WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 550,730 COMMITMENTS 107,815 152,932 178,414 220,773 167,627 507,002 498,973 43,729 51,758 CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: 26,594) 4,858 12,947 18,019 2,289 -5,863 25,166 25,103 1,428 1,491 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.6 27.8 32.4 40.1 30.4 92.1 90.6 7.9 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 393) 126 133 138 97 104 300 309 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 160,214 COMMITMENTS 49,049 38,645 23,942 69,591 68,927 142,582 131,514 17,632 28,700 CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: 2,989) -1,049 557 2,752 571 -602 2,274 2,707 714 281 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.6 24.1 14.9 43.4 43.0 89.0 82.1 11.0 17.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191) 46 50 45 61 69 135 142 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,018,482 COMMITMENTS 417,980 285,605 653,052 788,915 738,764 1859947 1677421 158,535 341,061 CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: 76,588) -4,158 13,947 51,973 22,349 3,460 70,164 69,381 6,424 7,207 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.7 14.1 32.4 39.1 36.6 92.1 83.1 7.9 16.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 811) 205 205 256 301 337 640 681 CORN CONSECUTIVE CSO - CHICAGO BOARD OF TRADE Code-00260B OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,965 COMMITMENTS 5,204 3,245 2,928 2,564 3,894 10,696 10,067 270 899 CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: 622) 359 346 52 218 387 630 785 -7 -163 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 47.5 29.6 26.7 23.4 35.5 97.5 91.8 2.5 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 8 9 14 8 7 22 24 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,507 COMMITMENTS 2,602 803 678 3,103 6,090 6,383 7,571 2,124 936 CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: 163) -256 118 79 122 -97 -55 101 218 62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.6 9.4 8.0 36.5 71.6 75.0 89.0 25.0 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 11 7 6 16 13 33 20 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 990,767 COMMITMENTS 183,072 197,128 342,234 411,770 302,925 937,076 842,287 53,691 148,479 CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: 72,410) 504 9,763 39,043 32,889 21,286 72,436 70,092 -26 2,318 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.5 19.9 34.5 41.6 30.6 94.6 85.0 5.4 15.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 699) 187 248 267 177 229 528 595 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 1,000 Bushels) OPEN INTEREST: 21,546 COMMITMENTS 16,920 974 62 2 5,244 16,984 6,280 4,562 15,266 CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: 94) 965 264 21 0 -155 986 130 -892 -36 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 78.5 4.5 0.3 0.0 24.3 78.8 29.1 21.2 70.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 4 3 4 1 15 6 21 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 391,228 COMMITMENTS 99,834 102,914 73,914 180,934 175,454 354,682 352,282 36,545 38,945 CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: 14,798) 2,981 7,239 7,570 1,201 -707 11,752 14,102 3,046 696 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.5 26.3 18.9 46.2 44.8 90.7 90.0 9.3 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 297) 83 99 81 87 73 220 212 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 908,282 COMMITMENTS 112,808 88,312 61,767 549,755 562,068 724,330 712,146 183,952 196,136 CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: 61,016) 16,684 22,817 12,169 20,388 14,701 49,241 49,687 11,775 11,329 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.4 9.7 6.8 60.5 61.9 79.7 78.4 20.3 21.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190) 35 44 47 83 91 146 154 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 501,482 COMMITMENTS 55,373 36,718 4,267 331,529 362,328 391,169 403,313 110,313 98,169 CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: 7,244) 4,156 1,422 -354 1,558 3,620 5,361 4,689 1,884 2,556 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.0 7.3 0.9 66.1 72.3 78.0 80.4 22.0 19.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 10 11 7 46 49 61 62 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 6,260 COMMITMENTS 1,652 582 623 3,462 4,725 5,737 5,930 523 330 CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: 147) 95 -65 14 83 157 192 106 -45 41 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.4 9.3 10.0 55.3 75.5 91.6 94.7 8.4 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 13 4 4 18 22 32 30 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 386,475 COMMITMENTS 92,022 63,406 82,314 165,305 208,135 339,641 353,855 46,834 32,620 CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: 7,210) -1,265 -3,360 5,389 667 3,215 4,791 5,244 2,419 1,966 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.8 16.4 21.3 42.8 53.9 87.9 91.6 12.1 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271) 79 72 81 94 99 219 212 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,284 COMMITMENTS 875 2,483 1,532 5,068 3,310 7,475 7,325 1,809 1,959 CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: -227) -69 46 26 -89 -224 -131 -152 -96 -74 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.4 26.7 16.5 54.6 35.7 80.5 78.9 19.5 21.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 18 17 12 21 17 42 44 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,212,995 COMMITMENTS 240,430 253,412 44,015 832,255 774,297 1116700 1071724 96,296 141,271 CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: 34,164) 7,585 18,651 11,937 11,906 8,780 31,428 39,368 2,736 -5,204 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.8 20.9 3.6 68.6 63.8 92.1 88.4 7.9 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 259) 46 47 29 93 129 148 197 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,247,974 COMMITMENTS 406,624 401,342 370,589 2156088 1965879 2933301 2737810 314,674 510,165 CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: 130,167) 20,129 -5,894 42,103 44,354 86,869 106,586 123,078 23,580 7,089 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.5 12.4 11.4 66.4 60.5 90.3 84.3 9.7 15.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 410) 68 104 97 177 214 306 354 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,420,212 COMMITMENTS 365,314 307,032 176,126 1623518 1547022 2164958 2030180 255,253 390,032 CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: 8,485) 27,922 -17,162 6,224 -23,102 16,050 11,045 5,112 -2,560 3,372 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.1 12.7 7.3 67.1 63.9 89.5 83.9 10.5 16.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 295) 47 57 53 128 161 205 241 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 452,604 COMMITMENTS 19,890 111,156 86,394 313,824 201,494 420,108 399,044 32,497 53,560 CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: 7,235) 3,804 7,271 404 3,967 -1,078 8,175 6,597 -940 638 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.4 24.6 19.1 69.3 44.5 92.8 88.2 7.2 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89) 14 28 25 38 40 66 81 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 65,112 COMMITMENTS 21,559 12,603 638 34,198 44,299 56,395 57,540 8,717 7,572 CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: 1,297) 2,629 -1,429 87 -1,670 2,280 1,046 938 250 358 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.1 19.4 1.0 52.5 68.0 86.6 88.4 13.4 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121) 37 27 8 42 26 82 58 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 130,225 COMMITMENTS 43,118 25,206 1,276 68,396 88,598 112,790 115,080 17,434 15,145 CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: 2,593) 5,259 -2,857 173 -3,339 4,560 2,093 1,876 500 717 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.1 19.4 1.0 52.5 68.0 86.6 88.4 13.4 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121) 37 27 8 42 26 82 58 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 13,276 COMMITMENTS 10,952 12,547 476 1,778 248 13,206 13,271 70 5 CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: -483) -514 -714 -17 53 248 -478 -483 -5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 82.5 94.5 3.6 13.4 1.9 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 17 5 2 3 1 21 7 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 52,433 COMMITMENTS 7,825 19,604 329 44,208 32,353 52,362 52,286 71 147 CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: 132) -689 -363 17 821 481 149 135 -17 -3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.9 37.4 0.6 84.3 61.7 99.9 99.7 0.1 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 4 15 2 12 16 17 32 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 33,321 COMMITMENTS 4,344 12,484 1,265 27,607 19,401 33,216 33,150 105 171 CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: 39) -1,053 328 0 1,070 -293 17 35 22 4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.0 37.5 3.8 82.9 58.2 99.7 99.5 0.3 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 6 15 1 8 15 14 31
Updated July 25, 2014