WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, July 1, 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 : 370,771: 107,523 140,941 57,808 172,256 128,592 337,587 327,341: 33,184 43,430
Old : 342,256: 97,806 143,593 50,216 163,706 112,012 311,728 305,821: 30,528 36,435
Other: 28,515: 14,975 2,606 2,334 8,550 16,580 25,859 21,520: 2,656 6,995
: : :
: : Changes in Commitments from: June 24, 2014 :
: -5,522: 5,208 5,090 -233 -7,258 -7,697 -2,283 -2,840: -3,239 -2,682
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 38.0 15.6 46.5 34.7 91.1 88.3: 8.9 11.7
Old : 100.0: 28.6 42.0 14.7 47.8 32.7 91.1 89.4: 8.9 10.6
Other: 100.0: 52.5 9.1 8.2 30.0 58.1 90.7 75.5: 9.3 24.5
: : :
:# Traders : Number of Traders in Each Category :
All : 346: 92 122 101 88 86 248 255:
Old : 344: 98 121 94 87 83 243 247:
Other: 117: 19 24 14 27 59 59 87:
:----------------------------------------------------------------------------------------------------
: 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 13.8 29.0 22.9 17.7 13.1 28.0 20.9
Old : 19.4 14.9 29.9 24.3 19.4 14.8 29.5 23.3
Other: 59.6 24.3 69.6 40.8 59.6 21.9 67.8 35.5
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, July 1, 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 : 133,669: 53,489 31,636 7,296 57,883 72,068 118,668 111,000: 15,001 22,669
Old : 127,015: 52,266 31,548 5,941 54,526 69,953 112,733 107,442: 14,282 19,573
Other: 6,654: 2,546 1,411 32 3,357 2,115 5,935 3,558: 719 3,096
: : :
: : Changes in Commitments from: June 24, 2014 :
: -4,713: 1,433 908 -3,473 -1,150 -676 -3,190 -3,241: -1,523 -1,472
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.0 23.7 5.5 43.3 53.9 88.8 83.0: 11.2 17.0
Old : 100.0: 41.1 24.8 4.7 42.9 55.1 88.8 84.6: 11.2 15.4
Other: 100.0: 38.3 21.2 0.5 50.5 31.8 89.2 53.5: 10.8 46.5
: : :
:# Traders : Number of Traders in Each Category :
All : 185: 55 47 37 55 56 129 125:
Old : 184: 58 45 35 55 54 128 121:
Other: 60: 6 14 3 13 31 19 48:
:----------------------------------------------------------------------------------------------------
: 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 : 20.7 22.8 31.2 34.7 18.5 20.4 28.2 30.7
Old : 21.5 23.7 31.6 35.5 19.3 21.5 28.1 32.2
Other: 78.1 27.2 85.6 36.0 78.1 27.2 85.5 36.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, July 1, 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 : 1,281,647: 413,772 293,291 165,966 585,432 582,915 1,165,170 1,042,172: 116,477 239,475
Old : 524,116: 225,673 217,625 16,244 242,846 228,642 484,763 462,511: 39,353 61,605
Other: 757,531: 308,055 195,622 29,766 342,586 354,273 680,407 579,661: 77,124 177,870
: : :
: : Changes in Commitments from: June 24, 2014 :
: -81,053: -8,463 8,673 -34,887 -33,831 -40,207 -77,181 -66,421: -3,872 -14,632
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.3 22.9 12.9 45.7 45.5 90.9 81.3: 9.1 18.7
Old : 100.0: 43.1 41.5 3.1 46.3 43.6 92.5 88.2: 7.5 11.8
Other: 100.0: 40.7 25.8 3.9 45.2 46.8 89.8 76.5: 10.2 23.5
: : :
:# Traders : Number of Traders in Each Category :
All : 689: 123 177 148 232 310 455 555:
Old : 565: 93 140 29 152 234 262 387:
Other: 629: 130 137 83 172 286 351 462:
:----------------------------------------------------------------------------------------------------
: 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 : 11.2 13.9 19.9 19.9 10.6 10.4 19.1 15.2
Old : 17.3 18.8 31.0 29.4 17.3 17.3 30.8 27.9
Other: 12.7 17.5 21.8 23.5 12.6 15.5 21.2 21.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, July 1, 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 : 7,151: 2,816 772 65 2,344 5,289 5,225 6,126: 1,926 1,025
Old : 7,151: 2,816 772 65 2,344 5,289 5,225 6,126: 1,926 1,025
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2014 :
