WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, May 6, 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 : 362,059: 126,700 89,902 57,288 141,857 171,671 325,845 318,861: 36,214 43,198
Old : 350,901: 126,699 91,093 54,767 135,425 165,641 316,891 311,501: 34,010 39,400
Other: 11,158: 1,729 537 793 6,432 6,030 8,954 7,360: 2,204 3,798
: : :
: : Changes in Commitments from: April 29, 2014 :
: 5,513: 1,379 748 2,191 -2,973 1,540 597 4,479: 4,916 1,034
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.0 24.8 15.8 39.2 47.4 90.0 88.1: 10.0 11.9
Old : 100.0: 36.1 26.0 15.6 38.6 47.2 90.3 88.8: 9.7 11.2
Other: 100.0: 15.5 4.8 7.1 57.6 54.0 80.2 66.0: 19.8 34.0
: : :
:# Traders : Number of Traders in Each Category :
All : 346: 109 112 101 70 103 239 262:
Old : 345: 111 112 96 69 103 233 261:
Other: 89: 12 14 3 20 57 34 73:
:----------------------------------------------------------------------------------------------------
: 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 : 17.3 16.7 27.8 25.5 16.6 14.9 26.8 21.0
Old : 17.7 17.0 28.4 26.1 17.3 15.8 27.6 22.5
Other: 44.8 27.2 61.8 38.3 43.0 20.7 57.3 30.9
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, May 6, 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 : 150,685: 53,929 24,343 13,536 64,732 87,991 132,197 125,870: 18,488 24,815
Old : 148,260: 54,081 24,380 13,259 63,011 87,244 130,351 124,883: 17,909 23,377
Other: 2,425: 110 225 15 1,721 747 1,846 987: 579 1,438
: : :
: : Changes in Commitments from: April 29, 2014 :
: 7,446: 1,838 -1,085 2,463 995 5,266 5,296 6,644: 2,150 802
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.8 16.2 9.0 43.0 58.4 87.7 83.5: 12.3 16.5
Old : 100.0: 36.5 16.4 8.9 42.5 58.8 87.9 84.2: 12.1 15.8
Other: 100.0: 4.5 9.3 0.6 71.0 30.8 76.1 40.7: 23.9 59.3
: : :
:# Traders : Number of Traders in Each Category :
All : 181: 55 41 31 48 59 122 117:
Old : 181: 55 42 30 46 58 120 115:
Other: 46: 2 11 3 8 27 11 40:
:----------------------------------------------------------------------------------------------------
: 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 : 25.4 29.0 39.4 41.0 17.9 19.3 27.9 27.8
Old : 25.3 29.5 39.2 41.5 17.9 19.5 27.9 28.7
Other: 67.1 16.4 75.5 26.6 67.1 16.4 74.8 26.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, May 6, 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 : 1,349,953: 451,148 125,878 210,448 574,906 764,698 1,236,502 1,101,024: 113,451 248,929
Old : 816,478: 363,785 193,581 47,038 340,689 459,300 751,512 699,919: 64,966 116,559
Other: 533,475: 236,737 81,671 14,036 234,217 305,398 484,990 401,105: 48,485 132,370
: : :
: : Changes in Commitments from: April 29, 2014 :
: -14,340: 863 -2,058 -1,191 -7,026 -7,672 -7,354 -10,921: -6,986 -3,419
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 9.3 15.6 42.6 56.6 91.6 81.6: 8.4 18.4
Old : 100.0: 44.6 23.7 5.8 41.7 56.3 92.0 85.7: 8.0 14.3
Other: 100.0: 44.4 15.3 2.6 43.9 57.2 90.9 75.2: 9.1 24.8
: : :
:# Traders : Number of Traders in Each Category :
All : 726: 172 131 167 216 358 487 577:
Old : 680: 151 140 88 174 329 375 509:
Other: 601: 130 97 64 138 312 298 446:
:----------------------------------------------------------------------------------------------------
: 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 14.6 19.1 21.6 10.9 10.7 18.5 16.2
Old : 16.1 16.1 27.6 25.6 16.1 16.1 27.6 25.3
Other: 17.8 18.9 30.0 24.6 17.0 14.3 27.6 19.8
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, May 6, 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 : 7,300: 1,546 646 631 3,048 5,062 5,225 6,339: 2,075 961
