WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, February 4, 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 : 437,968: 138,146 187,099 73,054 191,005 131,034 402,205 391,187: 35,763 46,781
Old : 306,290: 124,347 175,650 25,359 133,062 75,145 282,768 276,154: 23,522 30,136
Other: 131,678: 44,084 41,734 17,410 57,943 55,889 119,437 115,033: 12,241 16,645
: : :
: : Changes in Commitments from: January 28, 2014 :
: -6,859: 4,284 -4,505 -11,237 -1,551 10,562 -8,504 -5,180: 1,645 -1,679
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 42.7 16.7 43.6 29.9 91.8 89.3: 8.2 10.7
Old : 100.0: 40.6 57.3 8.3 43.4 24.5 92.3 90.2: 7.7 9.8
Other: 100.0: 33.5 31.7 13.2 44.0 42.4 90.7 87.4: 9.3 12.6
: : :
:# Traders : Number of Traders in Each Category :
All : 388: 115 137 127 101 89 294 293:
Old : 374: 119 134 72 84 68 247 233:
Other: 243: 62 75 53 67 75 161 176:
:----------------------------------------------------------------------------------------------------
: 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 : 14.7 12.3 25.7 21.4 14.1 11.6 23.9 19.9
Old : 16.4 17.5 28.6 29.1 15.6 16.3 27.2 27.1
Other: 25.6 17.3 39.1 27.9 23.1 16.9 34.9 24.8
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, February 4, 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 : 159,443: 50,108 44,924 19,283 74,430 69,687 143,821 133,894: 15,622 25,549
Old : 108,933: 48,221 38,442 6,237 44,567 48,608 99,025 93,287: 9,908 15,646
Other: 50,510: 11,809 16,404 3,124 29,863 21,079 44,796 40,607: 5,714 9,903
: : :
: : Changes in Commitments from: January 28, 2014 :
: -867: -732 -836 -3,225 3,000 3,292 -957 -769: 90 -98
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 28.2 12.1 46.7 43.7 90.2 84.0: 9.8 16.0
Old : 100.0: 44.3 35.3 5.7 40.9 44.6 90.9 85.6: 9.1 14.4
Other: 100.0: 23.4 32.5 6.2 59.1 41.7 88.7 80.4: 11.3 19.6
: : :
:# Traders : Number of Traders in Each Category :
All : 189: 55 52 49 55 54 135 136:
Old : 180: 57 45 34 49 48 120 115:
Other: 124: 20 35 14 38 45 69 85:
:----------------------------------------------------------------------------------------------------
: 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 : 17.8 24.8 29.1 35.1 15.6 20.6 25.1 28.5
Old : 25.1 32.6 36.2 42.0 22.7 32.6 33.6 41.9
Other: 29.5 30.0 45.5 40.7 29.5 28.7 45.1 38.3
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, February 4, 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 : 1,319,044: 340,871 342,164 195,172 646,041 529,309 1,182,084 1,066,645: 136,960 252,399
Old : 1,034,286: 303,135 342,137 104,629 515,943 412,265 923,707 859,031: 110,579 175,255
Other: 284,758: 120,009 82,300 8,270 130,098 117,044 258,377 207,614: 26,381 77,144
: : :
: : Changes in Commitments from: January 28, 2014 :
: 3,191: 16,471 -37,818 5,054 -18,802 32,070 2,723 -694: 468 3,885
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 25.9 14.8 49.0 40.1 89.6 80.9: 10.4 19.1
Old : 100.0: 29.3 33.1 10.1 49.9 39.9 89.3 83.1: 10.7 16.9
Other: 100.0: 42.1 28.9 2.9 45.7 41.1 90.7 72.9: 9.3 27.1
: : :
:# Traders : Number of Traders in Each Category :
All : 694: 138 178 160 242 307 486 555:
Old : 679: 134 179 123 226 286 443 513:
Other: 470: 74 94 37 100 244 196 359:
:----------------------------------------------------------------------------------------------------
: 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 9.7 20.3 15.7 11.6 8.7 19.9 14.2
Old : 13.3 9.3 23.5 16.2 13.3 9.0 23.1 14.7
