WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, January 28, 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 : 444,827: 133,862 191,604 84,291 192,556 120,472 410,709 396,367: 34,118 48,460
Old : 323,961: 127,202 180,603 35,794 137,685 74,378 300,681 290,775: 23,280 33,186
Other: 120,866: 39,867 44,208 15,290 54,871 46,094 110,028 105,592: 10,838 15,274
: : :
: : Changes in Commitments from: January 21, 2014 :
: 10,358: -677 6,089 414 9,921 7,132 9,658 13,635: 700 -3,277
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 43.1 18.9 43.3 27.1 92.3 89.1: 7.7 10.9
Old : 100.0: 39.3 55.7 11.0 42.5 23.0 92.8 89.8: 7.2 10.2
Other: 100.0: 33.0 36.6 12.7 45.4 38.1 91.0 87.4: 9.0 12.6
: : :
:# Traders : Number of Traders in Each Category :
All : 386: 107 144 129 105 89 292 298:
Old : 373: 115 134 80 90 69 250 243:
Other: 237: 55 76 48 66 76 151 176:
:----------------------------------------------------------------------------------------------------
: 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 : 14.8 10.9 25.8 20.2 14.2 10.8 23.8 19.5
Old : 16.8 14.2 28.8 25.7 15.9 14.2 27.7 25.3
Other: 28.1 19.5 43.6 30.1 25.4 18.2 38.9 26.1
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, January 28, 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 : 160,310: 50,840 45,760 22,508 71,430 66,395 144,778 134,663: 15,532 25,647
Old : 111,151: 51,234 41,746 7,058 42,581 46,206 100,873 95,010: 10,278 16,141
Other: 49,159: 11,916 16,324 3,140 28,849 20,189 43,905 39,653: 5,254 9,506
: : :
: : Changes in Commitments from: January 21, 2014 :
: 452: 88 1,141 -152 540 -238 476 751: -24 -299
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 28.5 14.0 44.6 41.4 90.3 84.0: 9.7 16.0
Old : 100.0: 46.1 37.6 6.3 38.3 41.6 90.8 85.5: 9.2 14.5
Other: 100.0: 24.2 33.2 6.4 58.7 41.1 89.3 80.7: 10.7 19.3
: : :
:# Traders : Number of Traders in Each Category :
All : 200: 53 54 57 58 56 148 144:
Old : 193: 62 50 38 55 48 138 117:
Other: 131: 24 39 13 36 47 66 93:
:----------------------------------------------------------------------------------------------------
: 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 : 18.6 25.3 29.7 35.2 15.5 20.2 25.1 28.3
Old : 25.9 32.4 37.2 41.5 24.6 32.4 34.9 41.3
Other: 30.3 31.1 46.4 41.8 30.3 30.6 45.8 39.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, January 28, 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 : 1,315,853: 324,400 379,982 190,118 664,843 497,239 1,179,361 1,067,339: 136,492 248,514
Old : 1,046,427: 292,482 371,794 105,288 535,847 394,280 933,617 871,362: 112,810 175,065
Other: 269,426: 107,881 84,151 8,867 128,996 102,959 245,744 195,977: 23,682 73,449
: : :
: : Changes in Commitments from: January 21, 2014 :
: 5,309: -3,582 -13,191 -5,439 10,759 20,213 1,738 1,583: 3,571 3,726
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 28.9 14.4 50.5 37.8 89.6 81.1: 10.4 18.9
Old : 100.0: 28.0 35.5 10.1 51.2 37.7 89.2 83.3: 10.8 16.7
Other: 100.0: 40.0 31.2 3.3 47.9 38.2 91.2 72.7: 8.8 27.3
: : :
:# Traders : Number of Traders in Each Category :
All : 683: 129 189 158 237 292 472 549:
Old : 668: 125 191 123 224 272 432 509:
Other: 448: 72 90 36 97 229 189 340:
:----------------------------------------------------------------------------------------------------
: 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 10.1 20.6 16.2 11.6 9.2 20.5 14.2
Old : 13.2 10.3 23.3 16.8 13.1 9.1 23.3 14.9
Other: 21.6 19.7 32.8 27.0 21.6 19.3 32.6 26.2
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, January 28, 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 : 11,445: 3,436 692 708 4,422 7,718 8,566 9,118: 2,879 2,327
