WHEAT - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 499,170 COMMITMENTS 111,877 148,105 137,097 217,707 159,668 466,681 444,870 32,489 54,300 CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST: -2,331) 3,359 -4,189 -1,791 -3,855 -1,304 -2,287 -7,284 -44 4,954 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.4 29.7 27.5 43.6 32.0 93.5 89.1 6.5 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 403) 117 149 143 93 118 287 344 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,686,068 COMMITMENTS 319,047 313,487 506,517 693,033 571,759 1518597 1391763 167,472 294,305 CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST: 8,926) -1,819 -11,840 8,908 7,593 4,505 14,682 1,573 -5,757 7,352 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.9 18.6 30.0 41.1 33.9 90.1 82.5 9.9 17.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 785) 191 221 275 298 313 642 670 CORN CONSECUTIVE CSO - CHICAGO BOARD OF TRADE Code-00260B OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,392 COMMITMENTS 2,867 1,097 3,280 1,429 3,298 7,576 7,674 816 717 CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST: -104) 64 347 -70 -221 -313 -226 -35 122 -68 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.2 13.1 39.1 17.0 39.3 90.3 91.5 9.7 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 6 9 10 6 8 16 23 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,406 COMMITMENTS 2,502 216 735 4,334 7,106 7,571 8,058 1,835 1,348 CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST: 194) -307 70 171 356 -231 220 9 -26 184 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.6 2.3 7.8 46.1 75.6 80.5 85.7 19.5 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 13 6 7 14 13 32 21 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 752,912 COMMITMENTS 204,744 75,140 245,266 247,257 351,614 697,267 672,019 55,645 80,892 CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST: 11,537) 13,714 4,987 4,307 -5,554 9,981 12,467 19,275 -930 -7,738 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.2 10.0 32.6 32.8 46.7 92.6 89.3 7.4 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 562) 199 174 232 144 173 461 468 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 378,189 COMMITMENTS 73,142 110,368 70,365 202,862 156,154 346,370 336,887 31,820 41,302 CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST: 10,330) 2,127 -819 8,119 -17 1,972 10,229 9,273 100 1,057 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.3 29.2 18.6 53.6 41.3 91.6 89.1 8.4 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271) 63 100 86 79 73 194 222 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 727,198 COMMITMENTS 67,679 74,573 94,270 421,222 365,902 583,171 534,745 144,027 192,453 CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST: -3,562) 3,049 4,806 -3,260 6,168 -4,261 5,957 -2,714 -9,518 -847 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.3 10.3 13.0 57.9 50.3 80.2 73.5 19.8 26.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176) 30 43 47 80 87 137 150 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 377,796 COMMITMENTS 30,862 43,808 3,812 271,758 256,466 306,432 304,086 71,364 73,710 CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST: -641) 1,037 2,602 3 -5,534 -8,173 -4,494 -5,568 3,853 4,927 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.2 11.6 1.0 71.9 67.9 81.1 80.5 18.9 19.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 7 7 4 39 40 48 49 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 9,386 COMMITMENTS 1,375 428 467 6,894 8,258 8,736 9,153 650 233 CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST: -127) 155 -241 -8 -238 143 -91 -106 -36 -21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.6 4.6 5.0 73.4 88.0 93.1 97.5 6.9 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 13 5 8 23 28 40 38 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 337,145 COMMITMENTS 91,377 39,738 56,392 134,509 210,421 282,278 306,551 54,868 30,595 CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST: 11,193) 2,997 -133 4,534 2,923 6,288 10,453 10,689 740 504 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.1 11.8 16.7 39.9 62.4 83.7 90.9 16.3 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 255) 84 53 74 86 87 216 181 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 12,093 COMMITMENTS 1,671 4,035 980 6,887 5,527 9,537 10,542 2,556 1,551 CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST: 329) -35 156 69 216 149 250 375 78 -46 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.8 33.4 8.1 57.0 45.7 78.9 87.2 21.1 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 17 14 11 24 17 45 40 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 915,619 COMMITMENTS 165,884 162,367 113,762 544,482 526,837 824,128 802,966 91,491 112,653 CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST: 24,129) 8,296 12,138 -3,763 19,116 17,700 23,649 26,076 480 -1,947 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.1 17.7 12.4 59.5 57.5 90.0 87.7 10.0 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203) 33 43 28 90 95 138 151 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,973,182 COMMITMENTS 290,529 313,162 437,596 1986771 1762397 2714896 2513154 258,287 460,028 CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST: -164,517) -230 -77,317 -33,207 -130,735 -67,009 -164,172 -177,533 -345 13,015 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.8 10.5 14.7 66.8 59.3 91.3 84.5 8.7 15.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 322) 50 81 84 159 172 258 288 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,060,989 COMMITMENTS 284,499 231,280 328,260 1268180 1188623 1880939 1748162 180,050 312,827 CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST: -5,630) 17,803 24,688 -20,378 -2,849 -9,818 -5,423 -5,508 -206 -122 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.8 11.2 15.9 61.5 57.7 91.3 84.8 8.7 15.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232) 34 52 48 110 121 171 194 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 306,676 COMMITMENTS 13,659 33,433 68,490 200,225 169,584 282,374 271,507 24,302 35,169 CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST: 4,146) -3,412 4,426 -3,814 6,641 556 -585 1,168 4,731 2,978 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.5 10.9 22.3 65.3 55.3 92.1 88.5 7.9 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 11 13 18 30 32 51 54 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 61,903 COMMITMENTS 22,785 3,367 1,408 29,126 50,356 53,319 55,131 8,583 6,772 CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST: 6,007) 990 -753 -17 4,143 6,915 5,116 6,145 891 -137 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.8 5.4 2.3 47.1 81.3 86.1 89.1 13.9 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100) 33 14 11 37 25 77 43 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 123,806 COMMITMENTS 45,570 6,734 2,817 58,252 100,712 106,639 110,262 17,167 13,543 CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST: 12,015) 1,980 -1,506 -35 8,287 13,830 10,232 12,289 1,783 -275 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.8 5.4 2.3 47.1 81.3 86.1 89.1 13.9 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100) 33 14 11 37 25 77 43 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 30,246 COMMITMENTS 4,093 11,577 96 26,043 18,566 30,232 30,239 14 7 CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST: -31) -874 407 26 841 -413 -7 20 -24 -51 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.5 38.3 0.3 86.1 61.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 5 14 2 9 12 15 27 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 11,742 COMMITMENTS 0 4,450 4 11,733 7,277 11,737 11,731 5 11 CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST: 2,462) 0 858 -20 2,489 1,620 2,469 2,458 -7 4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 37.9 0.0 99.9 62.0 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 14 1 3 9 4 23
Updated July 19, 2013