WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 FUTURES ONLY POSITIONS AS OF 08/18/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 415,287 COMMITMENTS 120,266 127,899 94,278 166,515 149,760 381,059 371,937 34,228 43,350 CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: -7,651) -166 -3,930 -1,322 -3,698 -2,994 -5,186 -8,246 -2,465 595 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.0 30.8 22.7 40.1 36.1 91.8 89.6 8.2 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 387) 119 115 138 92 103 296 291 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 FUTURES ONLY POSITIONS AS OF 08/18/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 200,401 COMMITMENTS 63,915 69,545 26,379 88,422 79,206 178,716 175,130 21,685 25,271 CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: 2,068) 1,964 -873 690 -756 2,869 1,898 2,686 170 -618 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.9 34.7 13.2 44.1 39.5 89.2 87.4 10.8 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226) 56 64 54 70 71 155 169 CORN - CHICAGO BOARD OF TRADE Code-002602 FUTURES ONLY POSITIONS AS OF 08/18/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,376,536 COMMITMENTS 435,940 275,229 189,317 634,617 707,259 1259874 1171805 116,662 204,731 CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: -14,182) 114 36,663 -30,237 17,339 -18,752 -12,784 -12,326 -1,398 -1,856 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.7 20.0 13.8 46.1 51.4 91.5 85.1 8.5 14.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 746) 164 162 171 294 320 560 581 OATS - CHICAGO BOARD OF TRADE Code-004603 FUTURES ONLY POSITIONS AS OF 08/18/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,808 COMMITMENTS 1,286 2,765 128 5,388 3,834 6,802 6,727 2,006 2,081 CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: 190) 76 81 71 23 -8 170 144 20 46 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.6 31.4 1.5 61.2 43.5 77.2 76.4 22.8 23.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 10 11 4 18 10 28 25 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 FUTURES ONLY POSITIONS AS OF 08/18/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 658,363 COMMITMENTS 172,499 104,923 109,069 331,111 370,358 612,679 584,350 45,684 74,013 CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: 9,651) -9,692 27,115 380 19,454 -19,006 10,142 8,489 -491 1,162 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.2 15.9 16.6 50.3 56.3 93.1 88.8 6.9 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 567) 150 156 156 143 198 380 454 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 FUTURES ONLY POSITIONS AS OF 08/18/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 1,000 Bushels) OPEN INTEREST: 15,928 COMMITMENTS 11,763 454 15 8 4,348 11,786 4,817 4,142 11,111 CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: -175) 6 5 -1 4 -92 9 -88 -184 -87 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 73.9 2.9 0.1 0.1 27.3 74.0 30.2 26.0 69.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 4 2 2 2 14 6 18 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 FUTURES ONLY POSITIONS AS OF 08/18/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 388,244 COMMITMENTS 120,847 106,129 62,652 176,579 188,410 360,078 357,191 28,166 31,053 CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: 8,893) 3,368 13,267 -330 4,814 -2,583 7,852 10,354 1,041 -1,461 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.1 27.3 16.1 45.5 48.5 92.7 92.0 7.3 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 316) 102 85 95 90 61 244 213 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 FUTURES ONLY POSITIONS AS OF 08/18/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 525,938 COMMITMENTS 70,974 59,199 7,403 320,326 321,388 398,703 387,990 127,235 137,948 CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: -5,341) 721 558 -4,033 -2,875 11,173 -6,187 7,698 846 -13,039 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.5 11.3 1.4 60.9 61.1 75.8 73.8 24.2 26.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152) 35 24 18 69 74 113 107 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 FUTURES ONLY POSITIONS AS OF 08/18/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 611,141 COMMITMENTS 55,370 94,664 11,379 421,225 410,695 487,974 516,738 123,167 94,403 CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: 1,765) 6,299 10,237 1,825 -3,605 -6,092 4,519 5,970 -2,754 -4,205 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.1 15.5 1.9 68.9 67.2 79.8 84.6 20.2 15.