WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 457,050 COMMITMENTS 98,735 128,593 114,295 203,958 165,275 416,988 408,163 40,062 48,887 CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST: -103,384) -104 10,428 -77,550 -27,103 -33,710 -104,757 -100,832 1,373 -2,552 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.6 28.1 25.0 44.6 36.2 91.2 89.3 8.8 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 362) 110 121 130 106 102 286 291 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 147,685 COMMITMENTS 51,653 30,840 17,044 61,684 74,492 130,381 122,375 17,305 25,310 CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST: -8,777) 3,745 788 -7,866 -4,818 1,200 -8,939 -5,878 161 -2,899 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.0 20.9 11.5 41.8 50.4 88.3 82.9 11.7 17.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182) 52 47 43 57 60 132 134 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,756,425 COMMITMENTS 433,453 255,273 444,484 729,481 742,579 1607418 1442336 149,007 314,090 CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST: -141,493) 5,965 26,274 -100,256 -47,649 -58,345 -141,940 -132,327 447 -9,166 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.7 14.5 25.3 41.5 42.3 91.5 82.1 8.5 17.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 746) 177 166 230 301 336 600 628 CORN CONSECUTIVE CSO - CHICAGO BOARD OF TRADE Code-00260B OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,512 COMMITMENTS 3,377 2,009 2,100 1,681 2,663 7,157 6,772 355 740 CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST: -1,768) 75 -303 -1,083 -854 -334 -1,861 -1,720 93 -48 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 45.0 26.7 27.9 22.4 35.5 95.3 90.1 4.7 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 6 7 11 7 6 18 19 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,563 COMMITMENTS 3,054 444 574 2,609 6,317 6,237 7,334 2,326 1,229 CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST: -463) 419 -217 -588 -616 177 -785 -628 322 165 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.7 5.2 6.7 30.5 73.8 72.8 85.6 27.2 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 15 5 7 12 11 32 18 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 764,084 COMMITMENTS 196,151 141,265 202,563 313,236 293,390 711,950 637,217 52,135 126,867 CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST: -88,282) -2,387 599 -55,358 -26,833 -27,476 -84,578 -82,235 -3,703 -6,046 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.7 18.5 26.5 41.0 38.4 93.2 83.4 6.8 16.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 660) 199 199 241 177 228 516 545 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 1,000 Bushels) OPEN INTEREST: 22,748 COMMITMENTS 16,373 944 64 2 5,026 16,439 6,034 6,309 16,714 CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST: 304) 169 13 39 0 287 208 339 96 -35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 72.0 4.1 0.3 0.0 22.1 72.3 26.5 27.7 73.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 3 2 1 16 5 20 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 364,536 COMMITMENTS 96,156 87,724 61,146 172,167 184,028 329,470 332,899 35,066 31,637 CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST: -27,718) 5,580 -17,817 -12,795 -20,278 6,520 -27,493 -24,092 -225 -3,626 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.4 24.1 16.8 47.2 50.5 90.4 91.3 9.6 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 292) 75 95 86 81 79 213 216 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 814,767 COMMITMENTS 78,963 66,650 43,517 525,232 528,219 647,712 638,386 167,055 176,380 CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST: -32,401) -3,138 -8,674 -7,786 -14,445 -15,385 -25,369 -31,845 -7,032 -556 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.7 8.2 5.3 64.5 64.8 79.5 78.4 20.5 21.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176) 32 28 33 86 94 130 143 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 483,308 COMMITMENTS 49,524 37,855 5,095 326,653 350,081 381,271 393,031 102,037 90,278 CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST: -6,881) -1,331 431 -922 -3,754 -2,272 -6,007 -2,764 -874 -4,117 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.2 7.8 1.1 67.6 72.4 78.9 81.3 21.1 18.