WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 FUTURES ONLY POSITIONS AS OF 07/08/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 384,888 COMMITMENTS 107,601 147,251 62,990 177,635 128,978 348,226 339,219 36,662 45,669 CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: 14,117) 78 6,310 5,182 5,379 386 10,639 11,878 3,478 2,239 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.0 38.3 16.4 46.2 33.5 90.5 88.1 9.5 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 349) 93 126 97 88 86 243 259 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 FUTURES ONLY POSITIONS AS OF 07/08/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 135,001 COMMITMENTS 52,882 34,170 6,596 60,816 70,469 120,294 111,235 14,707 23,766 CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: 1,332) -607 2,534 -700 2,933 -1,599 1,626 235 -294 1,097 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.2 25.3 4.9 45.0 52.2 89.1 82.4 10.9 17.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186) 56 46 35 48 57 125 123 CORN - CHICAGO BOARD OF TRADE Code-002602 FUTURES ONLY POSITIONS AS OF 07/08/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,306,608 COMMITMENTS 427,939 304,247 166,282 600,025 589,813 1194246 1060342 112,362 246,266 CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: 24,961) 14,167 10,956 316 14,593 6,898 29,076 18,170 -4,115 6,791 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.8 23.3 12.7 45.9 45.1 91.4 81.2 8.6 18.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 708) 122 195 158 236 314 468 574 OATS - CHICAGO BOARD OF TRADE Code-004603 FUTURES ONLY POSITIONS AS OF 07/08/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,547 COMMITMENTS 3,049 884 76 2,493 5,674 5,618 6,634 1,929 913 CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: 396) 233 112 11 149 385 393 508 3 -112 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.4 11.7 1.0 33.0 75.2 74.4 87.9 25.6 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 14 6 6 13 12 31 20 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 FUTURES ONLY POSITIONS AS OF 07/08/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 606,261 COMMITMENTS 190,437 185,959 83,524 286,710 223,616 560,671 493,099 45,590 113,162 CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: 9,837) -4,936 7,707 7,838 5,292 -11,640 8,194 3,905 1,643 5,932 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.4 30.7 13.8 47.3 36.9 92.5 81.3 7.5 18.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 617) 154 203 177 148 210 418 495 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 FUTURES ONLY POSITIONS AS OF 07/08/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 1,000 Bushels) OPEN INTEREST: 21,004 COMMITMENTS 15,623 700 31 2 5,322 15,656 6,053 5,348 14,951 CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: -179) 480 -293 -42 -3 86 435 -249 -614 70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 74.4 3.3 0.1 0.0 25.3 74.5 28.8 25.5 71.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 2 3 1 16 4 20 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 FUTURES ONLY POSITIONS AS OF 07/08/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 313,823 COMMITMENTS 103,711 86,985 30,470 149,355 161,413 283,536 278,868 30,287 34,955 CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: 3,084) -3,003 8,392 2,422 4,185 -8,233 3,604 2,581 -520 503 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.0 27.7 9.7 47.6 51.4 90.3 88.9 9.7 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 274) 79 79 75 80 68 200 191 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 FUTURES ONLY POSITIONS AS OF 07/08/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 716,920 COMMITMENTS 73,101 77,458 7,107 477,917 458,213 558,125 542,778 158,795 174,142 CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: -19,373) -15,716 6,378 279 -10,373 -32,424 -25,810 -25,767 6,437 6,394 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.2 10.8 1.0 66.7 63.9 77.9 75.7 22.1 24.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167) 30 26 14 73 82 110 115 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 FUTURES ONLY POSITIONS AS OF 07/08/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 489,731 COMMITMENTS 50,178 33,269 4,615 327,996 354,287 382,789 392,171 106,942 97,560 CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: 4,054) -4,062 -1,552 370 1,779 -419 -1,913 -1,601 5,967 5,655 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.2 6.8 0.9 67.0 72.3 78.2 80.1 21.8 19.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81) 10 11 7 41 47 56 60 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 FUTURES ONLY POSITIONS AS OF 07/08/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 6,425 COMMITMENTS 1,408 775 628 3,832 4,721 5,868 6,124 557 301 CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: -122) 102 -83 34 -222 -133 -86 -182 -36 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.9 12.1 9.8 59.6 73.5 91.3 95.3 8.7 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 11 6 4 17 19 30 28 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 FUTURES ONLY POSITIONS AS OF 07/08/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 307,471 COMMITMENTS 93,349 71,022 29,014 139,829 178,194 262,192 278,230 45,279 29,241 CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: -32) -1,832 109 2,101 -153 -4,733 116 -2,523 -148 2,491 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.4 23.1 9.4 45.5 58.0 85.3 90.5 14.7 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 255) 71 73 73 81 83 202 186 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 FUTURES ONLY POSITIONS AS OF 07/08/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,051 COMMITMENTS 1,186 2,358 719 4,469 3,309 6,374 6,386 1,677 1,665 CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: -55) -25 50 60 22 95 57 205 -112 -260 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.7 29.3 8.9 55.5 41.1 79.2 79.3 20.8 20.