WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 552,879 COMMITMENTS 108,251 167,952 171,302 230,965 163,685 510,518 502,939 42,361 49,940 CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST: 2,148) 435 15,020 -7,112 10,192 -3,942 3,516 3,966 -1,368 -1,817 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.6 30.4 31.0 41.8 29.6 92.3 91.0 7.7 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 412) 127 146 152 110 101 323 323 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 157,463 COMMITMENTS 47,040 38,147 22,435 70,829 67,439 140,304 128,020 17,159 29,443 CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST: -2,750) -2,009 -498 -1,507 1,238 -1,488 -2,277 -3,493 -473 743 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.9 24.2 14.2 45.0 42.8 89.1 81.3 10.9 18.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189) 47 48 48 63 67 137 142 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,003,405 COMMITMENTS 437,369 317,553 621,455 783,085 727,434 1841910 1666442 161,495 336,962 CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST: -15,077) 19,389 31,948 -31,597 -5,830 -11,329 -18,037 -10,978 2,960 -4,099 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.8 15.9 31.0 39.1 36.3 91.9 83.2 8.1 16.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 804) 184 213 247 305 340 633 678 CORN CONSECUTIVE CSO - CHICAGO BOARD OF TRADE Code-00260B OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 12,787 COMMITMENTS 6,321 4,342 2,860 3,174 4,343 12,355 11,545 431 1,242 CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST: 1,821) 1,117 1,097 -68 610 449 1,660 1,478 162 343 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 49.4 34.0 22.4 24.8 34.0 96.6 90.3 3.4 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 10 5 12 9 7 22 21 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,531 COMMITMENTS 2,687 867 761 2,861 5,687 6,310 7,315 2,221 1,215 CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST: 24) 85 64 83 -242 -403 -73 -255 97 279 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.5 10.2 8.9 33.5 66.7 74.0 85.8 26.0 14.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 17 3 7 14 11 33 19 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 895,718 COMMITMENTS 177,469 179,446 286,085 382,898 287,995 846,452 753,526 49,265 142,192 CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST: -95,049) -5,602 -17,682 -56,149 -28,872 -14,930 -90,624 -88,761 -4,425 -6,287 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.8 20.0 31.9 42.7 32.2 94.5 84.1 5.5 15.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 678) 175 242 253 174 225 510 573 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 1,000 Bushels) OPEN INTEREST: 21,880 COMMITMENTS 17,256 1,135 290 2 5,266 17,548 6,691 4,332 15,189 CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST: 334) 336 161 228 0 22 564 411 -230 -77 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 78.9 5.2 1.3 0.0 24.1 80.2 30.6 19.8 69.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 5 4 5 1 15 7 23 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 372,256 COMMITMENTS 108,661 103,496 59,298 168,712 171,200 336,670 333,994 35,585 38,262 CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST: -18,972) 8,827 582 -14,616 -12,223 -4,254 -18,012 -18,289 -960 -683 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.2 27.8 15.9 45.3 46.0 90.4 89.7 9.6 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 298) 90 90 77 85 73 218 207 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 890,098 COMMITMENTS 109,275 92,723 46,821 533,386 553,952 689,482 693,496 200,616 196,602 CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST: -18,184) -3,534 4,412 -14,945 -16,369 -8,116 -34,848 -18,649 16,664 466 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.3 10.4 5.3 59.9 62.2 77.5 77.9 22.5 22.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174) 30 37 35 78 88 127 141 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 490,500 COMMITMENTS 53,586 39,944 3,840 326,393 350,631 383,819 394,415 106,681 96,085 CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST: -10,982) -1,787 3,225 -427 -5,137 -11,696 -7,350 -8,898 -3,632 -2,084 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.9 8.1 0.8 66.5 71.5 78.3 80.4 21.7 19.