Old : 9,601: 3,674 753 238 3,393 6,673 7,305 7,664: 2,296 1,937
Other: 1,844: 159 336 73 1,029 1,045 1,261 1,454: 583 390
: : :
: : Changes in Commitments from: January 21, 2014 :
: 721: -225 -69 208 177 114 160 253: 561 468
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 6.0 6.2 38.6 67.4 74.8 79.7: 25.2 20.3
Old : 100.0: 38.3 7.8 2.5 35.3 69.5 76.1 79.8: 23.9 20.2
Other: 100.0: 8.6 18.2 4.0 55.8 56.7 68.4 78.9: 31.6 21.1
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 18 8 8 13 13 35 26:
Old : 48: 16 10 6 11 13 33 24:
Other: 19: 5 2 5 8 8 15 13:
:----------------------------------------------------------------------------------------------------
: 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 39.7 49.4 55.4 33.6 39.6 44.5 50.9
Old : 37.7 43.5 53.4 60.5 37.1 43.5 52.4 57.4
Other: 53.3 57.3 64.3 75.2 50.2 54.8 57.9 69.9
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, January 28, 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 : 591,635: 226,057 73,107 92,893 221,459 334,457 540,409 500,457: 51,226 91,178
Old : 462,318: 208,178 56,236 52,837 163,184 294,331 424,199 403,404: 38,119 58,914
Other: 129,317: 49,099 48,091 8,836 58,275 40,126 116,210 97,053: 13,107 32,264
: : :
: : Changes in Commitments from: January 21, 2014 :
: -12,313: -9,460 -4,400 -1,240 -1,252 -10,581 -11,952 -16,221: -361 3,908
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.2 12.4 15.7 37.4 56.5 91.3 84.6: 8.7 15.4
Old : 100.0: 45.0 12.2 11.4 35.3 63.7 91.8 87.3: 8.2 12.7
Other: 100.0: 38.0 37.2 6.8 45.1 31.0 89.9 75.1: 10.1 24.9
: : :
:# Traders : Number of Traders in Each Category :
All : 507: 150 144 145 128 175 360 399:
Old : 486: 162 122 124 111 165 329 364:
Other: 315: 60 106 26 70 115 145 233:
:----------------------------------------------------------------------------------------------------
: 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 : 9.7 21.4 18.5 28.6 9.3 19.9 17.4 25.1
Old : 12.3 25.3 23.0 33.3 11.9 23.8 22.1 30.4
Other: 17.8 18.7 29.1 26.6 17.7 15.4 28.9 23.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, January 28, 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 : 375,936: 89,773 140,160 47,394 203,950 147,821 341,117 335,375: 34,819 40,561
Old : 336,120: 90,777 139,926 34,703 182,102 124,122 307,582 298,751: 28,538 37,369
Other: 39,816: 7,025 8,263 4,662 21,848 23,699 33,535 36,624: 6,281 3,192
: : :
: : Changes in Commitments from: January 21, 2014 :
: 453: 898 -2,569 53 2,018 6,947 2,969 4,431: -2,516 -3,978
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 37.3 12.6 54.3 39.3 90.7 89.2: 9.3 10.8
Old : 100.0: 27.0 41.6 10.3 54.2 36.9 91.5 88.9: 8.5 11.1
Other: 100.0: 17.6 20.8 11.7 54.9 59.5 84.2 92.0: 15.8 8.0
: : :
:# Traders : Number of Traders in Each Category :
All : 309: 78 108 92 86 63 222 223:
Old : 308: 85 108 83 84 60 217 214:
Other: 100: 24 20 17 42 22 74 53:
:----------------------------------------------------------------------------------------------------
: 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 : 12.6 19.9 20.8 27.2 9.5 10.8 17.3 17.7
Old : 13.6 17.4 22.1 25.4 10.3 10.8 18.6 18.0
Other: 24.6 46.9 38.7 61.7 19.8 42.2 31.3 53.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, January 28, 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 : 672,669: 133,500 64,967 7,932 395,055 440,755 536,487 513,654: 136,182 159,015
Old : 672,669: 133,500 64,967 7,932 395,055 440,755 536,487 513,654: 136,182 159,015
