WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 473,752 COMMITMENTS 113,220 131,269 128,418 196,141 164,949 437,779 424,635 35,974 49,117 CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: -82,893) -7,395 -22,723 -44,137 -28,309 -16,196 -79,840 -83,056 -3,053 163 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.9 27.7 27.1 41.4 34.8 92.4 89.6 7.6 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 360) 107 129 129 94 100 277 295 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 142,896 COMMITMENTS 49,691 32,136 15,841 63,268 69,088 128,800 117,065 14,096 25,831 CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: -12,302) 1,028 -1,583 -6,469 -4,212 -1,545 -9,653 -9,597 -2,650 -2,705 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.8 22.5 11.1 44.3 48.3 90.1 81.9 9.9 18.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178) 52 49 39 56 56 129 125 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,652,554 COMMITMENTS 378,628 211,575 413,259 699,192 719,178 1491079 1344012 161,475 308,543 CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: -121,759) 23,280 -35,723 -75,019 -62,131 -13,078 -113,870 -123,820 -7,889 2,061 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.9 12.8 25.0 42.3 43.5 90.2 81.3 9.8 18.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 722) 169 164 195 269 329 551 591 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 11,842 COMMITMENTS 3,143 628 1,023 4,729 7,601 8,895 9,251 2,947 2,591 CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: -1,913) 89 214 -884 -1,082 -1,388 -1,877 -2,057 -36 145 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.5 5.3 8.6 39.9 64.2 75.1 78.1 24.9 21.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 14 6 6 16 13 34 21 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 834,272 COMMITMENTS 284,738 56,395 203,722 277,510 454,302 765,970 714,419 68,302 119,853 CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: -24,138) 4,306 -7,296 -29,733 850 11,286 -24,577 -25,743 439 1,605 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.1 6.8 24.4 33.3 54.5 91.8 85.6 8.2 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 575) 199 147 210 152 196 466 464 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 333,506 COMMITMENTS 86,354 85,036 53,232 159,509 161,914 299,095 300,181 34,411 33,324 CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: -50,711) -3,153 -19,140 -24,360 -20,957 -3,031 -48,470 -46,531 -2,241 -4,179 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.9 25.5 16.0 47.8 48.5 89.7 90.0 10.3 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 282) 82 82 78 86 78 212 205 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 835,934 COMMITMENTS 85,372 37,248 46,026 499,724 516,472 631,122 599,746 204,812 236,188 CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 24,473) -2,347 -5,615 -15,848 10,771 4,335 -7,424 -17,127 31,897 41,600 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.2 4.5 5.5 59.8 61.8 75.5 71.7 24.5 28.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153) 29 24 36 77 82 124 126 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 484,131 COMMITMENTS 46,297 59,300 891 349,653 321,656 396,841 381,847 87,290 102,284 CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 31,552) 1,087 -296 -31 22,328 23,175 23,383 22,848 8,169 8,704 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.6 12.2 0.2 72.2 66.4 82.0 78.9 18.0 21.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 7 12 5 46 45 56 59 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 5,573 COMMITMENTS 1,090 1,448 383 3,575 3,576 5,048 5,407 525 166 CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 7) 23 -14 106 -4 69 125 161 -118 -154 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.6 26.0 6.9 64.1 64.2 90.6 97.0 9.4 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 13 6 5 19 19 35 29 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 354,765 COMMITMENTS 117,245 53,897 49,749 134,236 220,451 301,230 324,097 53,535 30,668 CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: -8,462) 1,531 253 -5,951 1,034 -284 -3,386 -5,981 -5,076 -2,480 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.0 15.2 14.0 37.8 62.1 84.9 91.4 15.1 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 272) 91 55 63 87 97 216 185 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,941 COMMITMENTS 1,137 923 233 4,393 5,352 5,763 6,508 2,178 1,433 CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: -548) 165 -290 -355 -427 345 -616 -300 68 -248 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.3 11.6 2.9 55.3 67.4 72.6 81.9 27.4 18.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 10 7 5 18 15 31 24 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,033,462 COMMITMENTS 193,885 182,952 45,564 671,929 683,858 911,378 912,373 122,084 121,089 CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 73,957) 14,957 6,213 4,225 47,304 53,677 66,485 64,114 7,472 9,843 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.8 17.7 4.4 65.0 66.2 88.2 88.3 11.8 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232) 49 35 35 101 116 166 170 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,931,477 COMMITMENTS 328,866 340,300 245,399 2009565 1836373 2583830 2422073 347,646 509,404 CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: -136,706) -38,477 -35,076 -90,486 -49,533 -48,740 -178,496 -174,301 41,789 37,595 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.2 11.6 8.4 68.6 62.6 88.1 82.6 11.9 17.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 343) 63 73 77 164 183 270 291 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,304,425 COMMITMENTS 215,849 302,706 129,310 1630861 1406695 1976020 1838711 328,405 465,713 CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: -41,282) -42,575 -6,665 -86,533 -9,755 -58,135 -138,863 -151,334 97,582 110,053 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.4 13.1 5.6 70.8 61.0 85.7 79.8 14.3 20.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252) 37 53 46 109 137 172 211 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 326,846 COMMITMENTS 16,952 45,780 50,169 229,864 186,667 296,985 282,616 29,861 44,230 CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 11,301) 1,725 -1,781 4,279 6,345 10,543 12,349 13,040 -1,048 -1,739 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.2 14.0 15.3 70.3 57.1 90.9 86.5 9.1 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73) 11 17 17 35 43 56 67 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 62,143 COMMITMENTS 15,081 11,368 728 36,383 43,078 52,191 55,174 9,951 6,968 CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 3,815) 2,321 -2,140 -542 1,428 6,818 3,207 4,136 608 -320 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.3 18.3 1.2 58.5 69.3 84.0 88.8 16.0 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98) 24 19 8 41 27 68 51 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 124,285 COMMITMENTS 30,161 22,736 1,456 72,765 86,156 104,383 110,349 19,902 13,936 CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 7,630) 4,643 -4,281 -1,084 2,855 13,636 6,414 8,271 1,217 -641 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.3 18.3 1.2 58.5 69.3 84.0 88.8 16.0 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98) 24 19 8 41 27 68 51 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 10,366 COMMITMENTS 8,372 6,858 1,206 758 2,233 10,336 10,297 30 69 CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 1,017) 835 -870 1 181 1,886 1,017 1,017 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 80.8 66.2 11.6 7.3 21.5 99.7 99.3 0.3 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 15 5 3 1 1 17 8 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 45,152 COMMITMENTS 1,117 20,740 0 43,982 24,223 45,099 44,963 53 189 CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: -16) -59 86 0 57 -108 -2 -22 -14 6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.5 45.9 0.0 97.4 53.6 99.9 99.6 0.1 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 5 16 0 13 16 18 32 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 27,907 COMMITMENTS 1,030 18,359 405 26,404 9,051 27,839 27,815 68 92 CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 924) 95 130 0 826 817 921 947 3 -23 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.7 65.8 1.5 94.6 32.4 99.8 99.7 0.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 4 14 1 6 14 10 29
Updated February 28, 2014