WHEAT - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 447,423 COMMITMENTS 119,186 160,509 97,364 200,419 142,288 416,969 400,162 30,455 47,262 CHANGES FROM 08/27/13 (CHANGE IN OPEN INTEREST: -10,748) -2,706 3,706 -3,190 -2,635 -9,249 -8,530 -8,734 -2,218 -2,015 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.6 35.9 21.8 44.8 31.8 93.2 89.4 6.8 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 379) 88 163 126 92 107 262 320 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,578,535 COMMITMENTS 297,856 321,101 456,039 658,712 529,588 1412607 1306727 165,928 271,808 CHANGES FROM 08/27/13 (CHANGE IN OPEN INTEREST: -7,253) -2,900 5,268 14,067 -10,903 -21,637 264 -2,301 -7,517 -4,952 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.9 20.3 28.9 41.7 33.5 89.5 82.8 10.5 17.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 776) 194 209 256 299 315 627 657 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,757 COMMITMENTS 2,494 680 845 5,872 7,854 9,211 9,379 1,546 1,378 CHANGES FROM 08/27/13 (CHANGE IN OPEN INTEREST: 478) -127 -41 57 504 529 434 545 43 -67 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.2 6.3 7.9 54.6 73.0 85.6 87.2 14.4 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 10 10 7 15 13 32 23 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 877,640 COMMITMENTS 218,221 51,602 298,479 302,849 446,911 819,549 796,992 58,091 80,648 CHANGES FROM 08/27/13 (CHANGE IN OPEN INTEREST: 47,721) 13,161 -6,238 24,149 8,728 28,395 46,038 46,306 1,683 1,415 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.9 5.9 34.0 34.5 50.9 93.4 90.8 6.6 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 582) 194 167 239 150 199 467 493 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 319,881 COMMITMENTS 69,806 80,707 68,712 150,350 136,098 288,868 285,516 31,013 34,365 CHANGES FROM 08/27/13 (CHANGE IN OPEN INTEREST: -6,890) 539 -1,954 -2,166 1,062 1,571 -565 -2,548 -6,324 -4,341 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.8 25.2 21.5 47.0 42.5 90.3 89.3 9.7 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252) 62 83 73 70 68 178 195 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 699,693 COMMITMENTS 66,668 73,149 39,228 468,087 405,836 573,983 518,212 125,710 181,481 CHANGES FROM 08/27/13 (CHANGE IN OPEN INTEREST: -53,502) -5,388 3,850 -7,677 -17,791 -26,932 -30,856 -30,759 -22,646 -22,742 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.5 10.5 5.6 66.9 58.0 82.0 74.1 18.0 25.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157) 28 33 37 76 80 122 132 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 419,275 COMMITMENTS 29,562 31,743 11,652 303,939 296,162 345,153 339,557 74,122 79,718 CHANGES FROM 08/27/13 (CHANGE IN OPEN INTEREST: 18,708) -1,951 -956 6,822 16,547 10,699 21,418 16,565 -2,710 2,143 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.1 7.6 2.8 72.5 70.6 82.3 81.0 17.7 19.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 5 7 6 45 41 54 52 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 6,672 COMMITMENTS 1,507 186 207 4,459 6,009 6,173 6,402 499 270 CHANGES FROM 08/27/13 (CHANGE IN OPEN INTEREST: -446) 71 -33 -14 -473 -315 -416 -362 -30 -84 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.6 2.8 3.1 66.8 90.1 92.5 96.0 7.5 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 11 4 6 19 20 34 27 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 320,739 COMMITMENTS 98,488 35,204 56,594 116,286 203,256 271,368 295,054 49,371 25,685 CHANGES FROM 08/27/13 (CHANGE IN OPEN INTEREST: -1,699) 2,513 -1,904 1,881 -3,561 -723 834 -745 -2,532 -954 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.7 11.0 17.6 36.3 63.4 84.6 92.0 15.4 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242) 86 56 67 74 83 197 172 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,843 COMMITMENTS 1,791 2,500 323 5,915 5,865 8,029 8,687 1,813 1,155 CHANGES FROM 08/27/13 (CHANGE IN OPEN INTEREST: -376) 41 -307 -35 -331 -53 -325 -395 -51 19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.2 25.4 3.3 60.1 59.6 81.6 88.3 18.4 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 16 13 6 21 17 40 33 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 831,785 COMMITMENTS 160,179 153,670 35,621 543,742 522,162 739,543 711,454 92,243 120,332 CHANGES FROM 08/27/13 (CHANGE IN OPEN INTEREST: -71,125) -18,385 1,078 -8,597 -28,294 -59,617 -55,276 -67,136 -15,848 -3,988 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.3 18.5 4.3 65.4 62.8 88.9 85.5 11.1 14.