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2014 :
: 3,182: -5,962 -17,436 1,248 11,312 30,308 6,598 14,120: -3,416 -10,938
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 9.7 1.2 58.7 65.5 79.8 76.4: 20.2 23.6
Old : 100.0: 19.8 9.7 1.2 58.7 65.5 79.8 76.4: 20.2 23.6
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 : 167: 31 29 24 66 87 108 129:
Old : 167: 31 29 24 66 87 108 129:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.5 13.6 34.5 23.8 20.9 11.6 29.1 19.2
Old : 21.5 13.6 34.5 23.8 20.9 11.6 29.1 19.2
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, January 28, 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 : 463,566: 50,330 60,331 986 332,357 314,897 383,673 376,214: 79,893 87,352
Old : 463,566: 50,330 60,331 986 332,357 314,897 383,673 376,214: 79,893 87,352
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2014 :
: -1,896: -3,947 -9,163 -75 -450 8,726 -4,472 -512: 2,576 -1,384
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 13.0 0.2 71.7 67.9 82.8 81.2: 17.2 18.8
Old : 100.0: 10.9 13.0 0.2 71.7 67.9 82.8 81.2: 17.2 18.8
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 : 80: 8 15 6 41 39 53 56:
Old : 80: 8 15 6 41 39 53 56:
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 33.8 42.9 49.1 23.0 32.9 36.1 46.2
Old : 26.8 33.8 42.9 49.1 23.0 32.9 36.1 46.2
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, January 28, 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 : 4,594: 1,110 944 345 2,491 3,060 3,946 4,349: 648 245
Old : 4,594: 1,110 944 345 2,491 3,060 3,946 4,349: 648 245
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2014 :
: 569: 15 238 70 430 312 515 620: 54 -51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 20.5 7.5 54.2 66.6 85.9 94.7: 14.1 5.3
Old : 100.0: 24.2 20.5 7.5 54.2 66.6 85.9 94.7: 14.1 5.3
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 : 38: 11 6 6 17 17 33 25:
Old : 38: 11 6 6 17 17 33 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.8 51.0 53.3 70.0 24.7 35.1 34.5 50.7
Old : 33.8 51.0 53.3 70.0 24.7 35.1 34.5 50.7
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, January 28, 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 : 283,141: 100,905 56,205 27,486 105,790 170,117 234,181 253,808: 48,960 29,333
Old : 246,980: 93,979 53,157 22,768 88,339 145,623 205,086 221,548: 41,894 25,432
Other: 36,161: 10,134 6,256 1,510 17,451 24,494 29,095 32,260: 7,066 3,901
: : :
: : Changes in Commitments from: January 21, 2014 :
: 7,104: -1,694 -2,999 1,432 4,874 6,964 4,612 5,397: 2,492 1,707
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.6 19.9 9.7 37.4 60.1 82.7 89.6: 17.3 10.4
Old : 100.0: 38.1 21.5 9.2 35.8 59.0 83.0 89.7: 17.0 10.3
Other: 100.0: 28.0 17.3 4.2 48.3 67.7 80.5 89.2: 19.5 10.8
: : :
:# Traders : Number of Traders in Each Category :
All : 240: 72 54 51 75 81 183 161:
Old : 235: 69 55 46 72 80 172 159:
Other: 93: 28 12 7 40 23 69 41:
:----------------------------------------------------------------------------------------------------
: 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 : 8.1 30.7 15.4 39.8 8.1 27.9 15.3 35.6
Old : 9.1 29.7 17.4 39.5 9.1 27.7 17.3 36.3
Other: 19.9 40.6 33.8 64.7 19.9 31.9 32.8 54.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, January 28, 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 : 7,410: 1,011 914 290 4,394 4,965 5,695 6,169: 1,715 1,241
Old : 7,012: 952 913 290 4,235 4,708 5,477 5,911: 1,535 1,101
Other: 398: 59 1 0 159 257 218 258: 180 140
: : :
: : Changes in Commitments from: January 21, 2014 :
