WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 FUTURES ONLY POSITIONS AS OF 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 376,244 COMMITMENTS 116,192 134,882 67,380 159,882 128,824 343,454 331,086 32,790 45,158 CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: -46,585) -17,749 -26,033 -10,061 -16,428 -11,073 -44,238 -47,167 -2,347 582 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.9 35.8 17.9 42.5 34.2 91.3 88.0 8.7 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 337) 98 119 103 85 88 249 259 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 FUTURES ONLY POSITIONS AS OF 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 135,949 COMMITMENTS 50,264 33,443 10,162 62,354 68,031 122,780 111,636 13,169 24,313 CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: -9,144) 693 -1,501 -3,710 -3,754 -1,464 -6,771 -6,675 -2,373 -2,469 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.0 24.6 7.5 45.9 50.0 90.3 82.1 9.7 17.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177) 52 49 33 52 54 121 121 CORN - CHICAGO BOARD OF TRADE Code-002602 FUTURES ONLY POSITIONS AS OF 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,343,281 COMMITMENTS 379,378 253,208 208,425 620,061 627,274 1207864 1088907 135,417 254,374 CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: -41,932) 27,190 -45,476 -14,930 -51,367 14,431 -39,107 -45,975 -2,825 4,043 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.2 18.8 15.5 46.2 46.7 89.9 81.1 10.1 18.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 688) 145 154 160 218 311 472 544 OATS - CHICAGO BOARD OF TRADE Code-004603 FUTURES ONLY POSITIONS AS OF 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,582 COMMITMENTS 3,157 688 351 4,281 7,062 7,789 8,101 2,793 2,481 CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: -988) 92 -192 -73 -959 -897 -940 -1,162 -48 174 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.8 6.5 3.3 40.5 66.7 73.6 76.6 26.4 23.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 14 6 5 14 13 31 21 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 FUTURES ONLY POSITIONS AS OF 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 704,089 COMMITMENTS 282,790 70,974 106,373 253,652 421,861 642,815 599,208 61,274 104,881 CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 13,084) 5,063 -7,422 933 7,129 16,386 13,125 9,897 -41 3,187 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.2 10.1 15.1 36.0 59.9 91.3 85.1 8.7 14.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 546) 181 131 163 140 188 417 419 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 FUTURES ONLY POSITIONS AS OF 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 304,299 COMMITMENTS 87,818 86,027 34,933 148,345 150,733 271,096 271,693 33,203 32,606 CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: -42,033) -5,698 -18,272 -18,342 -16,111 -2,063 -40,151 -38,677 -1,882 -3,356 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.9 28.3 11.5 48.7 49.5 89.1 89.3 10.9 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 273) 77 83 73 81 69 204 190 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 FUTURES ONLY POSITIONS AS OF 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 772,952 COMMITMENTS 86,050 38,767 19,299 470,844 488,773 576,193 546,839 196,759 226,113 CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 78,529) -8,916 -7,121 8,162 40,909 25,135 40,155 26,176 38,374 52,353 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.1 5.0 2.5 60.9 63.2 74.5 70.7 25.5 29.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150) 26 25 21 66 79 103 116 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 FUTURES ONLY POSITIONS AS OF 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 484,045 COMMITMENTS 46,297 59,296 891 349,634 321,637 396,822 381,824 87,223 102,221 CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 32,698) 1,087 -310 -5 22,339 23,156 23,421 22,841 9,277 9,857 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.6 12.3 0.2 72.2 66.4 82.0 78.9 18.0 21.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 7 12 5 46 45 56 59 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 FUTURES ONLY POSITIONS AS OF 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 5,573 COMMITMENTS 1,090 1,448 383 3,575 3,576 5,048 5,407 525 166 CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 7) 23 -14 106 -4 69 125 161 -118 -154 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.6 26.0 6.9 64.1 64.2 90.6 97.0 9.4 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 13 6 5 19 19 35 29 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 FUTURES ONLY POSITIONS AS OF 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 312,265 COMMITMENTS 118,362 55,784 23,815 119,633 203,932 261,810 283,531 50,455 28,734 CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: -865) 2,685 -194 -1,372 1,171 2,261 2,484 695 -3,349 -1,560 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.9 17.9 7.6 38.3 65.3 83.8 90.8 16.2 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 264) 89 52 58 81 88 207 171 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 FUTURES ONLY POSITIONS AS OF 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,567 COMMITMENTS 1,159 917 94 4,276 5,215 5,529 6,226 2,038 1,341 CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: -486) 341 -306 -356 -478 450 -493 -212 7 -274 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.3 12.1 1.2 56.5 68.9 73.1 82.3 26.9 17.