WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 FUTURES ONLY POSITIONS AS OF 01/28/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 444,827 COMMITMENTS 133,862 191,604 84,291 192,556 120,472 410,709 396,367 34,118 48,460 CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: 10,358) -677 6,089 414 9,921 7,132 9,658 13,635 700 -3,277 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.1 43.1 18.9 43.3 27.1 92.3 89.1 7.7 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 386) 107 144 129 105 89 292 298 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 FUTURES ONLY POSITIONS AS OF 01/28/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 160,310 COMMITMENTS 50,840 45,760 22,508 71,430 66,395 144,778 134,663 15,532 25,647 CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: 452) 88 1,141 -152 540 -238 476 751 -24 -299 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.7 28.5 14.0 44.6 41.4 90.3 84.0 9.7 16.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200) 53 54 57 58 56 148 144 CORN - CHICAGO BOARD OF TRADE Code-002602 FUTURES ONLY POSITIONS AS OF 01/28/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,315,853 COMMITMENTS 324,400 379,982 190,118 664,843 497,239 1179361 1067339 136,492 248,514 CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: 5,309) -3,582 -13,191 -5,439 10,759 20,213 1,738 1,583 3,571 3,726 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.7 28.9 14.4 50.5 37.8 89.6 81.1 10.4 18.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 683) 129 189 158 237 292 472 549 OATS - CHICAGO BOARD OF TRADE Code-004603 FUTURES ONLY POSITIONS AS OF 01/28/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 11,445 COMMITMENTS 3,436 692 708 4,422 7,718 8,566 9,118 2,879 2,327 CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: 721) -225 -69 208 177 114 160 253 561 468 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.0 6.0 6.2 38.6 67.4 74.8 79.7 25.2 20.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 18 8 8 13 13 35 26 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 FUTURES ONLY POSITIONS AS OF 01/28/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 591,635 COMMITMENTS 226,057 73,107 92,893 221,459 334,457 540,409 500,457 51,226 91,178 CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: -12,313) -9,460 -4,400 -1,240 -1,252 -10,581 -11,952 -16,221 -361 3,908 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.2 12.4 15.7 37.4 56.5 91.3 84.6 8.7 15.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 507) 150 144 145 128 175 360 399 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 FUTURES ONLY POSITIONS AS OF 01/28/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 375,936 COMMITMENTS 89,773 140,160 47,394 203,950 147,821 341,117 335,375 34,819 40,561 CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: 453) 898 -2,569 53 2,018 6,947 2,969 4,431 -2,516 -3,978 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.9 37.3 12.6 54.3 39.3 90.7 89.2 9.3 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 309) 78 108 92 86 63 222 223 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 FUTURES ONLY POSITIONS AS OF 01/28/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 672,669 COMMITMENTS 133,500 64,967 7,932 395,055 440,755 536,487 513,654 136,182 159,015 CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: 3,182) -5,962 -17,436 1,248 11,312 30,308 6,598 14,120 -3,416 -10,938 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.8 9.7 1.2 58.7 65.5 79.8 76.4 20.2 23.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167) 31 29 24 66 87 108 129 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 FUTURES ONLY POSITIONS AS OF 01/28/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 463,566 COMMITMENTS 50,330 60,331 986 332,357 314,897 383,673 376,214 79,893 87,352 CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: -1,896) -3,947 -9,163 -75 -450 8,726 -4,472 -512 2,576 -1,384 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.9 13.0 0.2 71.7 67.9 82.8 81.2 17.2 18.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 8 15 6 41 39 53 56 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 FUTURES ONLY POSITIONS AS OF 01/28/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 4,594 COMMITMENTS 1,110 944 345 2,491 3,060 3,946 4,349 648 245 CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: 569) 15 238 70 430 312 515 620 54 -51 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.2 20.5 7.5 54.2 66.6 85.9 94.7 14.1 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 11 6 6 17 17 33 25 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 FUTURES ONLY POSITIONS AS OF 01/28/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 283,141 COMMITMENTS 100,905 56,205 27,486 105,790 170,117 234,181 253,808 48,960 29,333 CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: 7,104) -1,694 -2,999 1,432 4,874 6,964 4,612 5,397 2,492 1,707 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.6 19.9 9.7 37.4 60.1 82.7 89.6 17.3 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 240) 72 54 51 75 81 183 161 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 FUTURES ONLY POSITIONS AS OF 01/28/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,410 COMMITMENTS 1,011 914 290 4,394 4,965 5,695 6,169 1,715 1,241 CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: 289) -114 -32 125 298 102 309 195 -20 94 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.6 12.3 3.9 59.3 67.0 76.9 83.3 23.1 16.