WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 465,439 COMMITMENTS 120,148 83,180 131,026 180,190 204,053 431,365 418,260 34,074 47,180 CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: -52,533) 9,629 -2,631 -47,455 -15,611 -2,570 -53,437 -52,655 904 122 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.8 17.9 28.2 38.7 43.8 92.7 89.9 7.3 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 357) 101 125 139 85 110 274 295 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 155,482 COMMITMENTS 51,824 23,408 20,289 66,110 86,124 138,223 129,821 17,259 25,661 CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: -2,184) 1,696 2,238 -2,140 -1,197 570 -1,641 669 -544 -2,853 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.3 15.1 13.0 42.5 55.4 88.9 83.5 11.1 16.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178) 50 44 36 56 60 128 121 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,769,753 COMMITMENTS 440,861 105,441 453,077 722,559 903,382 1616496 1461899 153,257 307,854 CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: -96,795) 26,806 -2,519 -85,875 -29,673 3,596 -88,743 -84,797 -8,052 -11,998 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.9 6.0 25.6 40.8 51.0 91.3 82.6 8.7 17.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 791) 194 152 220 305 388 620 657 CORN CSO - CHICAGO BOARD OF TRADE Code-00260C OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,325 COMMITMENTS 2,440 368 2,872 3,731 5,510 9,043 8,751 282 575 CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: -151) 251 -34 -69 -324 -5 -141 -107 -10 -44 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.2 3.9 30.8 40.0 59.1 97.0 93.8 3.0 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 6 5 8 6 9 14 20 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,210 COMMITMENTS 1,451 438 1,164 3,353 5,601 5,969 7,203 2,242 1,008 CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: -1,058) 0 -59 -477 -504 -204 -981 -741 -77 -318 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.7 5.3 14.2 40.8 68.2 72.7 87.7 27.3 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 13 3 7 12 10 27 18 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 788,198 COMMITMENTS 242,591 68,396 202,554 283,141 402,911 728,286 673,860 59,912 114,338 CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: -115,211) 679 -6,596 -75,584 -36,833 -32,661 -111,739 -114,841 -3,473 -370 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.8 8.7 25.7 35.9 51.1 92.4 85.5 7.6 14.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 593) 205 155 207 144 204 464 466 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 340,784 COMMITMENTS 95,770 58,116 58,132 151,266 196,713 305,168 312,960 35,616 27,824 CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: -33,184) -1,273 148 -16,883 -13,281 -15,735 -31,437 -32,471 -1,747 -713 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.1 17.1 17.1 44.4 57.7 89.5 91.8 10.5 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 266) 85 69 69 83 76 203 187 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 820,753 COMMITMENTS 101,243 65,973 56,003 485,802 506,532 643,048 628,508 177,704 192,244 CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: -17,249) 9,648 1,637 -8,743 -18,458 -12,309 -17,553 -19,416 304 2,166 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.3 8.0 6.8 59.2 61.7 78.3 76.6 21.7 23.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169) 36 30 39 80 86 136 135 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 483,367 COMMITMENTS 51,794 48,384 2,534 335,738 347,887 390,066 398,805 93,301 84,562 CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: -7,152) -785 -7,229 -2 -5,285 -2,695 -6,071 -9,926 -1,081 2,774 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.7 10.0 0.5 69.5 72.0 80.7 82.5 19.3 17.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 11 12 10 42 41 59 57 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 7,350 COMMITMENTS 1,101 898 1,018 4,837 5,213 6,956 7,129 394 221 CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: -63) 55 187 -103 -29 -188 -77 -104 14 41 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.0 12.2 13.9 65.8 70.9 94.6 97.0 5.4 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 15 6 6 17 21 35 31 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 375,804 COMMITMENTS 117,341 52,216 60,800 144,857 233,315 322,998 346,331 52,806 29,473 CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: -15,168) 2,459 -1,464 -9,278 -5,826 -798 -12,644 -11,539 -2,524 -3,628 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.2 13.9 16.2 38.5 62.1 85.9 92.2 14.1 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 281) 90 66 61 96 101 225 193 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,549 COMMITMENTS 1,346 756 458 4,334 6,073 6,138 7,288 2,411 1,262 CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: -549) -110 -26 -438 -221 -108 -768 -572 219 23 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.7 8.8 5.4 50.7 71.0 71.8 85.2 28.2 14.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 13 5 4 21 18 35 26 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,182,455 COMMITMENTS 186,619 204,603 66,685 817,879 785,196 1071182 1056484 111,272 125,971 CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: 31,635) 2,589 -4,094 -3,734 25,655 36,563 24,510 28,736 7,125 2,899 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.8 17.3 5.6 69.2 66.4 90.6 89.3 9.4 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251) 45 37 33 95 140 152 198 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,027,673 COMMITMENTS 327,307 390,538 287,112 2115512 1856935 2729931 2534584 297,743 493,089 CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: -95,922) 6,830 -23,661 -87,243 995 14,205 -79,418 -96,699 -16,504 777 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.8 12.9 9.5 69.9 61.3 90.2 83.7 9.8 16.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 359) 60 88 89 164 182 282 301 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,362,096 COMMITMENTS 251,855 348,902 151,405 1744303 1482124 2147563 1982431 214,533 379,665 CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: -7,117) -508 -25,192 -42,572 21,510 54,552 -21,569 -13,211 14,452 6,094 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.7 14.8 6.4 73.8 62.7 90.9 83.9 9.1 16.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 276) 38 59 39 119 153 177 231 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 359,714 COMMITMENTS 16,718 91,422 54,661 259,217 156,827 330,596 302,910 29,118 56,804 CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: 17,927) 439 6,255 -431 16,833 9,245 16,841 15,069 1,086 2,857 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.6 25.4 15.2 72.1 43.6 91.9 84.2 8.1 15.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 12 29 22 38 38 64 75 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 62,686 COMMITMENTS 16,219 11,452 810 37,799 42,020 54,828 54,282 7,858 8,404 CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: 1,053) 2,503 -1,099 110 -1,024 1,320 1,588 331 -535 722 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.9 18.3 1.3 60.3 67.0 87.5 86.6 12.5 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113) 32 28 13 37 25 77 58 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 125,372 COMMITMENTS 32,438 22,903 1,620 75,597 84,041 109,655 108,564 15,717 16,808 CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: 2,106) 5,006 -2,197 219 -2,049 2,640 3,176 662 -1,070 1,444 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.9 18.3 1.3 60.3 67.0 87.5 86.6 12.5 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113) 32 28 13 37 25 77 58 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 16,408 COMMITMENTS 13,425 14,175 1,100 1,828 1,116 16,353 16,391 55 17 CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: -71) -306 558 -3 216 -626 -93 -71 22 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 81.8 86.4 6.7 11.1 6.8 99.7 99.9 0.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 15 5 3 1 2 17 9 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 51,386 COMMITMENTS 1,239 18,375 379 49,720 32,468 51,338 51,222 48 164 CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: -10) -1,094 -3,761 -50 1,107 3,779 -37 -32 27 22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.4 35.8 0.7 96.8 63.2 99.9 99.7 0.1 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 4 14 1 13 16 17 31 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 46,689 COMMITMENTS 215 14,652 246 46,181 31,390 46,642 46,288 47 401 CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: -584) 0 -14,920 160 -719 14,052 -559 -708 -25 124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 31.4 0.5 98.9 67.2 99.9 99.1 0.1 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 1 14 1 8 15 10 29
Updated May 2, 2014