WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 FUTURES ONLY POSITIONS AS OF 02/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 437,684 COMMITMENTS 136,677 177,160 78,270 187,803 135,495 402,750 390,925 34,934 46,759 CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: -284) -1,469 -9,939 5,216 -3,202 4,461 545 -262 -829 -22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.2 40.5 17.9 42.9 31.0 92.0 89.3 8.0 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 371) 103 137 126 105 88 287 288 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 FUTURES ONLY POSITIONS AS OF 02/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 146,909 COMMITMENTS 47,968 39,667 13,523 68,994 67,512 130,485 120,702 16,424 26,207 CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: -12,534) -2,140 -5,257 -5,760 -5,436 -2,175 -13,336 -13,192 802 658 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.7 27.0 9.2 47.0 46.0 88.8 82.2 11.2 17.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172) 47 48 35 51 54 115 123 CORN - CHICAGO BOARD OF TRADE Code-002602 FUTURES ONLY POSITIONS AS OF 02/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,346,960 COMMITMENTS 347,214 311,803 214,668 649,612 566,489 1211494 1092960 135,466 254,000 CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: 27,916) 6,343 -30,361 19,496 3,571 37,180 29,410 26,315 -1,494 1,601 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.8 23.1 15.9 48.2 42.1 89.9 81.1 10.1 18.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 709) 141 171 173 243 313 502 565 OATS - CHICAGO BOARD OF TRADE Code-004603 FUTURES ONLY POSITIONS AS OF 02/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 11,582 COMMITMENTS 2,828 893 591 5,420 7,852 8,839 9,336 2,743 2,246 CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: 261) -445 113 9 407 137 -29 259 290 2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.4 7.7 5.1 46.8 67.8 76.3 80.6 23.7 19.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 13 10 8 13 13 31 26 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 FUTURES ONLY POSITIONS AS OF 02/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 683,209 COMMITMENTS 263,240 73,477 117,451 245,245 393,193 625,936 584,121 57,273 99,088 CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: 58,721) 27,299 2,895 15,127 10,938 35,523 53,364 53,545 5,357 5,176 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.5 10.8 17.2 35.9 57.6 91.6 85.5 8.4 14.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 546) 179 144 172 130 178 412 421 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 FUTURES ONLY POSITIONS AS OF 02/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 347,306 COMMITMENTS 84,637 116,822 47,810 178,023 144,366 310,470 308,998 36,836 38,308 CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: -22,070) -3,005 -14,441 -1,191 -19,278 -6,878 -23,474 -22,510 1,404 440 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.4 33.6 13.8 51.3 41.6 89.4 89.0 10.6 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 288) 70 97 92 85 63 211 215 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 FUTURES ONLY POSITIONS AS OF 02/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 694,851 COMMITMENTS 115,141 69,027 10,449 414,740 439,659 540,330 519,135 154,521 175,716 CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: 16,143) 4,880 3,725 -1,985 12,142 7,755 15,037 9,495 1,106 6,648 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.6 9.9 1.5 59.7 63.3 77.8 74.7 22.2 25.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160) 28 32 20 64 80 101 123 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 FUTURES ONLY POSITIONS AS OF 02/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 455,014 COMMITMENTS 45,769 58,834 1,004 329,618 305,100 376,391 364,938 78,623 90,076 CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: 889) -2,763 -525 -1 -689 938 -3,453 412 4,342 477 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.1 12.9 0.2 72.4 67.1 82.7 80.2 17.3 19.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 7 14 7 43 40 55 56 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 FUTURES ONLY POSITIONS AS OF 02/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 5,159 COMMITMENTS 1,033 1,374 261 3,188 3,134 4,482 4,769 677 390 CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: -7) -63 134 -34 79 -162 -18 -62 11 55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.0 26.6 5.1 61.8 60.7 86.9 92.4 13.1 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 10 4 4 16 17 29 24 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 FUTURES ONLY POSITIONS AS OF 02/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 299,642 COMMITMENTS 112,328 57,688 22,952 113,665 190,311 248,945 270,951 50,697 28,691 CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: 3,482) 3,321 -1,429 -1,994 3,189 6,044 4,516 2,621 -1,034 861 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.5 19.3 7.7 37.9 63.5 83.1 90.4 16.9 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 259) 86 56 52 80 85 197 170 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 FUTURES ONLY POSITIONS AS OF 02/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,327 COMMITMENTS 934 1,381 578 5,006 4,825 6,518 6,784 1,809 1,543 CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: 210) 13 220 18 179 61 210 299 0 -89 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.2 16.6 6.9 60.1 57.9 78.3 81.5 21.7 18.