WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 FUTURES ONLY POSITIONS AS OF 08/26/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 396,273 COMMITMENTS 119,887 159,139 58,450 178,502 126,008 356,839 343,597 39,434 52,676 CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST: -23,918) -538 -4,389 -13,060 -10,379 -10,809 -23,977 -28,258 59 4,340 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.3 40.2 14.7 45.0 31.8 90.0 86.7 10.0 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 369) 107 118 118 90 94 280 269 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 FUTURES ONLY POSITIONS AS OF 08/26/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 136,627 COMMITMENTS 46,447 40,447 8,277 65,298 62,684 120,022 111,408 16,605 25,219 CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST: -2,941) -1,262 3,606 853 -2,216 -5,002 -2,625 -543 -316 -2,398 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.0 29.6 6.1 47.8 45.9 87.8 81.5 12.2 18.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183) 49 46 38 59 64 127 134 CORN - CHICAGO BOARD OF TRADE Code-002602 FUTURES ONLY POSITIONS AS OF 08/26/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,254,162 COMMITMENTS 451,689 384,380 124,024 549,947 492,315 1125660 1000719 128,502 253,443 CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST: -66,851) -12,069 -421 -23,352 -34,758 -47,062 -70,179 -70,835 3,328 3,984 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.0 30.6 9.9 43.8 39.3 89.8 79.8 10.2 20.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 729) 155 203 155 261 288 517 562 OATS - CHICAGO BOARD OF TRADE Code-004603 FUTURES ONLY POSITIONS AS OF 08/26/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,162 COMMITMENTS 3,274 1,496 302 3,202 5,952 6,778 7,750 2,384 1,412 CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST: 470) 213 156 -18 217 181 412 319 58 151 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.7 16.3 3.3 34.9 65.0 74.0 84.6 26.0 15.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 17 5 5 16 12 36 19 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 FUTURES ONLY POSITIONS AS OF 08/26/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 648,601 COMMITMENTS 190,434 200,146 74,166 337,225 245,922 601,825 520,234 46,776 128,367 CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST: 3,402) -2,487 7,975 -5,552 7,608 -6,628 -431 -4,205 3,833 7,607 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.4 30.9 11.4 52.0 37.9 92.8 80.2 7.2 19.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 638) 154 235 155 126 206 373 517 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 FUTURES ONLY POSITIONS AS OF 08/26/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 1,000 Bushels) OPEN INTEREST: 21,570 COMMITMENTS 17,496 742 365 0 5,513 17,861 6,620 3,709 14,950 CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST: 407) 629 9 24 0 111 653 144 -246 263 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 81.1 3.4 1.7 0.0 25.6 82.8 30.7 17.2 69.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 5 4 3 0 15 5 22 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 FUTURES ONLY POSITIONS AS OF 08/26/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 358,599 COMMITMENTS 119,457 100,616 47,211 155,665 172,160 322,333 319,987 36,266 38,612 CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST: -838) 1,927 -3,741 -5,762 1,623 5,913 -2,212 -3,590 1,374 2,752 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.3 28.1 13.2 43.4 48.0 89.9 89.2 10.1 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 300) 89 86 85 82 67 219 208 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 FUTURES ONLY POSITIONS AS OF 08/26/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 941,955 COMMITMENTS 124,727 92,712 25,631 608,748 619,666 759,106 738,009 182,849 203,946 CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST: 71,425) 7,889 2,320 12,658 38,161 40,617 58,708 55,595 12,717 15,830 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.2 9.8 2.7 64.6 65.8 80.6 78.3 19.4 21.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174) 38 29 27 73 79 124 123 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 FUTURES ONLY POSITIONS AS OF 08/26/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 536,608 COMMITMENTS 57,234 37,889 10,557 342,319 377,967 410,110 426,413 126,498 110,195 CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST: 18,273) 577 -170 2,936 -2,783 2,128 730 4,894 17,543 13,379 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.7 7.1 2.0 63.8 70.4 76.4 79.5 23.6 20.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79) 11 11 7 43 43 58 57 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 FUTURES ONLY POSITIONS AS OF 08/26/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 6,133 COMMITMENTS 1,858 377 634 2,881 4,856 5,373 5,867 760 266 CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST: 56) -213 -28 82 103 -10 -28 44 84 12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.3 6.1 10.3 47.0 79.2 87.6 95.7 12.4 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 15 5 6 17 14 34 23 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 FUTURES ONLY POSITIONS AS OF 08/26/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 321,972 COMMITMENTS 98,960 51,268 35,237 144,949 201,910 279,146 288,415 42,826 33,557 CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST: -1,673) -7,330 2,156 -3,384 13,214 -2,456 2,500 -3,684 -4,173 2,011 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.7 15.9 10.9 45.0 62.7 86.7 89.6 13.3 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 264) 72 70 73 86 86 210 187 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 FUTURES ONLY POSITIONS AS OF 08/26/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,860 COMMITMENTS 1,046 3,833 331 5,881 3,091 7,258 7,255 1,602 1,605 CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST: -164) -92 100 -239 503 114 172 -25 -336 -139 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.8 43.3 3.7 66.4 34.9 81.9 81.9 18.1 18.