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 10 6 3 18 15 30 22 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 FUTURES ONLY POSITIONS AS OF 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,019,477 COMMITMENTS 194,414 184,424 37,191 667,033 679,033 898,638 900,648 120,839 118,829 CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 105,209) 19,635 8,985 17,353 60,143 68,418 97,131 94,756 8,078 10,453 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.1 18.1 3.6 65.4 66.6 88.1 88.3 11.9 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 231) 45 39 31 97 114 158 168 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 FUTURES ONLY POSITIONS AS OF 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,513,746 COMMITMENTS 333,437 346,404 62,225 1788544 1614617 2184206 2023246 329,540 490,500 CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 83,718) -47,380 -91,557 17,865 61,040 105,506 31,525 31,814 52,193 51,904 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.3 13.8 2.5 71.2 64.2 86.9 80.5 13.1 19.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 336) 59 71 50 134 173 219 269 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 FUTURES ONLY POSITIONS AS OF 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,153,900 COMMITMENTS 218,711 326,729 42,934 1570736 1326932 1832381 1696595 321,519 457,305 CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 98,790) -47,887 -33,419 -1,154 42,234 15,669 -6,807 -18,904 105,597 117,694 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.2 15.2 2.0 72.9 61.6 85.1 78.8 14.9 21.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251) 26 63 30 99 130 146 203 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 FUTURES ONLY POSITIONS AS OF 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 326,188 COMMITMENTS 17,087 45,531 49,861 229,545 186,667 296,493 282,059 29,695 44,129 CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 11,334) 1,728 -1,819 4,295 6,352 10,543 12,375 13,019 -1,041 -1,685 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.2 14.0 15.3 70.4 57.2 90.9 86.5 9.1 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73) 11 17 17 34 43 55 67 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ FUTURES ONLY POSITIONS AS OF 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 60,457 COMMITMENTS 15,180 11,363 15 35,391 42,263 50,585 53,640 9,872 6,817 CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 4,794) 2,206 -2,235 -16 1,860 7,318 4,050 5,067 744 -273 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.1 18.8 0.0 58.5 69.9 83.7 88.7 16.3 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98) 23 20 4 39 25 63 48 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 FUTURES ONLY POSITIONS AS OF 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 120,913 COMMITMENTS 30,360 22,725 29 70,781 84,526 101,170 107,280 19,743 13,633 CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 9,587) 4,411 -4,470 -32 3,720 14,635 8,099 10,133 1,488 -546 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.1 18.8 0.0 58.5 69.9 83.7 88.7 16.3 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98) 23 20 4 39 25 63 48 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 FUTURES ONLY POSITIONS AS OF 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 10,366 COMMITMENTS 8,372 6,858 1,206 758 2,233 10,336 10,297 30 69 CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 1,017) 835 -870 1 181 1,886 1,017 1,017 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 80.8 66.2 11.6 7.3 21.5 99.7 99.3 0.3 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 15 5 3 1 1 17 8 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605 FUTURES ONLY POSITIONS AS OF 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 45,152 COMMITMENTS 1,117 20,740 0 43,982 24,223 45,099 44,963 53 189 CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: -16) -59 86 0 57 -108 -2 -22 -14 6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 45.9 0.0 97.4 53.6 99.9 99.6 0.1 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 5 16 0 13 16 18 32 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606 FUTURES ONLY POSITIONS AS OF 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 27,907 COMMITMENTS 1,030 18,359 405 26,404 9,051 27,839 27,815 68 92 CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 924) 95 130 0 826 817 921 947 3 -23 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.7 65.8 1.5 94.6 32.4 99.8 99.7 0.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 4 14 1 6 14 10 29
Updated February 28, 2014