WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 571,942 COMMITMENTS 122,659 181,060 176,530 234,072 162,648 533,261 520,238 38,681 51,704 CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: -297) -790 5,280 -8,254 8,576 6,592 -468 3,618 171 -3,915 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.4 31.7 30.9 40.9 28.4 93.2 91.0 6.8 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 410) 131 140 159 112 103 325 335 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 171,469 COMMITMENTS 49,858 45,317 30,275 74,753 68,307 154,887 143,900 16,583 27,570 CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: 676) -324 813 417 575 -260 668 970 8 -294 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.1 26.4 17.7 43.6 39.8 90.3 83.9 9.7 16.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203) 55 58 60 60 58 151 150 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,660,475 COMMITMENTS 322,233 321,949 433,197 738,182 595,965 1493613 1351111 166,862 309,364 CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: -20,197) -1,712 -14,755 -26,748 6,225 21,097 -22,234 -20,406 2,037 209 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.4 19.4 26.1 44.5 35.9 90.0 81.4 10.0 18.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 725) 152 201 210 285 314 567 607 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 13,375 COMMITMENTS 3,511 334 1,930 4,892 8,653 10,333 10,917 3,041 2,457 CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: 741) -60 -131 192 32 218 164 280 577 462 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.2 2.5 14.4 36.6 64.7 77.3 81.6 22.7 18.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 18 8 9 15 15 38 28 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 743,080 COMMITMENTS 224,330 75,958 199,147 262,827 363,587 686,304 638,692 56,776 104,388 CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: -21,609) -10,618 -4,918 -7,278 -2,458 -13,151 -20,353 -25,347 -1,255 3,739 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.2 10.2 26.8 35.4 48.9 92.4 86.0 7.6 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 541) 162 170 203 140 184 415 454 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 406,499 COMMITMENTS 85,407 139,213 68,519 216,963 157,324 370,889 365,056 35,610 41,443 CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: 725) -795 -2,599 473 3,366 6,386 3,044 4,260 -2,320 -3,536 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.0 34.2 16.9 53.4 38.7 91.2 89.8 8.8 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 319) 73 119 98 89 76 230 242 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 746,694 COMMITMENTS 117,105 58,515 50,781 431,477 463,798 599,363 573,094 147,331 173,599 CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: -4,232) -15,905 -13,481 4,127 9,153 18,654 -2,625 9,300 -1,607 -13,532 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.7 7.8 6.8 57.8 62.1 80.3 76.8 19.7 23.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171) 37 26 36 80 91 133 137 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 466,626 COMMITMENTS 50,356 61,624 2,467 332,415 314,897 385,237 378,989 81,389 87,638 CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: -1,435) -3,936 -8,620 192 -392 8,652 -4,136 224 2,702 -1,659 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.8 13.2 0.5 71.2 67.5 82.6 81.2 17.4 18.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81) 9 15 8 41 39 55 57 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 4,594 COMMITMENTS 1,110 944 345 2,491 3,060 3,946 4,349 648 245 CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: 569) 15 238 70 430 312 515 620 54 -51 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.2 20.5 7.5 54.2 66.6 85.9 94.7 14.1 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 11 6 6 17 17 33 25 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 321,825 COMMITMENTS 100,886 53,302 51,827 115,990 184,602 268,703 289,731 53,122 32,094 CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: 6,999) -1,992 -2,303 -96 6,039 7,598 3,951 5,199 3,048 1,800 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.3 16.6 16.1 36.0 57.4 83.5 90.0 16.5 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 247) 79 54 63 82 85 196 175 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,766 COMMITMENTS 1,009 915 464 4,514 5,104 5,987 6,483 1,779 1,283 CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: 327) -136 -41 141 308 129 313 229 14 98 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.0 11.8 6.0 58.1 65.7 77.1 83.5 22.9 16.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 12 6 7 18 11 32 23 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 968,734 COMMITMENTS 171,163 172,772 25,191 661,002 652,245 857,356 850,209 111,378 118,525 CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: 40,916) 9,731 8,143 5,006 20,688 25,934 35,425 39,083 5,492 1,833 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.7 17.8 2.6 68.2 67.3 88.5 87.8 11.5 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212) 43 36 25 90 98 142 150 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,776,132 COMMITMENTS 293,177 369,172 259,917 1934539 1672995 2487633 2302083 288,499 474,049 CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: 53,055) 1,249 28,093 1,812 35,595 60,848 38,657 90,754 14,398 -37,698 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.6 13.3 9.4 69.7 60.3 89.6 82.9 10.4 17.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 347) 66 75 80 166 178 275 290 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,174,207 COMMITMENTS 234,224 340,407 135,986 1578926 1320341 1949136 1796733 225,071 377,474 CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: -49,579) -6,454 22,421 -14,847 -38,216 -35,865 -59,517 -28,290 9,938 -21,289 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.8 15.7 6.3 72.6 60.7 89.6 82.6 10.4 17.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 264) 33 62 50 112 145 180 223 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 291,905 COMMITMENTS 13,390 47,555 40,174 209,068 150,531 262,632 238,261 29,273 53,644 CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: 11,855) 1,633 -3,536 -967 12,908 10,417 13,574 5,915 -1,719 5,940 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.6 16.3 13.8 71.6 51.6 90.0 81.6 10.0 18.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 8 16 12 34 33 51 52 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 64,108 COMMITMENTS 16,027 10,854 1,508 38,518 44,967 56,053 57,329 8,055 6,779 CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: -3,887) -3,412 800 635 174 -3,650 -2,604 -2,215 -1,283 -1,671 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.0 16.9 2.4 60.1 70.1 87.4 89.4 12.6 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103) 30 17 11 43 24 78 47 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 128,217 COMMITMENTS 32,054 21,708 3,017 77,036 89,934 112,107 114,659 16,110 13,558 CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: -7,773) -6,824 1,600 1,269 348 -7,300 -5,207 -4,430 -2,566 -3,343 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.0 16.9 2.4 60.1 70.1 87.4 89.4 12.6 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103) 30 17 11 43 24 78 47 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 54,477 COMMITMENTS 1,001 22,068 152 53,274 32,066 54,427 54,286 50 191 CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: -529) -326 -355 125 -374 -355 -575 -585 46 56 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.8 40.5 0.3 97.8 58.9 99.9 99.6 0.1 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 2 18 1 12 17 14 36 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 33,770 COMMITMENTS 971 21,950 20 32,770 11,741 33,761 33,711 9 59 CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: 1,177) 388 546 20 780 605 1,188 1,171 -11 6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.9 65.0 0.1 97.0 34.8 100.0 99.8 0.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 2 16 1 7 13 9 30
Updated January 31, 2014