WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 484,655 COMMITMENTS 104,990 138,378 133,829 204,833 163,990 443,651 436,196 41,004 48,459 CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: 26,075) 1,566 6,152 13,894 6,660 3,717 22,120 23,763 3,956 2,313 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.7 28.6 27.6 42.3 33.8 91.5 90.0 8.5 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 385) 117 137 129 103 99 291 302 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 146,739 COMMITMENTS 52,104 34,861 14,906 64,269 71,981 131,279 121,748 15,459 24,990 CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: 3,269) -664 2,621 813 3,270 -1,366 3,419 2,068 -150 1,201 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.5 23.8 10.2 43.8 49.1 89.5 83.0 10.5 17.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188) 55 49 42 52 59 130 133 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,829,445 COMMITMENTS 432,696 264,400 503,383 750,257 740,264 1686336 1508047 143,108 321,398 CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: 76,135) 9,524 -783 46,730 24,568 16,258 80,822 62,204 -4,687 13,931 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.7 14.5 27.5 41.0 40.5 92.2 82.4 7.8 17.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 767) 176 188 229 290 343 589 650 CORN CONSECUTIVE CSO - CHICAGO BOARD OF TRADE Code-00260B OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,847 COMMITMENTS 3,978 2,370 2,596 1,918 3,061 8,492 8,027 355 820 CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: -483) -399 -260 10 -108 -157 -498 -408 14 -75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 45.0 26.8 29.3 21.7 34.6 96.0 90.7 4.0 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 7 7 12 7 6 19 20 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,474 COMMITMENTS 3,051 679 604 2,803 6,237 6,458 7,520 2,016 953 CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: 466) 247 104 34 180 450 461 588 5 -122 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.0 8.0 7.1 33.1 73.6 76.2 88.7 23.8 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 15 5 7 14 12 33 20 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 861,151 COMMITMENTS 190,757 180,483 270,610 346,067 270,827 807,434 721,920 53,718 139,231 CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: 53,850) -5,959 10,649 41,219 15,309 -7,919 50,569 43,950 3,281 9,900 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.2 21.0 31.4 40.2 31.4 93.8 83.8 6.2 16.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 667) 184 224 252 167 224 503 562 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 1,000 Bushels) OPEN INTEREST: 21,004 COMMITMENTS 15,623 700 31 2 5,322 15,656 6,053 5,348 14,951 CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: -179) 480 -293 -42 -3 86 435 -249 -614 70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 74.4 3.3 0.1 0.0 25.3 74.5 28.8 25.5 71.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 2 3 1 16 4 20 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 357,344 COMMITMENTS 95,701 88,792 58,318 171,238 173,324 325,257 320,435 32,087 36,909 CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: 5,694) -4,187 8,060 4,195 6,137 -7,488 6,145 4,767 -452 927 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.8 24.8 16.3 47.9 48.5 91.0 89.7 9.0 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 281) 70 92 79 85 78 210 204 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 807,679 COMMITMENTS 75,352 74,539 47,708 513,629 493,423 636,689 615,669 170,990 192,010 CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: -12,270) -16,254 4,948 4,747 -6,272 -30,915 -17,779 -21,219 5,509 8,949 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.3 9.2 5.9 63.6 61.1 78.8 76.2 21.2 23.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175) 26 37 35 85 90 131 142 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 492,536 COMMITMENTS 50,178 33,159 5,023 328,924 355,350 384,124 393,532 108,411 99,004 CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: 3,747) -4,062 -1,522 325 2,281 -538 -1,456 -1,735 5,203 5,482 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.2 6.7 1.0 66.8 72.1 78.0 79.9 22.0 20.