Old : 7,300: 1,546 646 631 3,048 5,062 5,225 6,339: 2,075 961
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2014 :
: -45: 125 63 -58 -25 -54 42 -49: -87 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 8.8 8.6 41.8 69.3 71.6 86.8: 28.4 13.2
Old : 100.0: 21.2 8.8 8.6 41.8 69.3 71.6 86.8: 28.4 13.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 11 6 7 13 10 29 18:
Old : 32: 11 6 7 13 10 29 18:
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 : 33.0 51.1 52.2 77.4 30.4 41.5 38.4 57.3
Old : 33.0 51.1 52.2 77.4 30.4 41.5 38.4 57.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, May 6, 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 : 582,430: 224,992 94,572 60,382 246,228 328,644 531,602 483,598: 50,828 98,832
Old : 317,223: 169,081 52,691 12,350 106,815 215,605 288,246 280,646: 28,977 36,577
Other: 265,207: 77,604 63,574 26,339 139,413 113,039 243,356 202,952: 21,851 62,255
: : :
: : Changes in Commitments from: April 29, 2014 :
: -28,712: -19,859 8,580 -5,545 -749 -30,662 -26,153 -27,627: -2,559 -1,085
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.6 16.2 10.4 42.3 56.4 91.3 83.0: 8.7 17.0
Old : 100.0: 53.3 16.6 3.9 33.7 68.0 90.9 88.5: 9.1 11.5
Other: 100.0: 29.3 24.0 9.9 52.6 42.6 91.8 76.5: 8.2 23.5
: : :
:# Traders : Number of Traders in Each Category :
All : 551: 153 157 149 127 190 376 425:
Old : 490: 149 136 67 87 154 277 320:
Other: 440: 109 126 80 93 160 251 324:
:----------------------------------------------------------------------------------------------------
: 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 : 10.2 16.7 19.7 23.5 9.6 14.8 18.0 20.4
Old : 15.7 23.3 26.6 33.8 15.7 22.4 26.1 32.3
Other: 15.3 15.5 26.2 22.9 15.2 13.7 25.5 18.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, May 6, 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 : 314,757: 101,523 66,311 37,940 142,190 179,511 281,653 283,762: 33,104 30,995
Old : 201,628: 83,076 71,887 9,431 88,998 96,544 181,505 177,862: 20,123 23,766
Other: 113,129: 38,089 14,066 8,867 53,192 82,967 100,148 105,900: 12,981 7,229
: : :
: : Changes in Commitments from: April 29, 2014 :
: 7,537: 3,190 8,404 330 4,965 -5,259 8,485 3,475: -948 4,062
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.3 21.1 12.1 45.2 57.0 89.5 90.2: 10.5 9.8
Old : 100.0: 41.2 35.7 4.7 44.1 47.9 90.0 88.2: 10.0 11.8
Other: 100.0: 33.7 12.4 7.8 47.0 73.3 88.5 93.6: 11.5 6.4
: : :
:# Traders : Number of Traders in Each Category :
All : 250: 81 64 65 76 63 186 167:
Old : 242: 76 65 42 70 61 161 154:
Other: 156: 54 32 19 52 38 115 80:
:----------------------------------------------------------------------------------------------------
: 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 : 13.3 31.2 21.9 40.3 12.3 27.6 20.7 36.1
Old : 15.4 24.6 27.0 33.5 14.8 24.1 26.4 33.0
Other: 18.4 50.0 29.6 63.9 15.9 48.0 26.8 59.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, May 6, 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 : 746,046: 105,001 69,324 17,045 449,466 472,358 571,512 558,727: 174,534 187,319
Old : 746,046: 105,001 69,324 17,045 449,466 472,358 571,512 558,727: 174,534 187,319
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2014 :
: 11,107: 2,815 -653 3,139 -2,996 -2,650 2,958 -164: 8,149 11,271
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 9.3 2.3 60.2 63.3 76.6 74.9: 23.4 25.1
Old : 100.0: 14.1 9.3 2.3 60.2 63.3 76.6 74.9: 23.4 25.1
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 : 169: 35 29 24 71 80 116 123:
Old : 169: 35 29 24 71 80 116 123:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.9 19.0 31.9 27.6 19.0 13.1 26.4 20.4