: -622: -261 49 -6 -41 -510 -308 -467: -314 -155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.4 10.8 0.9 32.8 74.0 73.1 85.7: 26.9 14.3
Old : 100.0: 39.4 10.8 0.9 32.8 74.0 73.1 85.7: 26.9 14.3
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 : 35: 14 6 6 12 10 30 18:
Old : 35: 14 6 6 12 10 30 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 : 39.2 55.3 51.2 74.9 38.9 48.7 48.4 66.7
Old : 39.2 55.3 51.2 74.9 38.9 48.7 48.4 66.7
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, July 1, 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 : 596,424: 195,373 178,252 75,686 281,418 235,256 552,477 489,194: 43,947 107,230
Old : 74,341: 31,293 16,648 1,249 34,829 42,827 67,371 60,724: 6,970 13,617
Other: 522,083: 189,077 186,601 49,440 246,589 192,429 485,106 428,470: 36,977 93,613
: : :
: : Changes in Commitments from: June 24, 2014 :
: -11,940: -1,187 19,096 -7,550 -172 -21,529 -8,909 -9,983: -3,031 -1,957
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.8 29.9 12.7 47.2 39.4 92.6 82.0: 7.4 18.0
Old : 100.0: 42.1 22.4 1.7 46.9 57.6 90.6 81.7: 9.4 18.3
Other: 100.0: 36.2 35.7 9.5 47.2 36.9 92.9 82.1: 7.1 17.9
: : :
:# Traders : Number of Traders in Each Category :
All : 597: 152 190 171 151 211 423 472:
Old : 352: 95 69 17 89 120 192 200:
Other: 584: 151 190 121 106 193 336 439:
:----------------------------------------------------------------------------------------------------
: 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 : 11.3 11.8 20.4 18.5 11.0 11.3 19.7 17.0
Old : 21.9 17.5 34.9 29.3 21.7 17.5 32.8 29.3
Other: 12.7 12.9 22.0 19.6 12.4 12.5 21.5 18.8
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, July 1, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 1,000 Bushels) :
: : :
All : 21,183: 15,143 993 73 5 5,236 15,221 6,302: 5,962 14,881
Old : 946: 569 12 37 5 176 611 225: 335 721
Other: 20,237: 14,579 986 31 0 5,060 14,610 6,077: 5,627 14,160
: : :
: : Changes in Commitments from: June 24, 2014 :
: -1,565: -1,230 49 9 3 210 -1,218 268: -347 -1,833
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.5 4.7 0.3 0.0 24.7 71.9 29.8: 28.1 70.2
Old : 100.0: 60.1 1.3 3.9 0.5 18.6 64.6 23.8: 35.4 76.2
Other: 100.0: 72.0 4.9 0.2 0.0 25.0 72.2 30.0: 27.8 70.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 3 3 1 16 4 21:
Old : 17: 2 2 1 1 12 3 15:
Other: 21: 2 3 3 0 16 3 21:
:----------------------------------------------------------------------------------------------------
: 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 : 71.9 12.4 71.9 19.1 71.5 12.3 71.5 19.0
Old : 64.6 17.8 64.6 21.2 60.7 15.0 60.7 18.0
Other: 72.2 12.4 72.2 19.3 72.0 12.2 72.0 19.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, July 1, 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 : 310,739: 106,714 78,593 28,048 145,170 169,646 279,932 276,287: 30,807 34,452
Old : 82,399: 29,558 9,937 5,225 37,142 55,163 71,925 70,325: 10,474 12,074
Other: 228,340: 85,128 76,628 14,851 108,028 114,483 208,007 205,962: 20,333 22,378
: : :
: : Changes in Commitments from: June 24, 2014 :
: -10,493: 1,437 -7,282 -5,270 -4,233 -1,960 -8,066 -14,512: -2,427 4,019
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 25.3 9.0 46.7 54.6 90.1 88.9: 9.9 11.1
Old : 100.0: 35.9 12.1 6.3 45.1 66.9 87.3 85.3: 12.7 14.7
Other: 100.0: 37.3 33.6 6.5 47.3 50.1 91.1 90.2: 8.9 9.8
: : :
:# Traders : Number of Traders in Each Category :
All : 277: 78 82 76 76 69 203 192:
Old : 173: 56 29 32 52 56 121 110:
Other: 248: 72 80 49 68 45 171 147:
:----------------------------------------------------------------------------------------------------
: 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 : 11.8 28.1 21.7 37.9 11.7 25.6 21.3 34.6
Old : 22.0 27.6 33.0 38.2 22.0 26.8 32.8 37.2
