WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 458,579 COMMITMENTS 103,424 132,226 119,935 198,173 160,272 421,531 412,433 37,048 46,146 CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST: 1,529) 4,688 3,633 5,640 -5,785 -5,003 4,543 4,270 -3,014 -2,741 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.6 28.8 26.2 43.2 34.9 91.9 89.9 8.1 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 372) 116 124 127 99 98 286 288 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 143,470 COMMITMENTS 52,768 32,240 14,093 60,999 73,348 127,861 119,680 15,609 23,790 CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST: -4,215) 1,115 1,400 -2,951 -684 -1,144 -2,520 -2,695 -1,696 -1,520 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.8 22.5 9.8 42.5 51.1 89.1 83.4 10.9 16.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186) 54 49 42 58 58 133 132 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,753,310 COMMITMENTS 423,172 265,183 456,653 725,690 724,006 1605514 1445843 147,795 307,467 CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST: -3,116) -10,281 9,910 12,169 -3,792 -18,572 -1,904 3,507 -1,212 -6,623 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.1 15.1 26.0 41.4 41.3 91.6 82.5 8.4 17.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 750) 175 175 217 285 338 577 627 CORN CONSECUTIVE CSO - CHICAGO BOARD OF TRADE Code-00260B OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,330 COMMITMENTS 4,377 2,630 2,586 2,027 3,218 8,990 8,435 340 895 CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST: 1,818) 1,000 621 487 346 555 1,832 1,663 -15 155 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 46.9 28.2 27.7 21.7 34.5 96.4 90.4 3.6 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 7 7 12 7 5 19 19 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,007 COMMITMENTS 2,804 575 570 2,622 5,787 5,997 6,933 2,011 1,075 CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST: -556) -250 132 -3 13 -530 -240 -402 -316 -154 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.0 7.2 7.1 32.7 72.3 74.9 86.6 25.1 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 14 6 7 13 10 32 18 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 807,301 COMMITMENTS 196,716 169,834 229,390 330,758 278,746 756,864 677,970 50,437 129,331 CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST: 43,216) 565 28,569 26,828 17,522 -14,644 44,915 40,753 -1,698 2,464 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.4 21.0 28.4 41.0 34.5 93.8 84.0 6.2 16.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 653) 196 203 242 165 224 501 542 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 1,000 Bushels) OPEN INTEREST: 21,183 COMMITMENTS 15,143 993 73 5 5,236 15,221 6,302 5,962 14,881 CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST: -1,565) -1,230 49 9 3 210 -1,218 268 -347 -1,833 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 71.5 4.7 0.3 0.0 24.7 71.9 29.8 28.1 70.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 3 3 1 16 4 21 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 351,650 COMMITMENTS 99,888 80,733 54,123 165,101 180,812 319,112 315,668 32,539 35,982 CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST: -12,886) 3,732 -6,991 -7,023 -7,067 -3,216 -10,358 -17,231 -2,528 4,345 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.4 23.0 15.4 47.0 51.4 90.7 89.8 9.3 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 288) 75 89 86 83 81 215 213 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 819,949 COMMITMENTS 91,606 69,590 42,960 519,901 524,337 654,468 636,888 165,481 183,061 CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST: 5,182) 12,643 2,940 -557 -5,330 -3,882 6,756 -1,498 -1,574 6,681 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.2 8.5 5.2 63.4 63.9 79.8 77.7 20.2 22.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175) 33 29 33 86 92 132 141 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 488,789 COMMITMENTS 54,240 34,682 4,698 326,643 355,887 385,581 395,267 103,208 93,521 CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST: 5,480) 4,716 -3,174 -397 -10 5,807 4,310 2,237 1,171 3,244 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.1 7.1 1.0 66.8 72.8 78.9 80.9 21.1 19.