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81) 10 11 8 44 47 60 60 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 6,425 COMMITMENTS 1,408 775 628 3,832 4,721 5,868 6,124 557 301 CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: -122) 102 -83 34 -222 -133 -86 -182 -36 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.9 12.1 9.8 59.6 73.5 91.3 95.3 8.7 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 11 6 4 17 19 30 28 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 373,131 COMMITMENTS 90,487 69,521 72,528 161,288 199,883 324,302 341,932 48,829 31,199 CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: 3,075) -1,401 3,296 3,189 1,345 -5,602 3,132 883 -58 2,192 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.3 18.6 19.4 43.2 53.6 86.9 91.6 13.1 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 265) 73 78 81 87 96 216 205 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,726 COMMITMENTS 1,077 2,321 1,131 4,689 3,499 6,898 6,951 1,828 1,775 CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: -61) 28 48 43 -6 126 65 217 -126 -278 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.3 26.6 13.0 53.7 40.1 79.0 79.7 21.0 20.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 16 16 10 20 16 40 40 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,122,944 COMMITMENTS 206,438 215,989 27,449 793,162 732,526 1027050 975,964 95,894 146,980 CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: -5) -14,051 5,664 1,618 18,531 -15,388 6,098 -8,106 -6,103 8,101 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.4 19.2 2.4 70.6 65.2 91.5 86.9 8.5 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244) 44 37 26 95 124 147 179 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,152,717 COMMITMENTS 349,483 417,762 315,684 2193765 1901590 2858932 2635036 293,785 517,681 CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: 83,303) -29,660 10,727 22,991 104,287 36,128 97,618 69,846 -14,315 13,457 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.1 13.3 10.0 69.6 60.3 90.7 83.6 9.3 16.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 401) 57 109 95 172 205 300 338 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,315,561 COMMITMENTS 307,821 318,644 135,822 1624842 1481041 2068485 1935507 247,076 380,053 CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: 46,028) 14,480 25,133 423 16,821 13,629 31,724 39,185 14,304 6,843 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.3 13.8 5.9 70.2 64.0 89.3 83.6 10.7 16.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 287) 46 56 49 128 153 202 230 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 416,447 COMMITMENTS 26,296 94,346 78,926 283,841 196,877 389,063 370,149 27,384 46,298 CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: 3,757) -2,735 6,181 -907 7,716 61 4,074 5,336 -317 -1,579 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.3 22.7 19.0 68.2 47.3 93.4 88.9 6.6 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 17 23 25 35 38 63 77 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 60,005 COMMITMENTS 15,745 13,301 670 36,190 38,668 52,605 52,640 7,400 7,365 CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: -6,443) -4,584 -952 183 -561 -6,381 -4,962 -7,150 -1,481 707 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.2 22.2 1.1 60.3 64.4 87.7 87.7 12.3 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114) 33 24 11 43 24 80 55 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 120,011 COMMITMENTS 31,490 26,603 1,341 72,380 77,337 105,210 105,280 14,801 14,730 CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: -12,886) -9,169 -1,904 366 -1,122 -12,762 -9,925 -14,300 -2,961 1,414 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.2 22.2 1.1 60.3 64.4 87.7 87.7 12.3 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114) 33 24 11 43 24 80 55 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 14,949 COMMITMENTS 13,133 14,382 562 1,199 0 14,894 14,944 55 5 CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: -121) -53 398 -324 273 -194 -104 -120 -17 -1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 87.9 96.2 3.8 8.0 0.0 99.6 100.0 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 19 4 2 2 0 22 5 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 52,063 COMMITMENTS 8,203 20,512 315 43,432 31,061 51,950 51,888 113 175 CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: 479) 126 183 -16 347 287 457 454 22 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.8 39.4 0.6 83.4 59.7 99.8 99.7 0.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 5 14 1 12 15 17 30 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 33,792 COMMITMENTS 4,169 12,894 1,240 28,305 19,476 33,714 33,610 78 182 CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: 377) -195 515 17 577 -165 399 367 -22 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.3 38.2 3.7 83.8 57.6 99.8 99.5 0.2 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 5 17 2 7 17 13 35
Updated July 11, 2014