WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, February 25, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 376,244: 116,192 134,882 67,380 159,882 128,824 343,454 331,086: 32,790 45,158
Old : 217,820: 98,929 119,975 7,992 92,511 65,382 199,432 193,349: 18,388 24,471
Other: 158,424: 57,463 55,107 19,188 67,371 63,442 144,022 137,737: 14,402 20,687
: : :
: : Changes in Commitments from: February 18, 2014 :
: -46,585: -17,749 -26,033 -10,061 -16,428 -11,073 -44,238 -47,167: -2,347 582
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 35.8 17.9 42.5 34.2 91.3 88.0: 8.7 12.0
Old : 100.0: 45.4 55.1 3.7 42.5 30.0 91.6 88.8: 8.4 11.2
Other: 100.0: 36.3 34.8 12.1 42.5 40.0 90.9 86.9: 9.1 13.1
: : :
:# Traders : Number of Traders in Each Category :
All : 337: 98 119 103 85 88 249 259:
Old : 309: 108 99 44 68 61 197 184:
Other: 234: 55 82 48 61 78 145 184:
:----------------------------------------------------------------------------------------------------
: 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 : 17.1 12.7 27.8 21.8 16.5 12.5 26.7 20.7
Old : 18.3 20.9 30.9 33.8 18.3 20.9 30.7 33.3
Other: 23.6 16.2 35.9 24.9 21.9 12.0 34.1 19.3
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, February 25, 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 : 135,949: 50,264 33,443 10,162 62,354 68,031 122,780 111,636: 13,169 24,313
Old : 81,316: 39,903 20,299 3,065 31,337 45,616 74,305 68,980: 7,011 12,336
Other: 54,633: 14,658 17,441 2,800 31,017 22,415 48,475 42,656: 6,158 11,977
: : :
: : Changes in Commitments from: February 18, 2014 :
: -9,144: 693 -1,501 -3,710 -3,754 -1,464 -6,771 -6,675: -2,373 -2,469
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.0 24.6 7.5 45.9 50.0 90.3 82.1: 9.7 17.9
Old : 100.0: 49.1 25.0 3.8 38.5 56.1 91.4 84.8: 8.6 15.2
Other: 100.0: 26.8 31.9 5.1 56.8 41.0 88.7 78.1: 11.3 21.9
: : :
:# Traders : Number of Traders in Each Category :
All : 177: 52 49 33 52 54 121 121:
Old : 159: 51 35 16 39 47 99 90:
Other: 133: 21 42 17 42 47 75 95:
:----------------------------------------------------------------------------------------------------
: 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 : 19.3 25.3 32.1 34.0 18.5 21.4 29.9 28.2
Old : 24.4 34.8 36.4 43.5 24.4 34.8 36.4 42.7
Other: 27.5 19.9 44.0 29.5 27.0 19.2 43.2 28.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, February 25, 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 : 1,343,281: 379,378 253,208 208,425 620,061 627,274 1,207,864 1,088,907: 135,417 254,374
Old : 1,013,203: 323,203 249,845 118,558 465,486 479,647 907,247 848,050: 105,956 165,153
Other: 330,078: 131,703 78,891 14,339 154,575 147,627 300,617 240,857: 29,461 89,221
: : :
: : Changes in Commitments from: February 18, 2014 :
: -41,932: 27,190 -45,476 -14,930 -51,367 14,431 -39,107 -45,975: -2,825 4,043
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 18.8 15.5 46.2 46.7 89.9 81.1: 10.1 18.9
Old : 100.0: 31.9 24.7 11.7 45.9 47.3 89.5 83.7: 10.5 16.3
Other: 100.0: 39.9 23.9 4.3 46.8 44.7 91.1 73.0: 8.9 27.0
: : :
:# Traders : Number of Traders in Each Category :
All : 688: 145 154 160 218 311 472 544:
Old : 668: 136 164 122 209 293 428 507:
Other: 485: 90 89 48 100 254 218 368:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 10.5 11.6 18.8 17.7 10.5 9.6 18.6 14.2
Old : 12.9 12.1 22.9 18.8 12.9 10.4 22.7 15.7
Other: 18.1 17.2 29.8 24.3 18.0 16.8 29.6 23.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, February 25, 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 : 10,582: 3,157 688 351 4,281 7,062 7,789 8,101: 2,793 2,481
Old : 8,049: 3,198 522 102 2,686 5,385 5,986 6,009: 2,063 2,040
