WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 FUTURES ONLY POSITIONS AS OF 04/14/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 469,920 COMMITMENTS 116,820 175,559 122,339 188,807 126,301 427,966 424,199 41,954 45,721 CHANGES FROM 04/07/15 (CHANGE IN OPEN INTEREST: 22,476) 415 15,943 11,135 7,649 -10,280 19,199 16,798 3,277 5,678 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.9 37.4 26.0 40.2 26.9 91.1 90.3 8.9 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 407) 127 125 151 102 93 327 301 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 FUTURES ONLY POSITIONS AS OF 04/14/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 153,133 COMMITMENTS 37,668 49,759 19,973 76,672 60,003 134,313 129,735 18,820 23,398 CHANGES FROM 04/07/15 (CHANGE IN OPEN INTEREST: 5,812) -2,704 4,847 3,462 2,105 -4,550 2,863 3,759 2,949 2,053 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.6 32.5 13.0 50.1 39.2 87.7 84.7 12.3 15.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199) 46 56 52 71 66 151 148 CORN - CHICAGO BOARD OF TRADE Code-002602 FUTURES ONLY POSITIONS AS OF 04/14/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,407,876 COMMITMENTS 363,390 317,365 267,820 653,491 605,737 1284701 1190922 123,175 216,954 CHANGES FROM 04/07/15 (CHANGE IN OPEN INTEREST: 49,527) 14,850 58,720 4,345 18,474 -16,052 37,669 47,013 11,858 2,514 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.8 22.5 19.0 46.4 43.0 91.3 84.6 8.7 15.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 723) 151 174 194 261 293 534 582 OATS - CHICAGO BOARD OF TRADE Code-004603 FUTURES ONLY POSITIONS AS OF 04/14/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,859 COMMITMENTS 1,871 1,155 551 4,293 4,855 6,715 6,561 2,144 2,298 CHANGES FROM 04/07/15 (CHANGE IN OPEN INTEREST: -49) -56 19 -49 259 -52 154 -82 -203 33 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.1 13.0 6.2 48.5 54.8 75.8 74.1 24.2 25.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 9 8 6 17 12 28 25 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 FUTURES ONLY POSITIONS AS OF 04/14/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 794,398 COMMITMENTS 180,451 217,666 138,985 423,451 325,609 742,887 682,260 51,511 112,138 CHANGES FROM 04/07/15 (CHANGE IN OPEN INTEREST: 40,443) -3,803 22,374 9,740 31,570 6,320 37,507 38,434 2,936 2,009 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.7 27.4 17.5 53.3 41.0 93.5 85.9 6.5 14.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 645) 151 234 217 161 197 457 534 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 FUTURES ONLY POSITIONS AS OF 04/14/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 377,814 COMMITMENTS 120,386 80,791 68,881 154,663 198,987 343,930 348,659 33,884 29,155 CHANGES FROM 04/07/15 (CHANGE IN OPEN INTEREST: 2,962) 1,402 -8,460 4,632 -4,546 7,871 1,488 4,043 1,474 -1,081 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.9 21.4 18.2 40.9 52.7 91.0 92.3 9.0 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 310) 102 83 109 78 68 241 221 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 FUTURES ONLY POSITIONS AS OF 04/14/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 447,376 COMMITMENTS 77,079 50,630 4,493 218,814 262,778 300,386 317,901 146,990 129,475 CHANGES FROM 04/07/15 (CHANGE IN OPEN INTEREST: 11,999) 15,975 3,286 -2,065 -6,680 11,993 7,230 13,214 4,769 -1,215 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.2 11.3 1.0 48.9 58.7 67.1 71.1 32.9 28.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128) 29 21 13 52 58 86 87 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 FUTURES ONLY POSITIONS AS OF 04/14/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 586,550 COMMITMENTS 53,156 88,508 7,494 405,480 400,346 466,130 496,348 120,420 90,202 CHANGES FROM 04/07/15 (CHANGE IN OPEN INTEREST: 15,595) 4,218 7,280 -338 10,002 8,872 13,882 15,814 1,713 -219 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.1 15.1 1.3 69.1 68.3 79.5 84.6 20.5 15.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92) 13 13 7 50 50 67 66 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 FUTURES ONLY POSITIONS AS OF 04/14/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 6,347 COMMITMENTS 1,460 133 543 3,973 5,394 5,976 6,070 371 277 CHANGES FROM 04/07/15 (CHANGE IN OPEN INTEREST: -203) 154 -16 -84 -297 -63 -227 -163 24 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.0 2.1 8.6 62.6 85.0 94.2 95.6 5.8 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 13 3 5 16 20 31 26 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 FUTURES ONLY POSITIONS AS OF 04/14/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 345,989 COMMITMENTS 91,305 82,145 48,410 156,778 175,064 296,493 305,619 49,496 40,370 CHANGES FROM 04/07/15 (CHANGE IN OPEN INTEREST: 6,097) -5,830 13,481 3,189 5,982 -16,138 3,341 532 2,756 5,565 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.4 23.7 14.0 45.3 50.6 85.7 88.3 14.3 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 289) 86 79 94 85 75 230 207 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 FUTURES ONLY POSITIONS AS OF 04/14/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,168 COMMITMENTS 673 5,107 2,557 5,788 1,217 9,018 8,881 2,150 2,287 CHANGES FROM 04/07/15 (CHANGE IN OPEN INTEREST: 1,070) -85 347 570 233 -409 718 508 352 562 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.0 45.7 22.9 51.8 10.9 80.7 79.5 19.3 20.