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 10 7 6 17 10 30 21 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 FUTURES ONLY POSITIONS AS OF 01/28/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 939,319 COMMITMENTS 168,083 172,262 13,607 647,741 637,472 829,431 823,341 109,888 115,978 CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: 26,063) 8,568 7,777 1,356 10,936 15,078 20,860 24,211 5,203 1,852 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.9 18.3 1.4 69.0 67.9 88.3 87.7 11.7 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 211) 41 37 19 87 96 135 145 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 FUTURES ONLY POSITIONS AS OF 01/28/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,334,109 COMMITMENTS 298,913 416,672 45,703 1723551 1428245 2068167 1890620 265,942 443,489 CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: 101,240) -17,067 42,301 18,408 86,628 74,713 87,969 135,422 13,271 -34,182 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.8 17.9 2.0 73.8 61.2 88.6 81.0 11.4 19.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 338) 53 83 43 134 152 214 251 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 FUTURES ONLY POSITIONS AS OF 01/28/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,961,650 COMMITMENTS 239,706 350,528 28,682 1479358 1219784 1747746 1598994 213,904 362,656 CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: -2,029) -12,343 12,111 13,271 -16,268 -6,945 -15,340 18,437 13,311 -20,466 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.2 17.9 1.5 75.4 62.2 89.1 81.5 10.9 18.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 262) 30 63 30 95 133 150 202 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 FUTURES ONLY POSITIONS AS OF 01/28/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 291,494 COMMITMENTS 13,500 47,522 39,962 209,068 150,531 262,530 238,015 28,964 53,479 CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: 11,734) 1,814 -3,575 -1,147 12,908 10,417 13,575 5,695 -1,841 6,039 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.6 16.3 13.7 71.7 51.6 90.1 81.7 9.9 18.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 8 16 12 34 33 51 52 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ FUTURES ONLY POSITIONS AS OF 01/28/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 61,970 COMMITMENTS 16,126 11,282 354 37,646 43,684 54,125 55,320 7,845 6,651 CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: -4,326) -3,365 1,083 198 163 -4,024 -3,004 -2,743 -1,322 -1,583 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.0 18.2 0.6 60.7 70.5 87.3 89.3 12.7 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101) 27 18 5 42 21 72 41 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 FUTURES ONLY POSITIONS AS OF 01/28/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 123,940 COMMITMENTS 32,252 22,564 707 75,291 87,368 108,250 110,639 15,690 13,301 CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: -8,652) -6,729 2,165 396 325 -8,047 -6,008 -5,486 -2,644 -3,166 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.0 18.2 0.6 60.7 70.5 87.3 89.3 12.7 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101) 27 18 5 42 21 72 41 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605 FUTURES ONLY POSITIONS AS OF 01/28/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 54,477 COMMITMENTS 1,001 22,068 152 53,274 32,066 54,427 54,286 50 191 CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: -529) -326 -355 125 -374 -355 -575 -585 46 56 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 40.5 0.3 97.8 58.9 99.9 99.6 0.1 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 2 18 1 12 17 14 36 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606 FUTURES ONLY POSITIONS AS OF 01/28/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 33,770 COMMITMENTS 971 21,950 20 32,770 11,741 33,761 33,711 9 59 CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: 1,177) 388 546 20 780 605 1,188 1,171 -11 6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 65.0 0.1 97.0 34.8 100.0 99.8 0.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 2 16 1 7 13 9 30
Updated January 31, 2014