Old : 21.9 19.0 31.9 27.6 19.0 13.1 26.4 20.4
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, May 6, 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 : 483,798: 56,194 47,956 2,209 328,408 342,283 386,811 392,448: 96,987 91,350
Old : 483,798: 56,194 47,956 2,209 328,408 342,283 386,811 392,448: 96,987 91,350
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2014 :
: 1,405: 4,531 -354 81 -7,330 -5,579 -2,718 -5,852: 4,123 7,257
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 9.9 0.5 67.9 70.7 80.0 81.1: 20.0 18.9
Old : 100.0: 11.6 9.9 0.5 67.9 70.7 80.0 81.1: 20.0 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 : 82: 10 13 6 42 43 56 58:
Old : 82: 10 13 6 42 43 56 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.4 37.5 42.0 51.5 23.0 36.0 35.6 46.0
Old : 26.4 37.5 42.0 51.5 23.0 36.0 35.6 46.0
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, May 6, 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 : 7,184: 1,238 714 1,028 4,440 5,227 6,706 6,969: 478 215
Old : 7,184: 1,238 714 1,028 4,440 5,227 6,706 6,969: 478 215
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2014 :
: -166: 137 -184 10 -397 14 -250 -160: 84 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 9.9 14.3 61.8 72.8 93.3 97.0: 6.7 3.0
Old : 100.0: 17.2 9.9 14.3 61.8 72.8 93.3 97.0: 6.7 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 : 45: 15 5 5 14 20 31 30:
Old : 45: 15 5 5 14 20 31 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 : 43.7 46.5 65.3 64.1 16.5 22.9 23.9 30.6
Old : 43.7 46.5 65.3 64.1 16.5 22.9 23.9 30.6
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, May 6, 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 : 301,044: 111,723 58,983 21,629 121,761 195,063 255,113 275,675: 45,931 25,369
Old : 197,423: 91,671 48,008 8,909 65,573 124,394 166,153 181,311: 31,270 16,112
Other: 103,621: 26,122 17,045 6,650 56,188 70,669 88,960 94,364: 14,661 9,257
: : :
: : Changes in Commitments from: April 29, 2014 :
: -11,599: -7,404 3,252 -480 -1,119 -12,433 -9,003 -9,661: -2,596 -1,938
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.1 19.6 7.2 40.4 64.8 84.7 91.6: 15.3 8.4
Old : 100.0: 46.4 24.3 4.5 33.2 63.0 84.2 91.8: 15.8 8.2
Other: 100.0: 25.2 16.4 6.4 54.2 68.2 85.9 91.1: 14.1 8.9
: : :
:# Traders : Number of Traders in Each Category :
All : 264: 82 63 52 83 91 198 177:
Old : 251: 74 60 37 75 79 171 158:
Other: 164: 48 28 24 65 55 121 99:
:----------------------------------------------------------------------------------------------------
: 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 : 9.3 28.4 16.4 39.5 8.7 24.7 15.4 34.5
Old : 12.9 29.3 21.8 38.7 12.9 28.1 21.8 37.3
Other: 18.5 36.6 30.7 52.6 18.2 33.8 28.2 45.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, May 6, 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 : 8,028: 1,650 732 266 3,972 5,779 5,888 6,777: 2,140 1,251
Old : 5,861: 1,448 888 2 3,036 4,140 4,486 5,030: 1,375 831
Other: 2,167: 367 9 99 936 1,639 1,402 1,747: 765 420
: : :
: : Changes in Commitments from: April 29, 2014 :
: 27: 263 -30 57 -178 -74 142 -47: -115 74
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 9.1 3.3 49.5 72.0 73.3 84.4: 26.7 15.6
Old : 100.0: 24.7 15.2 0.0 51.8 70.6 76.5 85.8: 23.5 14.2
Other: 100.0: 16.9 0.4 4.6 43.2 75.6 64.7 80.6: 35.3 19.4
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 13 4 3 21 16 35 22:
Old : 38: 9 6 1 13 11 23 17:
Other: 25: 6 1 3 13 9 20 12:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.5 57.0 51.2 69.9 34.5 54.7 45.5 64.0
Old : 42.6 65.4 61.1 77.4 42.6 65.4 61.1 77.4
Other: 37.5 60.1 48.7 74.9 34.9 56.5 45.0 69.7
