WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 511,982 COMMITMENTS 120,868 80,829 171,606 183,641 210,065 476,115 462,500 35,867 49,482 CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: 7,093) 2,472 -5,313 1,513 4,994 11,760 8,979 7,960 -1,886 -867 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.6 15.8 33.5 35.9 41.0 93.0 90.3 7.0 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 370) 117 118 149 94 114 299 304 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 161,883 COMMITMENTS 55,940 18,836 23,377 64,090 91,090 143,408 133,302 18,475 28,580 CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: -192) 1,690 -2,110 1,119 -2,625 686 184 -305 -376 114 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.6 11.6 14.4 39.6 56.3 88.6 82.3 11.4 17.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171) 53 38 38 52 60 127 117 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,805,037 COMMITMENTS 424,315 98,971 481,107 727,430 908,195 1632852 1488273 172,185 316,765 CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: 87,963) 9,766 -23,881 32,343 34,854 78,716 76,962 87,178 11,000 785 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.5 5.5 26.7 40.3 50.3 90.5 82.5 9.5 17.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 768) 192 144 209 300 380 602 634 CORN CSO - CHICAGO BOARD OF TRADE Code-00260C OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,891 COMMITMENTS 2,575 571 2,243 3,757 5,452 8,575 8,267 316 624 CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: 2,298) 385 -43 1,029 1,013 1,114 2,427 2,100 -129 198 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.0 6.4 25.2 42.3 61.3 96.5 93.0 3.5 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 7 5 8 5 8 13 20 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,734 COMMITMENTS 1,986 917 1,538 4,663 6,519 8,186 8,974 2,548 1,760 CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: 23) -422 -158 328 217 -304 124 -134 -101 157 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.5 8.5 14.3 43.4 60.7 76.3 83.6 23.7 16.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 12 9 9 14 13 32 25 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 833,669 COMMITMENTS 265,296 62,008 223,956 284,708 436,781 773,959 722,746 59,710 110,924 CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: 37,847) 10,522 -505 15,913 13,014 22,544 39,449 37,952 -1,603 -105 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.8 7.4 26.9 34.2 52.4 92.8 86.7 7.2 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 594) 200 166 225 149 200 472 481 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 361,712 COMMITMENTS 94,048 74,545 63,871 166,124 196,247 324,043 334,664 37,669 27,048 CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: 17,599) -458 5,915 4,887 9,999 6,763 14,427 17,564 3,172 35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.0 20.6 17.7 45.9 54.3 89.6 92.5 10.4 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 278) 84 74 80 86 82 212 204 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 830,966 COMMITMENTS 101,827 85,639 61,757 501,766 509,223 665,350 656,618 165,616 174,348 CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: 30,995) 11,087 16,295 8,585 13,856 11,077 33,528 35,957 -2,533 -4,962 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.3 10.3 7.4 60.4 61.3 80.1 79.0 19.9 21.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179) 31 36 43 86 94 141 149 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 482,134 COMMITMENTS 50,757 55,614 3,064 339,015 343,017 392,836 401,695 89,298 80,439 CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: 480) 939 -6,106 1,548 -3,150 6,876 -663 2,318 1,143 -1,838 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.5 11.5 0.6 70.3 71.1 81.5 83.3 18.5 16.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 8 14 9 44 44 58 61 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 5,663 COMMITMENTS 900 925 1,037 3,261 3,437 5,198 5,399 465 264 CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: 406) 83 -133 210 228 426 521 503 -115 -97 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.9 16.3 18.3 57.6 60.7 91.8 95.3 8.2 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 14 6 6 15 20 31 31 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 379,164 COMMITMENTS 111,536 54,807 66,018 147,186 231,398 324,740 352,223 54,423 26,941 CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: 16,345) 2,234 -378 5,356 8,473 10,578 16,063 15,557 282 788 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.4 14.5 17.4 38.8 61.0 85.6 92.9 14.4 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 272) 83 61 66 100 102 223 194 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,982 COMMITMENTS 1,024 863 1,118 4,637 5,932 6,779 7,913 2,203 1,070 CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: 497) 111 -520 584 -133 415 562 479 -65 18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.4 9.6 12.4 51.6 66.0 75.5 88.1 24.5 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 14 9 10 21 16 41 31 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,083,188 COMMITMENTS 166,342 206,228 59,071 758,331 680,966 983,744 946,265 99,444 136,923 CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: 38,460) -3,771 34,465 -2,460 39,955 -4,240 33,723 27,764 4,737 10,696 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.4 19.0 5.5 70.0 62.9 90.8 87.4 9.2 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229) 42 33 32 99 119 152 173 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,070,409 COMMITMENTS 324,275 379,528 305,389 2162208 1879348 2791873 2564266 278,536 506,143 CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: 67,557) 15,690 12,759 18,659 51,647 13,113 85,996 44,531 -18,439 23,025 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.6 12.4 9.9 70.4 61.2 90.9 83.5 9.1 16.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 359) 65 84 88 159 183 276 303 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,266,232 COMMITMENTS 258,638 383,751 175,871 1643685 1311145 2078194 1870767 188,039 395,466 CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: -37,561) 13,974 -20,326 10,073 -53,006 -8,603 -28,959 -18,856 -8,602 -18,705 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.4 16.9 7.8 72.5 57.9 91.7 82.5 8.3 17.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 277) 34 71 51 108 149 176 237 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 293,044 COMMITMENTS 10,169 56,202 48,454 202,963 131,556 261,585 236,212 31,459 56,832 CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: -42,974) -16,367 -5,154 -4,480 -22,587 -37,599 -43,434 -47,232 460 4,259 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.5 19.2 16.5 69.3 44.9 89.3 80.6 10.7 19.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74) 9 27 21 32 34 56 68 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 65,794 COMMITMENTS 17,979 12,863 723 38,772 44,470 57,474 58,055 8,320 7,739 CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: 289) 1,382 652 46 -567 -564 861 135 -572 155 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.3 19.6 1.1 58.9 67.6 87.4 88.2 12.6 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109) 31 25 9 39 23 75 52 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 131,588 COMMITMENTS 35,958 25,726 1,446 77,544 88,939 114,948 116,111 16,640 15,477 CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: 579) 2,764 1,304 93 -1,134 -1,127 1,722 269 -1,143 309 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.3 19.6 1.1 58.9 67.6 87.4 88.2 12.6 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109) 31 25 9 39 23 75 52 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 14,143 COMMITMENTS 11,528 12,742 1,092 1,504 306 14,124 14,140 19 3 CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: 549) 525 248 -5 37 306 557 549 -8 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 81.5 90.1 7.7 10.6 2.2 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 17 5 3 1 1 19 8 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 40,441 COMMITMENTS 2,680 18,573 201 37,473 21,511 40,354 40,285 87 156 CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: 1,636) 1,195 1,273 4 428 350 1,627 1,627 9 9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.6 45.9 0.5 92.7 53.2 99.8 99.6 0.2 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 5 13 1 12 13 17 27 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 30,723 COMMITMENTS 221 24,738 122 30,348 5,709 30,691 30,569 32 154 CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: -615) -216 211 -33 -378 -853 -627 -675 12 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 80.5 0.4 98.8 18.6 99.9 99.5 0.1 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 1 17 1 8 11 10 28
Updated April 4, 2014