WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 FUTURES ONLY POSITIONS AS OF 07/01/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 370,771 COMMITMENTS 107,523 140,941 57,808 172,256 128,592 337,587 327,341 33,184 43,430 CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST: -5,522) 5,208 5,090 -233 -7,258 -7,697 -2,283 -2,840 -3,239 -2,682 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.0 38.0 15.6 46.5 34.7 91.1 88.3 8.9 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 346) 92 122 101 88 86 248 255 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 FUTURES ONLY POSITIONS AS OF 07/01/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 133,669 COMMITMENTS 53,489 31,636 7,296 57,883 72,068 118,668 111,000 15,001 22,669 CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST: -4,713) 1,433 908 -3,473 -1,150 -676 -3,190 -3,241 -1,523 -1,472 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.0 23.7 5.5 43.3 53.9 88.8 83.0 11.2 17.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185) 55 47 37 55 56 129 125 CORN - CHICAGO BOARD OF TRADE Code-002602 FUTURES ONLY POSITIONS AS OF 07/01/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,281,647 COMMITMENTS 413,772 293,291 165,966 585,432 582,915 1165170 1042172 116,477 239,475 CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST: -81,053) -8,463 8,673 -34,887 -33,831 -40,207 -77,181 -66,421 -3,872 -14,632 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.3 22.9 12.9 45.7 45.5 90.9 81.3 9.1 18.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 689) 123 177 148 232 310 455 555 OATS - CHICAGO BOARD OF TRADE Code-004603 FUTURES ONLY POSITIONS AS OF 07/01/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,151 COMMITMENTS 2,816 772 65 2,344 5,289 5,225 6,126 1,926 1,025 CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST: -622) -261 49 -6 -41 -510 -308 -467 -314 -155 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.4 10.8 0.9 32.8 74.0 73.1 85.7 26.9 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 14 6 6 12 10 30 18 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 FUTURES ONLY POSITIONS AS OF 07/01/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 596,424 COMMITMENTS 195,373 178,252 75,686 281,418 235,256 552,477 489,194 43,947 107,230 CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST: -11,940) -1,187 19,096 -7,550 -172 -21,529 -8,909 -9,983 -3,031 -1,957 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.8 29.9 12.7 47.2 39.4 92.6 82.0 7.4 18.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 597) 152 190 171 151 211 423 472 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 FUTURES ONLY POSITIONS AS OF 07/01/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 1,000 Bushels) OPEN INTEREST: 21,183 COMMITMENTS 15,143 993 73 5 5,236 15,221 6,302 5,962 14,881 CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST: -1,565) -1,230 49 9 3 210 -1,218 268 -347 -1,833 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 71.5 4.7 0.3 0.0 24.7 71.9 29.8 28.1 70.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 3 3 1 16 4 21 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 FUTURES ONLY POSITIONS AS OF 07/01/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 310,739 COMMITMENTS 106,714 78,593 28,048 145,170 169,646 279,932 276,287 30,807 34,452 CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST: -10,493) 1,437 -7,282 -5,270 -4,233 -1,960 -8,066 -14,512 -2,427 4,019 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.3 25.3 9.0 46.7 54.6 90.1 88.9 9.9 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 277) 78 82 76 76 69 203 192 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 FUTURES ONLY POSITIONS AS OF 07/01/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 736,293 COMMITMENTS 88,817 71,080 6,828 488,290 490,637 583,935 568,545 152,358 167,748 CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST: -2,804) 10,808 2,893 -3,948 -7,451 -7,988 -591 -9,043 -2,213 6,239 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.1 9.7 0.9 66.3 66.6 79.3 77.2 20.7 22.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 170) 30 28 13 73 85 110 119 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 FUTURES ONLY POSITIONS AS OF 07/01/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 485,677 COMMITMENTS 54,240 34,821 4,245 326,217 354,706 384,702 393,772 100,975 91,905 CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST: 4,328) 4,716 -3,185 -371 16 5,724 4,361 2,168 -33 2,160 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.2 7.2 0.9 67.2 73.0 79.2 81.1 20.8 18.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 12 11 6 43 46 59 59 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 FUTURES ONLY POSITIONS AS OF 07/01/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 6,547 COMMITMENTS 1,306 858 594 4,054 4,854 5,954 6,306 593 241 CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST: -292) -143 -80 -120 -95 -81 -358 -281 66 -11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.9 13.1 9.1 61.9 74.1 90.9 96.3 9.1 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 10 8 4 17 21 31 30 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 FUTURES ONLY POSITIONS AS OF 07/01/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 307,503 COMMITMENTS 95,181 70,913 26,913 139,982 182,927 262,076 280,753 45,427 26,750 CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST: -5,778) -1,713 10,087 -846 -2,389 -12,136 -4,948 -2,895 -830 -2,883 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.0 23.1 8.8 45.5 59.5 85.2 91.3 14.8 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 259) 71 78 65 79 87 198 188 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 FUTURES ONLY POSITIONS AS OF 07/01/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,106 COMMITMENTS 1,211 2,308 659 4,447 3,214 6,317 6,181 1,789 1,925 CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST: -1,041) -14 206 -156 -635 -1,072 -805 -1,022 -236 -19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.9 28.5 8.1 54.9 39.6 77.9 76.3 22.1 23.