WHEAT - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 450,570 COMMITMENTS 119,718 158,162 95,312 203,603 148,212 418,634 401,686 31,936 48,884 CHANGES FROM 09/17/13 (CHANGE IN OPEN INTEREST: 846) 3,343 -11,011 -1,231 -3,668 11,583 -1,556 -659 2,401 1,504 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.6 35.1 21.2 45.2 32.9 92.9 89.2 7.1 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 393) 105 152 140 91 117 278 334 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,677,801 COMMITMENTS 298,837 381,139 509,497 700,882 494,716 1509217 1385352 168,584 292,449 CHANGES FROM 09/17/13 (CHANGE IN OPEN INTEREST: 13,222) 652 20,600 -12,242 21,234 -3,467 9,644 4,892 3,578 8,330 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.8 22.7 30.4 41.8 29.5 90.0 82.6 10.0 17.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 780) 181 226 242 313 312 634 649 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 12,514 COMMITMENTS 2,283 1,836 1,478 6,598 7,393 10,359 10,706 2,156 1,808 CHANGES FROM 09/17/13 (CHANGE IN OPEN INTEREST: 458) 156 204 124 117 97 396 425 62 34 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.2 14.7 11.8 52.7 59.1 82.8 85.6 17.2 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 10 14 7 17 13 32 29 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 870,333 COMMITMENTS 197,855 57,152 295,682 316,435 432,966 809,972 785,801 60,360 84,532 CHANGES FROM 09/17/13 (CHANGE IN OPEN INTEREST: -19,699) -17,275 -767 -5,388 3,310 -14,102 -19,353 -20,257 -346 558 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.7 6.6 34.0 36.4 49.7 93.1 90.3 6.9 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 594) 193 187 260 146 190 476 510 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 332,467 COMMITMENTS 70,931 96,496 72,818 156,341 123,080 300,090 292,393 32,377 40,074 CHANGES FROM 09/17/13 (CHANGE IN OPEN INTEREST: 4,610) 1,781 4,134 5,225 -1,880 -5,731 5,125 3,627 -514 983 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.3 29.0 21.9 47.0 37.0 90.3 87.9 9.7 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 276) 63 95 86 75 67 197 215 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 692,517 COMMITMENTS 86,504 76,482 33,337 425,971 395,836 545,812 505,655 146,706 186,862 CHANGES FROM 09/17/13 (CHANGE IN OPEN INTEREST: -18,857) -1,505 25,963 -17,691 -9,394 -31,228 -28,591 -22,957 9,734 4,100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.5 11.0 4.8 61.5 57.2 78.8 73.0 21.2 27.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152) 29 29 32 74 80 119 125 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 402,080 COMMITMENTS 36,987 38,656 4,000 280,810 287,073 321,797 329,729 80,283 72,351 CHANGES FROM 09/17/13 (CHANGE IN OPEN INTEREST: 7,757) 2,659 -1,748 143 4,014 13,027 6,816 11,422 941 -3,665 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.2 9.6 1.0 69.8 71.4 80.0 82.0 20.0 18.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77) 7 9 5 41 46 51 57 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 6,165 COMMITMENTS 1,545 178 355 3,733 5,304 5,633 5,837 532 328 CHANGES FROM 09/17/13 (CHANGE IN OPEN INTEREST: -300) -12 86 38 -363 -403 -337 -279 37 -21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.1 2.9 5.8 60.6 86.0 91.4 94.7 8.6 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 11 3 5 18 18 31 24 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 325,409 COMMITMENTS 90,642 40,246 55,983 128,770 201,893 275,396 298,122 50,013 27,286 CHANGES FROM 09/17/13 (CHANGE IN OPEN INTEREST: -3,759) -666 2,481 -4,608 2,245 -2,976 -3,029 -5,103 -730 1,343 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.9 12.4 17.2 39.6 62.0 84.6 91.6 15.4 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 241) 82 57 69 80 78 201 168 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,590 COMMITMENTS 1,550 2,468 296 5,887 5,519 7,733 8,283 1,857 1,307 CHANGES FROM 09/17/13 (CHANGE IN OPEN INTEREST: -388) -37 -13 -77 -323 -310 -436 -400 48 12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.2 25.7 3.1 61.4 57.6 80.6 86.4 19.4 13.