WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 507,512 COMMITMENTS 114,469 111,762 169,962 188,048 179,244 472,478 460,968 35,034 46,545 CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 24,721) -4,588 5,298 20,962 8,713 -2,027 25,087 24,233 -366 489 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.6 22.0 33.5 37.1 35.3 93.1 90.8 6.9 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 389) 131 111 153 103 109 322 303 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 166,060 COMMITMENTS 42,603 33,870 26,898 77,921 79,233 147,423 140,002 18,637 26,058 CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 12,812) -234 6,091 4,882 6,922 2,044 11,570 13,017 1,243 -204 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.7 20.4 16.2 46.9 47.7 88.8 84.3 11.2 15.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187) 49 45 49 67 69 138 145 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,716,624 COMMITMENTS 433,185 164,316 444,405 706,656 806,867 1584245 1415588 132,379 301,037 CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 31,468) -1,953 11,618 16,121 16,323 4,271 30,491 32,010 978 -542 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.2 9.6 25.9 41.2 47.0 92.3 82.5 7.7 17.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 783) 162 198 211 288 351 585 643 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,378 COMMITMENTS 1,520 1,381 1,221 4,782 4,885 7,523 7,487 1,855 1,891 CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 122) -325 -90 125 767 10 567 45 -445 77 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.2 14.7 13.0 51.0 52.1 80.2 79.8 19.8 20.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 10 6 6 17 10 30 19 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 908,821 COMMITMENTS 180,195 167,281 287,308 395,081 314,059 862,583 768,647 46,237 140,173 CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 66,450) -3,547 18,180 44,083 25,612 3,331 66,147 65,594 303 856 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.8 18.4 31.6 43.5 34.6 94.9 84.6 5.1 15.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 662) 160 258 262 171 207 494 577 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 392,546 COMMITMENTS 127,315 49,832 77,750 151,676 237,785 356,741 365,367 35,805 27,179 CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 6,484) 3,370 1,194 644 1,492 5,437 5,506 7,275 979 -791 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.4 12.7 19.8 38.6 60.6 90.9 93.1 9.1 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 303) 112 64 105 85 79 250 212 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,003,534 COMMITMENTS 90,868 82,339 123,576 607,773 619,767 822,217 825,682 181,317 177,852 CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 5,602) 1,411 -13,441 22,037 -16,366 -8,549 7,082 47 -1,480 5,555 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.1 8.2 12.3 60.6 61.8 81.9 82.3 18.1 17.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179) 37 37 53 80 89 143 153 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 511,819 COMMITMENTS 59,374 73,655 10,194 327,252 339,569 396,820 423,418 114,999 88,401 CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: -5,510) 5,158 -1,879 229 -14,242 -7,643 -8,855 -9,293 3,346 3,783 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.6 14.4 2.0 63.9 66.3 77.5 82.7 22.5 17.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96) 16 15 11 48 49 70 69 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 6,753 COMMITMENTS 1,985 293 562 3,805 5,608 6,352 6,463 401 290 CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 228) 31 81 -10 274 140 295 211 -67 17 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.4 4.3 8.3 56.3 83.0 94.1 95.7 5.9 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 12 5 7 16 19 30 30 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 416,650 COMMITMENTS 113,887 66,952 81,836 175,911 227,528 371,634 376,316 45,016 40,334 CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 12,929) -2,150 8,088 3,271 11,750 -1,948 12,872 9,412 57 3,517 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.3 16.1 19.6 42.2 54.6 89.2 90.3 10.8 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 299) 81 91 95 91 89 237 221 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,242 COMMITMENTS 755 4,988 510 6,348 1,979 7,613 7,477 1,628 1,765 CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 339) -12 151 137 211 22 336 310 3 29 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.2 54.0 5.5 68.7 21.4 82.4 80.9 17.6 19.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 11 23 7 18 15 34 41 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,392,316 COMMITMENTS 293,759 295,329 98,609 901,362 851,047 1293730 1244986 98,586 147,331 CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 22,363) 27,990 -3,847 10,780 -13,433 22,722 25,338 29,655 -2,975 -7,292 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.1 21.2 7.1 64.7 61.1 92.9 89.4 7.1 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271) 44 58 38 104 126 164 206 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,694,132 COMMITMENTS 333,252 471,482 532,724 2470908 2239673 3336884 3243879 357,248 450,253 CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 162,645) 25,718 -24,049 73,490 36,644 124,099 135,852 173,541 26,794 -10,895 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.0 12.8 14.4 66.9 60.6 90.3 87.8 9.7 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 384) 68 93 96 169 197 291 332 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,106,238 COMMITMENTS 336,747 306,631 184,417 1290787 1250806 1811952 1741854 294,286 364,384 CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 32,933) -18,765 6,592 17,019 11,866 28,551 10,121 52,163 22,812 -19,231 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.0 14.6 8.8 61.3 59.4 86.0 82.7 14.0 17.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 277) 45 66 55 113 137 190 226 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 735,002 COMMITMENTS 17,523 151,101 149,974 541,788 386,513 709,285 687,589 25,717 47,413 CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 6,039) -1,602 -17,225 -529 5,799 23,588 3,668 5,834 2,372 206 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.4 20.6 20.4 73.7 52.6 96.5 93.5 3.5 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105) 16 31 36 45 50 83 100 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 51,725 COMMITMENTS 13,921 9,277 678 28,684 37,647 43,282 47,603 8,443 4,122 CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: -5,862) -3,908 -264 -379 -1,841 -3,592 -6,129 -4,235 267 -1,627 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.9 17.9 1.3 55.5 72.8 83.7 92.0 16.3 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94) 31 15 7 35 21 68 41 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 103,450 COMMITMENTS 27,841 18,555 1,356 57,367 75,295 86,565 95,206 16,885 8,244 CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: -11,723) -7,817 -529 -758 -3,683 -7,183 -12,257 -8,470 534 -3,253 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.9 17.9 1.3 55.5 72.8 83.7 92.0 16.3 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94) 31 15 7 35 21 68 41 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 12,120 COMMITMENTS 10,369 10,031 791 851 1,274 12,011 12,096 109 24 CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 541) 341 -270 209 -27 596 523 535 18 6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 85.6 82.8 6.5 7.0 10.5 99.1 99.8 0.9 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 12 9 2 2 2 15 12 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 49,578 COMMITMENTS 23,090 20,985 4 26,375 28,424 49,469 49,413 109 165 CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: -719) 671 -1,788 -28 -1,358 1,086 -715 -730 -4 11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 46.6 42.3 0.0 53.2 57.3 99.8 99.7 0.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 8 17 1 7 13 16 30 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 36,045 COMMITMENTS 20,626 13,555 163 15,125 22,257 35,914 35,975 131 70 CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 610) 1,208 435 0 -620 200 588 635 22 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 57.2 37.6 0.5 42.0 61.7 99.6 99.8 0.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 8 17 1 6 17 15 34
Updated January 23, 2015