WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 502,691 COMMITMENTS 121,966 100,117 151,298 194,814 200,685 468,078 452,101 34,613 50,590 CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST: -2,107) 386 5,319 -13,078 12,215 4,864 -478 -2,896 -1,629 789 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.3 19.9 30.1 38.8 39.9 93.1 89.9 6.9 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 367) 114 119 149 90 107 291 298 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 158,381 COMMITMENTS 49,247 24,423 21,574 70,086 84,921 140,908 130,919 17,474 27,463 CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST: -5,280) -2,998 -1,017 -4,247 2,894 -1,020 -4,351 -6,285 -929 1,005 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.1 15.4 13.6 44.3 53.6 89.0 82.7 11.0 17.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179) 52 41 43 55 66 131 131 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,747,759 COMMITMENTS 409,703 156,318 457,711 740,057 822,088 1607472 1436118 140,288 311,642 CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST: -11,145) -3,298 23,518 -14,020 8,627 -24,337 -8,691 -14,839 -2,453 3,695 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.4 8.9 26.2 42.3 47.0 92.0 82.2 8.0 17.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 769) 191 156 225 300 369 601 649 CORN CSO - CHICAGO BOARD OF TRADE Code-00260C OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,844 COMMITMENTS 3,662 583 2,746 2,724 5,274 9,132 8,603 711 1,241 CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST: -885) 1,388 -134 -814 -1,894 -252 -1,319 -1,200 434 315 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.2 5.9 27.9 27.7 53.6 92.8 87.4 7.2 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 7 6 9 7 10 16 23 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,666 COMMITMENTS 1,658 720 1,220 3,753 5,579 6,631 7,519 2,035 1,147 CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST: 89) 74 23 -60 -54 58 -41 21 130 68 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.1 8.3 14.1 43.3 64.4 76.5 86.8 23.5 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 13 7 9 15 11 33 22 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 816,108 COMMITMENTS 223,497 81,707 220,685 312,388 391,451 756,570 693,843 59,538 122,265 CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST: 17,830) 3,616 -6,073 3,960 9,285 15,099 16,861 12,985 969 4,845 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.4 10.0 27.0 38.3 48.0 92.7 85.0 7.3 15.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 640) 198 185 224 162 232 486 527 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 1,000 Bushels) OPEN INTEREST: 21,237 COMMITMENTS 14,977 925 38 14 4,909 15,029 5,872 6,208 15,365 CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST: 2,125) 1,833 21 -23 -5 631 1,805 629 320 1,496 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 70.5 4.4 0.2 0.1 23.1 70.8 27.6 29.2 72.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 4 3 2 2 14 7 18 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 354,371 COMMITMENTS 94,161 87,484 61,521 166,985 172,039 322,667 321,044 31,704 33,327 CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST: -2,899) 2,943 -505 -1,563 -3,122 -2,337 -1,742 -4,405 -1,157 1,506 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.6 24.7 17.4 47.1 48.5 91.1 90.6 8.9 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 278) 74 90 82 83 78 213 203 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 893,254 COMMITMENTS 107,300 55,124 75,293 521,594 545,389 704,187 675,807 189,067 217,447 CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST: -54,733) -11,091 -1,929 -8,976 -8,082 -26,094 -28,149 -36,999 -26,584 -17,733 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.0 6.2 8.4 58.4 61.1 78.8 75.7 21.2 24.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168) 33 26 35 85 91 136 134 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 526,252 COMMITMENTS 56,713 46,425 11,659 350,839 361,845 419,212 419,930 107,040 106,323 CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST: 21,010) 1,273 -4,719 6,453 11,655 1,095 19,381 2,829 1,629 18,181 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.8 8.8 2.2 66.7 68.8 79.7 79.8 20.3 20.