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95) 13 12 11 52 51 70 69 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 FUTURES ONLY POSITIONS AS OF 08/18/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 5,511 COMMITMENTS 1,602 6 1,033 2,528 4,064 5,163 5,103 348 408 CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: -13) 3 -104 13 15 81 31 -10 -44 -3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.1 0.1 18.7 45.9 73.7 93.7 92.6 6.3 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 15 1 6 11 15 29 21 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 FUTURES ONLY POSITIONS AS OF 08/18/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 386,640 COMMITMENTS 128,590 50,869 48,138 158,810 257,239 335,538 356,246 51,102 30,394 CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: -5,079) -14,755 2,748 2,448 5,705 -13,446 -6,602 -8,250 1,523 3,171 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.3 13.2 12.5 41.1 66.5 86.8 92.1 13.2 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 288) 96 61 84 87 85 234 198 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 FUTURES ONLY POSITIONS AS OF 08/18/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,188 COMMITMENTS 1,459 4,058 1,714 4,416 3,063 7,589 8,835 2,599 1,353 CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: 95) 146 88 59 -205 -31 0 116 95 -21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.3 39.8 16.8 43.3 30.1 74.5 86.7 25.5 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 15 26 17 15 10 46 43 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 FUTURES ONLY POSITIONS AS OF 08/18/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,381,230 COMMITMENTS 428,393 319,549 24,797 819,171 889,831 1272361 1234177 108,869 147,053 CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: -10,992) -46,715 7,315 -2,551 41,889 -12,694 -7,377 -7,930 -3,615 -3,062 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.0 23.1 1.8 59.3 64.4 92.1 89.4 7.9 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 309) 61 70 35 107 143 183 233 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 FUTURES ONLY POSITIONS AS OF 08/18/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,955,775 COMMITMENTS 453,654 446,353 82,018 2105718 1983141 2641390 2511512 314,385 444,263 CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: -21,390) -46,504 -5,998 10,148 13,337 1,666 -23,019 5,816 1,629 -27,206 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.3 15.1 2.8 71.2 67.1 89.4 85.0 10.6 15.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 379) 68 95 59 154 170 262 284 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 FUTURES ONLY POSITIONS AS OF 08/18/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,350,999 COMMITMENTS 414,679 517,140 94,259 1576011 1369880 2084949 1981279 266,050 369,720 CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: -11,322) -13,213 7,553 10,489 11,987 -27,067 9,263 -9,025 -20,585 -2,297 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.6 22.0 4.0 67.0 58.3 88.7 84.3 11.3 15.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 286) 41 69 42 107 140 176 223 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 FUTURES ONLY POSITIONS AS OF 08/18/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 860,904 COMMITMENTS 52,219 147,605 121,746 666,115 541,536 840,080 810,887 20,824 50,017 CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: -16,265) -24,281 -18,857 -13,077 24,065 17,801 -13,293 -14,133 -2,972 -2,132 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.1 17.1 14.1 77.4 62.9 97.6 94.2 2.4 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120) 15 38 29 53 62 84 114 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ FUTURES ONLY POSITIONS AS OF 08/18/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 46,724 COMMITMENTS 10,289 15,523 1,217 29,655 22,234 41,161 38,973 5,563 7,751 CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: -696) -129 -314 1,158 -1,002 -2,782 28 -1,938 -724 1,242 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.0 33.2 2.6 63.5 47.6 88.1 83.4 11.9 16.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99) 29 22 5 32 20 64 44 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 FUTURES ONLY POSITIONS AS OF 08/18/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 93,447 COMMITMENTS 20,578 31,045 2,434 59,309 44,467 82,321 77,946 11,126 15,501 CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: -1,391) -257 -628 2,316 -2,003 -5,563 56 -3,875 -1,447 2,484 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.0 33.2 2.6 63.5 47.6 88.1 83.4 11.9 16.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99) 29 22 5 32 20 64 44 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 FUTURES ONLY POSITIONS AS OF 08/18/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 21,535 COMMITMENTS 19,079 20,759 46 2,020 678 21,145 21,483 390 52 CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: 513) 941 823 -323 -100 0 518 500 -5 13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 88.6 96.4 0.2 9.4 3.1 98.2 99.8 1.8 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 21 14 1 2 1 23 16 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605 FUTURES ONLY POSITIONS AS OF 08/18/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 54,380 COMMITMENTS 40,328 30,662 21 13,944 23,635 54,293 54,318 87 62 CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: 876) 156 528 0 735 360 891 888 -15 -12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 74.2 56.4 0.0 25.6 43.5 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 7 21 1 5 17 12 39 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606 FUTURES ONLY POSITIONS AS OF 08/18/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 38,156 COMMITMENTS 24,605 16,090 2,099 11,264 19,876 37,968 38,065 188 91 CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: 2,015) -1,346 400 997 2,341 608 1,992 2,005 23 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 64.5 42.2 5.5 29.5 52.1 99.5 99.8 0.5 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 6 20 2 4 11 11 32
Updated August 21, 2015