Other: 2,533: 166 373 42 1,595 1,677 1,803 2,092: 730 441
: : :
: : Changes in Commitments from: February 18, 2014 :
: -988: 92 -192 -73 -959 -897 -940 -1,162: -48 174
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 6.5 3.3 40.5 66.7 73.6 76.6: 26.4 23.4
Old : 100.0: 39.7 6.5 1.3 33.4 66.9 74.4 74.7: 25.6 25.3
Other: 100.0: 6.6 14.7 1.7 63.0 66.2 71.2 82.6: 28.8 17.4
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 14 6 5 14 13 31 21:
Old : 37: 13 6 2 12 13 27 19:
Other: 19: 3 4 3 7 9 13 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 : 37.9 41.5 52.2 59.0 30.7 33.5 42.2 47.1
Old : 37.6 47.0 55.2 63.2 34.9 37.6 49.8 53.8
Other: 57.9 54.3 68.9 74.0 49.2 49.3 56.2 64.6
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, February 25, 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 : 704,089: 282,790 70,974 106,373 253,652 421,861 642,815 599,208: 61,274 104,881
Old : 530,820: 256,266 50,555 60,381 168,193 355,983 484,840 466,919: 45,980 63,901
Other: 173,269: 57,239 51,134 15,277 85,459 65,878 157,975 132,289: 15,294 40,980
: : :
: : Changes in Commitments from: February 18, 2014 :
: 13,084: 5,063 -7,422 933 7,129 16,386 13,125 9,897: -41 3,187
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.2 10.1 15.1 36.0 59.9 91.3 85.1: 8.7 14.9
Old : 100.0: 48.3 9.5 11.4 31.7 67.1 91.3 88.0: 8.7 12.0
Other: 100.0: 33.0 29.5 8.8 49.3 38.0 91.2 76.3: 8.8 23.7
: : :
:# Traders : Number of Traders in Each Category :
All : 546: 181 131 163 140 188 417 419:
Old : 523: 183 122 127 112 177 367 374:
Other: 364: 80 106 54 90 125 203 258:
:----------------------------------------------------------------------------------------------------
: 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 : 8.2 19.6 15.8 27.9 8.2 17.0 15.1 24.1
Old : 10.8 23.0 20.1 33.8 10.8 20.8 19.9 31.1
Other: 16.6 20.7 27.7 30.4 16.0 17.7 26.3 26.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, February 25, 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 : 304,299: 87,818 86,027 34,933 148,345 150,733 271,096 271,693: 33,203 32,606
Old : 251,922: 80,746 87,809 22,741 122,385 113,102 225,872 223,652: 26,050 28,270
Other: 52,377: 15,113 6,259 4,151 25,960 37,631 45,224 48,041: 7,153 4,336
: : :
: : Changes in Commitments from: February 18, 2014 :
: -42,033: -5,698 -18,272 -18,342 -16,111 -2,063 -40,151 -38,677: -1,882 -3,356
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 28.3 11.5 48.7 49.5 89.1 89.3: 10.9 10.7
Old : 100.0: 32.1 34.9 9.0 48.6 44.9 89.7 88.8: 10.3 11.2
Other: 100.0: 28.9 11.9 7.9 49.6 71.8 86.3 91.7: 13.7 8.3
: : :
:# Traders : Number of Traders in Each Category :
All : 273: 77 83 73 81 69 204 190:
Old : 271: 78 86 60 79 67 194 181:
Other: 116: 38 20 13 42 24 85 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 : 12.1 23.5 21.0 32.4 11.5 19.0 20.3 27.8
Old : 12.9 18.7 23.5 28.6 12.5 15.3 22.7 25.2
Other: 18.2 47.1 31.4 60.5 15.3 42.4 27.4 54.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, February 25, 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 : 772,952: 86,050 38,767 19,299 470,844 488,773 576,193 546,839: 196,759 226,113
Old : 772,952: 86,050 38,767 19,299 470,844 488,773 576,193 546,839: 196,759 226,113
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2014 :
: 78,529: -8,916 -7,121 8,162 40,909 25,135 40,155 26,176: 38,374 52,353
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 5.0 2.5 60.9 63.2 74.5 70.7: 25.5 29.3
Old : 100.0: 11.1 5.0 2.5 60.9 63.2 74.5 70.7: 25.5 29.3
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 : 150: 26 25 21 66 79 103 116:
Old : 150: 26 25 21 66 79 103 116:
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 21.6 34.5 29.4 18.2 14.1 24.6 20.6