Other: 16.0 29.8 27.6 41.5 15.9 27.5 27.4 38.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, July 1, 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 : 736,293: 88,817 71,080 6,828 488,290 490,637 583,935 568,545: 152,358 167,748
Old : 736,293: 88,817 71,080 6,828 488,290 490,637 583,935 568,545: 152,358 167,748
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2014 :
: -2,804: 10,808 2,893 -3,948 -7,451 -7,988 -591 -9,043: -2,213 6,239
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 9.7 0.9 66.3 66.6 79.3 77.2: 20.7 22.8
Old : 100.0: 12.1 9.7 0.9 66.3 66.6 79.3 77.2: 20.7 22.8
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 : 170: 30 28 13 73 85 110 119:
Old : 170: 30 28 13 73 85 110 119:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.1 16.3 34.8 25.4 21.1 11.2 28.6 18.9
Old : 24.1 16.3 34.8 25.4 21.1 11.2 28.6 18.9
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, July 1, 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 : 485,677: 54,240 34,821 4,245 326,217 354,706 384,702 393,772: 100,975 91,905
Old : 485,677: 54,240 34,821 4,245 326,217 354,706 384,702 393,772: 100,975 91,905
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2014 :
: 4,328: 4,716 -3,185 -371 16 5,724 4,361 2,168: -33 2,160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 7.2 0.9 67.2 73.0 79.2 81.1: 20.8 18.9
Old : 100.0: 11.2 7.2 0.9 67.2 73.0 79.2 81.1: 20.8 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 : 83: 12 11 6 43 46 59 59:
Old : 83: 12 11 6 43 46 59 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 : 27.0 40.8 42.8 52.2 23.6 37.5 34.4 45.9
Old : 27.0 40.8 42.8 52.2 23.6 37.5 34.4 45.9
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, July 1, 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 : 6,547: 1,306 858 594 4,054 4,854 5,954 6,306: 593 241
Old : 6,547: 1,306 858 594 4,054 4,854 5,954 6,306: 593 241
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2014 :
: -292: -143 -80 -120 -95 -81 -358 -281: 66 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 13.1 9.1 61.9 74.1 90.9 96.3: 9.1 3.7
Old : 100.0: 19.9 13.1 9.1 61.9 74.1 90.9 96.3: 9.1 3.7
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 : 42: 10 8 4 17 21 31 30:
Old : 42: 10 8 4 17 21 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 : 39.6 49.1 60.8 66.1 19.7 20.8 27.9 28.6
Old : 39.6 49.1 60.8 66.1 19.7 20.8 27.9 28.6
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, July 1, 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 : 307,503: 95,181 70,913 26,913 139,982 182,927 262,076 280,753: 45,427 26,750
Old : 83,601: 25,379 14,911 3,933 38,597 55,510 67,909 74,354: 15,692 9,247
Other: 223,902: 80,344 66,544 12,438 101,385 127,417 194,167 206,399: 29,735 17,503
: : :
: : Changes in Commitments from: June 24, 2014 :
: -5,778: -1,713 10,087 -846 -2,389 -12,136 -4,948 -2,895: -830 -2,883
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 23.1 8.8 45.5 59.5 85.2 91.3: 14.8 8.7
Old : 100.0: 30.4 17.8 4.7 46.2 66.4 81.2 88.9: 18.8 11.1
Other: 100.0: 35.9 29.7 5.6 45.3 56.9 86.7 92.2: 13.3 7.8
: : :
:# Traders : Number of Traders in Each Category :
All : 259: 71 78 65 79 87 198 188:
Old : 180: 41 40 30 67 66 124 121:
Other: 229: 68 69 46 63 64 162 150:
:----------------------------------------------------------------------------------------------------
: 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 : 11.8 27.4 20.3 36.8 9.8 22.2 17.4 30.1
Old : 25.0 22.0 37.7 31.8 25.0 19.9 36.8 29.7
Other: 10.9 30.5 19.7 40.8 10.4 27.6 18.9 37.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, July 1, 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 : 8,106: 1,211 2,308 659 4,447 3,214 6,317 6,181: 1,789 1,925
Old : 8,106: 1,211 2,308 659 4,447 3,214 6,317 6,181: 1,789 1,925
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2014 :
