WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 504,797 COMMITMENTS 121,581 94,798 164,376 182,599 195,822 468,556 454,996 36,241 49,801 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 14,690) -7,674 8,786 14,087 9,123 -8,259 15,536 14,614 -846 75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.1 18.8 32.6 36.2 38.8 92.8 90.1 7.2 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 384) 122 129 159 90 109 300 320 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 163,661 COMMITMENTS 52,245 25,440 25,822 67,192 85,941 145,259 137,203 18,402 26,458 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 958) -712 -486 1,171 2,220 471 2,680 1,156 -1,721 -198 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.9 15.5 15.8 41.1 52.5 88.8 83.8 11.2 16.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185) 59 41 43 54 69 133 135 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,758,904 COMMITMENTS 413,001 132,801 471,731 731,430 846,425 1616163 1450957 142,741 307,947 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 42) -37,257 19,127 20,860 18,694 -42,327 2,297 -2,341 -2,255 2,382 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.5 7.6 26.8 41.6 48.1 91.9 82.5 8.1 17.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 782) 199 150 222 293 379 598 658 CORN CSO - CHICAGO BOARD OF TRADE Code-00260C OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,729 COMMITMENTS 2,274 717 3,560 4,618 5,526 10,452 9,803 277 926 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 1,357) -144 282 484 995 260 1,335 1,026 23 331 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.2 6.7 33.2 43.0 51.5 97.4 91.4 2.6 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 5 7 8 7 10 15 22 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,577 COMMITMENTS 1,584 696 1,280 3,807 5,521 6,671 7,497 1,906 1,080 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 461) -96 62 196 637 211 737 469 -276 -7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.5 8.1 14.9 44.4 64.4 77.8 87.4 22.2 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 12 8 9 15 11 33 22 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 798,278 COMMITMENTS 219,881 87,781 216,725 303,103 376,352 739,709 680,858 58,569 117,420 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 16,475) -6,381 796 10,406 9,710 3,636 13,735 14,839 2,740 1,636 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.5 11.0 27.1 38.0 47.1 92.7 85.3 7.3 14.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 627) 193 186 230 151 221 477 519 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 1,000 Bushels) OPEN INTEREST: 19,112 COMMITMENTS 13,144 904 61 19 4,278 13,224 5,243 5,888 13,869 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 68.8 4.7 0.3 0.1 22.4 69.2 27.4 30.8 72.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 4 3 3 2 13 7 18 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 357,270 COMMITMENTS 91,218 87,989 63,084 170,107 174,377 324,409 325,449 32,861 31,820 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 6,889) -4,110 12,453 375 11,441 -7,676 7,705 5,151 -816 1,738 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.5 24.6 17.7 47.6 48.8 90.8 91.1 9.2 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 282) 77 87 77 84 80 210 206 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 947,987 COMMITMENTS 118,391 57,053 84,270 529,676 571,483 732,336 712,806 215,651 235,181 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 90,129) -940 2,593 21,359 45,655 32,648 66,075 56,600 24,055 33,530 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.5 6.0 8.9 55.9 60.3 77.3 75.2 22.7 24.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182) 34 34 42 89 97 149 147 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 505,242 COMMITMENTS 55,440 51,144 5,207 339,184 360,750 399,831 417,101 105,412 88,142 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 14,478) 374 1,138 2,642 4,838 9,226 7,855 13,006 6,624 1,472 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.0 10.1 1.0 67.1 71.4 79.1 82.6 20.9 17.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 9 15 12 48 40 67 57 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 7,225 COMMITMENTS 1,271 1,000 945 4,464 5,015 6,680 6,960 545 265 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 349) -17 78 25 286 274 294 377 55 -28 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.6 13.8 13.1 61.8 69.4 92.5 96.3 7.5 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 13 6 4 15 18 30 27 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 384,625 COMMITMENTS 114,430 50,402 69,701 145,700 235,595 329,831 355,698 54,794 28,926 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 4,439) -1,037 -2,872 2,493 709 5,317 2,165 4,937 2,274 -498 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.8 13.1 18.1 37.9 61.3 85.8 92.5 14.2 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 272) 83 72 77 90 98 223 201 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,293 COMMITMENTS 1,759 796 953 4,483 6,068 7,196 7,818 2,097 1,475 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 374) 15 67 288 93 4 396 359 -22 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.9 8.6 10.3 48.2 65.3 77.4 84.1 22.6 15.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 16 6 8 22 16 42 28 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,275,500 COMMITMENTS 241,216 192,840 88,626 819,478 844,263 1149320 1125729 126,180 149,770 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 67,486) 19,591 5,794 19,196 14,071 27,324 52,857 52,314 14,628 15,172 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.9 15.1 6.9 64.2 66.2 90.1 88.3 9.9 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 247) 42 40 32 98 132 155 189 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,558,223 COMMITMENTS 432,169 382,523 414,293 2336645 2225074 3183107 3021890 375,116 536,333 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 238,434) 29,417 3,719 76,899 72,347 142,347 178,663 222,964 59,772 15,470 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.1 10.8 11.6 65.7 62.5 89.5 84.9 10.5 15.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 395) 68 94 96 169 206 298 335 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,487,758 COMMITMENTS 279,175 278,170 209,590 1708668 1589597 2197432 2077356 290,325 410,401 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 91,305) 1,346 -40,291 46,377 -18,135 66,888 29,588 72,974 61,717 18,331 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.2 11.2 8.4 68.7 63.9 88.3 83.5 11.7 16.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 291) 43 59 45 122 163 191 241 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 362,452 COMMITMENTS 20,151 73,863 56,439 256,881 172,148 333,471 302,450 28,981 60,002 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 21,525) -243 2,604 3,811 18,811 9,092 22,379 15,507 -854 6,018 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.6 20.4 15.6 70.9 47.5 92.0 83.4 8.0 16.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77) 12 25 21 35 36 60 70 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 63,005 COMMITMENTS 16,303 16,901 732 38,348 36,861 55,384 54,494 7,621 8,511 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: -7,452) -5,465 3,320 -137 -752 -8,190 -6,354 -5,007 -1,098 -2,445 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.9 26.8 1.2 60.9 58.5 87.9 86.5 12.1 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118) 35 27 15 41 27 81 64 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 126,010 COMMITMENTS 32,607 33,802 1,465 76,696 73,721 110,768 108,989 15,242 17,021 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: -14,904) -10,931 6,640 -273 -1,505 -16,380 -12,709 -10,014 -2,195 -4,890 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.9 26.8 1.2 60.9 58.5 87.9 86.5 12.1 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118) 35 27 15 41 27 81 64 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 16,576 COMMITMENTS 13,734 15,503 1,056 1,723 0 16,513 16,559 63 17 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 213) 480 223 -10 -254 0 216 213 -3 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 82.9 93.5 6.4 10.4 0.0 99.6 99.9 0.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 16 4 3 2 0 19 6 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 57,514 COMMITMENTS 4,295 19,997 375 52,800 37,029 57,470 57,401 44 113 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 1,170) -269 43 0 1,481 1,131 1,212 1,174 -42 -4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.5 34.8 0.7 91.8 64.4 99.9 99.8 0.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 3 13 1 13 12 16 26 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 44,970 COMMITMENTS 617 15,724 107 44,175 28,732 44,899 44,563 71 407 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 199) 135 -64 107 4 108 246 151 -47 48 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 35.0 0.2 98.2 63.9 99.8 99.1 0.2 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 3 17 2 7 16 12 33
Updated May 23, 2014