WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 533,235 COMMITMENTS 121,002 125,975 160,470 214,109 198,051 495,580 484,496 37,654 48,738 CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 2,307) 1,619 -13,707 590 2,600 19,345 4,809 6,227 -2,502 -3,921 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.7 23.6 30.1 40.2 37.1 92.9 90.9 7.1 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 394) 119 133 140 109 109 316 309 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 167,817 COMMITMENTS 41,777 40,427 32,843 76,988 69,023 151,608 142,293 16,209 25,524 CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: -11,173) -4,094 -5,154 -5,266 13 3,117 -9,347 -7,302 -1,825 -3,871 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.9 24.1 19.6 45.9 41.1 90.3 84.8 9.7 15.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188) 48 42 51 67 65 144 141 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,916,328 COMMITMENTS 455,622 167,182 608,524 698,986 819,922 1763132 1595627 153,195 320,700 CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: -344) 7,474 941 -17,758 12,693 25,947 2,410 9,131 -2,754 -9,476 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.8 8.7 31.8 36.5 42.8 92.0 83.3 8.0 16.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 842) 178 221 267 315 378 657 726 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 12,040 COMMITMENTS 3,561 1,421 1,281 4,882 8,344 9,724 11,046 2,316 994 CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 200) -43 165 -62 468 152 362 254 -161 -54 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.6 11.8 10.6 40.5 69.3 80.8 91.7 19.2 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 17 5 7 16 11 37 19 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 916,099 COMMITMENTS 180,359 128,592 295,123 387,272 346,853 862,754 770,568 53,344 145,531 CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 16,444) -12,363 -3,545 8,502 21,059 13,101 17,198 18,058 -754 -1,614 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.7 14.0 32.2 42.3 37.9 94.2 84.1 5.8 15.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 672) 152 254 256 176 220 493 584 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 458,159 COMMITMENTS 125,515 76,697 110,743 185,628 237,522 421,886 424,962 36,273 33,198 CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 1,927) -1,567 3,741 8,530 -3,671 -9,668 3,293 2,603 -1,366 -677 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.4 16.7 24.2 40.5 51.8 92.1 92.8 7.9 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 290) 94 72 101 90 76 240 214 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 913,787 COMMITMENTS 99,855 76,871 56,315 575,248 602,483 731,418 735,670 182,369 178,117 CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: -5,728) 23,002 -3,411 -1,977 -23,129 2,731 -2,104 -2,656 -3,624 -3,071 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.9 8.4 6.2 63.0 65.9 80.0 80.5 20.0 19.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174) 38 28 40 83 88 134 143 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 534,415 COMMITMENTS 68,234 43,181 4,453 342,625 391,541 415,313 439,175 119,102 95,240 CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 19,535) 8,185 4,829 335 6,831 17,275 15,351 22,439 4,183 -2,904 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.8 8.1 0.8 64.1 73.3 77.7 82.2 22.3 17.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86) 13 11 7 50 48 67 62 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 5,767 COMMITMENTS 2,269 348 422 2,482 4,729 5,173 5,499 594 268 CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: -150) -106 45 109 -190 -378 -187 -224 37 74 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 39.3 6.0 7.3 43.0 82.0 89.7 95.4 10.3 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 15 4 9 15 15 33 27 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 477,320 COMMITMENTS 127,449 44,097 111,001 184,088 281,285 422,538 436,382 54,782 40,938 CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: -1,004) -10,019 3,842 3,778 6,031 -8,307 -209 -687 -795 -317 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.7 9.2 23.3 38.6 58.9 88.5 91.4 11.5 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 296) 95 74 94 93 102 250 221 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,620 COMMITMENTS 739 4,299 1,777 6,481 2,493 8,997 8,568 1,623 2,051 CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 88) -52 194 7 75 62 30 264 59 -176 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.0 40.5 16.7 61.0 23.5 84.7 80.7 15.3 19.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 13 20 12 20 18 39 45 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,563,307 COMMITMENTS 325,130 348,578 89,181 1044498 981,649 1458809 1419407 104,499 143,900 CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 115,456) 19,621 13,185 19,421 92,953 93,902 131,996 126,509 -16,540 -11,053 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.8 22.3 5.7 66.8 62.8 93.3 90.8 6.7 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 265) 46 57 36 99 124 159 204 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,522,494 COMMITMENTS 374,649 502,681 365,638 2436623 2192570 3176909 3060889 345,585 461,605 CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 117,303) 17,600 19,420 23,916 68,420 92,710 109,937 136,046 7,367 -18,743 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.6 14.3 10.4 69.2 62.2 90.2 86.9 9.8 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 395) 66 92 94 185 204 305 336 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,319,666 COMMITMENTS 317,295 293,106 227,048 1513995 1415812 2058338 1935967 261,328 383,699 CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 36,274) -22,827 8,951 -1,931 39,079 32,319 14,322 39,340 21,952 -3,066 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.7 12.6 9.8 65.3 61.0 88.7 83.5 11.3 16.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 282) 44 68 53 115 142 190 232 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 715,038 COMMITMENTS 23,804 195,274 125,632 534,409 337,746 683,845 658,652 31,193 56,386 CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 24,793) -298 4,886 8,645 19,564 13,309 27,910 26,840 -3,118 -2,048 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.3 27.3 17.6 74.7 47.2 95.6 92.1 4.4 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105) 15 35 33 38 48 74 99 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 75,575 COMMITMENTS 25,132 10,893 1,927 39,821 50,795 66,880 63,615 8,695 11,961 CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 4,078) 1,608 47 172 1,569 3,342 3,350 3,561 728 517 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.3 14.4 2.5 52.7 67.2 88.5 84.2 11.5 15.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108) 26 27 10 39 26 71 57 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 151,151 COMMITMENTS 50,264 21,786 3,853 79,643 101,591 133,760 127,230 17,390 23,921 CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 8,156) 3,216 93 345 3,139 6,685 6,700 7,123 1,457 1,034 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.3 14.4 2.5 52.7 67.2 88.5 84.2 11.5 15.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108) 26 27 10 39 26 71 57 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 50,591 COMMITMENTS 6,270 18,370 83 44,146 31,865 50,499 50,318 92 273 CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 136) 740 -1,178 33 -618 1,163 155 18 -19 118 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.4 36.3 0.2 87.3 63.0 99.8 99.5 0.2 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 6 15 3 12 18 19 35 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 53,863 COMMITMENTS 9,388 18,623 2,831 41,488 32,292 53,707 53,746 156 117 CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 47) 1,243 -818 0 -1,171 846 72 28 -25 19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.4 34.6 5.3 77.0 60.0 99.7 99.8 0.3 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 9 13 1 6 20 15 34
Updated November 21, 2014