WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 524,137 COMMITMENTS 102,958 139,985 160,395 218,484 173,490 481,836 473,870 42,300 50,267 CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST: 39,482) -2,032 1,608 26,566 13,651 9,500 38,185 37,674 1,297 1,808 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.6 26.7 30.6 41.7 33.1 91.9 90.4 8.1 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 393) 118 143 138 102 104 296 314 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 157,225 COMMITMENTS 50,098 38,088 21,189 69,020 69,529 140,307 128,806 16,918 28,419 CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST: 10,487) -2,006 3,227 6,284 4,751 -2,453 9,028 7,058 1,458 3,428 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.9 24.2 13.5 43.9 44.2 89.2 81.9 10.8 18.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193) 54 50 49 59 60 140 139 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,941,894 COMMITMENTS 422,138 271,658 601,079 766,566 735,304 1789783 1608040 152,111 333,854 CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST: 112,449) -10,557 7,258 97,695 16,309 -4,961 103,447 99,993 9,002 12,457 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.7 14.0 31.0 39.5 37.9 92.2 82.8 7.8 17.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 794) 186 204 239 290 342 608 669 CORN CONSECUTIVE CSO - CHICAGO BOARD OF TRADE Code-00260B OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,343 COMMITMENTS 4,845 2,899 2,876 2,346 3,507 10,066 9,282 277 1,062 CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST: 1,496) 867 529 280 427 446 1,574 1,254 -78 242 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 46.8 28.0 27.8 22.7 33.9 97.3 89.7 2.7 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 7 8 13 7 6 20 21 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,344 COMMITMENTS 2,858 685 599 2,981 6,186 6,438 7,470 1,906 875 CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST: -129) -193 6 -6 179 -51 -19 -51 -110 -79 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.3 8.2 7.2 35.7 74.1 77.2 89.5 22.8 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 13 6 6 15 13 33 20 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 918,357 COMMITMENTS 182,568 187,365 303,192 378,881 281,638 864,640 772,195 53,716 146,162 CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST: 57,206) -8,189 6,882 32,582 32,814 10,811 57,207 50,275 -1 6,930 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.9 20.4 33.0 41.3 30.7 94.2 84.1 5.8 15.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 685) 181 241 260 166 235 507 588 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 1,000 Bushels) OPEN INTEREST: 21,452 COMMITMENTS 15,955 710 41 2 5,399 15,998 6,150 5,454 15,302 CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST: 448) 332 10 10 0 77 342 97 106 351 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 74.4 3.3 0.2 0.0 25.2 74.6 28.7 25.4 71.3 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 07/15/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 376,430 COMMITMENTS 96,853 95,675 66,344 179,733 176,161 342,930 338,180 33,499 38,249 CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST: 19,086) 1,152 6,882 8,026 8,495 2,837 17,673 17,746 1,412 1,340 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.7 25.4 17.6 47.7 46.8 91.1 89.8 8.9 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 291) 81 92 80 88 75 220 205 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 847,266 COMMITMENTS 96,124 65,494 49,598 529,367 547,366 675,089 662,458 172,177 184,808 CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST: 39,587) 20,772 -9,044 1,890 15,738 53,944 38,400 46,790 1,187 -7,202 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.3 7.7 5.9 62.5 64.6 79.7 78.2 20.3 21.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184) 37 35 41 83 92 139 149 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 494,238 COMMITMENTS 51,217 35,296 4,620 329,971 358,708 385,809 398,624 108,429 95,614 CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST: 1,702) 1,039 2,137 -402 1,048 3,358 1,684 5,092 18 -3,390 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.4 7.1 0.9 66.8 72.6 78.1 80.7 21.9 19.