WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, March 11, 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 : 340,739: 115,373 108,649 50,145 138,404 138,629 303,922 297,423: 36,817 43,316
Old : 176,476: 77,038 85,205 6,768 73,137 65,287 156,943 157,260: 19,533 19,216
Other: 164,263: 58,908 44,017 22,804 65,267 73,342 146,979 140,163: 17,284 24,100
: : :
: : Changes in Commitments from: March 4, 2014 :
: -5,783: 870 -12,841 -4,509 -7,592 10,994 -11,231 -6,356: 5,448 573
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 31.9 14.7 40.6 40.7 89.2 87.3: 10.8 12.7
Old : 100.0: 43.7 48.3 3.8 41.4 37.0 88.9 89.1: 11.1 10.9
Other: 100.0: 35.9 26.8 13.9 39.7 44.6 89.5 85.3: 10.5 14.7
: : :
:# Traders : Number of Traders in Each Category :
All : 321: 97 101 97 77 87 232 243:
Old : 286: 93 91 25 48 60 152 165:
Other: 241: 64 80 58 60 75 159 182:
:----------------------------------------------------------------------------------------------------
: 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 15.2 29.2 22.8 18.4 15.0 28.7 21.9
Old : 23.3 25.5 37.3 38.5 23.2 25.5 36.6 38.5
Other: 20.3 11.5 32.4 20.6 20.1 9.8 31.3 17.5
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, March 11, 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 : 128,769: 50,121 25,198 7,906 56,589 71,263 114,616 104,367: 14,153 24,402
Old : 69,326: 38,865 16,016 353 23,796 43,189 63,014 59,558: 6,312 9,768
Other: 59,443: 17,572 15,498 1,237 32,793 28,074 51,602 44,809: 7,841 14,634
: : :
: : Changes in Commitments from: March 4, 2014 :
: -821: 427 -3,754 417 -2,900 1,513 -2,056 -1,824: 1,235 1,003
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.9 19.6 6.1 43.9 55.3 89.0 81.0: 11.0 19.0
Old : 100.0: 56.1 23.1 0.5 34.3 62.3 90.9 85.9: 9.1 14.1
Other: 100.0: 29.6 26.1 2.1 55.2 47.2 86.8 75.4: 13.2 24.6
: : :
:# Traders : Number of Traders in Each Category :
All : 168: 48 41 28 47 54 107 114:
Old : 151: 43 35 10 29 45 78 84:
Other: 133: 24 37 12 41 49 72 91:
:----------------------------------------------------------------------------------------------------
: 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 : 22.6 27.0 34.1 35.2 21.2 23.1 32.4 30.0
Old : 27.0 36.9 40.3 45.4 27.0 36.9 40.3 45.4
Other: 22.1 22.7 38.3 33.8 21.7 19.2 37.7 28.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, March 11, 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 : 1,314,774: 422,097 187,193 176,917 589,301 704,100 1,188,315 1,068,210: 126,459 246,564
Old : 922,527: 365,977 223,519 59,805 406,134 496,017 831,916 779,341: 90,611 143,186
Other: 392,247: 163,268 70,822 9,964 183,167 208,083 356,399 288,869: 35,848 103,378
: : :
: : Changes in Commitments from: March 4, 2014 :
: 13,829: 21,474 -14,850 -18,882 9,358 41,594 11,950 7,862: 1,879 5,967
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 14.2 13.5 44.8 53.6 90.4 81.2: 9.6 18.8
Old : 100.0: 39.7 24.2 6.5 44.0 53.8 90.2 84.5: 9.8 15.5
Other: 100.0: 41.6 18.1 2.5 46.7 53.0 90.9 73.6: 9.1 26.4
: : :
:# Traders : Number of Traders in Each Category :
All : 739: 166 149 166 228 347 498 578:
Old : 709: 152 160 117 198 322 423 529:
Other: 546: 97 94 54 119 299 245 421:
:----------------------------------------------------------------------------------------------------
: 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 : 10.9 12.2 18.8 18.5 10.8 10.2 18.6 15.3
Old : 14.6 12.4 24.4 19.3 14.6 11.9 24.4 18.0
Other: 18.1 18.6 31.3 25.5 17.9 15.5 30.8 22.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, March 11, 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 : 9,637: 3,160 1,005 143 3,751 6,603 7,054 7,751: 2,583 1,886
Old : 6,757: 2,904 977 13 2,019 4,443 4,936 5,433: 1,821 1,324
