WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 FUTURES ONLY POSITIONS AS OF 04/15/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 370,600 COMMITMENTS 124,239 103,288 62,873 148,777 162,490 335,889 328,651 34,711 41,949 CHANGES FROM 04/08/14 (CHANGE IN OPEN INTEREST: -6,637) -2,891 39 -7,221 4,331 916 -5,781 -6,266 -856 -371 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.5 27.9 17.0 40.1 43.8 90.6 88.7 9.4 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 349) 105 114 109 80 105 253 273 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 FUTURES ONLY POSITIONS AS OF 04/15/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 145,723 COMMITMENTS 49,109 23,191 12,816 66,344 83,003 128,269 119,010 17,454 26,713 CHANGES FROM 04/08/14 (CHANGE IN OPEN INTEREST: -460) -4,115 -213 1,867 2,592 -1,914 344 -260 -804 -200 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.7 15.9 8.8 45.5 57.0 88.0 81.7 12.0 18.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178) 49 45 41 52 61 126 126 CORN - CHICAGO BOARD OF TRADE Code-002602 FUTURES ONLY POSITIONS AS OF 04/15/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,412,403 COMMITMENTS 442,521 134,703 227,198 609,980 790,506 1279699 1152407 132,704 259,996 CHANGES FROM 04/08/14 (CHANGE IN OPEN INTEREST: 15,185) -4,008 6,436 12,281 11,657 -1,470 19,930 17,247 -4,745 -2,062 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.3 9.5 16.1 43.2 56.0 90.6 81.6 9.4 18.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 720) 180 113 175 235 354 512 570 OATS - CHICAGO BOARD OF TRADE Code-004603 FUTURES ONLY POSITIONS AS OF 04/15/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,563 COMMITMENTS 1,656 714 778 3,906 5,618 6,340 7,110 2,223 1,453 CHANGES FROM 04/08/14 (CHANGE IN OPEN INTEREST: -202) -173 -149 148 -118 -363 -143 -364 -59 162 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.3 8.3 9.1 45.6 65.6 74.0 83.0 26.0 17.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 13 6 7 11 13 28 22 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 FUTURES ONLY POSITIONS AS OF 04/15/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 669,796 COMMITMENTS 267,507 101,006 82,955 261,703 387,733 612,165 571,694 57,631 98,102 CHANGES FROM 04/08/14 (CHANGE IN OPEN INTEREST: 27,617) 6,640 3,787 11,514 9,225 10,824 27,379 26,125 238 1,492 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.9 15.1 12.4 39.1 57.9 91.4 85.4 8.6 14.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 582) 195 146 178 136 197 431 446 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 FUTURES ONLY POSITIONS AS OF 04/15/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 339,308 COMMITMENTS 102,180 62,639 43,495 156,821 205,627 302,496 311,761 36,812 27,547 CHANGES FROM 04/08/14 (CHANGE IN OPEN INTEREST: 9,281) 4,441 -7,054 3,971 -444 12,384 7,968 9,301 1,313 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.1 18.5 12.8 46.2 60.6 89.2 91.9 10.8 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271) 81 71 83 85 74 214 191 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 FUTURES ONLY POSITIONS AS OF 04/15/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 729,736 COMMITMENTS 90,714 67,112 13,570 446,923 468,496 551,207 549,178 178,529 180,558 CHANGES FROM 04/08/14 (CHANGE IN OPEN INTEREST: 20,142) 10,190 -625 2,110 -2,503 -1,816 9,797 -331 10,345 20,473 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.4 9.2 1.9 61.2 64.2 75.5 75.3 24.5 24.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174) 29 35 17 72 85 111 127 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 FUTURES ONLY POSITIONS AS OF 04/15/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 491,079 COMMITMENTS 52,374 52,278 2,322 339,316 344,135 394,012 398,735 97,067 92,344 CHANGES FROM 04/08/14 (CHANGE IN OPEN INTEREST: 9,416) 4,416 -4,705 -194 -1,357 11,746 2,865 6,847 6,551 2,569 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.7 10.6 0.5 69.1 70.1 80.2 81.2 19.8 18.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79) 8 14 7 41 40 54 56 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 FUTURES ONLY POSITIONS AS OF 04/15/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 6,830 COMMITMENTS 971 756 1,110 4,405 4,701 6,486 6,567 344 263 CHANGES FROM 04/08/14 (CHANGE IN OPEN INTEREST: 354) -20 -96 94 368 408 442 406 -88 -52 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.2 11.1 16.3 64.5 68.8 95.0 96.1 5.0 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 14 5 6 19 22 36 32 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 FUTURES ONLY POSITIONS AS OF 04/15/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 327,940 COMMITMENTS 119,037 59,981 26,004 128,920 213,201 273,961 299,186 53,979 28,754 CHANGES FROM 04/08/14 (CHANGE IN OPEN INTEREST: 4,181) 6,780 251 -3,787 -137 6,586 2,856 3,050 1,325 1,131 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.3 18.3 7.9 39.3 65.0 83.5 91.2 16.5 