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 12 11 7 45 46 62 59 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 6,547 COMMITMENTS 1,306 858 594 4,054 4,854 5,954 6,306 593 241 CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST: -292) -143 -80 -120 -95 -81 -358 -281 66 -11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.9 13.1 9.1 61.9 74.1 90.9 96.3 9.1 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 10 8 4 17 21 31 30 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 370,056 COMMITMENTS 91,888 66,226 69,339 159,943 205,485 321,170 341,050 48,887 29,007 CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST: 873) -1,901 11,471 3,763 36 -11,812 1,899 3,422 -1,026 -2,548 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.8 17.9 18.7 43.2 55.5 86.8 92.2 13.2 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 265) 77 76 74 85 98 212 203 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,787 COMMITMENTS 1,049 2,273 1,088 4,695 3,373 6,833 6,734 1,954 2,053 CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST: -942) -118 225 -59 -557 -1,080 -733 -914 -209 -28 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.9 25.9 12.4 53.4 38.4 77.8 76.6 22.2 23.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 16 15 9 18 15 37 37 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,122,949 COMMITMENTS 220,490 210,326 25,831 774,631 747,914 1020952 984,070 101,997 138,879 CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST: 63,002) 9,083 -18,536 3,423 38,942 86,778 51,449 71,665 11,553 -8,663 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.6 18.7 2.3 69.0 66.6 90.9 87.6 9.1 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 237) 41 40 24 86 120 138 173 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,069,414 COMMITMENTS 379,144 407,035 292,693 2089477 1865462 2761314 2565190 308,100 504,224 CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST: 55,641) -1,099 24,439 25,602 5,245 -7,522 29,748 42,520 25,892 13,121 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.4 13.3 9.5 68.1 60.8 90.0 83.6 10.0 16.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 379) 65 92 87 163 194 280 321 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,269,533 COMMITMENTS 293,341 293,511 135,399 1608021 1467413 2036761 1896322 232,772 373,210 CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST: -48,329) -17,342 -4,967 10,941 -45,749 -40,909 -52,150 -34,935 3,821 -13,394 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.9 12.9 6.0 70.9 64.7 89.7 83.6 10.3 16.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 276) 42 54 47 124 147 194 220 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 412,690 COMMITMENTS 29,031 88,165 79,832 276,125 196,816 384,989 364,813 27,701 47,877 CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST: -5,810) -1,423 -502 1,032 -5,221 -1,240 -5,612 -711 -198 -5,099 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.0 21.4 19.3 66.9 47.7 93.3 88.4 6.7 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81) 16 22 24 34 37 61 74 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 66,448 COMMITMENTS 20,329 14,254 487 36,751 45,049 57,568 59,790 8,881 6,658 CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST: 7,030) 5,650 -1,116 -72 398 8,941 5,976 7,753 1,054 -723 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.6 21.5 0.7 55.3 67.8 86.6 90.0 13.4 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119) 36 26 12 42 26 83 59 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 132,897 COMMITMENTS 40,658 28,507 975 73,502 90,098 115,135 119,580 17,762 13,316 CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST: 14,061) 11,300 -2,232 -144 796 17,882 11,952 15,506 2,109 -1,445 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.6 21.5 0.7 55.3 67.8 86.6 90.0 13.4 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119) 36 26 12 42 26 83 59 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 15,070 COMMITMENTS 13,186 13,984 886 926 194 14,998 15,064 72 6 CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST: -299) -143 -301 -96 -92 94 -331 -303 32 4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 87.5 92.8 5.9 6.1 1.3 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 17 3 2 1 1 19 5 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 51,584 COMMITMENTS 8,077 20,329 331 43,085 30,774 51,493 51,434 91 150 CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST: 610) -169 535 -16 779 83 594 602 16 8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.7 39.4 0.6 83.5 59.7 99.8 99.7 0.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 5 13 1 13 14 18 28 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 33,415 COMMITMENTS 4,364 12,379 1,223 27,728 19,641 33,315 33,243 100 172 CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST: 491) 714 520 -351 87 286 450 455 41 36 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.1 37.0 3.7 83.0 58.8 99.7 99.5 0.3 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 7 14 1 6 17 13 32
Updated July 4, 2014