WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 472,346 COMMITMENTS 130,083 107,035 130,217 178,794 194,088 439,093 431,340 33,252 41,006 CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST: -36,877) -4,331 -433 -22,977 -8,879 -11,375 -36,187 -34,785 -690 -2,092 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.5 22.7 27.6 37.9 41.1 93.0 91.3 7.0 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 373) 121 115 134 93 108 294 290 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 146,827 COMMITMENTS 45,444 24,858 20,538 63,441 78,235 129,423 123,631 17,404 23,195 CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST: -3,129) -1,109 -93 -1,212 -957 -1,923 -3,277 -3,228 148 98 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.0 16.9 14.0 43.2 53.3 88.1 84.2 11.9 15.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195) 57 40 48 63 77 142 148 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,584,175 COMMITMENTS 432,526 113,059 382,835 630,769 809,199 1446130 1305092 138,045 279,082 CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST: -53,240) -4,433 6,595 -45,299 -992 -15,507 -50,725 -54,212 -2,515 972 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.3 7.1 24.2 39.8 51.1 91.3 82.4 8.7 17.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 760) 181 155 195 284 358 571 618 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,356 COMMITMENTS 2,316 1,522 770 4,167 5,605 7,253 7,897 2,103 1,459 CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST: -38) -221 1 55 -5 -145 -171 -89 133 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.8 16.3 8.2 44.5 59.9 77.5 84.4 22.5 15.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 13 4 6 15 10 31 17 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 787,117 COMMITMENTS 184,987 132,560 216,057 338,104 303,238 739,148 651,855 47,969 135,262 CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST: -116,668) 4,690 2,638 -85,220 -29,559 -31,091 -110,089 -113,673 -6,579 -2,995 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.5 16.8 27.4 43.0 38.5 93.9 82.8 6.1 17.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 616) 141 220 239 161 201 464 529 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 384,384 COMMITMENTS 118,504 61,620 74,192 156,716 219,771 349,413 355,583 34,972 28,802 CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST: -3,694) 7,834 -5,253 -8,931 -3,767 13,204 -4,864 -980 1,171 -2,714 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.8 16.0 19.3 40.8 57.2 90.9 92.5 9.1 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 290) 105 60 102 78 70 236 202 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 953,533 COMMITMENTS 83,300 103,445 46,954 645,666 638,370 775,919 788,768 177,613 164,765 CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST: -35,981) -1,827 1,300 -22,012 -19,088 -11,809 -42,928 -32,521 6,947 -3,459 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.7 10.8 4.9 67.7 66.9 81.4 82.7 18.6 17.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165) 34 27 36 74 83 122 132 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 524,918 COMMITMENTS 59,973 63,158 8,521 340,707 364,747 409,201 436,426 115,717 88,492 CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST: -3,934) -586 1,616 -102 -1,266 -1,083 -1,954 431 -1,979 -4,365 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.4 12.0 1.6 64.9 69.5 78.0 83.1 22.0 16.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97) 15 15 10 51 51 71 71 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 5,689 COMMITMENTS 1,892 182 433 2,861 4,835 5,186 5,450 503 239 CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST: 48) -8 -16 -21 114 53 85 16 -37 32 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.3 3.2 7.6 50.3 85.0 91.2 95.8 8.8 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 16 4 8 13 16 32 26 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 400,585 COMMITMENTS 125,874 51,299 71,193 152,999 245,018 350,066 367,510 50,519 33,075 CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST: -26,447) 3,395 -3,257 -11,081 -16,256 -10,445 -23,942 -24,783 -2,504 -1,664 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.4 12.8 17.8 38.2 61.2 87.4 91.7 12.6 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 287) 92 68 85 87 90 232 204 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,733 COMMITMENTS 826 4,179 863 6,129 2,778 7,818 7,820 1,915 1,913 CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST: -542) -28 56 -535 39 -97 -524 -576 -18 34 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.5 42.9 8.9 63.0 28.5 80.3 80.3 19.7 19.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 12 19 7 18 17 35 39 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,311,000 COMMITMENTS 259,501 300,490 54,974 906,250 804,189 1220725 1159653 90,274 151,346 CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST: -1,234) 1,213 -2,067 -9,598 8,380 9,179 -5 -2,486 -1,229 1,252 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.8 22.9 4.2 69.1 61.3 93.1 88.5 6.9 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254) 42 53 33 97 125 155 195 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,085,538 COMMITMENTS 267,417 534,959 269,832 2247722 1829228 2784972 2634019 300,566 451,518 CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST: -148,616) 23,869 13,935 -79,475 -97,909 -83,005 -153,515 -148,545 4,899 -70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.7 17.3 8.7 72.8 59.3 90.3 85.4 9.7 14.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 355) 55 92 87 155 179 265 303 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,002,790 COMMITMENTS 319,660 284,545 143,634 1299416 1187683 1762710 1615863 240,080 386,928 CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST: -101,296) -12,862 -7,239 -56,893 -21,195 -67,553 -90,950 -131,684 -10,346 30,388 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.0 14.2 7.2 64.9 59.3 88.0 80.7 12.0 19.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 273) 46 63 52 111 132 190 214 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 752,300 COMMITMENTS 41,738 175,709 155,229 532,552 371,723 729,519 702,662 22,780 49,638 CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST: 8,452) 110 3,033 4,346 3,430 1,149 7,886 8,528 566 -76 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.5 23.4 20.6 70.8 49.4 97.0 93.4 3.0 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104) 16 31 35 41 50 79 99 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 58,914 COMMITMENTS 17,674 9,834 697 31,640 42,441 50,011 52,972 8,904 5,942 CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST: 3,689) 3,271 84 30 190 3,323 3,491 3,437 197 252 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.0 16.7 1.2 53.7 72.0 84.9 89.9 15.1 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98) 28 19 6 35 27 67 48 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 117,829 COMMITMENTS 35,347 19,668 1,395 63,280 84,881 100,021 105,944 17,807 11,884 CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST: 7,378) 6,543 167 60 381 6,647 6,983 6,874 395 504 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.0 16.7 1.2 53.7 72.0 84.9 89.9 15.1 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98) 28 19 6 35 27 67 48 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 10,046 COMMITMENTS 8,536 8,699 660 762 678 9,958 10,037 88 9 CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST: 584) 312 507 76 177 0 565 583 19 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 85.0 86.6 6.6 7.6 6.7 99.1 99.9 0.9 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 12 7 2 2 1 15 9 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 51,245 COMMITMENTS 21,357 23,047 4 29,736 28,058 51,097 51,109 148 136 CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST: 421) -397 388 0 801 18 404 406 17 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 41.7 45.0 0.0 58.0 54.8 99.7 99.7 0.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 6 18 1 8 13 15 31 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 32,485 COMMITMENTS 18,522 11,818 192 13,645 20,416 32,359 32,426 126 59 CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST: -3) -1,406 -335 176 1,237 156 7 -3 -10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 57.0 36.4 0.6 42.0 62.8 99.6 99.8 0.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 8 17 2 6 18 14 37
Updated January 2, 2015