Other: 20.2 19.6 31.5 26.5 20.2 19.2 31.4 25.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, February 4, 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 : 11,321: 3,273 780 582 5,013 7,715 8,868 9,077: 2,453 2,244
Old : 9,242: 3,520 875 71 3,644 6,399 7,235 7,345: 2,007 1,897
Other: 2,079: 192 344 72 1,369 1,316 1,633 1,732: 446 347
: : :
: : Changes in Commitments from: January 28, 2014 :
: -124: -163 88 -126 591 -3 302 -41: -426 -83
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 6.9 5.1 44.3 68.1 78.3 80.2: 21.7 19.8
Old : 100.0: 38.1 9.5 0.8 39.4 69.2 78.3 79.5: 21.7 20.5
Other: 100.0: 9.2 16.5 3.5 65.8 63.3 78.5 83.3: 21.5 16.7
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 18 8 8 15 14 37 26:
Old : 48: 17 9 3 12 14 32 23:
Other: 23: 7 2 6 9 10 17 17:
:----------------------------------------------------------------------------------------------------
: 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 : 39.1 38.8 53.5 56.6 34.0 37.8 45.3 49.8
Old : 41.5 43.4 57.3 61.8 40.4 43.4 55.4 59.5
Other: 59.9 61.7 73.8 78.6 55.9 55.3 64.1 70.7
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, February 4, 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 : 624,488: 235,941 70,582 102,324 234,307 357,670 572,572 530,576: 51,916 93,912
Old : 486,227: 213,010 50,459 62,746 172,681 312,631 448,437 425,836: 37,790 60,391
Other: 138,261: 51,105 48,297 11,404 61,626 45,039 124,135 104,740: 14,126 33,521
: : :
: : Changes in Commitments from: January 28, 2014 :
: 32,853: 9,884 -2,525 9,431 12,848 23,213 32,163 30,119: 690 2,734
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.8 11.3 16.4 37.5 57.3 91.7 85.0: 8.3 15.0
Old : 100.0: 43.8 10.4 12.9 35.5 64.3 92.2 87.6: 7.8 12.4
Other: 100.0: 37.0 34.9 8.2 44.6 32.6 89.8 75.8: 10.2 24.2
: : :
:# Traders : Number of Traders in Each Category :
All : 507: 169 128 158 131 169 386 391:
Old : 486: 172 114 132 111 157 350 350:
Other: 327: 63 104 36 79 113 164 238:
:----------------------------------------------------------------------------------------------------
: 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 : 9.0 21.4 17.4 28.3 8.8 19.2 16.4 24.2
Old : 11.6 25.6 21.6 33.1 11.3 23.1 21.0 29.5
Other: 16.7 18.1 27.3 26.1 16.6 14.1 26.9 21.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, February 4, 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 : 369,376: 87,642 131,263 49,001 197,301 151,244 333,944 331,508: 35,432 37,868
Old : 331,009: 87,242 131,371 36,915 177,510 128,188 301,667 296,474: 29,342 34,535
Other: 38,367: 8,231 7,723 4,255 19,791 23,056 32,277 35,034: 6,090 3,333
: : :
: : Changes in Commitments from: January 28, 2014 :
: -6,560: -2,131 -8,897 1,607 -6,649 3,423 -7,173 -3,867: 613 -2,693
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 35.5 13.3 53.4 40.9 90.4 89.7: 9.6 10.3
Old : 100.0: 26.4 39.7 11.2 53.6 38.7 91.1 89.6: 8.9 10.4
Other: 100.0: 21.5 20.1 11.1 51.6 60.1 84.1 91.3: 15.9 8.7
: : :
:# Traders : Number of Traders in Each Category :
All : 297: 74 112 89 85 58 214 215:
Old : 297: 80 113 80 84 57 211 207:
Other: 104: 27 23 15 43 22 76 54:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.6 20.7 20.9 28.1 11.3 13.0 18.9 20.0
Old : 13.7 18.3 22.2 26.4 12.2 13.1 20.5 20.5
Other: 22.8 47.0 36.8 62.1 19.3 42.4 32.1 53.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, February 4, 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 : 678,708: 110,261 65,302 12,434 402,598 431,904 525,293 509,640: 153,415 169,068
Old : 678,708: 110,261 65,302 12,434 402,598 431,904 525,293 509,640: 153,415 169,068
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2014 :
