WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 FUTURES ONLY POSITIONS AS OF 04/01/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 367,573 COMMITMENTS 126,437 99,780 64,927 143,689 159,136 335,053 323,843 32,520 43,730 CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: 6,955) 1,908 -3,174 3,166 4,025 7,297 9,099 7,289 -2,144 -334 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.4 27.1 17.7 39.1 43.3 91.2 88.1 8.8 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 339) 110 104 105 79 97 251 255 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 FUTURES ONLY POSITIONS AS OF 04/01/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 148,198 COMMITMENTS 56,405 20,919 12,913 61,368 88,188 130,686 122,020 17,512 26,178 CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: 251) 1,601 -1,793 949 -2,035 1,256 515 412 -264 -161 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.1 14.1 8.7 41.4 59.5 88.2 82.3 11.8 17.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171) 51 40 33 49 57 119 114 CORN - CHICAGO BOARD OF TRADE Code-002602 FUTURES ONLY POSITIONS AS OF 04/01/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,362,869 COMMITMENTS 434,977 126,314 199,245 595,458 781,769 1229680 1107328 133,189 255,541 CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: 32,841) 14,147 -35,889 5,168 9,727 65,315 29,042 34,594 3,799 -1,753 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.9 9.3 14.6 43.7 57.4 90.2 81.2 9.8 18.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 723) 180 112 166 224 355 493 570 OATS - CHICAGO BOARD OF TRADE Code-004603 FUTURES ONLY POSITIONS AS OF 04/01/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,169 COMMITMENTS 2,039 1,117 557 4,184 5,840 6,780 7,514 2,389 1,655 CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: -17) -415 -229 315 175 -349 75 -263 -92 246 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.2 12.2 6.1 45.6 63.7 73.9 82.0 26.1 18.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 12 9 8 11 12 28 24 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 FUTURES ONLY POSITIONS AS OF 04/01/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 638,253 COMMITMENTS 268,714 87,195 69,519 247,501 387,346 585,734 544,060 52,519 94,193 CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: 13,949) 10,941 5,785 -7,467 12,762 17,223 16,236 15,541 -2,287 -1,592 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.1 13.7 10.9 38.8 60.7 91.8 85.2 8.2 14.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 553) 182 145 156 125 186 396 414 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 FUTURES ONLY POSITIONS AS OF 04/01/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 317,602 COMMITMENTS 97,055 74,432 36,116 148,614 181,114 281,785 291,662 35,817 25,940 CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: 15,491) -62 4,861 4,400 9,050 6,188 13,388 15,449 2,103 42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.6 23.4 11.4 46.8 57.0 88.7 91.8 11.3 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 267) 79 73 74 82 70 203 185 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 FUTURES ONLY POSITIONS AS OF 04/01/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 714,381 COMMITMENTS 89,160 85,402 14,267 455,928 454,428 559,355 554,097 155,026 160,284 CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: 3,904) 7,050 13,842 -992 1,617 -2,958 7,675 9,892 -3,771 -5,988 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.5 12.0 2.0 63.8 63.6 78.3 77.6 21.7 22.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174) 23 40 16 70 86 103 132 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 FUTURES ONLY POSITIONS AS OF 04/01/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 479,414 COMMITMENTS 48,792 54,158 2,853 338,992 342,951 390,637 399,962 88,777 79,452 CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: 68) 801 -6,172 1,391 -3,157 6,841 -965 2,060 1,033 -1,992 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.2 11.3 0.6 70.7 71.5 81.5 83.4 18.5 16.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 8 14 8 43 43 57 59 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 FUTURES ONLY POSITIONS AS OF 04/01/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 5,663 COMMITMENTS 900 925 1,037 3,261 3,437 5,198 5,399 465 264 CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: 406) 83 -133 210 228 426 521 503 -115 -97 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.9 16.3 18.3 57.6 60.7 91.8 95.3 8.2 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 14 6 6 15 20 31 31 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 FUTURES ONLY POSITIONS AS OF 04/01/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 317,907 COMMITMENTS 112,496 57,757 29,091 126,826 206,639 268,413 293,487 49,494 24,420 CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: 9,494) 1,492 -161 1,185 7,178 8,216 9,855 9,240 -361 254 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.4 18.2 9.2 39.9 65.0 84.4 92.3 15.6 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 