WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 545,024 COMMITMENTS 120,558 163,224 170,753 217,176 161,333 508,487 495,310 36,537 49,714 CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: -1,150) -1,797 -9,409 -2,316 4,945 14,889 832 3,164 -1,982 -4,314 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.1 29.9 31.3 39.8 29.6 93.3 90.9 6.7 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 413) 128 143 147 107 105 323 323 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 172,162 COMMITMENTS 49,753 42,965 31,353 74,019 69,760 155,126 144,079 17,036 28,083 CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: -1,442) 1,149 -4,394 67 -2,849 2,974 -1,633 -1,354 191 -88 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.9 25.0 18.2 43.0 40.5 90.1 83.7 9.9 16.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197) 51 56 46 70 67 143 150 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,906,785 COMMITMENTS 443,358 250,249 615,219 691,040 711,694 1749616 1577162 157,168 329,623 CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 7,614) -7,462 -38,640 15,589 1,381 26,537 9,508 3,486 -1,894 4,127 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.3 13.1 32.3 36.2 37.3 91.8 82.7 8.2 17.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 807) 170 219 237 306 359 624 682 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 11,482 COMMITMENTS 3,866 1,214 1,175 4,134 7,930 9,175 10,319 2,307 1,163 CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 98) -87 -125 57 19 90 -10 22 108 76 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.7 10.6 10.2 36.0 69.1 79.9 89.9 20.1 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 19 6 7 16 12 39 21 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,239,334 COMMITMENTS 181,057 181,303 518,911 477,575 360,396 1177543 1060611 61,792 178,724 CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: -19,551) 5,062 -6,813 -7,987 -18,796 -4,880 -21,721 -19,680 2,169 128 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.6 14.6 41.9 38.5 29.1 95.0 85.6 5.0 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 749) 160 315 335 175 218 576 662 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 457,896 COMMITMENTS 124,152 87,099 117,011 181,700 215,687 422,863 419,797 35,033 38,099 CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 6,576) 1,687 4,195 2,977 2,228 -6,523 6,891 648 -316 5,927 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.1 19.0 25.6 39.7 47.1 92.3 91.7 7.7 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 327) 103 86 113 88 79 259 241 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,046,526 COMMITMENTS 103,558 88,458 89,646 668,322 672,013 861,526 850,117 185,000 196,409 CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: -23,400) -27,523 -39,008 5,363 9,726 27,161 -12,433 -6,484 -10,966 -16,915 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.9 8.5 8.6 63.9 64.2 82.3 81.2 17.7 18.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186) 34 43 48 80 91 138 158 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 516,752 COMMITMENTS 57,068 35,372 5,617 339,798 374,791 402,483 415,780 114,269 100,973 CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: -10,043) -8,319 -4,389 -83 3,139 -7,002 -5,263 -11,474 -4,780 1,430 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.0 6.8 1.1 65.8 72.5 77.9 80.5 22.1 19.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81) 11 10 6 45 47 60 59 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 6,740 COMMITMENTS 2,629 282 622 2,978 5,587 6,229 6,491 511 249 CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: -35) -234 -17 -32 236 64 -30 15 -5 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 39.0 4.2 9.2 44.2 82.9 92.4 96.3 7.6 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 15 3 6 14 19 31 27 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 439,924 COMMITMENTS 110,543 55,837 95,986 185,447 250,264 391,976 402,087 47,947 37,837 CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: -10,407) 208 -3,612 -2,463 -9,557 -3,532 -11,812 -9,606 1,405 -801 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.1 12.7 21.8 42.2 56.9 89.1 91.4 10.9 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 282) 82 78 88 89 89 228 209 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,682 COMMITMENTS 1,197 3,896 1,765 6,871 3,880 9,832 9,541 1,850 2,141 CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: -386) 69 -148 -1,076 510 587 -497 -638 111 252 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.2 33.4 15.1 58.8 33.2 84.2 81.7 15.8 18.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 20 19 13 23 19 50 47 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,485,305 COMMITMENTS 337,179 350,054 68,334 969,373 931,956 1374887 1350345 110,418 134,960 CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: -30,032) -22,083 4,124 2,828 -9,628 -16,171 -28,883 -9,219 -1,148 -20,813 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.7 23.6 4.6 65.3 62.7 92.6 90.9 7.4 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 265) 47 53 32 99 126 160 197 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,672,670 COMMITMENTS 429,562 450,711 499,902 2404525 2221699 3333989 3172312 338,681 500,358 CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 116,839) 24,816 -12,965 69,094 3,646 99,222 97,556 155,352 19,283 -38,512 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.7 12.3 13.6 65.5 60.5 90.8 86.4 9.2 13.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 395) 72 95 97 168 204 295 341 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,310,707 COMMITMENTS 350,036 287,469 276,436 1396802 1379472 2023275 1943377 287,432 367,329 CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: -133,591) 14,518 -22,486 44,201 -215,885 -128,186 -157,166 -106,471 23,576 -27,119 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.1 12.4 12.0 60.4 59.7 87.6 84.1 12.4 15.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 284) 45 71 58 111 144 191 238 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 634,566 COMMITMENTS 8,456 148,929 116,966 472,466 304,350 597,888 570,245 36,678 64,321 CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 14,003) -6,326 -36 -9,348 30,389 19,093 14,714 9,709 -711 4,295 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.3 23.5 18.4 74.5 48.0 94.2 89.9 5.8 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94) 10 37 31 31 40 64 90 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 57,396 COMMITMENTS 14,334 12,298 907 35,983 35,306 51,224 48,511 6,172 8,885 CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: -4,898) -3,793 793 -212 1,131 -6,839 -2,873 -6,257 -2,025 1,359 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.0 21.4 1.6 62.7 61.5 89.2 84.5 10.8 15.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98) 27 21 8 36 24 65 51 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 114,793 COMMITMENTS 28,669 24,596 1,815 71,965 70,611 102,449 97,022 12,344 17,771 CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: -9,796) -7,585 1,587 -424 2,263 -13,678 -5,746 -12,515 -4,050 2,719 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.0 21.4 1.6 62.7 61.5 89.2 84.5 10.8 15.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98) 27 21 8 36 24 65 51 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 11,059 COMMITMENTS 9,719 9,555 624 460 865 10,803 11,044 256 15 CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: -186) -266 16 72 0 -277 -194 -189 8 3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 87.9 86.4 5.6 4.2 7.8 97.7 99.9 2.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 12 7 2 1 2 14 10 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 51,710 COMMITMENTS 4,666 20,729 52 46,825 30,731 51,543 51,512 167 198 CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 260) 502 810 -103 -179 -353 220 354 40 -94 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.0 40.1 0.1 90.6 59.4 99.7 99.6 0.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 6 16 1 11 16 17 33 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 50,929 COMMITMENTS 5,628 16,933 2,839 42,297 30,836 50,764 50,608 165 321 CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 723) -1,103 5,120 -509 2,369 -3,864 757 747 -34 -24 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.1 33.2 5.6 83.1 60.5 99.7 99.4 0.3 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 7 14 1 7 21 14 36
Updated October 24, 2014