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 13 20 5 19 19 36 41 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 FUTURES ONLY POSITIONS AS OF 08/26/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,516,062 COMMITMENTS 376,490 332,147 61,496 961,656 960,516 1399642 1354159 116,420 161,903 CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST: 66,121) 17,840 73,577 5,403 38,376 -33,157 61,619 45,823 4,502 20,298 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.8 21.9 4.1 63.4 63.4 92.3 89.3 7.7 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 272) 47 50 39 101 143 165 216 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 FUTURES ONLY POSITIONS AS OF 08/26/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,854,257 COMMITMENTS 418,061 410,121 79,595 2024598 1869155 2522254 2358871 332,003 495,386 CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST: -38,510) -65,041 -116,515 9,403 2,133 46,967 -53,505 -60,145 14,995 21,635 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.6 14.4 2.8 70.9 65.5 88.4 82.6 11.6 17.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 353) 49 97 58 127 173 221 283 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 FUTURES ONLY POSITIONS AS OF 08/26/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,293,617 COMMITMENTS 407,050 336,877 60,930 1532895 1488797 2000875 1886604 292,742 407,013 CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST: 123,365) -612 -21,531 18,612 62,399 96,607 80,399 93,688 42,966 29,677 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.7 14.7 2.7 66.8 64.9 87.2 82.3 12.8 17.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 276) 39 66 35 108 140 172 216 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 FUTURES ONLY POSITIONS AS OF 08/26/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 541,629 COMMITMENTS 18,742 146,577 131,477 361,251 212,981 511,470 491,035 30,159 50,594 CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST: 13,492) 2,656 13,706 271 10,941 -25 13,868 13,952 -376 -460 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.5 27.1 24.3 66.7 39.3 94.4 90.7 5.6 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95) 9 39 27 36 44 67 90 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ FUTURES ONLY POSITIONS AS OF 08/26/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 60,918 COMMITMENTS 18,066 15,313 595 33,799 36,329 52,460 52,237 8,458 8,681 CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST: 5,274) 4,072 57 363 1,440 4,056 5,875 4,475 -601 799 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.7 25.1 1.0 55.5 59.6 86.1 85.7 13.9 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114) 29 32 5 36 23 66 59 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 FUTURES ONLY POSITIONS AS OF 08/26/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 121,836 COMMITMENTS 36,132 30,626 1,190 67,598 72,658 104,920 104,474 16,916 17,362 CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST: 10,548) 8,144 113 726 2,879 8,111 11,749 8,950 -1,201 1,598 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.7 25.1 1.0 55.5 59.6 86.1 85.7 13.9 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114) 29 32 5 36 23 66 59 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 FUTURES ONLY POSITIONS AS OF 08/26/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 13,104 COMMITMENTS 8,831 11,918 656 3,555 528 13,042 13,102 62 2 CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST: -452) -581 -427 -25 160 0 -446 -452 -6 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 67.4 90.9 5.0 27.1 4.0 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 16 5 3 2 1 19 8 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605 FUTURES ONLY POSITIONS AS OF 08/26/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 54,469 COMMITMENTS 6,646 21,094 292 47,477 32,894 54,415 54,280 54 189 CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST: 187) 43 -124 -41 207 344 209 179 -22 8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.2 38.7 0.5 87.2 60.4 99.9 99.7 0.1 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 4 16 1 13 18 17 35 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606 FUTURES ONLY POSITIONS AS OF 08/26/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 44,234 COMMITMENTS 1,111 17,126 2,542 40,458 24,316 44,111 43,984 123 250 CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST: 1,871) -352 1,714 14 2,199 139 1,861 1,867 10 4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 38.7 5.7 91.5 55.0 99.7 99.4 0.3 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 3 21 1 7 19 10 41
Updated August 29, 2014