Other: 2,880: 352 124 34 1,732 2,160 2,118 2,318: 762 562
: : :
: : Changes in Commitments from: March 4, 2014 :
: -36: -121 -135 -12 -65 151 -198 4: 162 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.8 10.4 1.5 38.9 68.5 73.2 80.4: 26.8 19.6
Old : 100.0: 43.0 14.5 0.2 29.9 65.8 73.1 80.4: 26.9 19.6
Other: 100.0: 12.2 4.3 1.2 60.1 75.0 73.5 80.5: 26.5 19.5
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 10 10 6 10 11 26 21:
Old : 34: 9 9 1 8 10 18 19:
Other: 22: 5 4 4 7 10 14 16:
:----------------------------------------------------------------------------------------------------
: 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 : 40.8 44.8 57.2 66.9 37.0 41.7 49.1 54.9
Old : 43.9 53.5 62.0 68.9 43.9 49.2 60.0 64.2
Other: 55.9 58.1 70.9 72.0 49.9 51.4 57.4 61.9
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, March 11, 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 : 670,093: 282,609 87,052 84,822 252,047 406,573 619,478 578,447: 50,615 91,646
Old : 469,014: 249,578 66,472 38,524 144,763 318,763 432,865 423,759: 36,149 45,255
Other: 201,079: 61,128 48,677 18,201 107,284 87,810 186,613 154,688: 14,466 46,391
: : :
: : Changes in Commitments from: March 4, 2014 :
: 1,999: -8,990 5,817 882 9,551 -765 1,443 5,934: 556 -3,935
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.2 13.0 12.7 37.6 60.7 92.4 86.3: 7.6 13.7
Old : 100.0: 53.2 14.2 8.2 30.9 68.0 92.3 90.4: 7.7 9.6
Other: 100.0: 30.4 24.2 9.1 53.4 43.7 92.8 76.9: 7.2 23.1
: : :
:# Traders : Number of Traders in Each Category :
All : 565: 187 141 158 130 193 415 415:
Old : 541: 190 134 103 98 178 346 363:
Other: 392: 90 111 64 92 144 224 282:
:----------------------------------------------------------------------------------------------------
: 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 : 8.6 18.6 16.9 27.8 8.3 16.5 15.6 23.9
Old : 11.6 22.4 21.5 34.2 11.6 21.2 21.3 31.9
Other: 17.8 21.5 27.9 30.2 17.6 18.8 26.6 26.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, March 11, 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 : 302,592: 104,411 63,523 30,084 132,658 183,588 267,153 277,195: 35,439 25,397
Old : 237,404: 92,057 66,909 13,081 104,844 136,349 209,982 216,339: 27,422 21,065
Other: 65,188: 23,027 7,287 6,330 27,814 47,239 57,171 60,856: 8,017 4,332
: : :
: : Changes in Commitments from: March 4, 2014 :
: 789: 9,354 -16,503 784 -14,139 20,626 -4,001 4,907: 4,790 -4,118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.5 21.0 9.9 43.8 60.7 88.3 91.6: 11.7 8.4
Old : 100.0: 38.8 28.2 5.5 44.2 57.4 88.4 91.1: 11.6 8.9
Other: 100.0: 35.3 11.2 9.7 42.7 72.5 87.7 93.4: 12.3 6.6
: : :
:# Traders : Number of Traders in Each Category :
All : 263: 80 75 71 73 68 193 178:
Old : 259: 74 78 59 68 67 177 172:
Other: 131: 42 27 16 41 27 93 62:
:----------------------------------------------------------------------------------------------------
: 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 32.9 20.8 42.8 11.6 29.5 20.3 39.2
Old : 13.9 29.7 24.5 40.6 13.9 26.6 24.5 37.3
Other: 16.2 47.1 27.9 60.1 16.2 43.4 27.9 54.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, March 11, 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 : 680,771: 76,461 60,330 14,873 447,145 442,968 538,479 518,171: 142,292 162,600
Old : 680,771: 76,461 60,330 14,873 447,145 442,968 538,479 518,171: 142,292 162,600
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2014 :
: -37,505: -2,562 -1,835 -10,305 -10,642 -6,864 -23,509 -19,004: -13,996 -18,501
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 8.9 2.2 65.7 65.1 79.1 76.1: 20.9 23.9
Old : 100.0: 11.2 8.9 2.2 65.7 65.1 79.1 76.1: 20.9 23.9