: 289: -114 -32 125 298 102 309 195: -20 94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 12.3 3.9 59.3 67.0 76.9 83.3: 23.1 16.7
Old : 100.0: 13.6 13.0 4.1 60.4 67.1 78.1 84.3: 21.9 15.7
Other: 100.0: 14.8 0.3 0.0 39.9 64.6 54.8 64.8: 45.2 35.2
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 10 7 6 17 10 30 21:
Old : 38: 10 7 6 14 9 27 20:
Other: 9: 2 1 0 3 4 5 5:
:----------------------------------------------------------------------------------------------------
: 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 : 40.3 62.9 53.4 73.8 39.5 60.6 51.8 70.0
Old : 42.6 65.0 56.4 76.1 42.6 63.6 55.6 72.5
Other: 52.0 64.6 54.8 64.8 52.0 61.8 52.0 62.1
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, January 28, 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 : 939,319: 168,083 172,262 13,607 647,741 637,472 829,431 823,341: 109,888 115,978
Old : 939,319: 168,083 172,262 13,607 647,741 637,472 829,431 823,341: 109,888 115,978
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2014 :
: 26,063: 8,568 7,777 1,356 10,936 15,078 20,860 24,211: 5,203 1,852
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 18.3 1.4 69.0 67.9 88.3 87.7: 11.7 12.3
Old : 100.0: 17.9 18.3 1.4 69.0 67.9 88.3 87.7: 11.7 12.3
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 : 211: 41 37 19 87 96 135 145:
Old : 211: 41 37 19 87 96 135 145:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.1 31.5 35.3 42.7 20.0 25.3 29.0 35.3
Old : 24.1 31.5 35.3 42.7 20.0 25.3 29.0 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, January 28, 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 : 2,334,109: 298,913 416,672 45,703 1,723,551 1,428,245 2,068,167 1,890,620: 265,942 443,489
Old : 2,334,109: 298,913 416,672 45,703 1,723,551 1,428,245 2,068,167 1,890,620: 265,942 443,489
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2014 :
: 101,240: -17,067 42,301 18,408 86,628 74,713 87,969 135,422: 13,271 -34,182
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 17.9 2.0 73.8 61.2 88.6 81.0: 11.4 19.0
Old : 100.0: 12.8 17.9 2.0 73.8 61.2 88.6 81.0: 11.4 19.0
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 : 338: 53 83 43 134 152 214 251:
Old : 338: 53 83 43 134 152 214 251:
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 : 29.3 17.6 43.2 24.1 26.8 14.0 40.2 20.0
Old : 29.3 17.6 43.2 24.1 26.8 14.0 40.2 20.0
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, January 28, 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 : 1,961,650: 239,706 350,528 28,682 1,479,358 1,219,784 1,747,746 1,598,994: 213,904 362,656
Old : 1,961,650: 239,706 350,528 28,682 1,479,358 1,219,784 1,747,746 1,598,994: 213,904 362,656
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2014 :
: -2,029: -12,343 12,111 13,271 -16,268 -6,945 -15,340 18,437: 13,311 -20,466
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 17.9 1.5 75.4 62.2 89.1 81.5: 10.9 18.5
Old : 100.0: 12.2 17.9 1.5 75.4 62.2 89.1 81.5: 10.9 18.5
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 : 262: 30 63 30 95 133 150 202:
Old : 262: 30 63 30 95 133 150 202:
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 : 34.7 14.1 48.5 23.8 33.9 13.5 45.1 21.6
Old : 34.7 14.1 48.5 23.8 33.9 13.5 45.1 21.6
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, January 28, 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 : 291,494: 13,500 47,522 39,962 209,068 150,531 262,530 238,015: 28,964 53,479
Old : 291,494: 13,500 47,522 39,962 209,068 150,531 262,530 238,015: 28,964 53,479
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2014 :
