WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 FUTURES ONLY POSITIONS AS OF 02/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 422,829 COMMITMENTS 133,941 160,915 77,441 176,310 139,897 387,692 378,253 35,137 44,576 CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST: -14,855) -2,736 -16,245 -829 -11,493 4,402 -15,058 -12,672 203 -2,183 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.7 38.1 18.3 41.7 33.1 91.7 89.5 8.3 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 369) 117 123 119 96 96 279 286 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 FUTURES ONLY POSITIONS AS OF 02/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 145,093 COMMITMENTS 49,571 34,944 13,872 66,108 69,495 129,551 118,311 15,542 26,782 CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST: -1,816) 1,603 -4,723 349 -2,886 1,983 -934 -2,391 -882 575 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.2 24.1 9.6 45.6 47.9 89.3 81.5 10.7 18.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179) 51 51 38 52 56 125 126 CORN - CHICAGO BOARD OF TRADE Code-002602 FUTURES ONLY POSITIONS AS OF 02/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,385,213 COMMITMENTS 352,188 298,684 223,355 671,428 612,843 1246971 1134882 138,242 250,331 CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST: 38,253) 4,974 -13,119 8,687 21,816 46,354 35,477 41,922 2,776 -3,669 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.4 21.6 16.1 48.5 44.2 90.0 81.9 10.0 18.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 714) 145 167 176 244 320 514 567 OATS - CHICAGO BOARD OF TRADE Code-004603 FUTURES ONLY POSITIONS AS OF 02/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 11,570 COMMITMENTS 3,065 880 424 5,240 7,959 8,729 9,263 2,841 2,307 CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST: -12) 237 -13 -167 -180 107 -110 -73 98 61 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.5 7.6 3.7 45.3 68.8 75.4 80.1 24.6 19.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 13 9 8 13 14 31 26 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 FUTURES ONLY POSITIONS AS OF 02/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 691,005 COMMITMENTS 277,727 78,396 105,440 246,523 405,475 629,690 589,311 61,315 101,694 CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST: 7,796) 14,487 4,919 -12,011 1,278 12,282 3,754 5,190 4,042 2,606 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.2 11.3 15.3 35.7 58.7 91.1 85.3 8.9 14.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 554) 186 145 175 128 185 416 430 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 FUTURES ONLY POSITIONS AS OF 02/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 346,332 COMMITMENTS 93,516 104,299 53,275 164,456 152,796 311,247 310,370 35,085 35,962 CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST: -974) 8,879 -12,523 5,465 -13,567 8,430 777 1,372 -1,751 -2,346 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.0 30.1 15.4 47.5 44.1 89.9 89.6 10.1 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 298) 78 90 95 83 71 224 221 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 FUTURES ONLY POSITIONS AS OF 02/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 694,423 COMMITMENTS 94,966 45,888 11,137 429,935 463,638 536,038 520,663 158,385 173,760 CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST: -428) -20,175 -23,139 688 15,195 23,979 -4,292 1,528 3,864 -1,956 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.7 6.6 1.6 61.9 66.8 77.2 75.0 22.8 25.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159) 33 23 23 66 82 106 121 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 FUTURES ONLY POSITIONS AS OF 02/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 451,347 COMMITMENTS 45,210 59,606 896 327,295 298,481 373,401 358,983 77,946 92,364 CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST: -3,667) -559 772 -108 -2,323 -6,619 -2,990 -5,955 -677 2,288 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.0 13.2 0.2 72.5 66.1 82.7 79.5 17.3 20.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 7 13 6 44 41 55 56 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 FUTURES ONLY POSITIONS AS OF 02/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 5,566 COMMITMENTS 1,067 1,462 277 3,579 3,507 4,923 5,246 643 320 CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST: 407) 34 88 16 391 373 441 477 -34 -70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.2 26.3 5.0 64.3 63.0 88.4 94.3 11.6 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 10 5 3 17 18 30 25 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 FUTURES ONLY POSITIONS AS OF 02/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 313,130 COMMITMENTS 115,677 55,978 25,187 118,462 201,671 259,326 282,836 53,804 30,294 CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST: 13,488) 3,349 -1,710 2,235 4,797 11,360 10,381 11,885 3,107 1,603 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.9 17.9 8.0 37.8 64.4 82.8 90.3 17.2 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 259) 88 53 61 80 85 207 169 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 FUTURES ONLY POSITIONS AS OF 02/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,053 COMMITMENTS 818 1,223 450 4,754 4,765 6,022 6,438 2,031 1,615 CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST: -274) -116 -158 -128 -252 -60 -496 -346 222 72 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.2 15.2 5.6 59.0 59.2 74.8 79.9 25.2 20.