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 : 166: 33 26 17 73 85 113 121:
Old : 166: 33 26 17 73 85 113 121:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.1 18.4 34.0 26.9 20.0 14.3 26.6 21.3
Old : 23.1 18.4 34.0 26.9 20.0 14.3 26.6 21.3
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, March 11, 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 : 489,549: 43,836 47,708 2,273 364,608 348,386 410,717 398,367: 78,832 91,182
Old : 489,549: 43,836 47,708 2,273 364,608 348,386 410,717 398,367: 78,832 91,182
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2014 :
: -15,850: -4,906 -5,076 -2,233 458 -4,745 -6,681 -12,054: -9,169 -3,796
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 9.7 0.5 74.5 71.2 83.9 81.4: 16.1 18.6
Old : 100.0: 9.0 9.7 0.5 74.5 71.2 83.9 81.4: 16.1 18.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 78: 6 14 7 43 40 54 56:
Old : 78: 6 14 7 43 40 54 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 : 25.2 38.1 42.7 51.4 21.9 30.7 34.6 41.3
Old : 25.2 38.1 42.7 51.4 21.9 30.7 34.6 41.3
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, March 11, 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 : 5,655: 1,077 1,097 687 3,423 3,602 5,187 5,386: 468 269
Old : 5,655: 1,077 1,097 687 3,423 3,602 5,187 5,386: 468 269
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2014 :
: -78: 9 -137 111 -125 -57 -5 -83: -73 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 19.4 12.1 60.5 63.7 91.7 95.2: 8.3 4.8
Old : 100.0: 19.0 19.4 12.1 60.5 63.7 91.7 95.2: 8.3 4.8
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 : 39: 14 6 6 14 16 32 25:
Old : 39: 14 6 6 14 16 32 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 : 41.4 44.8 63.9 70.9 20.0 28.3 28.9 37.8
Old : 41.4 44.8 63.9 70.9 20.0 28.3 28.9 37.8
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, March 11, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 313,843: 114,951 60,980 26,537 125,819 203,685 267,307 291,202: 46,536 22,641
Old : 242,365: 102,522 57,779 16,934 86,694 150,199 206,150 224,912: 36,215 17,453
Other: 71,478: 18,608 9,380 3,424 39,125 53,486 61,157 66,290: 10,321 5,188
: : :
: : Changes in Commitments from: March 4, 2014 :
: 3,593: -3,128 1,867 5,062 1,432 -1,643 3,366 5,286: 227 -1,693
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.6 19.4 8.5 40.1 64.9 85.2 92.8: 14.8 7.2
Old : 100.0: 42.3 23.8 7.0 35.8 62.0 85.1 92.8: 14.9 7.2
Other: 100.0: 26.0 13.1 4.8 54.7 74.8 85.6 92.7: 14.4 7.3
: : :
:# Traders : Number of Traders in Each Category :
All : 275: 91 64 61 84 84 215 174:
Old : 268: 86 66 47 78 79 194 166:
Other: 134: 39 16 18 59 44 104 72:
:----------------------------------------------------------------------------------------------------
: 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 : 8.7 33.5 15.7 43.1 8.6 28.8 15.6 36.9
Old : 11.1 32.3 19.6 42.0 11.0 29.6 19.4 37.0
Other: 18.6 39.0 31.0 57.3 17.7 32.1 28.7 47.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, March 11, 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 : 7,767: 1,104 1,548 102 4,483 4,982 5,689 6,632: 2,078 1,135
Old : 6,645: 984 1,576 62 3,911 4,169 4,957 5,807: 1,688 838
Other: 1,122: 148 0 12 572 813 732 825: 390 297
: : :
: : Changes in Commitments from: March 4, 2014 :
: 368: 4 432 -3 214 -128 215 301: 153 67
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 19.9 1.3 57.7 64.1 73.2 85.4: 26.8 14.6
Old : 100.0: 14.8 23.7 0.9 58.9 62.7 74.6 87.4: 25.4 12.6
Other: 100.0: 13.2 0.0 1.1 51.0 72.5 65.2 73.5: 34.8 26.5
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 12 6 3 18 11 30 20:
Old : 38: 10 8 3 15 8 27 17:
Other: 16: 3 0 2 7 7 11 9:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.0 62.3 49.2 74.6 34.9 60.6 44.6 68.6