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 15 11 7 22 15 40 31 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 885,247 COMMITMENTS 149,219 170,553 20,196 620,777 578,982 790,192 769,731 95,054 115,516 CHANGES FROM 09/17/13 (CHANGE IN OPEN INTEREST: -3,063) 16,670 -7,933 -2,979 -23,988 16,094 -10,298 5,182 7,234 -8,245 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.9 19.3 2.3 70.1 65.4 89.3 87.0 10.7 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207) 39 40 23 80 95 129 148 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,357,575 COMMITMENTS 205,379 263,281 219,166 1638735 1438497 2063280 1920944 294,295 436,631 CHANGES FROM 09/17/13 (CHANGE IN OPEN INTEREST: -182,280) 35,879 -26,326 -102,799 -127,068 -40,688 -193,988 -169,813 11,708 -12,467 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.7 11.2 9.3 69.5 61.0 87.5 81.5 12.5 18.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 286) 41 62 63 145 159 224 246 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,909,041 COMMITMENTS 153,547 277,567 165,012 1388226 1149022 1706785 1591601 202,256 317,440 CHANGES FROM 09/17/13 (CHANGE IN OPEN INTEREST: -125,230) -4,145 -15,736 -47,758 -96,283 -44,372 -148,186 -107,866 22,957 -17,364 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.0 14.5 8.6 72.7 60.2 89.4 83.4 10.6 16.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223) 26 54 39 95 119 146 187 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 308,039 COMMITMENTS 28,862 34,913 61,614 188,205 167,706 278,682 264,233 29,357 43,806 CHANGES FROM 09/17/13 (CHANGE IN OPEN INTEREST: 10,224) 5,731 4,631 -5,800 9,055 8,925 8,986 7,756 1,238 2,468 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.4 11.3 20.0 61.1 54.4 90.5 85.8 9.5 14.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 16 9 15 28 31 49 50 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 70,391 COMMITMENTS 29,121 3,774 1,452 30,825 59,867 61,398 65,094 8,992 5,297 CHANGES FROM 09/17/13 (CHANGE IN OPEN INTEREST: -17,588) 8,683 283 -4,860 -16,543 -4,278 -12,719 -8,855 -4,869 -8,734 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 41.4 5.4 2.1 43.8 85.0 87.2 92.5 12.8 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103) 35 16 12 38 23 80 44 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 140,781 COMMITMENTS 58,242 7,549 2,905 61,650 119,734 122,797 130,188 17,985 10,593 CHANGES FROM 09/17/13 (CHANGE IN OPEN INTEREST: -2,660) 19,671 -703 -4,329 -18,901 16,525 -3,559 11,493 900 -14,153 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 41.4 5.4 2.1 43.8 85.0 87.2 92.5 12.8 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103) 35 16 12 38 23 80 44 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 7,350 COMMITMENTS 5,063 5,919 1,341 720 84 7,124 7,344 226 6 CHANGES FROM 09/17/13 (CHANGE IN OPEN INTEREST: -1,964) -269 -50 -1,682 4 -230 -1,947 -1,962 -17 -2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 68.9 80.5 18.2 9.8 1.1 96.9 99.9 3.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 13 4 3 2 1 16 7 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 41,815 COMMITMENTS 3,591 18,660 45 38,150 23,024 41,786 41,729 29 86 CHANGES FROM 09/17/13 (CHANGE IN OPEN INTEREST: 1,935) -1,172 -539 -13 3,130 2,552 1,945 2,000 -10 -65 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.6 44.6 0.1 91.2 55.1 99.9 99.8 0.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 2 16 1 7 15 10 31 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 18,594 COMMITMENTS 1,541 9,991 0 17,053 8,537 18,594 18,528 0 66 CHANGES FROM 09/17/13 (CHANGE IN OPEN INTEREST: 941) 1,194 -399 0 -251 1,350 943 951 -2 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.3 53.7 0.0 91.7 45.9 100.0 99.6 0.0 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 4 9 0 7 9 11 18
Updated September 27, 2013