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 12 6 7 18 13 32 25 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 FUTURES ONLY POSITIONS AS OF 02/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 914,268 COMMITMENTS 174,779 175,439 19,838 606,890 610,615 801,507 805,892 112,761 108,376 CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST: 18,651) -2,718 21,226 2,751 16,546 -14,022 16,579 9,955 2,072 8,696 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.1 19.2 2.2 66.4 66.8 87.7 88.1 12.3 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223) 43 38 23 91 108 145 158 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 FUTURES ONLY POSITIONS AS OF 02/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,430,028 COMMITMENTS 380,817 437,961 44,360 1727504 1509111 2152681 1991432 277,347 438,596 CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST: 19,062) 57,972 -27,417 -7,290 -49,565 67,847 1,117 33,140 17,945 -14,078 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.7 18.0 1.8 71.1 62.1 88.6 82.0 11.4 18.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 361) 56 88 46 138 177 225 280 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 FUTURES ONLY POSITIONS AS OF 02/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,055,110 COMMITMENTS 266,598 360,148 44,088 1528502 1311263 1839188 1715499 215,922 339,611 CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST: 85,055) 50,293 5,976 11,187 33,950 74,717 95,430 91,880 -10,375 -6,825 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.0 17.5 2.1 74.4 63.8 89.5 83.5 10.5 16.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 269) 29 64 31 94 144 145 218 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 FUTURES ONLY POSITIONS AS OF 02/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 314,854 COMMITMENTS 15,359 47,350 45,566 223,193 176,124 284,118 269,040 30,736 45,814 CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST: 20,900) 3,954 -2,775 5,197 11,614 17,993 20,765 20,415 135 485 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.9 15.0 14.5 70.9 55.9 90.2 85.4 9.8 14.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 9 17 15 32 41 51 63 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ FUTURES ONLY POSITIONS AS OF 02/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 55,663 COMMITMENTS 12,975 13,598 31 33,531 34,946 46,536 48,574 9,128 7,090 CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST: -11,047) 2,578 1,626 -2,978 -9,402 -8,528 -9,802 -9,880 -1,245 -1,167 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.3 24.4 0.1 60.2 62.8 83.6 87.3 16.4 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100) 26 23 6 40 17 68 44 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 FUTURES ONLY POSITIONS AS OF 02/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 111,326 COMMITMENTS 25,949 27,195 61 67,061 69,891 93,071 97,147 18,255 14,179 CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST: 4,665) 7,086 -1,589 -116 -1,885 5,631 5,085 3,926 -420 739 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.3 24.4 0.1 60.2 62.8 83.6 87.3 16.4 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100) 26 23 6 40 17 68 44 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 FUTURES ONLY POSITIONS AS OF 02/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 9,349 COMMITMENTS 7,537 7,728 1,205 577 347 9,319 9,280 30 69 CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST: 389) 395 351 -6 0 0 389 345 0 44 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 80.6 82.7 12.9 6.2 3.7 99.7 99.3 0.3 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 13 6 3 1 1 15 9 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605 FUTURES ONLY POSITIONS AS OF 02/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 45,168 COMMITMENTS 1,176 20,654 0 43,925 24,331 45,101 44,985 67 183 CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST: -444) 213 -96 0 -651 -360 -438 -456 -6 12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 45.7 0.0 97.2 53.9 99.9 99.6 0.1 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 4 16 0 13 17 17 33 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606 FUTURES ONLY POSITIONS AS OF 02/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 26,983 COMMITMENTS 935 18,229 405 25,578 8,234 26,918 26,868 65 115 CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST: 210) 22 545 -15 171 -319 178 211 32 -1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.5 67.6 1.5 94.8 30.5 99.8 99.6 0.2 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 4 14 1 8 12 12 27
Updated February 21, 2014