Old : 25.0 21.6 34.5 29.4 18.2 14.1 24.6 20.6
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 25, 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 : 484,045: 46,297 59,296 891 349,634 321,637 396,822 381,824: 87,223 102,221
Old : 484,045: 46,297 59,296 891 349,634 321,637 396,822 381,824: 87,223 102,221
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2014 :
: 32,698: 1,087 -310 -5 22,339 23,156 23,421 22,841: 9,277 9,857
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 12.3 0.2 72.2 66.4 82.0 78.9: 18.0 21.1
Old : 100.0: 9.6 12.3 0.2 72.2 66.4 82.0 78.9: 18.0 21.1
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 : 78: 7 12 5 46 45 56 59:
Old : 78: 7 12 5 46 45 56 59:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.5 33.5 41.2 48.5 21.9 31.4 33.8 41.8
Old : 25.5 33.5 41.2 48.5 21.9 31.4 33.8 41.8
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, February 25, 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 : 5,573: 1,090 1,448 383 3,575 3,576 5,048 5,407: 525 166
Old : 5,573: 1,090 1,448 383 3,575 3,576 5,048 5,407: 525 166
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2014 :
: 7: 23 -14 106 -4 69 125 161: -118 -154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 26.0 6.9 64.1 64.2 90.6 97.0: 9.4 3.0
Old : 100.0: 19.6 26.0 6.9 64.1 64.2 90.6 97.0: 9.4 3.0
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 : 46: 13 6 5 19 19 35 29:
Old : 46: 13 6 5 19 19 35 29:
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 : 35.4 46.4 53.8 70.7 16.7 36.9 29.2 46.4
Old : 35.4 46.4 53.8 70.7 16.7 36.9 29.2 46.4
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 25, 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 : 312,265: 118,362 55,784 23,815 119,633 203,932 261,810 283,531: 50,455 28,734
Old : 253,206: 107,727 53,747 15,348 87,144 160,754 210,219 229,849: 42,987 23,357
Other: 59,059: 15,945 7,347 3,157 32,489 43,178 51,591 53,682: 7,468 5,377
: : :
: : Changes in Commitments from: February 18, 2014 :
: -865: 2,685 -194 -1,372 1,171 2,261 2,484 695: -3,349 -1,560
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.9 17.9 7.6 38.3 65.3 83.8 90.8: 16.2 9.2
Old : 100.0: 42.5 21.2 6.1 34.4 63.5 83.0 90.8: 17.0 9.2
Other: 100.0: 27.0 12.4 5.3 55.0 73.1 87.4 90.9: 12.6 9.1
: : :
:# Traders : Number of Traders in Each Category :
All : 264: 89 52 58 81 88 207 171:
Old : 257: 86 54 52 76 85 193 168:
Other: 129: 36 15 10 58 41 99 61:
:----------------------------------------------------------------------------------------------------
: 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 31.6 16.3 41.4 8.8 28.1 15.9 36.4
Old : 10.9 31.2 19.4 40.7 10.7 28.4 19.2 37.0
Other: 17.9 39.2 30.6 57.6 17.5 31.5 29.4 47.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, February 25, 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 : 7,567: 1,159 917 94 4,276 5,215 5,529 6,226: 2,038 1,341
Old : 6,752: 1,138 1,009 1 3,844 4,689 4,983 5,699: 1,769 1,053
Other: 815: 113 0 1 432 526 546 527: 269 288
: : :
: : Changes in Commitments from: February 18, 2014 :
: -486: 341 -306 -356 -478 450 -493 -212: 7 -274
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 12.1 1.2 56.5 68.9 73.1 82.3: 26.9 17.7
Old : 100.0: 16.9 14.9 0.0 56.9 69.4 73.8 84.4: 26.2 15.6
Other: 100.0: 13.9 0.0 0.1 53.0 64.5 67.0 64.7: 33.0 35.3
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 10 6 3 18 15 30 22:
Old : 39: 9 7 1 16 13 26 20:
Other: 13: 3 0 1 6 6 9 7:
:----------------------------------------------------------------------------------------------------
: 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 : 37.8 58.4 52.0 68.9 36.3 57.1 47.5 65.2
