WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 FUTURES ONLY POSITIONS AS OF 05/13/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 369,027 COMMITMENTS 134,118 95,766 62,157 138,719 166,515 334,994 324,438 34,033 44,589 CHANGES FROM 05/06/14 (CHANGE IN OPEN INTEREST: 6,968) 7,418 5,864 4,869 -3,138 -5,156 9,149 5,577 -2,181 1,391 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.3 26.0 16.8 37.6 45.1 90.8 87.9 9.2 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 355) 112 120 108 67 99 244 269 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 FUTURES ONLY POSITIONS AS OF 05/13/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 146,100 COMMITMENTS 53,242 27,961 11,920 62,199 81,134 127,361 121,015 18,739 25,085 CHANGES FROM 05/06/14 (CHANGE IN OPEN INTEREST: -4,585) -687 3,618 -1,616 -2,533 -6,857 -4,836 -4,855 251 270 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.4 19.1 8.2 42.6 55.5 87.2 82.8 12.8 17.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172) 52 42 34 42 59 114 117 CORN - CHICAGO BOARD OF TRADE Code-002602 FUTURES ONLY POSITIONS AS OF 05/13/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,342,203 COMMITMENTS 453,043 140,762 195,081 580,544 758,257 1228668 1094100 113,535 248,103 CHANGES FROM 05/06/14 (CHANGE IN OPEN INTEREST: -7,750) 1,895 14,884 -15,367 5,638 -6,441 -7,834 -6,924 84 -826 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.8 10.5 14.5 43.3 56.5 91.5 81.5 8.5 18.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 733) 165 143 168 218 358 491 580 OATS - CHICAGO BOARD OF TRADE Code-004603 FUTURES ONLY POSITIONS AS OF 05/13/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,134 COMMITMENTS 1,659 754 567 2,823 4,785 5,049 6,106 2,085 1,028 CHANGES FROM 05/06/14 (CHANGE IN OPEN INTEREST: -166) 113 108 -64 -225 -277 -176 -233 10 67 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.3 10.6 7.9 39.6 67.1 70.8 85.6 29.2 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 13 6 6 13 10 30 18 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 FUTURES ONLY POSITIONS AS OF 05/13/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 590,465 COMMITMENTS 227,543 100,763 60,649 253,160 329,837 541,352 491,249 49,113 99,216 CHANGES FROM 05/06/14 (CHANGE IN OPEN INTEREST: 8,035) 2,551 6,191 267 6,932 1,193 9,750 7,651 -1,715 384 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.5 17.1 10.3 42.9 55.9 91.7 83.2 8.3 16.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 568) 162 162 158 125 194 393 431 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 FUTURES ONLY POSITIONS AS OF 05/13/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 310,190 COMMITMENTS 103,429 72,740 37,024 137,447 170,971 277,900 280,735 32,290 29,455 CHANGES FROM 05/06/14 (CHANGE IN OPEN INTEREST: -4,567) 1,906 6,429 -916 -4,743 -8,540 -3,753 -3,027 -814 -1,540 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.3 23.5 11.9 44.3 55.1 89.6 90.5 10.4 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 263) 88 72 72 74 59 197 174 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 FUTURES ONLY POSITIONS AS OF 05/13/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 755,104 COMMITMENTS 123,862 61,185 15,228 437,559 495,832 576,649 572,245 178,455 182,859 CHANGES FROM 05/06/14 (CHANGE IN OPEN INTEREST: 9,058) 18,861 -8,139 -1,817 -11,907 23,474 5,137 13,518 3,921 -4,460 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.4 8.1 2.0 57.9 65.7 76.4 75.8 23.6 24.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169) 35 28 21 66 87 110 127 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 FUTURES ONLY POSITIONS AS OF 05/13/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 489,923 COMMITMENTS 55,066 50,022 2,390 334,193 351,406 391,649 403,818 98,274 86,105 CHANGES FROM 05/06/14 (CHANGE IN OPEN INTEREST: 6,125) -1,128 2,066 181 5,785 9,123 4,838 11,370 1,287 -5,245 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.2 10.2 0.5 68.2 71.7 79.9 82.4 20.1 17.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 9 13 8 44 44 59 59 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 FUTURES ONLY POSITIONS AS OF 05/13/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 6,876 COMMITMENTS 1,288 922 920 4,178 4,741 6,386 6,583 490 293 CHANGES FROM 05/06/14 (CHANGE IN OPEN INTEREST: -308) 50 208 -108 -262 -486 -320 -386 12 78 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.7 13.4 13.4 60.8 68.9 92.9 95.7 7.1 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 14 5 4 14 18 29 27 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 FUTURES ONLY POSITIONS AS OF 05/13/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 308,575 COMMITMENTS 117,837 57,480 22,185 120,839 201,905 260,861 281,570 47,714 27,005 CHANGES FROM 05/06/14 (CHANGE IN OPEN INTEREST: 7,531) 6,114 -1,503 556 -922 6,842 5,748 5,895 1,783 1,636 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.2 18.6 7.2 39.2 65.4 84.5 91.2 15.5 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 261) 85 69 63 75 81 202 172 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 FUTURES ONLY POSITIONS AS OF 05/13/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,205 COMMITMENTS 1,815 721 339 4,054 5,842 6,208 6,902 1,997 1,303 CHANGES FROM 05/06/14 (CHANGE IN OPEN INTEREST: 177) 165 -11 73 82 63 320 125 -143 52 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.1 8.8 4.1 49.4 71.2 75.7 84.1 24.3 15.