WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 FUTURES ONLY POSITIONS AS OF 04/08/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 377,237 COMMITMENTS 127,130 103,249 70,094 144,446 161,574 341,670 334,917 35,567 42,320 CHANGES FROM 04/01/14 (CHANGE IN OPEN INTEREST: 9,664) 693 3,469 5,167 757 2,438 6,617 11,074 3,047 -1,410 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.7 27.4 18.6 38.3 42.8 90.6 88.8 9.4 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 347) 100 114 114 79 97 254 269 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 FUTURES ONLY POSITIONS AS OF 04/08/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 146,183 COMMITMENTS 53,224 23,404 10,949 63,752 84,917 127,925 119,270 18,258 26,913 CHANGES FROM 04/01/14 (CHANGE IN OPEN INTEREST: -2,015) -3,181 2,485 -1,964 2,384 -3,271 -2,761 -2,750 746 735 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.4 16.0 7.5 43.6 58.1 87.5 81.6 12.5 18.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176) 47 45 37 51 58 119 123 CORN - CHICAGO BOARD OF TRADE Code-002602 FUTURES ONLY POSITIONS AS OF 04/08/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,397,218 COMMITMENTS 446,529 128,267 214,917 598,323 791,976 1259769 1135160 137,449 262,058 CHANGES FROM 04/01/14 (CHANGE IN OPEN INTEREST: 34,349) 11,552 1,953 15,672 2,865 10,207 30,089 27,832 4,260 6,517 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.0 9.2 15.4 42.8 56.7 90.2 81.2 9.8 18.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 722) 177 120 174 222 349 500 568 OATS - CHICAGO BOARD OF TRADE Code-004603 FUTURES ONLY POSITIONS AS OF 04/08/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,765 COMMITMENTS 1,829 863 630 4,024 5,981 6,483 7,474 2,282 1,291 CHANGES FROM 04/01/14 (CHANGE IN OPEN INTEREST: -404) -210 -254 73 -160 141 -297 -40 -107 -364 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.9 9.8 7.2 45.9 68.2 74.0 85.3 26.0 14.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 12 7 7 11 11 27 22 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 FUTURES ONLY POSITIONS AS OF 04/08/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 642,179 COMMITMENTS 260,867 97,219 71,441 252,478 376,909 584,786 545,569 57,393 96,610 CHANGES FROM 04/01/14 (CHANGE IN OPEN INTEREST: 3,926) -7,847 10,024 1,922 4,977 -10,437 -948 1,509 4,874 2,417 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.6 15.1 11.1 39.3 58.7 91.1 85.0 8.9 15.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 554) 184 143 158 123 190 396 416 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 FUTURES ONLY POSITIONS AS OF 04/08/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 330,027 COMMITMENTS 97,739 69,693 39,524 157,265 193,243 294,528 302,460 35,499 27,567 CHANGES FROM 04/01/14 (CHANGE IN OPEN INTEREST: 12,425) 684 -4,739 3,408 8,651 12,129 12,743 10,798 -318 1,627 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.6 21.1 12.0 47.7 58.6 89.2 91.6 10.8 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271) 82 75 77 83 68 211 184 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 FUTURES ONLY POSITIONS AS OF 04/08/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 709,594 COMMITMENTS 80,524 67,737 11,460 449,426 470,312 541,410 549,509 168,184 160,085 CHANGES FROM 04/01/14 (CHANGE IN OPEN INTEREST: -4,787) -8,636 -17,665 -2,807 -6,502 15,884 -17,945 -4,588 13,158 -199 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.3 9.5 1.6 63.3 66.3 76.3 77.4 23.7 22.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174) 28 34 16 74 83 108 127 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 FUTURES ONLY POSITIONS AS OF 04/08/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 481,663 COMMITMENTS 47,958 56,983 2,516 340,673 332,389 391,147 391,888 90,516 89,775 CHANGES FROM 04/01/14 (CHANGE IN OPEN INTEREST: 2,249) -834 2,825 -337 1,681 -10,562 510 -8,074 1,739 10,323 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.0 11.8 0.5 70.7 69.0 81.2 81.4 18.8 18.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 7 16 7 43 43 55 61 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 FUTURES ONLY POSITIONS AS OF 04/08/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 6,476 COMMITMENTS 991 852 1,016 4,037 4,293 6,044 6,161 432 315 CHANGES FROM 04/01/14 (CHANGE IN OPEN INTEREST: 813) 91 -73 -21 776 856 846 762 -33 51 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.3 13.2 15.7 62.3 66.3 93.3 95.1 6.7 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 14 7 6 17 19 34 30 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 FUTURES ONLY POSITIONS AS OF 04/08/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 323,759 COMMITMENTS 112,257 59,730 29,791 129,057 206,615 271,105 296,136 52,654 27,623 CHANGES FROM 04/01/14 (CHANGE IN OPEN INTEREST: 5,852) -239 1,973 700 2,231 -24 2,692 2,649 3,160 3,203 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.7 18.4 9.2 39.9 63.8 83.7 91.5 16.3 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 