Old : 41.9 62.5 55.0 73.6 41.9 61.3 54.3 69.5
Other: 62.1 55.6 66.9 64.7 58.8 55.6 62.3 60.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, February 25, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 1,019,477: 194,414 184,424 37,191 667,033 679,033 898,638 900,648: 120,839 118,829
Old : 1,019,477: 194,414 184,424 37,191 667,033 679,033 898,638 900,648: 120,839 118,829
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2014 :
: 105,209: 19,635 8,985 17,353 60,143 68,418 97,131 94,756: 8,078 10,453
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 18.1 3.6 65.4 66.6 88.1 88.3: 11.9 11.7
Old : 100.0: 19.1 18.1 3.6 65.4 66.6 88.1 88.3: 11.9 11.7
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 : 231: 45 39 31 97 114 158 168:
Old : 231: 45 39 31 97 114 158 168:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.0 25.0 32.8 37.5 12.7 20.5 20.2 28.6
Old : 23.0 25.0 32.8 37.5 12.7 20.5 20.2 28.6
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 25, 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 : 2,513,746: 333,437 346,404 62,225 1,788,544 1,614,617 2,184,206 2,023,246: 329,540 490,500
Old : 2,513,746: 333,437 346,404 62,225 1,788,544 1,614,617 2,184,206 2,023,246: 329,540 490,500
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2014 :
: 83,718: -47,380 -91,557 17,865 61,040 105,506 31,525 31,814: 52,193 51,904
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 13.8 2.5 71.2 64.2 86.9 80.5: 13.1 19.5
Old : 100.0: 13.3 13.8 2.5 71.2 64.2 86.9 80.5: 13.1 19.5
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 : 336: 59 71 50 134 173 219 269:
Old : 336: 59 71 50 134 173 219 269:
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 : 28.4 19.9 40.6 27.1 26.9 16.5 38.3 21.8
Old : 28.4 19.9 40.6 27.1 26.9 16.5 38.3 21.8
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 25, 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 : 2,153,900: 218,711 326,729 42,934 1,570,736 1,326,932 1,832,381 1,696,595: 321,519 457,305
Old : 2,153,900: 218,711 326,729 42,934 1,570,736 1,326,932 1,832,381 1,696,595: 321,519 457,305
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2014 :
: 98,790: -47,887 -33,419 -1,154 42,234 15,669 -6,807 -18,904: 105,597 117,694
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 15.2 2.0 72.9 61.6 85.1 78.8: 14.9 21.2
Old : 100.0: 10.2 15.2 2.0 72.9 61.6 85.1 78.8: 14.9 21.2
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 : 251: 26 63 30 99 130 146 203:
Old : 251: 26 63 30 99 130 146 203:
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 14.3 46.2 22.9 32.9 12.4 40.3 18.6
Old : 33.9 14.3 46.2 22.9 32.9 12.4 40.3 18.6
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, February 25, 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 : 326,188: 17,087 45,531 49,861 229,545 186,667 296,493 282,059: 29,695 44,129
Old : 326,188: 17,087 45,531 49,861 229,545 186,667 296,493 282,059: 29,695 44,129
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2014 :
: 11,334: 1,728 -1,819 4,295 6,352 10,543 12,375 13,019: -1,041 -1,685
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 14.0 15.3 70.4 57.2 90.9 86.5: 9.1 13.5
Old : 100.0: 5.2 14.0 15.3 70.4 57.2 90.9 86.5: 9.1 13.5
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 : 73: 11 17 17 34 43 55 67:
Old : 73: 11 17 17 34 43 55 67:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.8 22.5 56.0 35.0 31.3 19.4 40.2 26.7
Old : 41.8 22.5 56.0 35.0 31.3 19.4 40.2 26.7
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 25, 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 : 60,457: 15,180 11,363 15 35,391 42,263 50,585 53,640: 9,872 6,817