Old : 43.9 68.6 54.8 80.6 43.9 66.7 54.3 78.5
Other: 48.8 61.1 62.8 73.0 46.2 61.1 57.7 66.7
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, March 11, 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 : 924,744: 179,549 167,073 23,725 614,816 621,411 818,090 812,209: 106,654 112,535
Old : 924,744: 179,549 167,073 23,725 614,816 621,411 818,090 812,209: 106,654 112,535
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2014 :
: 21,190: -17,498 -4,824 -1,694 47,325 20,813 28,133 14,295: -6,943 6,895
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 18.1 2.6 66.5 67.2 88.5 87.8: 11.5 12.2
Old : 100.0: 19.4 18.1 2.6 66.5 67.2 88.5 87.8: 11.5 12.2
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 : 219: 42 31 21 92 107 142 152:
Old : 219: 42 31 21 92 107 142 152:
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 : 18.7 28.3 30.0 39.9 14.2 25.1 22.4 34.0
Old : 18.7 28.3 30.0 39.9 14.2 25.1 22.4 34.0
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, March 11, 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 : 2,412,737: 301,102 419,312 48,582 1,784,691 1,489,784 2,134,375 1,957,678: 278,362 455,059
Old : 2,412,737: 301,102 419,312 48,582 1,784,691 1,489,784 2,134,375 1,957,678: 278,362 455,059
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2014 :
: 5,455: -11,034 5,806 2,088 36,593 -19,218 27,647 -11,324: -22,192 16,779
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 17.4 2.0 74.0 61.7 88.5 81.1: 11.5 18.9
Old : 100.0: 12.5 17.4 2.0 74.0 61.7 88.5 81.1: 11.5 18.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 356: 53 94 45 129 168 211 278:
Old : 356: 53 94 45 129 168 211 278:
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 : 28.2 21.0 42.4 26.6 27.6 18.4 40.3 22.9
Old : 28.2 21.0 42.4 26.6 27.6 18.4 40.3 22.9
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, March 11, 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 : 1,915,981: 221,540 335,525 21,055 1,473,227 1,200,749 1,715,822 1,557,329: 200,159 358,652
Old : 1,915,981: 221,540 335,525 21,055 1,473,227 1,200,749 1,715,822 1,557,329: 200,159 358,652
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2014 :
: -28,975: -12,620 -8,013 -1,998 19,840 -33,621 5,222 -43,632: -34,197 14,657
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 17.5 1.1 76.9 62.7 89.6 81.3: 10.4 18.7
Old : 100.0: 11.6 17.5 1.1 76.9 62.7 89.6 81.3: 10.4 18.7
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 : 252: 23 68 23 95 125 134 200:
Old : 252: 23 68 23 95 125 134 200:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.1 17.3 48.5 25.5 37.1 13.8 46.6 20.5
Old : 38.1 17.3 48.5 25.5 37.1 13.8 46.6 20.5
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, March 11, 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 : 298,102: 14,677 51,443 51,590 205,035 149,036 271,302 252,069: 26,800 46,033
Old : 298,102: 14,677 51,443 51,590 205,035 149,036 271,302 252,069: 26,800 46,033
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2014 :
: 2,871: 3,602 1,189 -2,072 1,844 1,917 3,374 1,034: -503 1,837
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 17.3 17.3 68.8 50.0 91.0 84.6: 9.0 15.4
Old : 100.0: 4.9 17.3 17.3 68.8 50.0 91.0 84.6: 9.0 15.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 71: 13 18 19 33 35 56 63:
Old : 71: 13 18 19 33 35 56 63:
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 : 43.8 21.5 55.9 32.8 34.9 17.9 43.4 26.4
Old : 43.8 21.5 55.9 32.8 34.9 17.9 43.4 26.4
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, March 11, 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 : 64,348: 17,704 13,141 195 37,375 44,140 55,273 57,476: 9,075 6,873