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 11 12 8 44 48 60 63 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 6,541 COMMITMENTS 1,743 547 654 3,588 5,097 5,985 6,298 556 243 CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST: 281) 91 -35 31 126 372 248 368 33 -87 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.6 8.4 10.0 54.9 77.9 91.5 96.3 8.5 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 13 5 6 18 19 33 29 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 367,288 COMMITMENTS 90,537 56,172 68,891 161,600 208,484 321,028 333,547 46,260 33,741 CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST: -19,187) -1,484 -7,234 -13,423 -3,705 349 -18,613 -20,308 -575 1,121 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.7 15.3 18.8 44.0 56.8 87.4 90.8 12.6 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 262) 79 65 76 87 97 208 202 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,670 COMMITMENTS 850 2,660 1,628 5,276 3,460 7,754 7,749 1,916 1,922 CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST: 386) -25 177 97 208 150 279 424 107 -37 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.8 27.5 16.8 54.6 35.8 80.2 80.1 19.8 19.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 17 17 13 20 17 42 47 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,296,855 COMMITMENTS 361,324 264,009 32,059 801,780 861,804 1195164 1157872 101,691 138,983 CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST: 83,860) 120,894 10,597 -11,955 -30,475 87,507 78,464 86,149 5,396 -2,288 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.9 20.4 2.5 61.8 66.5 92.2 89.3 7.8 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 262) 45 48 25 92 133 143 200 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,225,100 COMMITMENTS 431,616 424,526 289,581 2176491 1981531 2897688 2695638 327,413 529,462 CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST: -22,874) 24,993 23,185 -81,009 20,403 15,652 -35,613 -42,172 12,739 19,297 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.4 13.2 9.0 67.5 61.4 89.8 83.6 10.2 16.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 391) 59 101 87 162 203 280 332 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,361,681 COMMITMENTS 358,319 320,739 166,910 1576644 1498704 2101872 1986353 259,809 375,328 CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST: -58,530) -6,995 13,708 -9,216 -46,875 -48,318 -63,086 -43,826 4,556 -14,704 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.2 13.6 7.1 66.8 63.5 89.0 84.1 11.0 15.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 292) 46 59 50 127 154 200 236 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 466,281 COMMITMENTS 18,731 119,103 88,033 326,913 203,307 433,677 410,443 32,604 55,838 CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST: 13,677) -1,159 7,946 1,639 13,089 1,813 13,570 11,399 108 2,278 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.0 25.5 18.9 70.1 43.6 93.0 88.0 7.0 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92) 13 32 25 37 41 66 84 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 64,953 COMMITMENTS 20,220 10,091 862 35,173 46,683 56,255 57,636 8,698 7,317 CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST: -159) -1,339 -2,512 224 974 2,384 -140 96 -19 -255 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.1 15.5 1.3 54.2 71.9 86.6 88.7 13.4 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116) 37 25 11 39 26 81 57 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 129,907 COMMITMENTS 40,440 20,182 1,724 70,345 93,366 112,510 115,272 17,397 14,634 CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST: -318) -2,677 -5,024 448 1,949 4,768 -280 192 -38 -510 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.1 15.5 1.3 54.2 71.9 86.6 88.7 13.4 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116) 37 25 11 39 26 81 57 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 10,758 COMMITMENTS 8,079 10,047 458 2,149 248 10,686 10,753 72 5 CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST: -2,518) -2,873 -2,500 -18 371 0 -2,520 -2,518 2 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 75.1 93.4 4.3 20.0 2.3 99.3 100.0 0.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 16 4 2 3 1 20 6 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 53,243 COMMITMENTS 7,917 19,789 305 44,938 32,977 53,160 53,071 83 172 CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST: 810) 92 185 -24 730 624 798 785 12 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.9 37.2 0.6 84.4 61.9 99.8 99.7 0.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 3 16 1 13 17 16 34 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 34,615 COMMITMENTS 4,469 12,723 1,305 28,758 20,407 34,532 34,435 83 180 CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST: 1,294) 125 239 40 1,151 1,006 1,316 1,285 -22 9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.9 36.8 3.8 83.1 59.0 99.8 99.5 0.2 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 4 17 1 7 16 11 34
Updated August 1, 2014