: 6,039: -23,239 335 4,502 7,543 -8,851 -11,194 -4,014: 17,233 10,053
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 9.6 1.8 59.3 63.6 77.4 75.1: 22.6 24.9
Old : 100.0: 16.2 9.6 1.8 59.3 63.6 77.4 75.1: 22.6 24.9
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 : 158: 24 32 24 63 82 99 127:
Old : 158: 24 32 24 63 82 99 127:
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 : 21.8 14.5 33.7 23.8 20.6 11.4 28.5 18.7
Old : 21.8 14.5 33.7 23.8 20.6 11.4 28.5 18.7
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, February 4, 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 : 454,125: 48,532 59,359 1,005 330,307 304,162 379,844 364,526: 74,281 89,599
Old : 454,125: 48,532 59,359 1,005 330,307 304,162 379,844 364,526: 74,281 89,599
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2014 :
: -9,441: -1,798 -972 19 -2,050 -10,735 -3,829 -11,688: -5,612 2,247
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 13.1 0.2 72.7 67.0 83.6 80.3: 16.4 19.7
Old : 100.0: 10.7 13.1 0.2 72.7 67.0 83.6 80.3: 16.4 19.7
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 : 78: 7 15 6 42 40 53 57:
Old : 78: 7 15 6 42 40 53 57:
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 31.9 43.9 46.7 23.7 30.8 37.0 43.4
Old : 27.4 31.9 43.9 46.7 23.7 30.8 37.0 43.4
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, February 4, 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 : 5,166: 1,096 1,240 295 3,109 3,296 4,500 4,831: 666 335
Old : 5,166: 1,096 1,240 295 3,109 3,296 4,500 4,831: 666 335
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2014 :
: 572: -14 296 -50 618 236 554 482: 18 90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 24.0 5.7 60.2 63.8 87.1 93.5: 12.9 6.5
Old : 100.0: 21.2 24.0 5.7 60.2 63.8 87.1 93.5: 12.9 6.5
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 : 36: 11 4 4 16 17 30 23:
Old : 36: 11 4 4 16 17 30 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.3 51.8 55.9 73.4 22.9 36.8 34.7 50.4
Old : 36.3 51.8 55.9 73.4 22.9 36.8 34.7 50.4
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, February 4, 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 : 296,160: 109,007 59,117 24,946 110,476 184,267 244,429 268,330: 51,731 27,830
Old : 255,433: 101,770 56,654 19,167 90,043 156,287 210,980 232,108: 44,453 23,325
Other: 40,727: 11,332 6,558 1,684 20,433 27,980 33,449 36,222: 7,278 4,505
: : :
: : Changes in Commitments from: January 28, 2014 :
: 13,019: 8,102 2,912 -2,540 4,686 14,150 10,248 14,522: 2,771 -1,503
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.8 20.0 8.4 37.3 62.2 82.5 90.6: 17.5 9.4
Old : 100.0: 39.8 22.2 7.5 35.3 61.2 82.6 90.9: 17.4 9.1
Other: 100.0: 27.8 16.1 4.1 50.2 68.7 82.1 88.9: 17.9 11.1
: : :
:# Traders : Number of Traders in Each Category :
All : 258: 84 56 56 76 86 199 169:
Old : 254: 83 58 53 73 84 190 167:
Other: 100: 29 14 12 42 24 75 47:
:----------------------------------------------------------------------------------------------------
: 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 : 8.3 32.2 15.4 41.3 8.2 29.4 15.2 37.0
Old : 9.5 30.7 17.6 41.1 9.3 28.9 17.4 38.0
Other: 20.8 41.9 34.9 64.5 19.9 33.2 32.9 54.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, February 4, 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 : 8,117: 921 1,161 560 4,827 4,764 6,308 6,485: 1,809 1,632
Old : 7,456: 834 1,179 539 4,478 4,317 5,851 6,035: 1,605 1,421
Other: 661: 108 3 0 349 447 457 450: 204 211
: : :
: : Changes in Commitments from: January 28, 2014 :
: 707: -90 247 270 433 -201 613 316: 94 391
