WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 489,298 COMMITMENTS 118,678 145,307 140,018 191,274 155,766 449,970 441,091 39,328 48,208 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: -45,713) 7,238 9,040 -41,965 -10,343 -14,579 -45,070 -47,504 -643 1,791 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.3 29.7 28.6 39.1 31.8 92.0 90.1 8.0 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 414) 143 122 160 112 105 347 315 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 174,983 COMMITMENTS 44,111 55,300 23,756 90,589 73,346 158,457 152,402 16,526 22,581 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: -6,409) 1,130 7,795 -12,110 5,591 -821 -5,389 -5,136 -1,020 -1,272 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.2 31.6 13.6 51.8 41.9 90.6 87.1 9.4 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194) 45 53 53 68 65 142 151 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,621,404 COMMITMENTS 359,908 205,950 418,339 697,386 712,033 1475633 1336322 145,772 285,082 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: -157,469) -2,950 16,439 -75,721 -77,755 -90,236 -156,425 -149,518 -1,043 -7,951 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.2 12.7 25.8 43.0 43.9 91.0 82.4 9.0 17.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 756) 174 172 220 285 333 591 626 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,749 COMMITMENTS 897 2,065 1,360 6,338 5,052 8,595 8,476 2,154 2,272 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: -777) -203 251 -283 -360 -796 -845 -828 69 51 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.3 19.2 12.6 59.0 47.0 80.0 78.9 20.0 21.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 9 9 6 15 11 28 22 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 884,614 COMMITMENTS 173,054 158,041 276,224 377,042 315,800 826,320 750,065 58,294 134,549 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: -65,922) 8,868 -14,942 -32,940 -43,238 -15,913 -67,310 -63,795 1,387 -2,127 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.6 17.9 31.2 42.6 35.7 93.4 84.8 6.6 15.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 648) 165 226 259 182 214 511 553 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 395,007 COMMITMENTS 104,428 66,645 92,703 166,537 204,636 363,667 363,984 31,340 31,023 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: -32,940) -285 -2,030 -15,644 -15,077 -14,694 -31,007 -32,369 -1,933 -571 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.4 16.9 23.5 42.2 51.8 92.1 92.1 7.9 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 307) 94 78 114 86 83 246 235 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 638,103 COMMITMENTS 64,708 49,573 31,262 361,379 370,539 457,349 451,375 180,754 186,728 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: -205,558) -16,073 -13,296 -68,689 -129,269 -138,152 -214,030 -220,137 8,472 14,579 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.1 7.8 4.9 56.6 58.1 71.7 70.7 28.3 29.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130) 29 21 28 61 68 98 109 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 632,234 COMMITMENTS 46,661 88,832 29,691 433,432 424,158 509,784 542,680 122,451 89,554 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: 54,850) -2,263 8,887 921 53,266 42,013 51,924 51,820 2,926 3,030 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.4 14.1 4.7 68.6 67.1 80.6 85.8 19.4 14.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95) 11 15 12 56 54 75 73 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 6,773 COMMITMENTS 1,164 229 692 4,484 5,518 6,340 6,439 433 334 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: -36) 30 -23 -15 -114 -21 -99 -59 63 23 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.2 3.4 10.2 66.2 81.5 93.6 95.1 6.4 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 12 4 8 16 19 29 31 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 408,939 COMMITMENTS 116,360 60,363 75,841 166,270 236,804 358,472 373,008 50,467 35,931 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: -28,938) 6,171 -5,434 -21,120 -13,198 -2,919 -28,147 -29,473 -790 535 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.5 14.8 18.5 40.7 57.9 87.7 91.2 12.3 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 286) 93 70 92 92 88 241 208 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,608 COMMITMENTS 786 4,674 1,069 5,702 1,927 7,556 7,670 2,052 1,939 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: -968) 103 31 -591 -567 -399 -1,054 -959 86 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.2 48.6 11.1 59.3 20.1 78.6 79.8 21.4 20.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 8 25 12 22 14 42 44 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,611,188 COMMITMENTS 316,722 339,757 71,721 1098825 1029372 1487268 1440850 123,920 170,337 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: -74,909) -19,124 -1,096 -59,473 -20,685 -29,215 -99,282 -89,784 24,373 14,874 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.7 21.1 4.5 68.2 63.9 92.3 89.4 7.7 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 262) 40 59 38 99 132 161 208 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,137,973 COMMITMENTS 338,284 461,148 361,961 2068967 1868919 2769212 2692028 368,762 445,946 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: -372,101) -7,809 -9,909 -192,026 -180,399 -171,575 -380,234 -373,510 8,133 1,409 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.8 14.7 11.5 65.9 59.6 88.2 85.8 11.8 14.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 375) 63 93 102 171 193 292 330 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,294,990 COMMITMENTS 388,322 404,657 127,482 1471004 1298564 1986808 1830702 308,181 464,287 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: -44,997) 17,802 8,479 -60,506 -82,640 -90,172 -125,344 -142,198 80,347 97,201 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.9 17.6 5.6 64.1 56.6 86.6 79.8 13.4 20.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 261) 41 60 50 113 134 186 212 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 710,035 COMMITMENTS 37,020 126,584 161,570 483,314 365,100 681,905 653,255 28,130 56,781 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: 18,500) 11,437 -4,983 12,167 -6,348 1,250 17,257 8,434 1,243 10,066 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.2 17.8 22.8 68.1 51.4 96.0 92.0 4.0 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110) 22 29 39 42 51 84 105 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 60,079 COMMITMENTS 19,802 9,025 796 28,856 44,472 49,455 54,293 10,625 5,786 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: -477) -1,153 466 -85 786 -624 -451 -242 -26 -235 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.0 15.0 1.3 48.0 74.0 82.3 90.4 17.7 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95) 28 16 9 36 26 69 46 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 120,158 COMMITMENTS 39,605 18,050 1,591 57,713 88,945 98,909 108,586 21,249 11,572 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: -955) -2,305 933 -169 1,572 -1,248 -902 -485 -53 -470 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.0 15.0 1.3 48.0 74.0 82.3 90.4 17.7 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95) 28 16 9 36 26 69 46 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 12,062 COMMITMENTS 10,554 9,838 745 662 1,446 11,961 12,029 101 33 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: 16) 50 83 -44 0 -21 6 18 10 -2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 87.5 81.6 6.2 5.5 12.0 99.2 99.7 0.8 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 13 9 2 2 2 16 12 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 56,159 COMMITMENTS 23,519 17,782 0 32,514 38,229 56,033 56,011 126 148 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: 168) -591 258 -47 822 -36 184 175 -16 -7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 41.9 31.7 0.0 57.9 68.1 99.8 99.7 0.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 6 17 0 9 16 15 33 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 35,843 COMMITMENTS 23,413 12,643 23 12,302 22,724 35,738 35,390 105 453 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: -396) 400 -233 -84 -652 -57 -336 -374 -60 -22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 65.3 35.3 0.1 34.3 63.4 99.7 98.7 0.3 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 8 17 2 6 16 15 34
Updated February 27, 2015