WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 556,645 COMMITMENTS 120,615 153,992 172,555 224,449 181,145 517,619 507,691 39,027 48,954 CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST: -13,106) -3,439 -15,232 -164 -9,467 4,124 -13,069 -11,271 -37 -1,835 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.7 27.7 31.0 40.3 32.5 93.0 91.2 7.0 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 395) 124 136 150 110 107 318 322 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 155,198 COMMITMENTS 48,662 33,719 22,310 67,480 70,633 138,452 126,662 16,746 28,536 CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST: -2,237) 1,635 -5,049 543 -3,373 1,754 -1,195 -2,752 -1,042 515 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.4 21.7 14.4 43.5 45.5 89.2 81.6 10.8 18.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181) 50 53 45 56 58 134 131 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,774,313 COMMITMENTS 355,348 247,299 488,278 761,323 732,255 1604949 1467832 169,364 306,482 CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST: 44,570) 7,163 -8,903 7,903 26,672 53,110 41,738 52,110 2,832 -7,540 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.0 13.9 27.5 42.9 41.3 90.5 82.7 9.5 17.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 761) 175 178 221 292 341 602 624 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 13,755 COMMITMENTS 3,054 413 1,906 5,811 8,989 10,772 11,309 2,983 2,446 CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST: 42) 203 -28 -108 -163 126 -68 -10 110 51 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.2 3.0 13.9 42.2 65.4 78.3 82.2 21.7 17.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 14 8 10 16 15 36 27 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 858,410 COMMITMENTS 280,432 63,692 233,455 276,660 443,016 790,547 740,162 67,863 118,248 CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST: 22,565) 15,926 1,822 2,290 -154 14,697 18,062 18,809 4,503 3,756 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.7 7.4 27.2 32.2 51.6 92.1 86.2 7.9 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 590) 195 175 232 144 193 469 491 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 384,216 COMMITMENTS 89,507 104,176 77,592 180,466 164,945 347,565 346,713 36,652 37,504 CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST: 4,440) 9,285 -11,665 7,822 -11,453 10,197 5,655 6,354 -1,215 -1,914 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.3 27.1 20.2 47.0 42.9 90.5 90.2 9.5 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 309) 69 103 100 90 82 234 238 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 811,461 COMMITMENTS 87,719 42,862 61,874 488,954 512,137 638,546 616,873 172,915 194,588 CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST: -2,644) -2,267 -18,148 -19,230 17,709 35,485 -3,788 -1,893 1,144 -751 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.8 5.3 7.6 60.3 63.1 78.7 76.0 21.3 24.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162) 27 30 38 79 87 128 133 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 452,579 COMMITMENTS 45,210 59,596 922 327,325 298,481 373,458 358,999 79,121 93,579 CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST: -5,963) -575 -580 -1,644 -2,293 -6,619 -4,511 -8,843 -1,452 2,880 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.0 13.2 0.2 72.3 66.0 82.5 79.3 17.5 20.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 7 13 6 45 41 56 56 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 5,566 COMMITMENTS 1,067 1,462 277 3,579 3,507 4,923 5,246 643 320 CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST: 407) 34 88 16 391 373 441 477 -34 -70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.2 26.3 5.0 64.3 63.0 88.4 94.3 11.6 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 10 5 3 17 18 30 25 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 363,227 COMMITMENTS 115,714 53,644 55,700 133,203 220,735 304,616 330,078 58,610 33,148 CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST: 17,556) 2,870 -2,061 5,243 5,946 12,814 14,059 15,996 3,498 1,560 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.9 14.8 15.3 36.7 60.8 83.9 90.9 16.1 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 266) 94 51 67 88 92 218 181 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,489 COMMITMENTS 972 1,213 588 4,820 5,007 6,380 6,808 2,110 1,682 CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST: -276) 53 -169 -191 -336 22 -474 -339 197 62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.5 14.3 6.9 56.8 59.0 75.1 80.2 24.9 19.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 13 5 8 19 13 33 26 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 959,505 COMMITMENTS 178,928 176,739 41,339 624,625 630,181 844,892 848,259 114,612 111,246 CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST: 24,448) -1,040 20,949 4,863 18,554 -10,752 22,377 15,059 2,071 9,388 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.6 18.4 4.3 65.1 65.7 88.1 88.4 11.9 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225) 46 37 28 94 110 153 162 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,068,183 COMMITMENTS 367,343 375,377 335,884 2059099 1885113 2762326 2596374 305,857 471,809 CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST: -20,118) 59,235 -10,208 -37,148 -75,105 32,423 -53,019 -14,933 32,900 -5,185 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.0 12.2 10.9 67.1 61.4 90.0 84.6 10.0 15.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 369) 64 85 81 174 197 287 314 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,345,706 COMMITMENTS 258,424 309,371 215,844 1640616 1464830 2114884 1990045 230,823 355,661 CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST: 91,769) 50,596 -1,593 21,340 26,834 80,323 98,771 100,070 -7,002 -8,301 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.0 13.2 9.2 69.9 62.4 90.2 84.8 9.8 15.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 273) 39 56 49 109 155 176 233 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 315,545 COMMITMENTS 15,227 47,562 45,890 223,518 176,124 284,636 269,576 30,909 45,969 CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST: 20,967) 3,926 -2,687 5,197 11,682 17,993 20,805 20,503 161 464 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.8 15.1 14.5 70.8 55.8 90.2 85.4 9.8 14.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 10 16 15 33 41 52 63 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 58,327 COMMITMENTS 12,759 13,509 1,270 34,955 36,260 48,985 51,039 9,343 7,289 CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST: -11,004) 2,517 1,682 -2,989 -9,311 -8,544 -9,782 -9,851 -1,222 -1,153 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.9 23.2 2.2 59.9 62.2 84.0 87.5 16.0 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100) 26 23 11 40 21 71 50 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 116,655 COMMITMENTS 25,519 27,017 2,540 69,910 72,520 97,969 102,078 18,685 14,577 CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST: 4,771) 6,965 -1,496 -117 -1,704 5,598 5,144 3,984 -373 786 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.9 23.2 2.2 59.9 62.2 84.0 87.5 16.0 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100) 26 23 11 40 21 71 50 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 9,349 COMMITMENTS 7,537 7,728 1,205 577 347 9,319 9,280 30 69 CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST: 389) 395 351 -6 0 0 389 345 0 44 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 80.6 82.7 12.9 6.2 3.7 99.7 99.3 0.3 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 13 6 3 1 1 15 9 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 45,168 COMMITMENTS 1,176 20,654 0 43,925 24,331 45,101 44,985 67 183 CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST: -444) 213 -96 0 -651 -360 -438 -456 -6 12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.6 45.7 0.0 97.2 53.9 99.9 99.6 0.1 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 4 16 0 13 17 17 33 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 26,983 COMMITMENTS 935 18,229 405 25,578 8,234 26,918 26,868 65 115 CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST: 210) 22 545 -15 171 -319 178 211 32 -1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.5 67.6 1.5 94.8 30.5 99.8 99.6 0.2 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 4 14 1 8 12 12 27
Updated February 21, 2014