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, May 6, 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 : 1,122,220: 200,364 214,713 19,231 791,574 751,429 1,011,169 985,373: 111,051 136,847
Old : 1,122,220: 200,364 214,713 19,231 791,574 751,429 1,011,169 985,373: 111,051 136,847
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2014 :
: 8,432: 6,898 -5,906 2,077 -2,446 -567 6,529 -4,396: 1,903 12,828
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 19.1 1.7 70.5 67.0 90.1 87.8: 9.9 12.2
Old : 100.0: 17.9 19.1 1.7 70.5 67.0 90.1 87.8: 9.9 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 : 239: 39 42 23 84 129 131 186:
Old : 239: 39 42 23 84 129 131 186:
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 : 29.1 18.3 41.4 27.9 25.8 17.3 36.8 26.5
Old : 29.1 18.3 41.4 27.9 25.8 17.3 36.8 26.5
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, May 6, 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 : 2,618,485: 340,698 470,107 46,326 1,939,775 1,615,118 2,326,799 2,131,551: 291,686 486,934
Old : 2,618,485: 340,698 470,107 46,326 1,939,775 1,615,118 2,326,799 2,131,551: 291,686 486,934
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2014 :
: 89,798: 7,780 22,764 -5,704 72,502 46,756 74,578 63,816: 15,220 25,982
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 18.0 1.8 74.1 61.7 88.9 81.4: 11.1 18.6
Old : 100.0: 13.0 18.0 1.8 74.1 61.7 88.9 81.4: 11.1 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 : 357: 52 92 44 128 172 211 277:
Old : 357: 52 92 44 128 172 211 277:
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 : 33.3 17.7 46.5 23.0 31.7 15.2 44.1 19.8
Old : 33.3 17.7 46.5 23.0 31.7 15.2 44.1 19.8
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, May 6, 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 : 2,062,110: 226,496 359,778 15,459 1,614,889 1,322,116 1,856,844 1,697,353: 205,266 364,757
Old : 2,062,110: 226,496 359,778 15,459 1,614,889 1,322,116 1,856,844 1,697,353: 205,266 364,757
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2014 :
: -34,976: -24,909 -16,659 -3,051 -11,442 -16,271 -39,402 -35,981: 4,426 1,005
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 17.4 0.7 78.3 64.1 90.0 82.3: 10.0 17.7
Old : 100.0: 11.0 17.4 0.7 78.3 64.1 90.0 82.3: 10.0 17.7
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 : 277: 29 66 25 104 145 151 218:
Old : 277: 29 66 25 104 145 151 218:
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 : 37.5 17.7 48.6 25.7 35.2 16.7 43.5 24.1
Old : 37.5 17.7 48.6 25.7 35.2 16.7 43.5 24.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders - Futures Only, May 6, 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 : 324,263: 13,699 67,239 54,909 226,999 147,349 295,607 269,497: 28,656 54,766
Old : 324,263: 13,699 67,239 54,909 226,999 147,349 295,607 269,497: 28,656 54,766
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2014 :
: -34,141: -2,845 -24,210 879 -32,058 -9,270 -34,024 -32,601: -117 -1,540
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 20.7 16.9 70.0 45.4 91.2 83.1: 8.8 16.9
Old : 100.0: 4.2 20.7 16.9 70.0 45.4 91.2 83.1: 8.8 16.9
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 : 77: 11 26 18 36 37 57 71:
Old : 77: 11 26 18 36 37 57 71:
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 : 45.5 19.6 56.5 30.3 38.3 15.8 42.9 22.5
Old : 45.5 19.6 56.5 30.3 38.3 15.8 42.9 22.5
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, May 6, 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 : 59,360: 15,242 13,429 92 36,621 37,583 51,955 51,103: 7,405 8,257