Old : 64,348: 17,704 13,141 195 37,375 44,140 55,273 57,476: 9,075 6,873
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2014 :
: -1,897: -1,690 1,002 186 -126 -2,402 -1,630 -1,214: -267 -683
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 20.4 0.3 58.1 68.6 85.9 89.3: 14.1 10.7
Old : 100.0: 27.5 20.4 0.3 58.1 68.6 85.9 89.3: 14.1 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 : 104: 27 25 5 37 23 66 51:
Old : 104: 27 25 5 37 23 66 51:
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 45.9 40.1 65.8 24.8 45.5 40.1 65.4
Old : 24.8 45.9 40.1 65.8 24.8 45.5 40.1 65.4
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, March 11, 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 : 128,696: 35,407 26,281 390 74,749 88,280 110,546 114,951: 18,150 13,745
Old : 128,696: 35,407 26,281 390 74,749 88,280 110,546 114,951: 18,150 13,745
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2014 :
: -3,793: -3,379 2,004 371 -251 -4,803 -3,259 -2,428: -534 -1,365
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 20.4 0.3 58.1 68.6 85.9 89.3: 14.1 10.7
Old : 100.0: 27.5 20.4 0.3 58.1 68.6 85.9 89.3: 14.1 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 : 104: 27 25 5 37 23 66 51:
Old : 104: 27 25 5 37 23 66 51:
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 45.9 40.1 65.8 24.8 45.5 40.1 65.4
Old : 24.8 45.9 40.1 65.8 24.8 45.5 40.1 65.4
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, March 11, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 15,250: 12,467 9,204 1,198 1,549 4,770 15,214 15,172: 36 78
Old : 15,250: 12,467 9,204 1,198 1,549 4,770 15,214 15,172: 36 78
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2014 :
: 829: 736 -137 1 89 953 826 817: 3 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.8 60.4 7.9 10.2 31.3 99.8 99.5: 0.2 0.5
Old : 100.0: 81.8 60.4 7.9 10.2 31.3 99.8 99.5: 0.2 0.5
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 : 23: 17 4 3 1 1 19 7:
Old : 23: 17 4 3 1 1 19 7:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.1 93.9 83.4 99.5 65.1 90.8 78.9 91.6
Old : 68.1 93.9 83.4 99.5 65.1 90.8 78.9 91.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
Commitments of Traders - Futures Only, March 11, 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 : 45,553: 1,151 18,435 0 44,358 26,988 45,509 45,423: 44 130
Old : 45,553: 1,151 18,435 0 44,358 26,988 45,509 45,423: 44 130
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2014 :
: 589: 427 -1,100 -494 1,230 2,207 1,163 613: -574 -24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 40.5 0.0 97.4 59.2 99.9 99.7: 0.1 0.3
Old : 100.0: 2.5 40.5 0.0 97.4 59.2 99.9 99.7: 0.1 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 5 13 0 14 17 19 30:
Old : 44: 5 13 0 14 17 19 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 84.7 50.4 98.1 71.8 77.2 39.8 82.9 61.0
Old : 84.7 50.4 98.1 71.8 77.2 39.8 82.9 61.0
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, March 11, 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 : 45,698: 5,434 23,150 1,226 38,975 21,239 45,635 45,615: 63 83
Old : 45,698: 5,434 23,150 1,226 38,975 21,239 45,635 45,615: 63 83
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2014 :
: 18,408: 4,613 5,058 841 12,964 12,834 18,418 18,733: -10 -325
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 50.7 2.7 85.3 46.5 99.9 99.8: 0.1 0.2
Old : 100.0: 11.9 50.7 2.7 85.3 46.5 99.9 99.8: 0.1 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 : 33: 3 14 2 6 13 10 28:
Old : 33: 3 14 2 6 13 10 28:
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 : 90.0 66.9 99.8 81.8 61.7 40.3 63.1 50.7
Old : 90.0 66.9 99.8 81.8 61.7 40.3 63.1 50.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 18, 2014