WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 FUTURES ONLY POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 381,369 COMMITMENTS 120,423 161,194 54,402 170,405 118,032 345,230 333,628 36,139 47,741 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: -14,904) 536 2,055 -4,048 -8,097 -7,976 -11,609 -9,969 -3,295 -4,935 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.6 42.3 14.3 44.7 30.9 90.5 87.5 9.5 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 373) 113 111 106 90 101 270 271 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 FUTURES ONLY POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 133,681 COMMITMENTS 47,793 40,655 7,791 63,174 59,710 118,758 108,156 14,923 25,525 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: -2,946) 1,346 208 -486 -2,124 -2,974 -1,264 -3,252 -1,682 306 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.8 30.4 5.8 47.3 44.7 88.8 80.9 11.2 19.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177) 45 47 33 53 59 116 125 CORN - CHICAGO BOARD OF TRADE Code-002602 FUTURES ONLY POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,218,838 COMMITMENTS 458,545 379,818 117,907 531,154 476,642 1107606 974,367 111,232 244,471 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: -35,324) 6,856 -4,562 -6,117 -18,793 -15,673 -18,054 -26,352 -17,270 -8,972 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.6 31.2 9.7 43.6 39.1 90.9 79.9 9.1 20.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 722) 149 199 136 220 294 460 551 OATS - CHICAGO BOARD OF TRADE Code-004603 FUTURES ONLY POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,238 COMMITMENTS 3,440 1,060 337 3,167 6,710 6,944 8,107 2,294 1,131 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: 76) 166 -436 35 -35 758 166 357 -90 -281 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.2 11.5 3.6 34.3 72.6 75.2 87.8 24.8 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 20 4 5 15 12 38 19 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 FUTURES ONLY POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 673,214 COMMITMENTS 193,980 207,700 85,424 345,341 248,801 624,745 541,925 48,469 131,289 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: 24,613) 3,546 7,554 11,258 8,116 2,879 22,920 21,691 1,693 2,922 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.8 30.9 12.7 51.3 37.0 92.8 80.5 7.2 19.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 648) 153 243 166 129 201 387 524 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 FUTURES ONLY POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 1,000 Bushels) OPEN INTEREST: 21,990 COMMITMENTS 17,859 1,041 600 0 5,577 18,459 7,218 3,531 14,772 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: 420) 363 299 235 0 64 598 598 -178 -178 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 81.2 4.7 2.7 0.0 25.4 83.9 32.8 16.1 67.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 5 6 4 0 15 6 24 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 FUTURES ONLY POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 359,726 COMMITMENTS 123,502 105,722 44,544 154,946 173,838 322,992 324,104 36,734 35,622 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: 1,127) 4,045 5,106 -2,667 -719 1,678 659 4,117 468 -2,990 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.3 29.4 12.4 43.1 48.3 89.8 90.1 10.2 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 308) 98 88 81 80 66 226 204 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 FUTURES ONLY POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 917,199 COMMITMENTS 110,441 97,644 40,500 595,758 599,599 746,699 737,743 170,500 179,456 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: -24,756) -14,286 4,932 14,869 -12,990 -20,067 -12,407 -266 -12,349 -24,490 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.0 10.6 4.4 65.0 65.4 81.4 80.4 18.6 19.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175) 31 33 25 76 81 121 126 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 FUTURES ONLY POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 543,378 COMMITMENTS 53,618 38,049 6,682 377,434 399,389 437,734 444,120 105,644 99,258 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: 6,770) -3,616 160 -3,875 35,115 21,422 27,624 17,707 -20,854 -10,937 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.9 7.0 1.2 69.5 73.5 80.6 81.7 19.4 18.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 10 11 7 50 46 64 60 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 FUTURES ONLY POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 6,313 COMMITMENTS 1,864 314 638 3,087 5,089 5,589 6,041 724 272 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: 180) 6 -63 4 206 233 216 174 -36 6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.5 5.0 10.1 48.9 80.6 88.5 95.7 11.5 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 15 4 6 17 14 34 22 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 FUTURES ONLY POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 338,784 COMMITMENTS 112,430 54,530 36,052 145,757 217,660 294,239 308,242 44,545 30,542 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: 16,812) 13,470 3,262 815 808 15,750 15,093 19,827 1,719 -3,015 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.2 16.1 10.6 43.0 64.2 86.9 91.0 13.1 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 282) 84 72 78 85 85 225 191 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 FUTURES ONLY POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,802 COMMITMENTS 1,060 4,249 452 5,766 2,600 7,278 7,301 1,524 1,501 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: -58) 14 416 121 -115 -491 20 46 -78 -104 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.0 48.3 5.1 65.5 29.5 82.7 82.9 17.3 17.