: 11,734: 1,814 -3,575 -1,147 12,908 10,417 13,575 5,695: -1,841 6,039
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 16.3 13.7 71.7 51.6 90.1 81.7: 9.9 18.3
Old : 100.0: 4.6 16.3 13.7 71.7 51.6 90.1 81.7: 9.9 18.3
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 : 62: 8 16 12 34 33 51 52:
Old : 62: 8 16 12 34 33 51 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 : 42.7 28.0 56.7 41.6 31.2 23.8 39.5 30.1
Old : 42.7 28.0 56.7 41.6 31.2 23.8 39.5 30.1
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, January 28, 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 : 61,970: 16,126 11,282 354 37,646 43,684 54,125 55,320: 7,845 6,651
Old : 61,970: 16,126 11,282 354 37,646 43,684 54,125 55,320: 7,845 6,651
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2014 :
: -4,326: -3,365 1,083 198 163 -4,024 -3,004 -2,743: -1,322 -1,583
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 18.2 0.6 60.7 70.5 87.3 89.3: 12.7 10.7
Old : 100.0: 26.0 18.2 0.6 60.7 70.5 87.3 89.3: 12.7 10.7
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 : 101: 27 18 5 42 21 72 41:
Old : 101: 27 18 5 42 21 72 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.0 46.9 37.2 71.1 22.0 46.7 37.2 71.0
Old : 22.0 46.9 37.2 71.1 22.0 46.7 37.2 71.0
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, January 28, 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 : 123,940: 32,252 22,564 707 75,291 87,368 108,250 110,639: 15,690 13,301
Old : 123,940: 32,252 22,564 707 75,291 87,368 108,250 110,639: 15,690 13,301
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2014 :
: -8,652: -6,729 2,165 396 325 -8,047 -6,008 -5,486: -2,644 -3,166
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 18.2 0.6 60.7 70.5 87.3 89.3: 12.7 10.7
Old : 100.0: 26.0 18.2 0.6 60.7 70.5 87.3 89.3: 12.7 10.7
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 : 101: 27 18 5 42 21 72 41:
Old : 101: 27 18 5 42 21 72 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.0 46.9 37.2 71.1 22.0 46.7 37.2 71.0
Old : 22.0 46.9 37.2 71.1 22.0 46.7 37.2 71.0
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, January 28, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 54,477: 1,001 22,068 152 53,274 32,066 54,427 54,286: 50 191
Old : 54,477: 1,001 22,068 152 53,274 32,066 54,427 54,286: 50 191
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2014 :
: -529: -326 -355 125 -374 -355 -575 -585: 46 56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 40.5 0.3 97.8 58.9 99.9 99.6: 0.1 0.4
Old : 100.0: 1.8 40.5 0.3 97.8 58.9 99.9 99.6: 0.1 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 : 47: 2 18 1 12 17 14 36:
Old : 47: 2 18 1 12 17 14 36:
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 : 87.7 45.8 99.0 67.4 83.4 36.0 89.3 57.6
Old : 87.7 45.8 99.0 67.4 83.4 36.0 89.3 57.6
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, January 28, 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 : 33,770: 971 21,950 20 32,770 11,741 33,761 33,711: 9 59
Old : 33,770: 971 21,950 20 32,770 11,741 33,761 33,711: 9 59
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2014 :
: 1,177: 388 546 20 780 605 1,188 1,171: -11 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 65.0 0.1 97.0 34.8 100.0 99.8: 0.0 0.2
Old : 100.0: 2.9 65.0 0.1 97.0 34.8 100.0 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 : 36: 2 16 1 7 13 9 30:
Old : 36: 2 16 1 7 13 9 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 : 84.9 56.6 99.9 76.7 84.0 56.6 94.1 73.6
Old : 84.9 56.6 99.9 76.7 84.0 56.6 94.1 73.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 31, 2014