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 14.3 6.9 59.5 58.7 77.7 79.9: 22.3 20.1
Old : 100.0: 11.2 15.8 7.2 60.1 57.9 78.5 80.9: 21.5 19.1
Other: 100.0: 16.3 0.5 0.0 52.8 67.6 69.1 68.1: 30.9 31.9
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 12 6 6 19 13 32 25:
Old : 40: 12 7 6 14 11 27 23:
Other: 14: 3 1 0 6 7 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 : 42.1 55.2 54.7 65.7 40.2 52.3 49.5 60.4
Old : 44.8 58.4 58.6 69.4 44.8 56.2 54.6 65.5
Other: 57.6 57.9 67.5 68.1 55.7 57.9 63.2 62.2
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, February 4, 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 : 909,895: 179,596 156,030 14,616 596,384 633,579 790,596 804,225: 119,299 105,670
Old : 909,895: 179,596 156,030 14,616 596,384 633,579 790,596 804,225: 119,299 105,670
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2014 :
: -29,424: 11,513 -16,232 1,009 -51,357 -3,893 -38,835 -19,116: 9,411 -10,308
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 17.1 1.6 65.5 69.6 86.9 88.4: 13.1 11.6
Old : 100.0: 19.7 17.1 1.6 65.5 69.6 86.9 88.4: 13.1 11.6
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 : 217: 42 37 22 91 99 143 148:
Old : 217: 42 37 22 91 99 143 148:
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 : 19.4 29.0 30.2 41.8 14.9 22.7 21.9 34.1
Old : 19.4 29.0 30.2 41.8 14.9 22.7 21.9 34.1
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, February 4, 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 : 2,382,511: 308,867 444,168 58,017 1,749,148 1,433,587 2,116,032 1,935,772: 266,479 446,739
Old : 2,382,511: 308,867 444,168 58,017 1,749,148 1,433,587 2,116,032 1,935,772: 266,479 446,739
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2014 :
: 48,402: 9,954 27,496 12,314 25,597 5,342 47,865 45,152: 537 3,250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 18.6 2.4 73.4 60.2 88.8 81.2: 11.2 18.8
Old : 100.0: 13.0 18.6 2.4 73.4 60.2 88.8 81.2: 11.2 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 : 355: 49 88 45 136 170 215 273:
Old : 355: 49 88 45 136 170 215 273:
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 : 29.9 13.5 43.7 19.1 27.6 8.9 39.8 13.5
Old : 29.9 13.5 43.7 19.1 27.6 8.9 39.8 13.5
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, February 4, 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 : 1,932,478: 234,291 335,481 29,308 1,452,731 1,189,812 1,716,330 1,554,601: 216,148 377,877
Old : 1,932,478: 234,291 335,481 29,308 1,452,731 1,189,812 1,716,330 1,554,601: 216,148 377,877
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2014 :
: -29,172: -5,415 -15,047 626 -26,627 -29,972 -31,416 -44,393: 2,244 15,221
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 17.4 1.5 75.2 61.6 88.8 80.4: 11.2 19.6
Old : 100.0: 12.1 17.4 1.5 75.2 61.6 88.8 80.4: 11.2 19.6
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 : 260: 29 58 22 100 135 146 199:
Old : 260: 29 58 22 100 135 146 199:
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 : 33.9 15.4 47.0 24.8 33.1 14.8 43.2 21.9
Old : 33.9 15.4 47.0 24.8 33.1 14.8 43.2 21.9
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, February 4, 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 : 273,109: 12,618 44,335 37,514 192,043 144,851 242,175 226,700: 30,934 46,409
Old : 273,109: 12,618 44,335 37,514 192,043 144,851 242,175 226,700: 30,934 46,409
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2014 :
: -18,385: -882 -3,187 -2,448 -17,025 -5,680 -20,355 -11,315: 1,970 -7,070