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 15 22 8 19 16 39 42 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 FUTURES ONLY POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,377,870 COMMITMENTS 365,760 311,735 47,934 851,821 871,980 1265515 1231649 112,355 146,221 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: -138,192) -10,730 -20,412 -13,562 -109,835 -88,536 -134,127 -122,510 -4,065 -15,682 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.5 22.6 3.5 61.8 63.3 91.8 89.4 8.2 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 253) 41 48 28 96 128 147 194 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 FUTURES ONLY POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,721,411 COMMITMENTS 382,415 465,073 70,648 1937780 1706019 2390843 2241740 330,568 479,671 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: -132,846) -35,646 54,952 -8,947 -86,818 -163,136 -131,411 -117,131 -1,435 -15,715 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.1 17.1 2.6 71.2 62.7 87.9 82.4 12.1 17.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 354) 40 102 52 122 183 200 299 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 FUTURES ONLY POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,157,862 COMMITMENTS 410,794 325,592 52,961 1447892 1402232 1911647 1780785 246,215 377,077 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: -135,755) 3,744 -11,285 -7,969 -85,003 -86,565 -89,228 -105,819 -46,527 -29,936 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.0 15.1 2.5 67.1 65.0 88.6 82.5 11.4 17.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 282) 42 65 30 111 137 169 216 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 FUTURES ONLY POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 511,290 COMMITMENTS 18,586 131,382 122,518 339,789 206,020 480,893 459,920 30,397 51,370 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: -30,339) -156 -15,195 -8,959 -21,462 -6,961 -30,577 -31,115 238 776 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.6 25.7 24.0 66.5 40.3 94.1 90.0 5.9 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90) 9 37 25 34 41 63 86 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ FUTURES ONLY POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 64,775 COMMITMENTS 20,144 13,566 723 35,178 41,567 56,045 55,855 8,731 8,920 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: 3,857) 2,078 -1,747 128 1,379 5,238 3,585 3,618 273 239 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.1 20.9 1.1 54.3 64.2 86.5 86.2 13.5 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119) 33 29 6 37 29 72 62 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 FUTURES ONLY POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 129,550 COMMITMENTS 40,288 27,132 1,445 70,356 83,133 112,089 111,710 17,461 17,840 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: 7,714) 4,156 -3,494 255 2,758 10,475 7,169 7,236 545 478 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.1 20.9 1.1 54.3 64.2 86.5 86.2 13.5 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119) 33 29 6 37 29 72 62 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 FUTURES ONLY POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 13,853 COMMITMENTS 8,622 12,489 833 4,270 528 13,725 13,850 128 3 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: 749) -209 571 177 715 0 683 748 66 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 62.2 90.2 6.0 30.8 3.8 99.1 100.0 0.9 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 16 6 3 2 1 19 9 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605 FUTURES ONLY POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 58,623 COMMITMENTS 6,638 21,825 2,344 49,561 34,262 58,543 58,431 80 192 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: 4,154) -8 731 2,052 2,084 1,368 4,128 4,151 26 3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.3 37.2 4.0 84.5 58.4 99.9 99.7 0.1 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 3 18 1 12 19 15 38 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606 FUTURES ONLY POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 45,970 COMMITMENTS 2,172 17,736 2,705 40,976 25,222 45,853 45,663 117 307 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: 1,736) 1,061 610 163 518 906 1,742 1,679 -6 57 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.7 38.6 5.9 89.1 54.9 99.7 99.3 0.3 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 3 21 2 8 21 12 43
Updated September 5, 2014