Old : 60,457: 15,180 11,363 15 35,391 42,263 50,585 53,640: 9,872 6,817
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2014 :
: 4,794: 2,206 -2,235 -16 1,860 7,318 4,050 5,067: 744 -273
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 18.8 0.0 58.5 69.9 83.7 88.7: 16.3 11.3
Old : 100.0: 25.1 18.8 0.0 58.5 69.9 83.7 88.7: 16.3 11.3
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 : 98: 23 20 4 39 25 63 48:
Old : 98: 23 20 4 39 25 63 48:
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 : 24.8 46.5 40.2 68.6 24.8 46.3 40.2 68.3
Old : 24.8 46.5 40.2 68.6 24.8 46.3 40.2 68.3
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 25, 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 : 120,913: 30,360 22,725 29 70,781 84,526 101,170 107,280: 19,743 13,633
Old : 120,913: 30,360 22,725 29 70,781 84,526 101,170 107,280: 19,743 13,633
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2014 :
: 9,587: 4,411 -4,470 -32 3,720 14,635 8,099 10,133: 1,488 -546
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 18.8 0.0 58.5 69.9 83.7 88.7: 16.3 11.3
Old : 100.0: 25.1 18.8 0.0 58.5 69.9 83.7 88.7: 16.3 11.3
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 : 98: 23 20 4 39 25 63 48:
Old : 98: 23 20 4 39 25 63 48:
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 : 24.8 46.5 40.2 68.6 24.8 46.3 40.2 68.3
Old : 24.8 46.5 40.2 68.6 24.8 46.3 40.2 68.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders - Futures Only, February 25, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 10,366: 8,372 6,858 1,206 758 2,233 10,336 10,297: 30 69
Old : 10,366: 8,372 6,858 1,206 758 2,233 10,336 10,297: 30 69
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2014 :
: 1,017: 835 -870 1 181 1,886 1,017 1,017: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.8 66.2 11.6 7.3 21.5 99.7 99.3: 0.3 0.7
Old : 100.0: 80.8 66.2 11.6 7.3 21.5 99.7 99.3: 0.3 0.7
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 : 22: 15 5 3 1 1 17 8:
Old : 22: 15 5 3 1 1 17 8:
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 : 56.0 90.2 78.2 99.3 51.6 85.6 71.6 87.7
Old : 56.0 90.2 78.2 99.3 51.6 85.6 71.6 87.7
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, February 25, 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 : 45,152: 1,117 20,740 0 43,982 24,223 45,099 44,963: 53 189
Old : 45,152: 1,117 20,740 0 43,982 24,223 45,099 44,963: 53 189
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2014 :
: -16: -59 86 0 57 -108 -2 -22: -14 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 45.9 0.0 97.4 53.6 99.9 99.6: 0.1 0.4
Old : 100.0: 2.5 45.9 0.0 97.4 53.6 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 : 48: 5 16 0 13 16 18 32:
Old : 48: 5 16 0 13 16 18 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 82.5 48.3 97.7 71.2 78.4 36.5 86.8 59.4
Old : 82.5 48.3 97.7 71.2 78.4 36.5 86.8 59.4
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 25, 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 : 27,907: 1,030 18,359 405 26,404 9,051 27,839 27,815: 68 92
Old : 27,907: 1,030 18,359 405 26,404 9,051 27,839 27,815: 68 92
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2014 :
: 924: 95 130 0 826 817 921 947: 3 -23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 65.8 1.5 94.6 32.4 99.8 99.7: 0.2 0.3
Old : 100.0: 3.7 65.8 1.5 94.6 32.4 99.8 99.7: 0.2 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 4 14 1 6 14 10 29:
Old : 36: 4 14 1 6 14 10 29:
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 : 94.4 50.7 99.5 71.2 87.5 49.7 91.2 67.9
Old : 94.4 50.7 99.5 71.2 87.5 49.7 91.2 67.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 28, 2014