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 16.2 13.7 70.3 53.0 88.7 83.0: 11.3 17.0
Old : 100.0: 4.6 16.2 13.7 70.3 53.0 88.7 83.0: 11.3 17.0
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 : 64: 10 15 15 30 35 49 57:
Old : 64: 10 15 15 30 35 49 57:
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 : 43.1 24.9 57.5 37.7 30.4 20.7 40.7 28.1
Old : 43.1 24.9 57.5 37.7 30.4 20.7 40.7 28.1
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, February 4, 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 : 58,907: 14,214 9,726 435 35,570 44,060 50,218 54,220: 8,689 4,687
Old : 58,907: 14,214 9,726 435 35,570 44,060 50,218 54,220: 8,689 4,687
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2014 :
: -3,063: -1,913 -1,557 81 -2,076 376 -3,907 -1,100: 844 -1,964
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 16.5 0.7 60.4 74.8 85.2 92.0: 14.8 8.0
Old : 100.0: 24.1 16.5 0.7 60.4 74.8 85.2 92.0: 14.8 8.0
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 : 101: 29 17 4 42 20 73 39:
Old : 101: 29 17 4 42 20 73 39:
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 : 21.7 50.3 34.5 76.5 21.7 50.2 34.5 76.3
Old : 21.7 50.3 34.5 76.5 21.7 50.2 34.5 76.3
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, February 4, 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 : 117,814: 28,427 19,451 869 71,140 88,120 100,436 108,440: 17,378 9,374
Old : 117,814: 28,427 19,451 869 71,140 88,120 100,436 108,440: 17,378 9,374
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2014 :
: -6,126: -3,825 -3,113 162 -4,151 752 -7,814 -2,199: 1,688 -3,927
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 16.5 0.7 60.4 74.8 85.2 92.0: 14.8 8.0
Old : 100.0: 24.1 16.5 0.7 60.4 74.8 85.2 92.0: 14.8 8.0
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 : 101: 29 17 4 42 20 73 39:
Old : 101: 29 17 4 42 20 73 39:
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 : 21.7 50.3 34.5 76.5 21.7 50.2 34.5 76.3
Old : 21.7 50.3 34.5 76.5 21.7 50.2 34.5 76.3
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, February 4, 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 : 48,526: 583 23,495 0 47,896 24,900 48,479 48,395: 47 131
Old : 48,526: 583 23,495 0 47,896 24,900 48,479 48,395: 47 131
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2014 :
: -5,951: -418 1,427 -152 -5,378 -7,166 -5,948 -5,891: -3 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 48.4 0.0 98.7 51.3 99.9 99.7: 0.1 0.3
Old : 100.0: 1.2 48.4 0.0 98.7 51.3 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 : 49: 2 18 0 12 19 14 37:
Old : 49: 2 18 0 12 19 14 37:
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 : 84.1 45.2 98.7 68.9 80.3 34.2 88.2 58.0
Old : 84.1 45.2 98.7 68.9 80.3 34.2 88.2 58.0
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, February 4, 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 : 26,976: 878 18,631 10 26,079 8,225 26,967 26,866: 9 110
Old : 26,976: 878 18,631 10 26,079 8,225 26,967 26,866: 9 110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2014 :
: -6,794: -93 -3,319 -10 -6,691 -3,516 -6,794 -6,845: 0 51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 69.1 0.0 96.7 30.5 100.0 99.6: 0.0 0.4
Old : 100.0: 3.3 69.1 0.0 96.7 30.5 100.0 99.6: 0.0 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 : 35: 3 15 1 7 12 11 27:
Old : 35: 3 15 1 7 12 11 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 : 91.0 54.6 99.7 74.3 83.7 54.0 92.5 70.3
Old : 91.0 54.6 99.7 74.3 83.7 54.0 92.5 70.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 7, 2014