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 14 3 4 22 16 37 23 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 FUTURES ONLY POSITIONS AS OF 05/13/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,133,955 COMMITMENTS 225,137 202,397 21,725 777,294 776,847 1024156 1000969 109,799 132,986 CHANGES FROM 05/06/14 (CHANGE IN OPEN INTEREST: 11,735) 24,773 -12,316 2,494 -14,280 25,418 12,987 15,596 -1,252 -3,861 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.9 17.8 1.9 68.5 68.5 90.3 88.3 9.7 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246) 43 39 25 88 133 139 189 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 FUTURES ONLY POSITIONS AS OF 05/13/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,735,107 COMMITMENTS 421,083 503,263 44,662 1979789 1701414 2445534 2249339 289,573 485,768 CHANGES FROM 05/06/14 (CHANGE IN OPEN INTEREST: 116,622) 80,385 33,156 -1,664 40,014 86,296 118,735 117,788 -2,113 -1,166 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.4 18.4 1.6 72.4 62.2 89.4 82.2 10.6 17.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 379) 56 94 50 134 181 220 295 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 FUTURES ONLY POSITIONS AS OF 05/13/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,152,185 COMMITMENTS 280,001 363,520 31,238 1625579 1376413 1936818 1771171 215,367 381,014 CHANGES FROM 05/06/14 (CHANGE IN OPEN INTEREST: 90,075) 53,505 3,742 15,779 10,690 54,297 79,974 73,818 10,101 16,257 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.0 16.9 1.5 75.5 64.0 90.0 82.3 10.0 17.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 281) 30 67 29 109 148 163 221 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 FUTURES ONLY POSITIONS AS OF 05/13/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 339,695 COMMITMENTS 20,283 71,271 52,250 237,935 162,872 310,468 286,393 29,227 53,302 CHANGES FROM 05/06/14 (CHANGE IN OPEN INTEREST: 15,432) 6,584 4,032 -2,659 10,936 15,523 14,861 16,896 571 -1,464 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.0 21.0 15.4 70.0 47.9 91.4 84.3 8.6 15.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77) 11 26 17 35 37 55 71 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ FUTURES ONLY POSITIONS AS OF 05/13/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 68,067 COMMITMENTS 21,751 13,499 17 37,642 43,754 59,409 57,269 8,658 10,798 CHANGES FROM 05/06/14 (CHANGE IN OPEN INTEREST: 8,708) 6,509 70 -75 1,021 6,172 7,455 6,166 1,253 2,542 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.0 19.8 0.0 55.3 64.3 87.3 84.1 12.7 15.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120) 36 31 5 33 24 70 59 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 FUTURES ONLY POSITIONS AS OF 05/13/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 136,134 COMMITMENTS 43,501 26,997 33 75,284 87,508 118,818 114,538 17,316 21,596 CHANGES FROM 05/06/14 (CHANGE IN OPEN INTEREST: 17,415) 13,017 139 -150 2,042 12,343 14,909 12,332 2,506 5,083 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.0 19.8 0.0 55.3 64.3 87.3 84.1 12.7 15.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120) 36 31 5 33 24 70 59 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 FUTURES ONLY POSITIONS AS OF 05/13/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 16,363 COMMITMENTS 13,254 15,280 1,066 1,977 0 16,297 16,346 66 17 CHANGES FROM 05/06/14 (CHANGE IN OPEN INTEREST: -540) -449 -501 -39 -50 0 -538 -540 -2 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 81.0 93.4 6.5 12.1 0.0 99.6 99.9 0.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 16 4 3 2 0 19 6 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605 FUTURES ONLY POSITIONS AS OF 05/13/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 56,344 COMMITMENTS 4,564 19,954 375 51,319 35,898 56,258 56,227 86 117 CHANGES FROM 05/06/14 (CHANGE IN OPEN INTEREST: 3,418) 2,323 85 0 1,063 3,363 3,386 3,448 32 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.1 35.4 0.7 91.1 63.7 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 4 12 1 13 12 17 25 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606 FUTURES ONLY POSITIONS AS OF 05/13/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 44,771 COMMITMENTS 482 15,788 0 44,171 28,624 44,653 44,412 118 359 CHANGES FROM 05/06/14 (CHANGE IN OPEN INTEREST: -1,080) 199 399 0 -1,356 -1,384 -1,157 -985 77 -95 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 35.3 0.0 98.7 63.9 99.7 99.2 0.3 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 2 16 0 7 15 9 31
Updated May 16, 2014