WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 551,200 COMMITMENTS 113,104 167,383 165,281 228,923 167,016 507,309 499,681 43,892 51,519 CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: -1,679) 4,853 -568 -6,021 -2,042 3,331 -3,209 -3,258 1,531 1,579 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.5 30.4 30.0 41.5 30.3 92.0 90.7 8.0 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 407) 119 143 149 108 109 317 323 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 159,163 COMMITMENTS 47,194 38,328 19,938 74,149 72,310 141,281 130,577 17,882 28,586 CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: 1,700) 153 181 -2,497 3,320 4,871 977 2,556 723 -856 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.7 24.1 12.5 46.6 45.4 88.8 82.0 11.2 18.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192) 56 43 50 67 69 143 144 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,024,097 COMMITMENTS 456,345 323,699 637,613 769,142 724,703 1863099 1686015 160,997 338,082 CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: 20,692) 18,975 6,146 16,157 -13,943 -2,731 21,190 19,572 -498 1,120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.5 16.0 31.5 38.0 35.8 92.0 83.3 8.0 16.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 813) 187 226 256 304 341 647 685 CORN CONSECUTIVE CSO - CHICAGO BOARD OF TRADE Code-00260B OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 14,425 COMMITMENTS 6,960 5,255 3,203 3,739 4,684 13,903 13,142 522 1,283 CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: 1,638) 639 913 343 565 341 1,548 1,597 91 41 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 48.3 36.4 22.2 25.9 32.5 96.4 91.1 3.6 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 10 5 11 9 7 22 20 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,735 COMMITMENTS 2,651 588 905 2,819 5,990 6,376 7,484 2,360 1,252 CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: 205) -36 -279 144 -42 303 66 168 139 37 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.3 6.7 10.4 32.3 68.6 73.0 85.7 27.0 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 16 3 6 16 12 34 19 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 956,311 COMMITMENTS 180,463 187,007 325,827 398,161 298,755 904,451 811,589 51,860 144,722 CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: 60,593) 2,994 7,561 39,742 15,263 10,760 57,998 58,063 2,595 2,530 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.9 19.6 34.1 41.6 31.2 94.6 84.9 5.4 15.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 686) 176 260 255 149 214 487 580 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 1,000 Bushels) OPEN INTEREST: 20,285 COMMITMENTS 16,479 553 41 0 5,313 16,520 5,907 3,765 14,378 CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: -1,595) -777 -582 -249 -2 47 -1,028 -784 -567 -811 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 81.2 2.7 0.2 0.0 26.2 81.4 29.1 18.6 70.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 4 3 3 0 15 4 21 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 369,890 COMMITMENTS 107,385 97,994 61,360 165,171 169,666 333,916 329,020 35,974 40,871 CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: -2,365) -1,276 -5,502 2,063 -3,541 -1,535 -2,754 -4,974 389 2,609 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.0 26.5 16.6 44.7 45.9 90.3 89.0 9.7 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 293) 91 83 75 84 76 215 204 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 882,518 COMMITMENTS 95,036 87,607 59,443 546,074 543,513 700,554 690,563 181,964 191,955 CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: -7,580) -14,238 -5,116 12,622 12,688 -10,439 11,072 -2,933 -18,652 -4,647 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.8 9.9 6.7 61.9 61.6 79.4 78.2 20.6 21.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176) 32 37 42 79 89 134 145 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 495,385 COMMITMENTS 51,848 32,892 6,152 336,095 356,511 394,095 395,555 101,290 99,830 CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: 4,885) -1,738 -7,052 2,313 9,702 5,880 10,277 1,140 -5,392 3,744 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.5 6.6 1.2 67.8 72.0 79.6 79.8 20.4 20.