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 12 13 8 45 44 63 59 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 6,839 COMMITMENTS 1,449 938 714 4,149 4,935 6,312 6,587 527 252 CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST: 157) -24 -80 116 82 137 174 173 -17 -16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.2 13.7 10.4 60.7 72.2 92.3 96.3 7.7 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 11 8 5 18 22 33 32 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 369,183 COMMITMENTS 93,789 54,755 65,576 159,906 217,297 319,271 337,628 49,912 31,555 CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST: -33,070) -6,588 3,447 -16,322 -9,647 -22,405 -32,557 -35,280 -513 2,210 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.4 14.8 17.8 43.3 58.9 86.5 91.5 13.5 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 265) 81 68 73 88 97 213 200 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,729 COMMITMENTS 1,167 2,047 1,147 5,252 4,453 7,566 7,648 2,163 2,081 CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST: -949) -13 -5 -435 -405 -602 -853 -1,042 -96 93 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.0 21.0 11.8 54.0 45.8 77.8 78.6 22.2 21.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 16 17 7 20 17 39 38 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,059,947 COMMITMENTS 211,407 228,862 22,407 735,689 661,136 969,503 912,405 90,444 147,542 CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST: -29,596) 13,320 11,451 -33,515 7,125 -13,079 -13,071 -35,143 -16,525 5,547 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.9 21.6 2.1 69.4 62.4 91.5 86.1 8.5 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 240) 45 37 23 86 122 136 177 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,013,773 COMMITMENTS 380,243 382,596 267,090 2084232 1872984 2731565 2522670 282,208 491,103 CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST: -252,158) 48,931 -23,226 -115,892 -156,272 -97,451 -223,233 -236,569 -28,924 -15,589 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.6 12.7 8.9 69.2 62.1 90.6 83.7 9.4 16.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 364) 58 95 88 158 182 272 309 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,317,862 COMMITMENTS 310,683 298,478 124,458 1653770 1508321 2088911 1931257 228,950 386,605 CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST: -121,148) -9,052 -23,901 -61,996 -41,712 -45,062 -112,760 -130,959 -8,388 9,811 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.4 12.9 5.4 71.3 65.1 90.1 83.3 9.9 16.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 277) 51 47 45 123 144 193 217 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 418,500 COMMITMENTS 30,454 88,667 78,801 281,346 198,056 390,601 365,524 27,899 52,976 CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST: 13,887) 293 1,681 3,605 10,633 9,860 14,530 15,145 -644 -1,258 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.3 21.2 18.8 67.2 47.3 93.3 87.3 6.7 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81) 14 21 22 36 40 61 74 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 59,418 COMMITMENTS 14,679 15,369 559 36,353 36,108 51,591 52,037 7,827 7,381 CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST: -26,797) -2,773 1,551 -1,164 -20,923 -26,735 -24,860 -26,347 -1,937 -449 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.7 25.9 0.9 61.2 60.8 86.8 87.6 13.2 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110) 27 27 12 44 25 76 59 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 118,836 COMMITMENTS 29,358 30,739 1,118 72,706 72,217 103,183 104,074 15,653 14,762 CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST: -53,593) -5,547 3,102 -2,327 -41,846 -53,469 -49,720 -52,695 -3,874 -899 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.7 25.9 0.9 61.2 60.8 86.8 87.6 13.2 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110) 27 27 12 44 25 76 59 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 15,369 COMMITMENTS 13,329 14,285 982 1,018 100 15,329 15,367 40 2 CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST: -5,529) 1,297 -523 -5,104 -1,699 100 -5,506 -5,527 -23 -2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 86.7 92.9 6.4 6.6 0.7 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 17 4 3 2 1 20 7 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 50,974 COMMITMENTS 8,246 19,794 347 42,306 30,691 50,899 50,832 75 142 CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST: 125) -433 167 19 543 -66 129 120 -4 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.2 38.8 0.7 83.0 60.2 99.9 99.7 0.1 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 6 14 2 13 14 19 30 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 32,924 COMMITMENTS 3,650 11,859 1,574 27,641 19,355 32,865 32,788 59 136 CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST: 599) -217 -8 50 829 565 662 607 -63 -8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.1 36.0 4.8 84.0 58.8 99.8 99.6 0.2 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 5 15 2 8 16 14 32
Updated June 27, 2014