Old : 59,360: 15,242 13,429 92 36,621 37,583 51,955 51,103: 7,405 8,257
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2014 :
: -1,533: -963 1,984 44 -223 -3,520 -1,141 -1,493: -392 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 22.6 0.2 61.7 63.3 87.5 86.1: 12.5 13.9
Old : 100.0: 25.7 22.6 0.2 61.7 63.3 87.5 86.1: 12.5 13.9
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 : 105: 26 28 6 35 21 63 53:
Old : 105: 26 28 6 35 21 63 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.0 43.4 41.6 61.1 26.0 43.1 41.6 60.8
Old : 26.0 43.4 41.6 61.1 26.0 43.1 41.6 60.8
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, May 6, 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 : 118,719: 30,484 26,858 183 73,242 75,165 103,909 102,206: 14,810 16,513
Old : 118,719: 30,484 26,858 183 73,242 75,165 103,909 102,206: 14,810 16,513
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2014 :
: -3,065: -1,925 3,967 88 -445 -7,040 -2,282 -2,985: -783 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 22.6 0.2 61.7 63.3 87.5 86.1: 12.5 13.9
Old : 100.0: 25.7 22.6 0.2 61.7 63.3 87.5 86.1: 12.5 13.9
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 : 105: 26 28 6 35 21 63 53:
Old : 105: 26 28 6 35 21 63 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.0 43.4 41.6 61.1 26.0 43.1 41.6 60.8
Old : 26.0 43.4 41.6 61.1 26.0 43.1 41.6 60.8
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, May 6, 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 : 16,903: 13,703 15,781 1,105 2,027 0 16,835 16,886: 68 17
Old : 16,903: 13,703 15,781 1,105 2,027 0 16,835 16,886: 68 17
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2014 :
: 495: 278 1,606 5 199 -1,116 482 495: 13 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.1 93.4 6.5 12.0 0.0 99.6 99.9: 0.4 0.1
Old : 100.0: 81.1 93.4 6.5 12.0 0.0 99.6 99.9: 0.4 0.1
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 : 22: 16 4 3 2 0 19 6:
Old : 22: 16 4 3 2 0 19 6:
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 : 63.1 98.8 80.3 99.9 61.0 93.4 78.2 93.4
Old : 63.1 98.8 80.3 99.9 61.0 93.4 78.2 93.4
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, May 6, 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 : 52,926: 2,241 19,869 375 50,256 32,535 52,872 52,779: 54 147
Old : 52,926: 2,241 19,869 375 50,256 32,535 52,872 52,779: 54 147
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2014 :
: 1,540: 1,002 1,494 -4 536 67 1,534 1,557: 6 -17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 37.5 0.7 95.0 61.5 99.9 99.7: 0.1 0.3
Old : 100.0: 4.2 37.5 0.7 95.0 61.5 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 : 43: 4 13 1 13 14 17 28:
Old : 43: 4 13 1 13 14 17 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 : 82.7 49.3 98.1 74.9 80.5 43.0 88.8 65.7
Old : 82.7 49.3 98.1 74.9 80.5 43.0 88.8 65.7
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, May 6, 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 : 45,851: 283 15,389 0 45,527 30,008 45,810 45,397: 41 454
Old : 45,851: 283 15,389 0 45,527 30,008 45,810 45,397: 41 454
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2014 :
: -838: 68 737 -246 -654 -1,382 -832 -891: -6 53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 33.6 0.0 99.3 65.4 99.9 99.0: 0.1 1.0
Old : 100.0: 0.6 33.6 0.0 99.3 65.4 99.9 99.0: 0.1 1.0
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 : 40: 2 17 0 7 15 9 32:
Old : 40: 2 17 0 7 15 9 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 : 91.1 51.7 99.8 73.3 91.1 51.7 95.3 72.3
Old : 91.1 51.7 99.8 73.3 91.1 51.7 95.3 72.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 9, 2014