WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 FUTURES ONLY POSITIONS AS OF 06/03/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 386,068 COMMITMENTS 130,617 116,138 57,268 164,025 162,191 351,910 335,597 34,158 50,471 CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: 4,007) 1,457 11,143 -10,368 10,037 -886 1,126 -111 2,881 4,118 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.8 30.1 14.8 42.5 42.0 91.2 86.9 8.8 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 355) 98 128 107 87 98 252 275 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 FUTURES ONLY POSITIONS AS OF 06/03/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 144,935 COMMITMENTS 51,715 28,265 9,880 66,434 79,559 128,029 117,704 16,906 27,231 CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: 2,114) 2,421 1,864 -15 -664 -1,422 1,742 427 372 1,687 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.7 19.5 6.8 45.8 54.9 88.3 81.2 11.7 18.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181) 53 46 41 55 61 127 132 CORN - CHICAGO BOARD OF TRADE Code-002602 FUTURES ONLY POSITIONS AS OF 06/03/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,357,565 COMMITMENTS 422,981 205,090 216,302 605,599 680,744 1244882 1102136 112,683 255,429 CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: 24,855) 14,468 17,885 13,344 -4,121 -9,087 23,691 22,142 1,164 2,713 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.2 15.1 15.9 44.6 50.1 91.7 81.2 8.3 18.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 702) 150 152 166 242 326 493 564 OATS - CHICAGO BOARD OF TRADE Code-004603 FUTURES ONLY POSITIONS AS OF 06/03/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,275 COMMITMENTS 2,324 1,123 481 3,302 5,535 6,107 7,139 2,168 1,136 CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: 856) 734 265 -78 10 638 666 825 190 31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.1 13.6 5.8 39.9 66.9 73.8 86.3 26.2 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 9 9 7 12 11 27 21 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 FUTURES ONLY POSITIONS AS OF 06/03/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 628,560 COMMITMENTS 221,170 118,881 69,520 287,291 332,142 577,981 520,543 50,579 108,017 CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: 10,259) -7,369 14,400 5,677 14,097 -12,749 12,405 7,328 -2,146 2,931 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.2 18.9 11.1 45.7 52.8 92.0 82.8 8.0 17.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 603) 168 177 170 147 216 426 470 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 FUTURES ONLY POSITIONS AS OF 06/03/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 1,000 Bushels) OPEN INTEREST: 21,733 COMMITMENTS 15,570 1,021 43 11 4,862 15,624 5,926 6,109 15,807 CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: 496) 593 96 5 -3 -47 595 54 -99 442 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 71.6 4.7 0.2 0.1 22.4 71.9 27.3 28.1 72.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 4 3 1 2 14 7 17 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 FUTURES ONLY POSITIONS AS OF 06/03/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 334,196 COMMITMENTS 106,129 101,630 38,753 158,181 156,571 303,063 296,954 31,133 37,242 CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: 18,520) 3,745 16,308 2,795 11,550 -5,084 18,090 14,019 430 4,501 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.8 30.4 11.6 47.3 46.9 90.7 88.9 9.3 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 278) 86 79 81 80 66 205 198 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 FUTURES ONLY POSITIONS AS OF 06/03/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 718,749 COMMITMENTS 89,976 66,159 17,162 435,867 459,458 543,005 542,779 175,744 175,970 CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: -112,010) -18,255 6,918 -32,398 -58,628 -58,161 -109,281 -83,641 -2,729 -28,369 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.5 9.2 2.4 60.6 63.9 75.5 75.5 24.5 24.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167) 29 28 16 78 85 115 121 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 FUTURES ONLY POSITIONS AS OF 06/03/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 545,000 COMMITMENTS 54,126 37,538 16,733 373,482 395,759 444,341 450,030 100,659 94,970 CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: 19,557) -2,587 -8,997 5,288 22,844 34,359 25,545 30,650 -5,988 -11,093 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.9 6.9 3.1 68.5 72.6 81.5 82.6 18.5 17.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 11 12 10 48 44 66 59 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 FUTURES ONLY POSITIONS AS OF 06/03/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 6,551 COMMITMENTS 1,513 1,190 655 3,952 4,530 6,120 6,375 431 176 CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: -579) 0 177 -290 -280 -378 -570 -491 -9 -88 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.1 18.2 10.0 60.3 69.1 93.4 97.3 6.6 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 12 8 5 17 22 33 32 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 FUTURES ONLY POSITIONS AS OF 06/03/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 324,171 COMMITMENTS 118,004 56,399 24,751 131,988 214,812 274,743 295,962 49,428 28,209 CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: 7,385) -85 1,332 2,783 5,372 4,006 8,070 8,121 -685 -736 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.4 17.4 7.6 40.7 66.3 84.8 91.3 15.2 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 262) 83 67 69 78 90 208 184 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 FUTURES ONLY POSITIONS AS OF 06/03/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,393 COMMITMENTS 1,590 1,129 468 4,457 5,057 6,515 6,654 1,878 1,739 CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: 287) -44 266 -173 552 -142 335 -49 -48 336 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.9 13.5 5.6 53.1 60.3 77.6 79.3 22.4 20.