: -1,041: -14 206 -156 -635 -1,072 -805 -1,022: -236 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 28.5 8.1 54.9 39.6 77.9 76.3: 22.1 23.7
Old : 100.0: 14.9 28.5 8.1 54.9 39.6 77.9 76.3: 22.1 23.7
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 : 55: 15 15 8 17 14 35 35:
Old : 55: 15 15 8 17 14 35 35:
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 : 38.6 33.4 51.4 49.0 37.2 31.8 46.3 44.7
Old : 38.6 33.4 51.4 49.0 37.2 31.8 46.3 44.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, July 1, 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 : 1,098,153: 221,386 214,424 11,255 767,070 736,329 999,711 962,008: 98,442 136,145
Old : 1,098,153: 221,386 214,424 11,255 767,070 736,329 999,711 962,008: 98,442 136,145
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2014 :
: 57,952: 8,230 -18,132 2,012 38,356 83,797 48,598 67,677: 9,354 -9,725
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 19.5 1.0 69.9 67.1 91.0 87.6: 9.0 12.4
Old : 100.0: 20.2 19.5 1.0 69.9 67.1 91.0 87.6: 9.0 12.4
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 : 236: 40 41 19 85 118 132 171:
Old : 236: 40 41 19 85 118 132 171:
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 : 31.3 20.0 42.2 29.9 29.6 20.0 39.8 29.8
Old : 31.3 20.0 42.2 29.9 29.6 20.0 39.8 29.8
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, July 1, 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 : 2,603,368: 404,469 473,827 35,048 1,878,105 1,621,728 2,317,622 2,130,603: 285,746 472,765
Old : 2,603,368: 404,469 473,827 35,048 1,878,105 1,621,728 2,317,622 2,130,603: 285,746 472,765
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2014 :
: 18,168: 1,723 43,789 -2,611 -6,004 -32,558 -6,892 8,620: 25,060 9,548
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 18.2 1.3 72.1 62.3 89.0 81.8: 11.0 18.2
Old : 100.0: 15.5 18.2 1.3 72.1 62.3 89.0 81.8: 11.0 18.2
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 : 369: 47 105 39 129 172 204 288:
Old : 369: 47 105 39 129 172 204 288:
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 : 41.6 19.0 50.4 24.3 40.0 16.2 47.7 20.6
Old : 41.6 19.0 50.4 24.3 40.0 16.2 47.7 20.6
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, July 1, 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 : 2,056,055: 288,175 296,970 26,878 1,518,127 1,371,639 1,833,180 1,695,487: 222,875 360,568
Old : 2,056,055: 288,175 296,970 26,878 1,518,127 1,371,639 1,833,180 1,695,487: 222,875 360,568
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2014 :
: -66,142: -14,371 10,117 -1,789 -53,805 -60,533 -69,965 -52,205: 3,823 -13,937
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 14.4 1.3 73.8 66.7 89.2 82.5: 10.8 17.5
Old : 100.0: 14.0 14.4 1.3 73.8 66.7 89.2 82.5: 10.8 17.5
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 : 272: 35 58 22 109 135 161 198:
Old : 272: 35 58 22 109 135 161 198:
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 19.8 43.8 28.7 29.7 18.2 37.9 25.4
Old : 33.0 19.8 43.8 28.7 29.7 18.2 37.9 25.4
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, July 1, 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 : 411,799: 28,953 88,240 79,523 276,054 196,684 384,530 364,447: 27,269 47,352
Old : 411,799: 28,953 88,240 79,523 276,054 196,684 384,530 364,447: 27,269 47,352
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2014 :
: -5,722: -1,415 -437 1,037 -5,220 -1,238 -5,598 -638: -124 -5,084
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 21.4 19.3 67.0 47.8 93.4 88.5: 6.6 11.5
Old : 100.0: 7.0 21.4 19.3 67.0 47.8 93.4 88.5: 6.6 11.5
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 : 81: 15 23 23 34 37 60 74:
Old : 81: 15 23 23 34 37 60 74:
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 : 51.4 23.2 60.4 36.1 40.6 19.5 45.0 27.3
Old : 51.4 23.2 60.4 36.1 40.6 19.5 45.0 27.3
