WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 516,580 COMMITMENTS 112,570 168,475 159,693 208,747 135,990 481,010 464,158 35,570 52,422 CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 28,425) 1,024 5,629 22,768 5,289 -638 29,081 27,759 -656 666 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.8 32.6 30.9 40.4 26.3 93.1 89.9 6.9 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 424) 135 139 150 110 107 325 332 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 161,410 COMMITMENTS 45,421 44,784 23,654 76,778 66,926 145,853 135,364 15,557 26,046 CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 11,145) -957 3,003 4,744 7,542 2,724 11,329 10,471 -184 674 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.1 27.7 14.7 47.6 41.5 90.4 83.9 9.6 16.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200) 50 53 46 71 69 145 151 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,877,009 COMMITMENTS 456,599 306,656 596,723 674,467 633,087 1727789 1536466 149,220 340,543 CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 45,169) 1,439 -5,791 39,726 902 14,308 42,068 48,244 3,101 -3,075 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.3 16.3 31.8 35.9 33.7 92.1 81.9 7.9 18.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 805) 186 229 237 273 328 598 671 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,627 COMMITMENTS 3,306 1,117 965 3,613 7,414 7,885 9,496 2,742 1,130 CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 517) 18 255 -105 527 426 440 575 77 -58 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.1 10.5 9.1 34.0 69.8 74.2 89.4 25.8 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 18 6 6 16 13 38 21 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,119,449 COMMITMENTS 177,890 212,182 406,330 477,263 322,412 1061484 940,924 57,965 178,525 CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 56,668) -990 1,417 36,606 19,815 5,896 55,431 43,920 1,237 12,748 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.9 19.0 36.3 42.6 28.8 94.8 84.1 5.2 15.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 725) 174 292 295 165 219 533 630 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 1,000 Bushels) OPEN INTEREST: 22,931 COMMITMENTS 18,862 1,440 835 0 5,634 19,697 7,909 3,234 15,022 CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 307) 424 47 25 0 323 449 395 -142 -88 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 82.3 6.3 3.6 0.0 24.6 85.9 34.5 14.1 65.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 5 7 4 0 14 6 24 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 432,875 COMMITMENTS 111,778 102,269 102,877 180,486 193,555 395,141 398,700 37,734 34,175 CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 233) -1,651 -6,095 8,439 -6,295 -925 492 1,418 -260 -1,186 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.8 23.6 23.8 41.7 44.7 91.3 92.1 8.7 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 322) 97 93 104 90 77 252 229 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 966,488 COMMITMENTS 110,300 82,679 69,985 613,833 628,523 794,118 781,186 172,370 185,301 CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 15,842) 6,776 -1,551 8,722 15,561 14,689 31,060 21,861 -15,218 -6,018 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.4 8.6 7.2 63.5 65.0 82.2 80.8 17.8 19.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190) 39 37 50 93 92 156 155 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 511,003 COMMITMENTS 54,500 35,044 5,007 346,895 376,805 406,402 416,856 104,602 94,147 CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: -2,901) -2,555 -1,960 37 -1,462 59 -3,980 -1,864 1,080 -1,036 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.7 6.9 1.0 67.9 73.7 79.5 81.6 20.5 18.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 9 10 6 50 49 63 61 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 6,634 COMMITMENTS 1,553 241 649 3,764 5,410 5,966 6,300 668 334 CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 127) -214 -117 105 361 141 252 129 -125 -2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.4 3.6 9.8 56.7 81.5 89.9 95.0 10.1 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 11 2 5 16 19 29 25 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 420,153 COMMITMENTS 102,469 60,836 91,173 182,350 230,199 375,992 382,208 44,162 37,945 CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 10,610) -2,340 5,767 7,225 8,971 -4,347 13,856 8,645 -3,246 1,965 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.4 14.5 21.7 43.4 54.8 89.5 91.0 10.5 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 282) 75 75 89 96 101 226 222 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,994 COMMITMENTS 989 4,409 1,214 6,077 2,594 8,280 8,218 1,714 1,776 CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 76) 30 90 152 -116 -96 66 146 9 -70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.9 44.1 12.1 60.8 26.0 82.8 82.2 17.2 17.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 17 22 12 22 17 45 46 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,619,965 COMMITMENTS 383,535 473,838 51,900 1078692 940,556 1514128 1466295 105,837 153,671 CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 172,109) 45,864 135,881 -274 125,199 41,145 170,790 176,752 1,319 -4,643 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.7 29.2 3.2 66.6 58.1 93.5 90.5 6.5 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 262) 47 49 33 97 128 154 200 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,329,148 COMMITMENTS 446,586 407,458 400,785 2172422 1982099 3019794 2790343 309,354 538,805 CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: -39,722) 10,114 -22,610 10,412 -43,604 -27,461 -23,078 -39,659 -16,643 -62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.4 12.2 12.0 65.3 59.5 90.7 83.8 9.3 16.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 367) 57 96 90 163 192 277 321 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,503,419 COMMITMENTS 424,372 365,836 256,740 1588315 1489026 2269427 2111602 233,992 391,816 CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 57,717) -15,541 18,878 33,421 53,998 -3,952 71,878 48,348 -14,161 9,369 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.0 14.6 10.3 63.4 59.5 90.7 84.3 9.3 15.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 303) 39 76 57 132 156 205 255 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 561,414 COMMITMENTS 14,232 157,139 118,941 391,014 231,784 524,186 507,865 37,228 53,549 CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 35,559) -6,189 16,471 -1,052 37,837 14,883 30,596 30,302 4,963 5,257 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.5 28.0 21.2 69.6 41.3 93.4 90.5 6.6 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92) 13 36 28 35 40 66 88 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 88,225 COMMITMENTS 24,173 12,796 3,586 52,099 61,651 79,858 78,034 8,367 10,192 CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 21,250) 5,398 -478 1,263 14,569 19,639 21,229 20,424 20 825 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.4 14.5 4.1 59.1 69.9 90.5 88.4 9.5 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134) 47 26 18 50 36 103 75 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 176,451 COMMITMENTS 48,346 25,593 7,172 104,198 123,302 159,716 156,067 16,735 20,383 CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 42,499) 10,795 -956 2,526 29,137 39,279 42,458 40,848 41 1,651 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.4 14.5 4.1 59.1 69.9 90.5 88.4 9.5 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134) 47 26 18 50 36 103 75 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 14,225 COMMITMENTS 7,393 11,401 2,142 4,543 678 14,078 14,221 147 4 CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 177) -1,110 -1,179 1,205 61 150 156 176 21 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 52.0 80.1 15.1 31.9 4.8 99.0 100.0 1.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 16 5 4 2 1 21 7 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 54,602 COMMITMENTS 3,679 16,599 264 50,581 37,496 54,524 54,359 78 243 CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: -7,085) -23 -704 -28 -7,025 -6,382 -7,076 -7,114 -9 29 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.7 30.4 0.5 92.6 68.7 99.9 99.6 0.1 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 6 14 1 11 18 17 33 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 39,368 COMMITMENTS 2,859 10,105 2,930 33,491 26,072 39,280 39,107 88 261 CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: -13,960) 650 -3,632 43 -14,552 -10,362 -13,859 -13,951 -101 -9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.3 25.7 7.4 85.1 66.2 99.8 99.3 0.2 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 4 18 1 6 20 10 39
Updated September 19, 2014