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 11 13 11 47 40 66 57 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 7,130 COMMITMENTS 1,513 1,013 945 4,232 4,908 6,690 6,866 440 264 CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST: -95) 242 13 0 -232 -107 10 -94 -105 -1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.2 14.2 13.3 59.4 68.8 93.8 96.3 6.2 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 14 5 6 16 18 32 28 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 393,610 COMMITMENTS 115,764 48,692 72,574 150,373 241,073 338,710 362,338 54,900 31,271 CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST: 8,985) 1,334 -1,711 2,873 4,672 5,478 8,879 6,640 106 2,345 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.4 12.4 18.4 38.2 61.2 86.1 92.1 13.9 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 267) 93 60 74 87 95 221 193 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,841 COMMITMENTS 1,642 834 1,012 4,168 5,465 6,822 7,311 2,019 1,530 CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST: -452) -117 38 59 -315 -603 -373 -506 -78 55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.6 9.4 11.5 47.1 61.8 77.2 82.7 22.8 17.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 15 6 7 22 16 41 27 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,224,230 COMMITMENTS 252,840 197,567 75,939 779,221 805,134 1108000 1078641 116,230 145,589 CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST: -51,270) 11,624 4,728 -12,687 -40,257 -39,129 -41,321 -47,089 -9,949 -4,181 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.7 16.1 6.2 63.6 65.8 90.5 88.1 9.5 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 253) 50 37 40 103 130 168 193 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,241,032 COMMITMENTS 380,302 357,426 242,961 2223006 2070512 2846269 2670899 394,763 570,133 CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST: -317,191) -51,867 -25,097 -171,332 -113,639 -154,561 -336,838 -350,991 19,647 33,800 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.7 11.0 7.5 68.6 63.9 87.8 82.4 12.2 17.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 355) 69 70 82 161 191 276 297 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,356,893 COMMITMENTS 255,008 295,643 159,319 1649419 1483054 2063745 1938015 293,148 418,878 CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST: -130,864) -24,167 17,473 -50,271 -59,249 -106,543 -133,687 -139,341 2,823 8,477 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.8 12.5 6.8 70.0 62.9 87.6 82.2 12.4 17.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 268) 31 58 46 122 151 187 221 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 368,565 COMMITMENTS 21,074 78,892 58,439 259,809 174,327 339,321 311,658 29,243 56,907 CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST: 6,113) 923 5,030 2,000 2,928 2,178 5,851 9,208 262 -3,095 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.7 21.4 15.9 70.5 47.3 92.1 84.6 7.9 15.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 15 24 23 35 36 62 72 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 66,861 COMMITMENTS 18,398 13,813 1,329 38,640 43,093 58,367 58,235 8,494 8,626 CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST: 3,856) 2,094 -3,088 596 292 6,232 2,983 3,741 873 115 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.5 20.7 2.0 57.8 64.5 87.3 87.1 12.7 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117) 34 28 12 41 25 81 59 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 133,721 COMMITMENTS 36,795 27,627 2,658 77,281 86,186 116,734 116,470 16,988 17,252 CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST: 7,711) 4,189 -6,176 1,193 585 12,464 5,966 7,481 1,746 230 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.5 20.7 2.0 57.8 64.5 87.3 87.1 12.7 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117) 34 28 12 41 25 81 59 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 16,523 COMMITMENTS 13,219 15,465 1,040 2,209 0 16,468 16,505 55 18 CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST: -53) -515 -38 -16 486 0 -45 -54 -8 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 80.0 93.6 6.3 13.4 0.0 99.7 99.9 0.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 16 5 3 2 0 19 7 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 54,786 COMMITMENTS 2,111 18,816 375 52,259 35,446 54,745 54,637 41 149 CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST: -2,728) -2,184 -1,181 0 -541 -1,583 -2,725 -2,764 -3 36 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.9 34.3 0.7 95.4 64.7 99.9 99.7 0.1 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 4 14 1 13 12 17 27 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 43,604 COMMITMENTS 444 16,588 0 43,091 26,961 43,535 43,549 69 55 CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST: -1,366) -173 864 -107 -1,084 -1,771 -1,364 -1,014 -2 -352 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.0 38.0 0.0 98.8 61.8 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 2 20 0 7 15 9 35
Updated May 30, 2014