WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 587,111 COMMITMENTS 107,533 180,519 200,016 234,319 156,401 541,869 536,936 45,242 50,174 CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: -6,208) 2,876 10,477 -9,685 1,136 -8,401 -5,674 -7,610 -534 1,402 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.3 30.7 34.1 39.9 26.6 92.3 91.5 7.7 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 437) 149 135 185 119 103 369 344 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 181,312 COMMITMENTS 40,258 59,734 38,052 80,820 58,524 159,130 156,311 22,183 25,001 CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 7,798) 2,666 11,198 3,270 -134 -6,633 5,802 7,834 1,996 -36 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.2 32.9 21.0 44.6 32.3 87.8 86.2 12.2 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198) 55 50 56 73 67 155 154 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,851,654 COMMITMENTS 316,779 328,185 546,514 829,644 705,746 1692936 1580445 158,718 271,209 CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: -23,778) -8,173 14,551 -11,082 85 -24,543 -19,170 -21,074 -4,608 -2,704 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.1 17.7 29.5 44.8 38.1 91.4 85.4 8.6 14.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 778) 174 209 240 299 317 615 652 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,825 COMMITMENTS 940 1,151 1,648 6,071 5,696 8,659 8,495 2,166 2,330 CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 303) -162 13 -115 647 509 370 408 -67 -105 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.7 10.6 15.2 56.1 52.6 80.0 78.5 20.0 21.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 8 12 7 18 12 30 27 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,000,232 COMMITMENTS 172,594 181,334 321,042 450,616 364,515 944,252 866,891 55,980 133,341 CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: -50,176) 5,752 -26,524 -10,497 -42,479 -11,842 -47,223 -48,863 -2,952 -1,313 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.3 18.1 32.1 45.1 36.4 94.4 86.7 5.6 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 685) 181 249 278 176 209 531 586 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 419,094 COMMITMENTS 119,493 72,262 98,660 162,925 217,369 381,078 388,292 38,016 30,802 CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 10,505) 3,176 -9,043 8,851 -4,981 9,634 7,046 9,441 3,460 1,064 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.5 17.2 23.5 38.9 51.9 90.9 92.7 9.1 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 339) 104 89 136 85 82 277 260 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 504,867 COMMITMENTS 51,601 48,840 40,537 263,440 276,711 355,578 366,088 149,289 138,779 CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: -15,596) -22,126 -834 2,936 11,320 -15,632 -7,870 -13,530 -7,726 -2,066 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.2 9.7 8.0 52.2 54.8 70.4 72.5 29.6 27.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132) 26 27 38 57 67 102 113 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 580,779 COMMITMENTS 50,191 86,838 8,381 407,951 396,173 466,523 491,392 114,255 89,387 CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: -6,201) -2,965 -1,670 887 2,471 -4,204 393 -4,987 -6,594 -1,214 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.6 15.0 1.4 70.2 68.2 80.3 84.6 19.7 15.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95) 13 13 8 52 49 70 65 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 6,738 COMMITMENTS 1,941 224 543 3,866 5,737 6,350 6,504 388 234 CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 391) 481 91 0 -107 343 374 434 17 -43 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.8 3.3 8.1 57.4 85.1 94.2 96.5 5.8 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 13 5 4 15 21 30 28 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 406,009 COMMITMENTS 91,891 82,927 83,406 179,576 199,561 354,874 365,894 51,135 40,115 CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 1,456) 4,567 -3,299 -1,359 -384 8,309 2,824 3,652 -1,368 -2,196 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.6 20.4 20.5 44.2 49.2 87.4 90.1 12.6 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 290) 77 92 101 88 79 230 218 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 12,277 COMMITMENTS 676 5,218 2,830 6,559 1,926 10,065 9,974 2,213 2,303 CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 280) 3 152 -176 475 404 302 379 -22 -100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.5 42.5 23.1 53.4 15.7 82.0 81.2 18.0 18.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74) 15 27 13 25 15 47 51 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,509,761 COMMITMENTS 464,163 282,192 74,274 847,519 993,575 1385955 1350040 123,806 159,721 CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 70,635) 11,780 -11,747 25,366 38,177 50,517 75,323 64,136 -4,687 6,499 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.7 18.7 4.9 56.1 65.8 91.8 89.4 8.2 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 270) 54 57 41 99 123 170 204 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,361,366 COMMITMENTS 299,953 471,176 328,428 2388565 2112690 3016946 2912294 344,420 449,072 CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 29,654) -54,688 -12,942 25,912 75,676 -6,684 46,900 6,286 -17,246 23,368 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.9 14.0 9.8 71.1 62.9 89.8 86.6 10.2 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 385) 69 86 96 178 198 300 327 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,145,896 COMMITMENTS 377,981 382,290 102,005 1382891 1284522 1862877 1768817 283,018 377,078 CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: -24,675) 19,947 -28,812 -2,026 -43,996 -11,691 -26,075 -42,528 1,400 17,853 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.6 17.8 4.8 64.4 59.9 86.8 82.4 13.2 17.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 269) 39 68 54 113 138 188 224 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 788,636 COMMITMENTS 40,505 166,711 158,580 561,336 411,644 760,420 736,935 28,216 51,701 CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 21,730) -73 10,203 6,084 16,021 9,536 22,032 25,823 -302 -4,093 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.1 21.1 20.1 71.2 52.2 96.4 93.4 3.6 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127) 13 46 38 47 63 87 123 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 50,966 COMMITMENTS 14,049 8,161 502 28,507 37,225 43,059 45,888 7,908 5,078 CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: -4,690) -2,611 32 -299 -1,160 -4,534 -4,070 -4,801 -620 111 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.6 16.0 1.0 55.9 73.0 84.5 90.0 15.5 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94) 31 19 7 27 24 60 48 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 101,932 COMMITMENTS 28,099 16,323 1,004 57,014 74,450 86,117 91,776 15,815 10,156 CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: -9,381) -5,222 65 -599 -2,320 -9,068 -8,140 -9,602 -1,240 221 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.6 16.0 1.0 55.9 73.0 84.5 90.0 15.5 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94) 31 19 7 27 24 60 48 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 15,217 COMMITMENTS 12,803 13,663 876 1,415 678 15,094 15,217 123 0 CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 760) 177 710 50 567 0 794 760 -34 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 84.1 89.8 5.8 9.3 4.5 99.2 100.0 0.8 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 19 11 2 2 1 22 13 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 44,909 COMMITMENTS 35,504 17,545 0 9,241 27,235 44,745 44,780 164 129 CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 141) 661 -206 0 -557 390 104 184 37 -43 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 79.1 39.1 0.0 20.6 60.6 99.6 99.7 0.4 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 7 15 0 7 18 14 33 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 37,656 COMMITMENTS 33,057 12,516 68 4,305 24,946 37,430 37,530 226 126 CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: -877) 1,053 -904 16 -2,026 26 -957 -862 80 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 87.8 33.2 0.2 11.4 66.2 99.4 99.7 0.6 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 9 15 2 5 15 14 32
Updated April 24, 2015