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 18 9 7 21 15 41 30 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 FUTURES ONLY POSITIONS AS OF 06/03/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,098,179 COMMITMENTS 253,965 196,135 16,940 716,395 743,102 987,300 956,177 110,879 142,002 CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: -104,730) -726 -4,820 -40,543 -59,043 -57,395 -100,312 -102,758 -4,418 -1,972 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.1 17.9 1.5 65.2 67.7 89.9 87.1 10.1 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239) 43 41 21 83 121 133 176 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 FUTURES ONLY POSITIONS AS OF 06/03/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,580,717 COMMITMENTS 383,136 426,431 37,242 1824338 1660896 2244716 2124569 336,001 456,148 CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: -260,320) 3,792 28,009 -41,416 -191,531 -159,498 -229,155 -172,905 -31,165 -87,415 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.8 16.5 1.4 70.7 64.4 87.0 82.3 13.0 17.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 358) 57 89 41 126 176 214 275 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 FUTURES ONLY POSITIONS AS OF 06/03/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,043,721 COMMITMENTS 323,148 279,473 28,197 1461295 1390759 1812640 1698429 231,081 345,292 CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: -155,649) 61,149 -28,173 -35,590 -125,509 -26,725 -99,950 -90,488 -55,699 -65,161 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.8 13.7 1.4 71.5 68.1 88.7 83.1 11.3 16.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 281) 38 61 25 114 146 170 214 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 FUTURES ONLY POSITIONS AS OF 06/03/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 345,693 COMMITMENTS 14,617 71,054 56,216 246,345 165,086 317,178 292,356 28,515 53,337 CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: -21,681) -6,324 -7,869 -1,636 -13,330 -9,059 -21,290 -18,564 -391 -3,117 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.2 20.6 16.3 71.3 47.8 91.8 84.6 8.2 15.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81) 12 26 21 34 38 58 74 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ FUTURES ONLY POSITIONS AS OF 06/03/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 63,905 COMMITMENTS 17,811 14,052 320 36,448 40,580 54,579 54,951 9,326 8,954 CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: -719) -502 370 -306 -807 -1,268 -1,615 -1,204 896 485 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.9 22.0 0.5 57.0 63.5 85.4 86.0 14.6 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113) 30 28 6 36 25 68 57 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 FUTURES ONLY POSITIONS AS OF 06/03/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 127,809 COMMITMENTS 35,622 28,104 639 72,896 81,159 109,157 109,902 18,652 17,907 CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: -1,438) -1,004 740 -612 -1,614 -2,535 -3,230 -2,407 1,792 969 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.9 22.0 0.5 57.0 63.5 85.4 86.0 14.6 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113) 30 28 6 36 25 68 57 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 FUTURES ONLY POSITIONS AS OF 06/03/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 15,719 COMMITMENTS 12,426 14,703 996 2,239 0 15,661 15,699 58 20 CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: -804) -793 -762 -44 30 0 -807 -806 3 2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 79.1 93.5 6.3 14.2 0.0 99.6 99.9 0.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 16 4 4 2 0 20 6 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605 FUTURES ONLY POSITIONS AS OF 06/03/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 54,544 COMMITMENTS 2,303 18,531 392 51,374 34,266 54,069 53,189 475 1,355 CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: -242) 192 -285 17 -885 -1,180 -676 -1,448 434 1,206 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.2 34.0 0.7 94.2 62.8 99.1 97.5 0.9 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 5 14 1 13 12 18 27 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606 FUTURES ONLY POSITIONS AS OF 06/03/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 44,300 COMMITMENTS 690 17,070 1,391 42,145 25,696 44,226 44,157 74 143 CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: 696) 246 482 1,391 -946 -1,265 691 608 5 88 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 38.5 3.1 95.1 58.0 99.8 99.7 0.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 2 18 2 7 14 11 32
Updated June 6, 2014