261) 79 59 56 91 88 205 174 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 FUTURES ONLY POSITIONS AS OF 04/01/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,369 COMMITMENTS 1,020 882 782 4,414 5,678 6,216 7,342 2,153 1,027 CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: 420) -37 -481 575 -87 312 451 406 -31 14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.2 10.5 9.3 52.7 67.8 74.3 87.7 25.7 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 13 9 8 20 16 39 29 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 FUTURES ONLY POSITIONS AS OF 04/01/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,024,119 COMMITMENTS 170,913 219,417 15,619 740,080 657,234 926,612 892,270 97,507 131,849 CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: 31,561) -7,313 35,597 -774 35,115 -14,730 27,028 20,093 4,533 11,468 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.7 21.4 1.5 72.3 64.2 90.5 87.1 9.5 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229) 36 39 21 91 113 135 165 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 FUTURES ONLY POSITIONS AS OF 04/01/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,503,964 COMMITMENTS 346,901 415,677 36,759 1868738 1581999 2252398 2034435 251,566 469,529 CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: 13,302) 13,179 20,190 -6,131 26,604 -20,679 33,652 -6,620 -20,350 19,922 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.9 16.6 1.5 74.6 63.2 90.0 81.2 10.0 18.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 352) 50 94 39 129 155 207 260 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 FUTURES ONLY POSITIONS AS OF 04/01/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,964,183 COMMITMENTS 254,382 392,549 23,133 1510617 1167955 1788132 1583637 176,051 380,546 CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: -49,848) 13,048 -20,904 4,246 -62,064 -17,093 -44,770 -33,751 -5,078 -16,097 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.0 20.0 1.2 76.9 59.5 91.0 80.6 9.0 19.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271) 25 75 23 93 137 137 216 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 FUTURES ONLY POSITIONS AS OF 04/01/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 291,999 COMMITMENTS 10,055 56,175 48,127 202,963 131,556 261,145 235,858 30,854 56,141 CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: -43,743) -16,499 -5,181 -4,644 -22,587 -37,599 -43,730 -47,424 -13 3,681 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 19.2 16.5 69.5 45.1 89.4 80.8 10.6 19.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74) 9 27 20 32 34 55 68 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ FUTURES ONLY POSITIONS AS OF 04/01/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 64,050 COMMITMENTS 17,941 12,846 9 37,840 43,559 55,789 56,414 8,261 7,636 CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: 273) 1,439 675 -1 -592 -541 847 133 -574 140 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.0 20.1 0.0 59.1 68.0 87.1 88.1 12.9 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106) 28 25 3 38 20 67 47 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 FUTURES ONLY POSITIONS AS OF 04/01/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 128,099 COMMITMENTS 35,881 25,692 18 75,679 87,118 111,578 112,828 16,521 15,271 CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: 546) 2,878 1,349 -1 -1,184 -1,082 1,693 266 -1,147 280 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.0 20.1 0.0 59.1 68.0 87.1 88.1 12.9 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106) 28 25 3 38 20 67 47 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 FUTURES ONLY POSITIONS AS OF 04/01/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 14,143 COMMITMENTS 11,528 12,742 1,092 1,504 306 14,124 14,140 19 3 CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: 549) 525 248 -5 37 306 557 549 -8 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 81.5 90.1 7.7 10.6 2.2 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 17 5 3 1 1 19 8 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605 FUTURES ONLY POSITIONS AS OF 04/01/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 40,441 COMMITMENTS 2,680 18,573 201 37,473 21,511 40,354 40,285 87 156 CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: 1,636) 1,195 1,273 4 428 350 1,627 1,627 9 9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.6 45.9 0.5 92.7 53.2 99.8 99.6 0.2 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 5 13 1 12 13 17 27 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606 FUTURES ONLY POSITIONS AS OF 04/01/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 30,723 COMMITMENTS 221 24,738 122 30,348 5,709 30,691 30,569 32 154 CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: -615) -216 211 -33 -378 -853 -627 -675 12 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 80.5 0.4 98.8 18.6 99.9 99.5 0.1 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 1 17 1 8 11 10 28
Updated April 4, 2014