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 275) 86 66 58 87 91 211 183 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 FUTURES ONLY POSITIONS AS OF 04/15/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,686 COMMITMENTS 1,898 679 571 4,041 6,243 6,510 7,493 2,176 1,193 CHANGES FROM 04/08/14 (CHANGE IN OPEN INTEREST: -76) 424 -55 -208 -195 152 21 -111 -97 35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.9 7.8 6.6 46.5 71.9 74.9 86.3 25.1 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 15 5 6 19 20 36 30 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 FUTURES ONLY POSITIONS AS OF 04/15/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,084,492 COMMITMENTS 182,158 234,741 15,589 779,910 714,296 977,657 964,626 106,835 119,866 CHANGES FROM 04/08/14 (CHANGE IN OPEN INTEREST: 26,704) 30,845 -4,665 -1,159 -11,828 33,916 17,858 28,092 8,846 -1,388 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.8 21.6 1.4 71.9 65.9 90.1 88.9 9.9 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 243) 39 47 21 85 123 131 184 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 FUTURES ONLY POSITIONS AS OF 04/15/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,497,347 COMMITMENTS 344,056 506,334 43,153 1815425 1484648 2202634 2034135 294,713 463,212 CHANGES FROM 04/08/14 (CHANGE IN OPEN INTEREST: -74,767) 16,897 24,001 -931 -123,682 -95,783 -107,716 -72,713 32,949 -2,054 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.8 20.3 1.7 72.7 59.4 88.2 81.5 11.8 18.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 362) 52 95 39 126 167 203 276 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 FUTURES ONLY POSITIONS AS OF 04/15/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,019,496 COMMITMENTS 244,061 385,863 16,335 1550147 1254705 1810543 1656903 208,953 362,593 CHANGES FROM 04/08/14 (CHANGE IN OPEN INTEREST: -25,610) -3,960 8,857 3,116 -40,421 -20,725 -41,265 -8,752 15,655 -16,858 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.1 19.1 0.8 76.8 62.1 89.7 82.0 10.3 18.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 282) 31 72 23 102 138 151 215 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 FUTURES ONLY POSITIONS AS OF 04/15/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 324,094 COMMITMENTS 14,768 70,595 52,137 227,732 144,661 294,637 267,393 29,457 56,701 CHANGES FROM 04/08/14 (CHANGE IN OPEN INTEREST: 13,224) 3,896 2,306 684 9,990 10,071 14,570 13,061 -1,346 163 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.6 21.8 16.1 70.3 44.6 90.9 82.5 9.1 17.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 9 26 18 39 36 61 67 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ FUTURES ONLY POSITIONS AS OF 04/15/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 53,600 COMMITMENTS 12,205 12,593 38 34,247 33,809 46,489 46,439 7,111 7,161 CHANGES FROM 04/08/14 (CHANGE IN OPEN INTEREST: -4,707) -1,348 -1,901 0 -2,355 -2,935 -3,703 -4,835 -1,005 128 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.8 23.5 0.1 63.9 63.1 86.7 86.6 13.3 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106) 26 25 7 40 20 70 48 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 FUTURES ONLY POSITIONS AS OF 04/15/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 107,199 COMMITMENTS 24,410 25,185 75 68,493 67,617 92,978 92,877 14,221 14,322 CHANGES FROM 04/08/14 (CHANGE IN OPEN INTEREST: -9,414) -2,695 -3,801 0 -4,710 -5,869 -7,405 -9,670 -2,009 256 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.8 23.5 0.1 63.9 63.1 86.7 86.6 13.3 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106) 26 25 7 40 20 70 48 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 FUTURES ONLY POSITIONS AS OF 04/15/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 16,527 COMMITMENTS 13,812 13,613 1,150 1,527 1,763 16,489 16,526 38 1 CHANGES FROM 04/08/14 (CHANGE IN OPEN INTEREST: 858) 804 -130 54 0 936 858 860 0 -2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 83.6 82.4 7.0 9.2 10.7 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 04/15/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 50,257 COMMITMENTS 3,094 21,203 186 46,878 28,712 50,158 50,101 99 156 CHANGES FROM 04/08/14 (CHANGE IN OPEN INTEREST: 3,104) 482 5,758 -15 2,637 -2,659 3,104 3,084 0 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.2 42.2 0.4 93.3 57.1 99.8 99.7 0.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 4 13 1 13 14 17 28 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606 FUTURES ONLY POSITIONS AS OF 04/15/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 45,722 COMMITMENTS 1,268 28,029 0 44,380 17,426 45,648 45,455 74 267 CHANGES FROM 04/08/14 (CHANGE IN OPEN INTEREST: 3,272) 493 13,529 -634 3,373 -9,700 3,232 3,195 40 77 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 61.3 0.0 97.1 38.1 99.8 99.4 0.2 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 5 15 0 9 13 14 28
Updated April 18, 2014