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 12 6 6 19 14 33 26 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 FUTURES ONLY POSITIONS AS OF 02/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 895,617 COMMITMENTS 177,497 154,213 17,087 590,344 624,637 784,928 795,937 110,689 99,680 CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: -14,278) -2,099 -1,817 2,471 -6,040 -8,942 -5,668 -8,288 -8,610 -5,990 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.8 17.2 1.9 65.9 69.7 87.6 88.9 12.4 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226) 42 37 24 94 110 145 162 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 FUTURES ONLY POSITIONS AS OF 02/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,410,966 COMMITMENTS 322,845 465,378 51,650 1777069 1441264 2151564 1958292 259,402 452,674 CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: 28,455) 13,978 21,210 -6,367 27,921 7,677 35,532 22,520 -7,077 5,935 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.4 19.3 2.1 73.7 59.8 89.2 81.2 10.8 18.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 361) 49 96 43 133 170 211 280 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 FUTURES ONLY POSITIONS AS OF 02/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,970,055 COMMITMENTS 216,305 354,172 32,901 1494552 1236546 1743758 1623619 226,297 346,436 CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: 37,577) -17,986 18,691 3,593 41,821 46,734 27,428 69,018 10,149 -31,441 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.0 18.0 1.7 75.9 62.8 88.5 82.4 11.5 17.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 260) 28 59 29 99 135 148 203 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 FUTURES ONLY POSITIONS AS OF 02/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 293,954 COMMITMENTS 11,405 50,125 40,369 211,579 158,131 263,353 248,625 30,601 45,329 CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: 20,845) -1,213 5,790 2,855 19,536 13,280 21,178 21,925 -333 -1,080 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.9 17.1 13.7 72.0 53.8 89.6 84.6 10.4 15.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 8 18 14 33 38 51 60 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ FUTURES ONLY POSITIONS AS OF 02/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 66,710 COMMITMENTS 10,397 11,972 3,009 42,932 43,473 56,337 58,454 10,373 8,256 CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: 7,803) -3,817 2,247 2,574 7,362 -587 6,119 4,234 1,684 3,569 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.6 17.9 4.5 64.4 65.2 84.5 87.6 15.5 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95) 21 20 9 44 21 71 47 DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601 FUTURES ONLY POSITIONS AS OF 02/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 13,379 COMMITMENTS 3,885 500 0 8,459 11,343 12,344 11,843 1,035 1,536 CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.0 3.7 0.0 63.2 84.8 92.3 88.5 7.7 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 5 1 0 6 8 11 9 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 FUTURES ONLY POSITIONS AS OF 02/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 106,661 COMMITMENTS 18,863 28,784 177 68,946 64,260 87,986 93,221 18,675 13,440 CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: -11,153) -9,564 9,333 -692 -2,194 -23,860 -12,450 -15,219 1,297 4,066 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.7 27.0 0.2 64.6 60.2 82.5 87.4 17.5 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94) 20 22 6 41 17 64 43 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 FUTURES ONLY POSITIONS AS OF 02/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 8,960 COMMITMENTS 7,142 7,377 1,211 577 347 8,930 8,935 30 25 CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 79.7 82.3 13.5 6.4 3.9 99.7 99.7 0.3 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 FUTURES ONLY POSITIONS AS OF 02/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 45,612 COMMITMENTS 963 20,750 0 44,576 24,691 45,539 45,441 73 171 CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: -2,914) 380 -2,745 0 -3,320 -209 -2,940 -2,954 26 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 45.5 0.0 97.7 54.1 99.8 99.6 0.2 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 3 17 0 12 17 15 34 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606 FUTURES ONLY POSITIONS AS OF 02/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 26,773 COMMITMENTS 913 17,684 420 25,407 8,553 26,740 26,657 33 116 CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: -203) 35 -947 410 -672 328 -227 -209 24 6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 66.1 1.6 94.9 31.9 99.9 99.6 0.1 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 3 15 2 7 13 12 28
Updated February 14, 2014