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, July 1, 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 : 65,075: 20,245 14,188 126 35,886 44,205 56,257 58,518: 8,818 6,557
Old : 65,075: 20,245 14,188 126 35,886 44,205 56,257 58,518: 8,818 6,557
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2014 :
: 6,963: 5,667 -1,146 -91 338 8,926 5,914 7,690: 1,050 -727
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 21.8 0.2 55.1 67.9 86.4 89.9: 13.6 10.1
Old : 100.0: 31.1 21.8 0.2 55.1 67.9 86.4 89.9: 13.6 10.1
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 : 118: 35 26 7 41 23 78 54:
Old : 118: 35 26 7 41 23 78 54:
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 39.4 38.5 58.9 25.2 39.4 38.5 58.7
Old : 25.2 39.4 38.5 58.9 25.2 39.4 38.5 58.7
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, July 1, 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 : 130,149: 40,490 28,376 251 71,772 88,409 112,513 117,036: 17,636 13,113
Old : 130,149: 40,490 28,376 251 71,772 88,409 112,513 117,036: 17,636 13,113
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2014 :
: 13,926: 11,333 -2,291 -181 675 17,852 11,827 15,380: 2,099 -1,454
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 21.8 0.2 55.1 67.9 86.4 89.9: 13.6 10.1
Old : 100.0: 31.1 21.8 0.2 55.1 67.9 86.4 89.9: 13.6 10.1
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 : 118: 35 26 7 41 23 78 54:
Old : 118: 35 26 7 41 23 78 54:
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 39.4 38.5 58.9 25.2 39.4 38.5 58.7
Old : 25.2 39.4 38.5 58.9 25.2 39.4 38.5 58.7
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, July 1, 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 : 15,070: 13,186 13,984 886 926 194 14,998 15,064: 72 6
Old : 15,070: 13,186 13,984 886 926 194 14,998 15,064: 72 6
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2014 :
: -299: -143 -301 -96 -92 94 -331 -303: 32 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.5 92.8 5.9 6.1 1.3 99.5 100.0: 0.5 0.0
Old : 100.0: 87.5 92.8 5.9 6.1 1.3 99.5 100.0: 0.5 0.0
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 : 22: 17 3 2 1 1 19 5:
Old : 22: 17 3 2 1 1 19 5:
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 : 68.7 98.7 86.0 100.0 67.0 94.1 83.6 94.1
Old : 68.7 98.7 86.0 100.0 67.0 94.1 83.6 94.1
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, July 1, 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 : 51,584: 8,077 20,329 331 43,085 30,774 51,493 51,434: 91 150
Old : 51,584: 8,077 20,329 331 43,085 30,774 51,493 51,434: 91 150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2014 :
: 610: -169 535 -16 779 83 594 602: 16 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 39.4 0.6 83.5 59.7 99.8 99.7: 0.2 0.3
Old : 100.0: 15.7 39.4 0.6 83.5 59.7 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 : 44: 5 13 1 13 14 18 28:
Old : 44: 5 13 1 13 14 18 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 : 74.7 54.6 97.1 75.7 74.0 45.2 87.9 66.3
Old : 74.7 54.6 97.1 75.7 74.0 45.2 87.9 66.3
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, July 1, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 33,415: 4,364 12,379 1,223 27,728 19,641 33,315 33,243: 100 172
Old : 33,415: 4,364 12,379 1,223 27,728 19,641 33,315 33,243: 100 172
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2014 :
: 491: 714 520 -351 87 286 450 455: 41 36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 37.0 3.7 83.0 58.8 99.7 99.5: 0.3 0.5
Old : 100.0: 13.1 37.0 3.7 83.0 58.8 99.7 99.5: 0.3 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 : 43: 7 14 1 6 17 13 32:
Old : 43: 7 14 1 6 17 13 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 : 78.7 54.3 98.0 73.6 78.5 54.3 90.9 70.2
Old : 78.7 54.3 98.0 73.6 78.5 54.3 90.9 70.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 4, 2014