WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 477,441 COMMITMENTS 125,789 110,535 137,772 178,082 186,267 441,643 434,575 35,798 42,866 CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: 5,095) -4,294 3,500 7,556 -712 -7,821 2,549 3,235 2,546 1,860 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.3 23.2 28.9 37.3 39.0 92.5 91.0 7.5 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 375) 125 110 134 96 109 299 290 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 147,266 COMMITMENTS 44,527 25,613 20,123 64,746 77,708 129,396 123,444 17,870 23,822 CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: 439) -917 754 -415 1,305 -527 -28 -188 466 627 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.2 17.4 13.7 44.0 52.8 87.9 83.8 12.1 16.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190) 48 46 49 62 72 137 147 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,633,720 COMMITMENTS 436,179 129,180 403,619 659,940 814,718 1499739 1347518 133,981 286,202 CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: 49,545) 3,653 16,121 20,784 29,172 5,520 53,609 42,425 -4,064 7,120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.7 7.9 24.7 40.4 49.9 91.8 82.5 8.2 17.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 768) 173 172 201 284 361 576 630 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,917 COMMITMENTS 2,092 1,225 780 3,793 5,408 6,665 7,413 2,252 1,504 CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -439) -224 -298 10 -374 -197 -588 -484 149 46 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.5 13.7 8.8 42.5 60.6 74.7 83.1 25.3 16.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 12 4 6 15 10 30 17 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 803,171 COMMITMENTS 187,731 130,314 225,960 342,232 311,869 755,923 668,143 47,248 135,028 CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: 16,053) 2,744 -2,246 9,902 4,128 8,631 16,774 16,288 -721 -235 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.4 16.2 28.1 42.6 38.8 94.1 83.2 5.9 16.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 626) 143 238 234 163 204 463 534 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 385,769 COMMITMENTS 119,679 58,774 76,477 157,621 222,951 353,776 358,201 31,993 27,568 CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: 1,385) 1,174 -2,846 2,285 905 3,180 4,364 2,619 -2,979 -1,234 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.0 15.2 19.8 40.9 57.8 91.7 92.9 8.3 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 295) 107 61 102 81 68 241 203 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,004,844 COMMITMENTS 90,009 110,810 78,048 648,559 640,535 816,616 829,392 188,228 175,451 CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: 51,311) 6,709 7,365 31,094 2,893 2,166 40,696 40,625 10,615 10,687 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.0 11.0 7.8 64.5 63.7 81.3 82.5 18.7 17.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171) 37 31 41 78 83 133 137 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 525,371 COMMITMENTS 63,631 73,354 8,350 337,128 358,571 409,109 440,274 116,262 85,097 CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: 453) 3,658 10,196 -171 -3,579 -6,176 -92 3,849 545 -3,395 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.1 14.0 1.6 64.2 68.3 77.9 83.8 22.1 16.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97) 15 16 10 49 50 69 71 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 6,037 COMMITMENTS 2,089 181 465 3,019 5,059 5,573 5,705 464 332 CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: 348) 197 -1 32 158 224 387 255 -39 93 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.6 3.0 7.7 50.0 83.8 92.3 94.5 7.7 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 16 4 8 13 17 32 27 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 394,898 COMMITMENTS 120,565 50,025 74,385 151,299 236,946 346,248 361,356 48,650 33,542 CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -5,687) -5,309 -1,274 3,192 -1,700 -8,072 -3,818 -6,154 -1,869 467 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.5 12.7 18.8 38.3 60.0 87.7 91.5 12.3 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 289) 88 75 88 92 91 238 208 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,283 COMMITMENTS 787 4,531 527 6,138 2,509 7,452 7,567 1,830 1,716 CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -451) -39 352 -336 9 -269 -366 -253 -85 -198 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.5 48.8 5.7 66.1 27.0 80.3 81.5 19.7 18.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 12 19 6 18 17 33 39 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,346,626 COMMITMENTS 258,223 311,506 70,231 923,513 812,311 1251968 1194048 94,658 152,578 CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: 35,627) -1,278 11,017 15,257 17,263 8,121 31,242 34,395 4,384 1,231 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.2 23.1 5.2 68.6 60.3 93.0 88.7 7.0 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 258) 44 58 35 97 121 155 200 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,336,722 COMMITMENTS 270,145 520,308 393,432 2348931 1973950 3012508 2887690 324,214 449,032 CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: 251,184) 2,728 -14,651 123,600 101,209 144,723 227,536 253,671 23,648 -2,487 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.1 15.6 11.8 70.4 59.2 90.3 86.5 9.7 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 366) 58 94 89 155 188 268 316 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,997,746 COMMITMENTS 342,078 303,373 150,679 1234003 1161104 1726760 1615156 270,985 382,590 CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -5,045) 22,419 18,828 7,044 -65,413 -26,579 -35,950 -707 30,905 -4,338 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.1 15.2 7.5 61.8 58.1 86.4 80.8 13.6 19.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 284) 49 71 61 107 135 193 230 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 685,786 COMMITMENTS 23,717 148,844 145,016 491,604 338,073 660,337 631,933 25,449 53,853 CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -66,514) -18,021 -26,866 -10,213 -40,948 -33,650 -69,182 -70,729 2,668 4,214 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.5 21.7 21.1 71.7 49.3 96.3 92.1 3.7 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96) 10 34 35 39 45 75 93 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 58,327 COMMITMENTS 19,674 10,054 850 29,357 41,802 49,880 52,706 8,447 5,621 CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -587) 2,000 220 153 -2,283 -638 -130 -266 -457 -321 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.7 17.2 1.5 50.3 71.7 85.5 90.4 14.5 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100) 31 20 9 36 23 70 49 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 116,655 COMMITMENTS 39,348 20,108 1,700 58,713 83,605 99,761 105,413 16,894 11,242 CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -1,174) 4,001 440 305 -4,566 -1,276 -261 -531 -913 -642 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.7 17.2 1.5 50.3 71.7 85.5 90.4 14.5 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100) 31 20 9 36 23 70 49 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 10,784 COMMITMENTS 9,140 9,462 629 912 678 10,681 10,769 103 15 CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: 738) 604 763 -31 150 0 723 732 15 6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 84.8 87.7 5.8 8.5 6.3 99.0 99.9 1.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 12 8 2 2 1 15 10 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 51,865 COMMITMENTS 23,785 23,430 24 27,963 28,252 51,772 51,706 93 159 CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: 620) 2,428 383 20 -1,773 194 675 597 -55 23 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 45.9 45.2 0.0 53.9 54.5 99.8 99.7 0.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 7 19 2 8 14 17 33 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 33,547 COMMITMENTS 17,984 13,107 206 15,227 20,160 33,417 33,473 130 74 CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: 1,062) -538 1,289 14 1,582 -256 1,058 1,047 4 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 53.6 39.1 0.6 45.4 60.1 99.6 99.8 0.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 6 20 2 6 17 13 38
Updated January 9, 2015