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 11 23 13 21 11 41 46 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 FUTURES ONLY POSITIONS AS OF 04/14/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,378,217 COMMITMENTS 451,455 293,309 19,597 780,772 914,491 1251824 1227397 126,393 150,820 CHANGES FROM 04/07/15 (CHANGE IN OPEN INTEREST: 44,676) 47,062 14,292 -1,087 -9,107 28,676 36,868 41,881 7,808 2,795 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.8 21.3 1.4 56.7 66.4 90.8 89.1 9.2 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 265) 46 63 30 92 115 151 195 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 FUTURES ONLY POSITIONS AS OF 04/14/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,813,452 COMMITMENTS 377,547 489,450 75,280 2021450 1846474 2474277 2411204 339,175 402,248 CHANGES FROM 04/07/15 (CHANGE IN OPEN INTEREST: 14,940) 48,148 -2,376 49 -39,958 24,857 8,239 22,530 6,701 -7,590 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.4 17.4 2.7 71.8 65.6 87.9 85.7 12.1 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 384) 66 90 59 147 178 247 293 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 FUTURES ONLY POSITIONS AS OF 04/14/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,020,442 COMMITMENTS 351,770 420,417 31,161 1365864 1226230 1748795 1677808 271,647 342,634 CHANGES FROM 04/07/15 (CHANGE IN OPEN INTEREST: 20,337) 19,549 -13,354 13,070 -13,169 8,189 19,450 7,905 887 12,432 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.4 20.8 1.5 67.6 60.7 86.6 83.0 13.4 17.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 276) 43 67 30 98 132 161 209 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 FUTURES ONLY POSITIONS AS OF 04/14/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 749,700 COMMITMENTS 39,932 157,053 138,663 542,636 398,267 721,231 693,983 28,469 55,717 CHANGES FROM 04/07/15 (CHANGE IN OPEN INTEREST: 32,722) -758 13,818 5,592 25,989 13,219 30,823 32,629 1,899 93 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.3 20.9 18.5 72.4 53.1 96.2 92.6 3.8 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120) 10 45 33 42 58 77 116 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ FUTURES ONLY POSITIONS AS OF 04/14/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 54,343 COMMITMENTS 16,564 7,944 559 28,801 41,021 45,923 49,523 8,420 4,821 CHANGES FROM 04/07/15 (CHANGE IN OPEN INTEREST: 5,675) 4,235 247 -690 1,889 5,989 5,434 5,546 241 129 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.5 14.6 1.0 53.0 75.5 84.5 91.1 15.5 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96) 29 20 4 28 25 57 49 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 FUTURES ONLY POSITIONS AS OF 04/14/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 108,686 COMMITMENTS 33,128 15,887 1,117 57,601 82,041 91,846 99,045 16,840 9,641 CHANGES FROM 04/07/15 (CHANGE IN OPEN INTEREST: 11,349) 8,469 493 -1,379 3,777 11,977 10,867 11,091 482 258 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.5 14.6 1.0 53.0 75.5 84.5 91.1 15.5 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96) 29 20 4 28 25 57 49 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 FUTURES ONLY POSITIONS AS OF 04/14/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 14,457 COMMITMENTS 12,626 12,953 826 848 678 14,300 14,457 157 0 CHANGES FROM 04/07/15 (CHANGE IN OPEN INTEREST: 625) 664 676 -51 0 0 613 625 12 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 87.3 89.6 5.7 5.9 4.7 98.9 100.0 1.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 17 11 2 1 1 19 13 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605 FUTURES ONLY POSITIONS AS OF 04/14/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 44,768 COMMITMENTS 34,843 17,751 0 9,798 26,845 44,641 44,596 127 172 CHANGES FROM 04/07/15 (CHANGE IN OPEN INTEREST: 426) 1,375 377 0 -937 -3 438 374 -12 52 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 77.8 39.7 0.0 21.9 60.0 99.7 99.6 0.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 8 15 0 6 16 14 31 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606 FUTURES ONLY POSITIONS AS OF 04/14/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 38,533 COMMITMENTS 32,004 13,420 52 6,331 24,920 38,387 38,392 146 141 CHANGES FROM 04/07/15 (CHANGE IN OPEN INTEREST: 919) 1,660 756 52 -818 89 894 897 25 22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 83.1 34.8 0.1 16.4 64.7 99.6 99.6 0.4 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 12 13 2 5 15 17 30
Updated April 17, 2015