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 10 11 8 45 48 60 62 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 6,113 COMMITMENTS 1,557 647 609 3,379 4,568 5,545 5,824 568 289 CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST: -312) 149 -128 -19 -453 -153 -323 -300 11 -12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.5 10.6 10.0 55.3 74.7 90.7 95.3 9.3 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 12 5 3 20 22 33 30 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 379,266 COMMITMENTS 93,286 66,766 76,926 164,638 204,920 334,850 348,612 44,415 30,654 CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST: 6,134) 2,800 -2,755 4,398 3,350 5,036 10,548 6,679 -4,414 -545 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.6 17.6 20.3 43.4 54.0 88.3 91.9 11.7 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 272) 79 75 83 91 98 223 209 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,511 COMMITMENTS 944 2,437 1,506 5,157 3,534 7,606 7,477 1,905 2,034 CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST: 785) -134 117 374 467 35 708 526 76 258 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.9 25.6 15.8 54.2 37.2 80.0 78.6 20.0 21.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 18 17 11 21 16 42 42 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,178,831 COMMITMENTS 232,845 234,761 32,077 820,349 765,518 1085271 1032356 93,560 146,475 CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST: 55,888) 26,407 18,772 4,628 27,187 32,992 58,222 56,392 -2,334 -504 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.8 19.9 2.7 69.6 64.9 92.1 87.6 7.9 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257) 47 42 27 95 131 149 193 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,117,808 COMMITMENTS 386,495 407,236 328,486 2111734 1879009 2826714 2614732 291,093 503,076 CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST: -34,909) 37,011 -10,526 12,802 -82,031 -22,581 -32,217 -20,305 -2,692 -14,605 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.4 13.1 10.5 67.7 60.3 90.7 83.9 9.3 16.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 407) 68 102 95 175 208 305 343 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,411,727 COMMITMENTS 337,392 324,193 169,902 1646620 1530972 2153913 2025067 257,813 386,659 CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST: 96,166) 29,571 5,549 34,080 21,778 49,931 85,429 89,560 10,738 6,606 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.0 13.4 7.0 68.3 63.5 89.3 84.0 10.7 16.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 299) 52 61 55 126 156 210 240 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 445,369 COMMITMENTS 16,086 103,885 85,990 309,857 202,572 411,932 392,447 33,437 52,922 CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST: 28,922) -10,211 9,539 7,064 26,016 5,695 22,870 22,298 6,053 6,624 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.6 23.3 19.3 69.6 45.5 92.5 88.1 7.5 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 13 29 25 37 39 65 80 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 63,816 COMMITMENTS 18,929 14,031 552 35,868 42,019 55,349 56,602 8,467 7,214 CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST: 3,810) 3,185 730 -119 -322 3,351 2,744 3,962 1,067 -151 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.7 22.0 0.9 56.2 65.8 86.7 88.7 13.3 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117) 35 25 8 42 25 80 55 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 127,632 COMMITMENTS 37,859 28,063 1,103 71,736 84,038 110,697 113,204 16,934 14,428 CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST: 7,621) 6,369 1,460 -238 -644 6,701 5,487 7,923 2,134 -302 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.7 22.0 0.9 56.2 65.8 86.7 88.7 13.3 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117) 35 25 8 42 25 80 55 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 13,759 COMMITMENTS 11,466 13,261 493 1,725 0 13,684 13,754 75 5 CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST: -1,190) -1,667 -1,121 -69 526 0 -1,210 -1,190 20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 83.3 96.4 3.6 12.5 0.0 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 18 4 2 2 0 21 5 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 52,301 COMMITMENTS 8,514 19,967 312 43,387 31,872 52,213 52,151 88 150 CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST: 238) 311 -545 -3 -45 811 263 263 -25 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.3 38.2 0.6 83.0 60.9 99.8 99.7 0.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 6 14 1 12 15 18 30 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 33,282 COMMITMENTS 5,397 12,156 1,265 26,537 19,694 33,199 33,115 83 167 CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST: -510) 1,228 -738 25 -1,768 218 -515 -495 5 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.2 36.5 3.8 79.7 59.2 99.8 99.5 0.2 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 7 14 1 8 16 15 31
Updated July 18, 2014