269) 85 60 63 91 90 217 181 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 FUTURES ONLY POSITIONS AS OF 04/08/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,762 COMMITMENTS 1,474 734 779 4,236 6,091 6,489 7,604 2,273 1,158 CHANGES FROM 04/01/14 (CHANGE IN OPEN INTEREST: 393) 454 -148 -3 -178 413 273 262 120 131 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.8 8.4 8.9 48.3 69.5 74.1 86.8 25.9 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 12 8 8 19 17 38 29 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 FUTURES ONLY POSITIONS AS OF 04/08/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,057,788 COMMITMENTS 151,313 239,406 16,748 791,738 680,380 959,799 936,534 97,989 121,254 CHANGES FROM 04/01/14 (CHANGE IN OPEN INTEREST: 33,669) -19,600 19,989 1,129 51,658 23,146 33,187 44,264 482 -10,595 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.3 22.6 1.6 74.8 64.3 90.7 88.5 9.3 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244) 37 48 19 88 123 132 183 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 FUTURES ONLY POSITIONS AS OF 04/08/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,572,114 COMMITMENTS 327,159 482,333 44,084 1939107 1580431 2310350 2106848 261,764 465,266 CHANGES FROM 04/01/14 (CHANGE IN OPEN INTEREST: 68,150) -19,742 66,656 7,325 70,369 -1,568 57,952 72,413 10,198 -4,263 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.7 18.8 1.7 75.4 61.4 89.8 81.9 10.2 18.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 363) 51 100 44 119 170 203 281 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 FUTURES ONLY POSITIONS AS OF 04/08/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,045,106 COMMITMENTS 248,021 377,006 13,219 1590568 1275430 1851808 1665655 193,298 379,451 CHANGES FROM 04/01/14 (CHANGE IN OPEN INTEREST: 80,923) -6,361 -15,543 -9,914 79,951 107,475 63,676 82,018 17,247 -1,095 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.1 18.4 0.6 77.8 62.4 90.5 81.4 9.5 18.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 280) 26 78 18 96 138 137 219 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 FUTURES ONLY POSITIONS AS OF 04/08/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 310,870 COMMITMENTS 10,872 68,289 51,453 217,742 134,590 280,067 254,332 30,803 56,538 CHANGES FROM 04/01/14 (CHANGE IN OPEN INTEREST: 18,871) 817 12,114 3,326 14,779 3,034 18,922 18,474 -51 397 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.5 22.0 16.6 70.0 43.3 90.1 81.8 9.9 18.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 10 26 20 36 35 59 68 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ FUTURES ONLY POSITIONS AS OF 04/08/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 58,307 COMMITMENTS 13,553 14,493 38 36,602 36,743 50,192 51,274 8,115 7,033 CHANGES FROM 04/01/14 (CHANGE IN OPEN INTEREST: -5,743) -4,388 1,647 29 -1,238 -6,816 -5,598 -5,141 -146 -603 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.2 24.9 0.1 62.8 63.0 86.1 87.9 13.9 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103) 24 29 5 37 17 63 49 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 FUTURES ONLY POSITIONS AS OF 04/08/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 116,613 COMMITMENTS 27,105 28,986 75 73,203 73,486 100,383 102,547 16,230 14,066 CHANGES FROM 04/01/14 (CHANGE IN OPEN INTEREST: -11,486) -8,776 3,294 57 -2,476 -13,632 -11,195 -10,281 -291 -1,205 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.2 24.9 0.1 62.8 63.0 86.1 87.9 13.9 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103) 24 29 5 37 17 63 49 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 FUTURES ONLY POSITIONS AS OF 04/08/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 15,669 COMMITMENTS 13,008 13,743 1,096 1,527 827 15,631 15,666 38 3 CHANGES FROM 04/01/14 (CHANGE IN OPEN INTEREST: 1,526) 1,480 1,001 4 23 521 1,507 1,526 19 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 83.0 87.7 7.0 9.7 5.3 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 16 5 3 1 1 18 8 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605 FUTURES ONLY POSITIONS AS OF 04/08/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 47,153 COMMITMENTS 2,612 15,445 201 44,241 31,371 47,054 47,017 99 136 CHANGES FROM 04/01/14 (CHANGE IN OPEN INTEREST: 6,712) -68 -3,128 0 6,768 9,860 6,700 6,732 12 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.5 32.8 0.4 93.8 66.5 99.8 99.7 0.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 5 11 1 13 16 18 28 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606 FUTURES ONLY POSITIONS AS OF 04/08/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 42,450 COMMITMENTS 775 14,500 634 41,007 27,126 42,416 42,260 34 190 CHANGES FROM 04/01/14 (CHANGE IN OPEN INTEREST: 11,727) 554 -10,238 512 10,659 21,417 11,725 11,691 2 36 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 34.2 1.5 96.6 63.9 99.9 99.6 0.1 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 2 14 1 8 14 10 29
Updated April 11, 2014