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 15 16 9 19 15 38 38 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 FUTURES ONLY POSITIONS AS OF 07/08/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,099,416 COMMITMENTS 207,652 221,372 11,457 785,953 720,848 1005062 953,677 94,354 145,739 CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: 1,263) -13,734 6,948 202 18,883 -15,481 5,351 -8,331 -4,088 9,594 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.9 20.1 1.0 71.5 65.6 91.4 86.7 8.6 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244) 38 43 19 91 123 136 178 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 FUTURES ONLY POSITIONS AS OF 07/08/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,686,230 COMMITMENTS 376,657 473,429 55,377 1982783 1666187 2414817 2194993 271,413 491,237 CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: 82,862) -27,812 -398 20,329 104,678 44,459 97,195 64,390 -14,333 18,472 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.0 17.6 2.1 73.8 62.0 89.9 81.7 10.1 18.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 391) 54 106 50 132 184 222 304 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 FUTURES ONLY POSITIONS AS OF 07/08/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,088,816 COMMITMENTS 303,782 321,245 23,965 1525788 1380650 1853535 1725860 235,281 362,956 CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: 32,761) 15,607 24,275 -2,913 7,661 9,011 20,355 30,373 12,406 2,388 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.5 15.4 1.1 73.0 66.1 88.7 82.6 11.3 17.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 285) 40 61 26 110 140 169 208 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 FUTURES ONLY POSITIONS AS OF 07/08/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 415,535 COMMITMENTS 26,213 94,424 78,610 283,769 196,743 388,592 369,777 26,943 45,758 CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: 3,736) -2,740 6,184 -913 7,715 59 4,062 5,330 -326 -1,594 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.3 22.7 18.9 68.3 47.3 93.5 89.0 6.5 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 16 24 24 35 38 62 77 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ FUTURES ONLY POSITIONS AS OF 07/08/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 58,489 COMMITMENTS 15,775 13,258 154 35,219 37,808 51,147 51,219 7,342 7,270 CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: -6,586) -4,471 -931 28 -667 -6,397 -5,110 -7,299 -1,477 713 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.0 22.7 0.3 60.2 64.6 87.4 87.6 12.6 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112) 31 24 5 42 21 74 49 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 FUTURES ONLY POSITIONS AS OF 07/08/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 116,977 COMMITMENTS 31,549 26,515 307 70,438 75,616 102,294 102,438 14,683 14,539 CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: -13,172) -8,941 -1,861 56 -1,334 -12,793 -10,219 -14,598 -2,953 1,426 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.0 22.7 0.3 60.2 64.6 87.4 87.6 12.6 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112) 31 24 5 42 21 74 49 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 FUTURES ONLY POSITIONS AS OF 07/08/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 14,949 COMMITMENTS 13,133 14,382 562 1,199 0 14,894 14,944 55 5 CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: -121) -53 398 -324 273 -194 -104 -120 -17 -1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 87.9 96.2 3.8 8.0 0.0 99.6 100.0 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 19 4 2 2 0 22 5 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605 FUTURES ONLY POSITIONS AS OF 07/08/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 52,063 COMMITMENTS 8,203 20,512 315 43,432 31,061 51,950 51,888 113 175 CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: 479) 126 183 -16 347 287 457 454 22 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.8 39.4 0.6 83.4 59.7 99.8 99.7 0.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 5 14 1 12 15 17 30 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606 FUTURES ONLY POSITIONS AS OF 07/08/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 33,792 COMMITMENTS 4,169 12,894 1,240 28,305 19,476 33,714 33,610 78 182 CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: 377) -195 515 17 577 -165 399 367 -22 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.3 38.2 3.7 83.8 57.6 99.8 99.5 0.2 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 5 17 2 7 17 13 35
Updated July 11, 2014