 97.4 67.1 78.6 35.7 88.9 56.8
Old : 84.8 46.0 97.4 67.1 78.6 35.7 88.9 56.8
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, December 31, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 34,001: 495 19,929 0 33,501 14,003 33,996 33,932: 5 69
Old : 34,001: 495 19,929 0 33,501 14,003 33,996 33,932: 5 69
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2013 :
: 3,755: -696 496 0 4,447 3,260 3,751 3,756: 4 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 58.6 0.0 98.5 41.2 100.0 99.8: 0.0 0.2
Old : 100.0: 1.5 58.6 0.0 98.5 41.2 100.0 99.8: 0.0 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 : 35: 2 13 0 8 14 10 27:
Old : 35: 2 13 0 8 14 10 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 : 84.2 66.9 99.7 85.5 83.2 56.3 86.8 72.3
Old : 84.2 66.9 99.7 85.5 83.2 56.3 86.8 72.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 6, 2014