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 11 11 9 44 50 60 65 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 6,440 COMMITMENTS 1,785 464 534 3,456 5,137 5,775 6,135 665 305 CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: -101) 42 -83 -120 -132 40 -210 -163 109 62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.7 7.2 8.3 53.7 79.8 89.7 95.3 10.3 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 13 4 5 18 18 32 27 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 370,088 COMMITMENTS 94,424 57,960 70,614 159,938 209,569 324,976 338,143 45,112 31,945 CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: 2,800) 3,887 1,788 1,723 -1,662 1,085 3,948 4,596 -1,148 -1,796 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.5 15.7 19.1 43.2 56.6 87.8 91.4 12.2 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 263) 78 65 80 86 93 210 199 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,908 COMMITMENTS 878 3,145 2,457 5,676 3,384 9,011 8,985 1,897 1,922 CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: 1,238) 29 485 828 400 -76 1,257 1,237 -19 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.1 28.8 22.5 52.0 31.0 82.6 82.4 17.4 17.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 19 19 15 20 17 44 50 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,369,582 COMMITMENTS 340,631 253,263 51,870 876,367 921,171 1268868 1226304 100,714 143,278 CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: 72,726) -20,694 -10,745 19,811 74,587 59,366 73,704 68,432 -978 4,295 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.9 18.5 3.8 64.0 67.3 92.6 89.5 7.4 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 265) 47 46 33 93 138 149 208 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,305,398 COMMITMENTS 413,575 419,732 332,682 2252663 2028153 2998920 2780568 306,479 524,831 CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: 80,298) -18,041 -4,794 43,101 76,172 46,623 101,232 84,929 -20,934 -4,631 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.5 12.7 10.1 68.2 61.4 90.7 84.1 9.3 15.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 396) 63 98 86 175 210 293 339 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,424,555 COMMITMENTS 307,648 304,340 187,124 1653291 1554131 2148063 2045595 276,491 378,959 CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: 62,873) -50,670 -16,400 20,214 76,647 55,427 46,191 59,242 16,683 3,631 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.7 12.6 7.7 68.2 64.1 88.6 84.4 11.4 15.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 290) 47 58 50 131 152 203 235 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 461,427 COMMITMENTS 17,959 121,073 97,309 317,107 190,251 432,375 408,633 29,052 52,794 CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: -4,854) -772 1,970 9,276 -9,807 -13,056 -1,302 -1,810 -3,552 -3,044 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.9 26.2 21.1 68.7 41.2 93.7 88.6 6.3 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89) 13 31 25 36 41 64 83 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 60,439 COMMITMENTS 15,835 15,124 1,352 34,632 37,647 51,818 54,123 8,621 6,316 CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: -4,514) -4,385 5,033 490 -541 -9,036 -4,437 -3,513 -77 -1,001 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.2 25.0 2.2 57.3 62.3 85.7 89.5 14.3 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113) 30 29 11 43 22 78 57 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 120,879 COMMITMENTS 31,670 30,249 2,704 69,263 75,294 103,637 108,247 17,242 12,632 CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: -9,028) -8,771 10,067 980 -1,082 -18,072 -8,873 -7,025 -154 -2,003 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.2 25.0 2.2 57.3 62.3 85.7 89.5 14.3 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113) 30 29 11 43 22 78 57 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 12,018 COMMITMENTS 8,936 11,251 514 2,351 248 11,801 12,013 217 5 CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: 1,260) 857 1,204 56 202 0 1,115 1,260 145 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 74.4 93.6 4.3 19.6 2.1 98.2 100.0 1.8 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 16 5 3 3 1 20 8 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 53,836 COMMITMENTS 7,177 19,736 434 46,147 33,490 53,758 53,660 78 176 CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: 593) -740 -53 129 1,209 513 598 589 -5 4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.3 36.7 0.8 85.7 62.2 99.9 99.7 0.1 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 3 15 2 13 17 17 33 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 37,341 COMMITMENTS 2,615 12,646 2,269 32,374 22,169 37,258 37,084 83 257 CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: 2,726) -1,854 -77 964 3,616 1,762 2,726 2,649 0 77 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.0 33.9 6.1 86.7 59.4 99.8 99.3 0.2 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 6 16 1 7 19 13 36
Updated August 8, 2014