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196) 39 31 25 82 93 127 144 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,668,984 COMMITMENTS 227,400 306,490 321,542 1853208 1573085 2402150 2201117 266,834 467,866 CHANGES FROM 08/27/13 (CHANGE IN OPEN INTEREST: 16,487) -3,860 -6,335 96,849 -58,366 -60,770 34,623 29,744 -18,135 -13,257 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.5 11.5 12.0 69.4 58.9 90.0 82.5 10.0 17.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 309) 56 67 75 155 166 248 271 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,858,647 COMMITMENTS 166,290 211,531 182,881 1322948 1111530 1672120 1505942 186,527 352,705 CHANGES FROM 08/27/13 (CHANGE IN OPEN INTEREST: -18,659) -36,612 -2,905 20,675 6,518 -44,110 -9,418 -26,340 -9,240 7,682 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.9 11.4 9.8 71.2 59.8 90.0 81.0 10.0 19.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214) 27 51 47 99 114 153 185 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 272,355 COMMITMENTS 21,965 28,856 68,143 158,551 139,449 248,659 236,448 23,696 35,907 CHANGES FROM 08/27/13 (CHANGE IN OPEN INTEREST: -31,919) -4,819 -6,338 -2,134 -23,724 -23,945 -30,676 -32,416 -1,242 498 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.1 10.6 25.0 58.2 51.2 91.3 86.8 8.7 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 14 13 19 26 28 51 50 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 51,840 COMMITMENTS 13,510 3,281 1,444 28,635 37,087 43,590 41,812 8,250 10,028 CHANGES FROM 08/27/13 (CHANGE IN OPEN INTEREST: -2,383) -1,634 -863 -27 -636 -4,599 -2,297 -5,488 -86 3,105 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.1 6.3 2.8 55.2 71.5 84.1 80.7 15.9 19.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 30 11 10 37 20 71 37 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 103,680 COMMITMENTS 27,021 6,563 2,888 57,271 74,174 87,180 83,625 16,500 20,055 CHANGES FROM 08/27/13 (CHANGE IN OPEN INTEREST: -4,767) -3,269 -1,726 -53 -1,273 -9,198 -4,595 -10,977 -172 6,210 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.1 6.3 2.8 55.2 71.5 84.1 80.7 15.9 19.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 30 11 10 37 20 71 37 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 8,003 COMMITMENTS 4,800 5,893 2,051 1,125 50 7,976 7,994 27 9 CHANGES FROM 08/27/13 (CHANGE IN OPEN INTEREST: 1,251) 418 101 1,146 -313 50 1,251 1,297 0 -46 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 60.0 73.6 25.6 14.1 0.6 99.7 99.9 0.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 12 6 4 2 1 15 10 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 38,536 COMMITMENTS 3,532 17,439 43 34,939 21,007 38,514 38,489 22 47 CHANGES FROM 08/27/13 (CHANGE IN OPEN INTEREST: -362) 26 -133 0 -380 -262 -354 -395 -8 33 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.2 45.3 0.1 90.7 54.5 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 4 13 2 6 14 11 28 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 24,034 COMMITMENTS 73 11,430 2,757 21,203 9,791 24,033 23,978 1 56 CHANGES FROM 08/27/13 (CHANGE IN OPEN INTEREST: 3,731) 73 -292 2,757 919 1,269 3,749 3,734 -18 -3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 47.6 11.5 88.2 40.7 100.0 99.8 0.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 12 2 6 6 9 18
Updated September 6, 2013