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 15 15 8 17 14 35 35 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 FUTURES ONLY POSITIONS AS OF 07/01/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,098,153 COMMITMENTS 221,386 214,424 11,255 767,070 736,329 999,711 962,008 98,442 136,145 CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST: 57,952) 8,230 -18,132 2,012 38,356 83,797 48,598 67,677 9,354 -9,725 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.2 19.5 1.0 69.9 67.1 91.0 87.6 9.0 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236) 40 41 19 85 118 132 171 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 FUTURES ONLY POSITIONS AS OF 07/01/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,603,368 COMMITMENTS 404,469 473,827 35,048 1878105 1621728 2317622 2130603 285,746 472,765 CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST: 18,168) 1,723 43,789 -2,611 -6,004 -32,558 -6,892 8,620 25,060 9,548 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.5 18.2 1.3 72.1 62.3 89.0 81.8 11.0 18.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 369) 47 105 39 129 172 204 288 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 FUTURES ONLY POSITIONS AS OF 07/01/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,056,055 COMMITMENTS 288,175 296,970 26,878 1518127 1371639 1833180 1695487 222,875 360,568 CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST: -66,142) -14,371 10,117 -1,789 -53,805 -60,533 -69,965 -52,205 3,823 -13,937 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.0 14.4 1.3 73.8 66.7 89.2 82.5 10.8 17.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 272) 35 58 22 109 135 161 198 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 FUTURES ONLY POSITIONS AS OF 07/01/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 411,799 COMMITMENTS 28,953 88,240 79,523 276,054 196,684 384,530 364,447 27,269 47,352 CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST: -5,722) -1,415 -437 1,037 -5,220 -1,238 -5,598 -638 -124 -5,084 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.0 21.4 19.3 67.0 47.8 93.4 88.5 6.6 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81) 15 23 23 34 37 60 74 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ FUTURES ONLY POSITIONS AS OF 07/01/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 65,075 COMMITMENTS 20,245 14,188 126 35,886 44,205 56,257 58,518 8,818 6,557 CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST: 6,963) 5,667 -1,146 -91 338 8,926 5,914 7,690 1,050 -727 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.1 21.8 0.2 55.1 67.9 86.4 89.9 13.6 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118) 35 26 7 41 23 78 54 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 FUTURES ONLY POSITIONS AS OF 07/01/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 130,149 COMMITMENTS 40,490 28,376 251 71,772 88,409 112,513 117,036 17,636 13,113 CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST: 13,926) 11,333 -2,291 -181 675 17,852 11,827 15,380 2,099 -1,454 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.1 21.8 0.2 55.1 67.9 86.4 89.9 13.6 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118) 35 26 7 41 23 78 54 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 FUTURES ONLY POSITIONS AS OF 07/01/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 15,070 COMMITMENTS 13,186 13,984 886 926 194 14,998 15,064 72 6 CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST: -299) -143 -301 -96 -92 94 -331 -303 32 4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 87.5 92.8 5.9 6.1 1.3 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 17 3 2 1 1 19 5 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605 FUTURES ONLY POSITIONS AS OF 07/01/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 51,584 COMMITMENTS 8,077 20,329 331 43,085 30,774 51,493 51,434 91 150 CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST: 610) -169 535 -16 779 83 594 602 16 8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.7 39.4 0.6 83.5 59.7 99.8 99.7 0.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 5 13 1 13 14 18 28 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606 FUTURES ONLY POSITIONS AS OF 07/01/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 33,415 COMMITMENTS 4,364 12,379 1,223 27,728 19,641 33,315 33,243 100 172 CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST: 491) 714 520 -351 87 286 450 455 41 36 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.1 37.0 3.7 83.0 58.8 99.7 99.5 0.3 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 7 14 1 6 17 13 32
Updated July 4, 2014