WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 554,993 COMMITMENTS 116,666 181,900 180,890 220,651 138,531 518,207 501,321 36,786 53,671 CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST: 38,413) 4,095 13,425 21,197 11,904 2,541 37,197 37,163 1,216 1,250 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.0 32.8 32.6 39.8 25.0 93.4 90.3 6.6 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 433) 135 151 150 112 110 328 343 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 169,948 COMMITMENTS 45,062 46,212 28,129 81,646 68,336 154,837 142,676 15,111 27,272 CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST: 8,538) -359 1,428 4,475 4,868 1,410 8,984 7,313 -446 1,226 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.5 27.2 16.6 48.0 40.2 91.1 84.0 8.9 16.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204) 53 53 50 71 69 149 154 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,969,520 COMMITMENTS 451,043 302,819 671,510 694,094 639,807 1816647 1614137 152,874 355,383 CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST: 92,511) -5,556 -3,837 74,787 19,627 6,721 88,858 77,671 3,653 14,840 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.9 15.4 34.1 35.2 32.5 92.2 82.0 7.8 18.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 813) 201 220 237 281 331 609 676 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 11,008 COMMITMENTS 3,520 1,387 824 4,355 7,324 8,699 9,535 2,310 1,473 CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST: 382) 213 270 -141 742 -89 814 39 -432 342 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.0 12.6 7.5 39.6 66.5 79.0 86.6 21.0 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 21 6 6 17 13 42 21 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,213,730 COMMITMENTS 178,635 216,286 475,068 500,619 333,714 1154323 1025069 59,407 188,661 CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST: 94,281) 746 4,104 68,738 23,355 11,303 92,839 84,145 1,442 10,136 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.7 17.8 39.1 41.2 27.5 95.1 84.5 4.9 15.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 736) 171 310 305 161 218 541 638 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 1,000 Bushels) OPEN INTEREST: 22,679 COMMITMENTS 18,795 1,322 550 0 5,699 19,345 7,571 3,334 15,108 CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST: -252) -67 -118 -285 0 65 -352 -338 100 86 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 82.9 5.8 2.4 0.0 25.1 85.3 33.4 14.7 66.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 5 6 4 0 14 6 23 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 450,686 COMMITMENTS 120,233 96,245 110,393 182,071 208,958 412,697 415,596 37,989 35,090 CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST: 17,811) 8,455 -6,024 7,516 1,585 15,403 17,556 16,896 255 915 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.7 21.4 24.5 40.4 46.4 91.6 92.2 8.4 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 314) 94 92 104 87 78 246 228 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 968,082 COMMITMENTS 113,655 100,919 60,981 619,600 625,874 794,236 787,774 173,846 180,308 CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST: 1,594) 3,355 18,240 -9,004 5,767 -2,649 118 6,588 1,476 -4,994 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.7 10.4 6.3 64.0 64.7 82.0 81.4 18.0 18.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195) 41 38 47 89 91 154 152 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 507,147 COMMITMENTS 55,794 35,245 4,949 340,938 369,652 401,681 409,846 105,466 97,301 CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST: -3,856) 1,294 201 -58 -5,956 -7,153 -4,720 -7,010 864 3,154 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.0 6.9 1.0 67.2 72.9 79.2 80.8 20.8 19.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 9 10 4 48 44 59 56 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 6,383 COMMITMENTS 1,772 256 690 3,207 5,136 5,669 6,082 714 301 CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST: -251) 219 15 41 -557 -274 -297 -218 46 -33 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.8 4.0 10.8 50.2 80.5 88.8 95.3 11.2 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 15 2 7 15 20 31 29 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 436,732 COMMITMENTS 103,081 61,586 99,324 191,672 233,892 394,077 394,801 42,655 41,930 CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST: 16,578) 613 750 8,151 9,322 3,693 18,085 12,593 -1,507 3,985 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.6 14.1 22.7 43.9 53.6 90.2 90.4 9.8 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 270) 72 73 89 95 94 223 211 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,939 COMMITMENTS 1,004 4,474 1,248 6,034 2,428 8,287 8,150 1,652 1,789 CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST: -55) 16 64 34 -43 -166 7 -67 -62 13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.1 45.0 12.6 60.7 24.4 83.4 82.0 16.6 18.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 18 24 13 22 15 47 45 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,749,312 COMMITMENTS 407,153 561,987 68,701 1167005 963,926 1642859 1594614 106,453 154,698 CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST: 129,347) 23,618 88,149 16,801 88,312 23,370 128,731 128,319 616 1,027 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.3 32.1 3.9 66.7 55.1 93.9 91.2 6.1 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 269) 45 58 35 95 129 155 207 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,229,970 COMMITMENTS 470,022 410,877 325,291 2152392 1956954 2947705 2693123 282,265 536,847 CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST: -99,178) 23,436 3,419 -75,494 -20,030 -25,145 -72,089 -97,220 -27,089 -1,958 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.6 12.7 10.1 66.6 60.6 91.3 83.4 8.7 16.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 369) 56 92 86 165 200 276 323 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,425,272 COMMITMENTS 372,770 373,704 191,793 1633331 1482953 2197894 2048451 227,378 376,821 CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST: -78,146) -51,602 7,868 -64,947 45,016 -6,073 -71,533 -63,152 -6,614 -14,995 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.4 15.4 7.9 67.3 61.1 90.6 84.5 9.4 15.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 306) 41 74 56 131 164 204 262 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 586,290 COMMITMENTS 15,409 162,343 117,343 415,787 247,021 548,539 526,707 37,750 59,583 CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST: 24,876) 1,177 5,204 -1,597 24,774 15,236 24,353 18,842 522 6,033 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.6 27.7 20.0 70.9 42.1 93.6 89.8 6.4 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93) 10 37 28 35 43 66 90 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 69,392 COMMITMENTS 22,626 14,543 628 38,226 46,652 61,480 61,823 7,912 7,569 CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST: -18,833) -1,547 1,747 -2,958 -13,873 -14,999 -18,378 -16,210 -455 -2,623 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.6 21.0 0.9 55.1 67.2 88.6 89.1 11.4 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120) 34 32 13 37 27 77 66 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 138,784 COMMITMENTS 45,252 29,086 1,256 76,452 93,304 122,960 123,646 15,824 15,138 CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST: -37,667) -3,094 3,493 -5,916 -27,746 -29,998 -36,756 -32,421 -910 -5,246 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.6 21.0 0.9 55.1 67.2 88.6 89.1 11.4 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120) 34 32 13 37 27 77 66 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 10,731 COMMITMENTS 9,647 9,578 475 360 678 10,482 10,731 249 0 CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST: -3,494) 2,254 -1,823 -1,667 -4,183 0 -3,596 -3,490 102 -4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 89.9 89.3 4.4 3.4 6.3 97.7 100.0 2.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 16 6 2 1 1 18 8 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 51,524 COMMITMENTS 1,811 16,373 209 49,378 34,698 51,398 51,280 126 244 CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST: -3,078) -1,868 -226 -55 -1,203 -2,798 -3,126 -3,079 48 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.5 31.8 0.4 95.8 67.3 99.8 99.5 0.2 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 5 15 1 11 18 16 34 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 45,206 COMMITMENTS 6,070 9,879 3,283 35,712 31,727 45,065 44,889 141 317 CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST: 5,838) 3,211 -226 353 2,221 5,655 5,785 5,782 53 56 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.4 21.9 7.3 79.0 70.2 99.7 99.3 0.3 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 7 14 1 5 22 12 37
Updated September 26, 2014