WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 503,814 COMMITMENTS 117,787 183,133 140,784 211,307 127,558 469,878 451,475 33,936 52,339 CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST: 15,754) 3,129 2,420 11,253 1,596 2,467 15,977 16,140 -223 -386 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.4 36.3 27.9 41.9 25.3 93.3 89.6 6.7 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 400) 118 153 134 95 100 284 327 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 157,451 COMMITMENTS 47,586 37,124 24,469 68,792 67,946 140,847 129,540 16,604 27,911 CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST: 3,080) -2,022 3,579 609 3,843 -337 2,430 3,850 650 -771 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.2 23.6 15.5 43.7 43.2 89.5 82.3 10.5 17.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188) 50 51 51 58 62 133 145 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,524,435 COMMITMENTS 304,078 342,634 404,907 658,175 493,036 1367160 1240576 157,276 283,860 CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST: -26,527) -1,113 -18,829 -3,606 -16,429 -7,054 -21,148 -29,489 -5,379 2,962 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.9 22.5 26.6 43.2 32.3 89.7 81.4 10.3 18.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 722) 149 201 219 290 295 578 592 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,662 COMMITMENTS 3,148 177 1,082 4,283 8,200 8,513 9,458 2,150 1,204 CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST: 298) 27 2 89 6 132 121 222 177 76 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.5 1.7 10.1 40.2 76.9 79.8 88.7 20.2 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 16 6 8 14 14 35 23 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 786,037 COMMITMENTS 243,299 60,929 207,894 272,436 417,387 723,628 686,210 62,409 99,827 CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST: -25,224) -4,114 -331 -2,395 -15,905 -18,329 -22,414 -21,056 -2,810 -4,169 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.0 7.8 26.4 34.7 53.1 92.1 87.3 7.9 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 537) 171 152 200 148 191 427 448 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 372,123 COMMITMENTS 73,908 108,023 67,025 193,393 154,932 334,326 329,980 37,797 42,143 CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST: -7,424) -383 1,191 -2,406 -3,280 -1,831 -6,069 -3,046 -1,355 -4,378 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.9 29.0 18.0 52.0 41.6 89.8 88.7 10.2 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 290) 59 102 87 89 75 206 226 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 816,272 COMMITMENTS 133,765 83,008 67,990 479,211 485,690 680,966 636,688 135,305 179,584 CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST: 25,815) 18,416 -27 4,391 8,193 28,731 31,000 33,094 -5,185 -7,279 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.4 10.2 8.3 58.7 59.5 83.4 78.0 16.6 22.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172) 36 33 42 83 88 140 142 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 458,910 COMMITMENTS 50,787 68,254 5,755 323,893 298,203 380,435 372,211 78,475 86,699 CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST: 5,413) -1,858 1,706 -1,777 7,102 7,393 3,467 7,321 1,946 -1,908 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.1 14.9 1.3 70.6 65.0 82.9 81.1 17.1 18.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 8 17 10 44 43 59 63 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 3,249 COMMITMENTS 988 386 276 1,410 2,411 2,674 3,073 575 176 CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST: -184) 58 9 -29 -80 -11 -51 -31 -133 -153 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.4 11.9 8.5 43.4 74.2 82.3 94.6 17.7 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 7 4 6 14 13 26 20 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 322,741 COMMITMENTS 100,823 47,452 56,047 112,976 187,730 269,846 291,229 52,895 31,512 CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST: -6,078) -3,926 501 -1,574 2,179 -4,722 -3,321 -5,795 -2,758 -283 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.2 14.7 17.4 35.0 58.2 83.6 90.2 16.4 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 256) 87 53 76 80 87 212 184 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,587 COMMITMENTS 820 1,389 241 4,874 4,657 5,935 6,287 1,652 1,299 CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST: -26) -60 412 -166 117 -201 -110 45 84 -71 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.8 18.3 3.2 64.2 61.4 78.2 82.9 21.8 17.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 13 7 9 19 12 33 27 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 811,712 COMMITMENTS 203,962 167,553 14,040 493,913 525,344 711,915 706,936 99,798 104,776 CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST: -32,784) -2,567 -6,639 1,096 -23,548 -27,924 -25,019 -33,467 -7,765 683 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.1 20.6 1.7 60.8 64.7 87.7 87.1 12.3 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199) 41 30 20 86 91 134 134 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,987,254 COMMITMENTS 233,377 333,865 446,166 2070525 1744487 2750068 2524519 237,187 462,735 CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST: 194,956) 28,065 -14,248 102,434 77,065 122,540 207,564 210,726 -12,608 -15,770 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.8 11.2 14.9 69.3 58.4 92.1 84.5 7.9 15.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 325) 61 71 79 155 165 258 273 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,210,762 COMMITMENTS 292,490 266,883 202,128 1511852 1382132 2006471 1851143 204,291 359,619 CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST: 214,192) 24,284 32,208 46,522 137,755 112,879 208,560 191,609 5,632 22,583 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.2 12.1 9.1 68.4 62.5 90.8 83.7 9.2 16.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248) 48 48 42 104 129 169 202 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 308,324 COMMITMENTS 17,519 55,585 49,849 212,394 155,510 279,761 260,943 28,562 47,380 CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST: 16,320) 4,550 12,225 -641 8,881 5,871 12,789 17,455 3,531 -1,135 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.7 18.0 16.2 68.9 50.4 90.7 84.6 9.3 15.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 11 17 16 31 30 51 54 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 61,118 COMMITMENTS 15,058 10,618 826 37,000 42,217 52,883 53,661 8,234 7,457 CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST: -28,664) -4,175 3,530 -4,806 -17,819 -26,083 -26,799 -27,358 -1,865 -1,306 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.6 17.4 1.4 60.5 69.1 86.5 87.8 13.5 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104) 29 22 9 39 22 72 49 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 122,236 COMMITMENTS 30,115 21,236 1,653 73,999 84,434 105,767 107,323 16,469 14,913 CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST: -23,674) -5,839 2,176 -3,165 -13,347 -22,237 -22,352 -23,226 -1,322 -447 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.6 17.4 1.4 60.5 69.1 86.5 87.8 13.5 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104) 29 22 9 39 22 72 49 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 7,599 COMMITMENTS 5,610 6,100 1,385 569 90 7,564 7,575 35 24 CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST: -1,394) -973 -1,075 -428 22 90 -1,379 -1,413 -15 19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 73.8 80.3 18.2 7.5 1.2 99.5 99.7 0.5 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 12 6 3 1 1 14 9 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 49,745 COMMITMENTS 5,210 23,725 0 44,501 25,895 49,711 49,620 34 125 CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST: -114) 714 529 0 -808 -660 -94 -131 -20 17 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.5 47.7 0.0 89.5 52.1 99.9 99.7 0.1 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 2 17 0 12 18 14 35 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 30,246 COMMITMENTS 1,191 19,433 0 29,054 10,743 30,245 30,176 1 70 CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST: 1,393) 383 593 0 1,043 778 1,426 1,371 -33 22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.9 64.2 0.0 96.1 35.5 100.0 99.8 0.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 2 13 0 9 15 11 28
Updated December 30, 2013