WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 561,353 COMMITMENTS 105,027 158,319 196,333 220,089 162,359 521,449 517,011 39,903 44,342 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 4,086) -11,830 -5,451 12,287 3,493 -1,565 3,950 5,271 137 -1,184 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.7 28.2 35.0 39.2 28.9 92.9 92.1 7.1 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 427) 144 127 187 113 108 359 344 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 170,821 COMMITMENTS 42,203 53,069 30,844 79,574 61,649 152,620 145,561 18,201 25,260 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: -7,453) -4,497 -7,531 1,190 -4,202 -2,450 -7,509 -8,791 56 1,338 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.7 31.1 18.1 46.6 36.1 89.3 85.2 10.7 14.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194) 45 53 54 74 69 152 151 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,806,955 COMMITMENTS 350,489 282,438 512,921 789,078 747,900 1652488 1543260 154,467 263,695 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 28,027) 1,600 -30,340 13,213 8,340 56,735 23,152 39,608 4,875 -11,580 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.4 15.6 28.4 43.7 41.4 91.5 85.4 8.5 14.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 789) 181 200 237 297 331 621 648 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,723 COMMITMENTS 1,655 2,322 1,106 5,921 5,275 8,681 8,703 2,041 2,019 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 88) 22 -187 -84 95 363 33 92 55 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.4 21.7 10.3 55.2 49.2 81.0 81.2 19.0 18.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 10 8 6 17 12 31 22 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 982,456 COMMITMENTS 175,657 174,701 317,561 435,395 356,937 928,613 849,199 53,843 133,256 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: -7,665) 5,387 -3,876 -7,582 -5,381 8,883 -7,576 -2,575 -90 -5,090 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.9 17.8 32.3 44.3 36.3 94.5 86.4 5.5 13.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 669) 160 247 271 179 216 514 579 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 412,662 COMMITMENTS 106,495 85,673 98,115 176,912 199,348 381,522 383,135 31,140 29,526 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: -414) -1,963 -4,872 -15 1,062 6,235 -917 1,348 503 -1,762 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.8 20.8 23.8 42.9 48.3 92.5 92.8 7.5 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 317) 95 86 119 88 76 248 243 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 513,144 COMMITMENTS 47,169 42,641 44,805 265,643 273,042 357,617 360,488 155,527 152,656 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 31,696) -12,182 8,586 6,609 31,030 19,022 25,458 34,217 6,238 -2,521 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.2 8.3 8.7 51.8 53.2 69.7 70.3 30.3 29.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122) 20 22 27 58 67 91 103 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 582,218 COMMITMENTS 46,725 95,537 7,106 402,447 389,164 456,278 491,807 125,939 90,410 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 173) -4,661 2,159 -4,188 1,255 -4,181 -7,594 -6,210 7,767 6,383 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.0 16.4 1.2 69.1 66.8 78.4 84.5 21.6 15.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89) 11 14 8 49 48 64 66 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 7,452 COMMITMENTS 1,170 73 823 5,052 6,305 7,045 7,201 407 251 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: -261) -63 -30 -161 -24 -25 -248 -216 -13 -45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.7 1.0 11.0 67.8 84.6 94.5 96.6 5.5 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 11 2 7 18 20 30 28 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 396,578 COMMITMENTS 94,460 66,179 84,812 168,763 212,167 348,035 363,157 48,543 33,421 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: -4,681) -5,767 -4,599 2,011 -3,710 -2,057 -7,466 -4,646 2,786 -35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.8 16.7 21.4 42.6 53.5 87.8 91.6 12.2 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 278) 74 88 98 87 75 235 198 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,435 COMMITMENTS 779 4,747 1,230 5,532 2,052 7,540 8,028 1,895 1,407 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 76) 13 -254 289 -265 254 36 288 39 -213 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.3 50.3 13.0 58.6 21.7 79.9 85.1 20.1 14.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 11 26 11 22 15 41 47 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,462,139 COMMITMENTS 405,438 311,175 66,585 881,456 938,321 1353479 1316082 108,660 146,057 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 56,549) 45,313 -23,030 3,049 -2,835 63,528 45,527 43,546 11,022 13,003 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.7 21.3 4.6 60.3 64.2 92.6 90.0 7.4 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 269) 50 61 37 94 125 162 205 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,513,518 COMMITMENTS 320,799 476,782 403,254 2437881 2205877 3161935 3085913 351,583 427,604 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 323,433) -37,665 -14,583 85,211 240,507 260,682 288,053 331,310 35,380 -7,877 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.1 13.6 11.5 69.4 62.8 90.0 87.8 10.0 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 399) 68 98 100 174 204 300 344 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,215,353 COMMITMENTS 382,170 397,808 117,999 1460812 1325614 1960981 1841420 254,372 373,933 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 15,334) -46,124 -9,790 8,708 25,984 25,622 -11,432 24,540 26,766 -9,207 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.3 18.0 5.3 65.9 59.8 88.5 83.1 11.5 16.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 269) 39 66 53 115 136 188 221 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 766,266 COMMITMENTS 51,931 131,518 167,650 521,754 412,790 741,335 711,958 24,931 54,308 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: -12,074) 20,855 -5,122 -32,470 -1,212 22,044 -12,828 -15,549 754 3,475 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.8 17.2 21.9 68.1 53.9 96.7 92.9 3.3 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114) 18 36 33 43 54 79 108 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 54,651 COMMITMENTS 14,991 8,899 1,514 30,161 39,070 46,666 49,483 7,984 5,167 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: -1,863) -857 -1,418 -255 -387 1,019 -1,499 -655 -363 -1,207 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.4 16.3 2.8 55.2 71.5 85.4 90.5 14.6 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97) 27 20 8 32 26 63 50 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 109,301 COMMITMENTS 29,982 17,798 3,028 60,322 78,140 93,333 98,966 15,969 10,335 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: -3,725) -1,715 -2,837 -511 -773 2,037 -2,999 -1,311 -726 -2,415 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.4 16.3 2.8 55.2 71.5 85.4 90.5 14.6 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97) 27 20 8 32 26 63 50 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 13,146 COMMITMENTS 11,416 11,754 714 848 678 12,978 13,146 168 0 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: -3,778) -1,826 -1,691 -1,941 -67 0 -3,834 -3,632 56 -146 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 86.8 89.4 5.4 6.5 5.2 98.7 100.0 1.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 16 10 2 1 1 18 12 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 45,423 COMMITMENTS 32,437 17,520 0 12,871 27,770 45,308 45,290 115 133 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: -1,026) 449 -558 0 -1,462 -463 -1,013 -1,021 -13 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 71.4 38.6 0.0 28.3 61.1 99.7 99.7 0.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 7 16 0 7 15 14 31 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 38,351 COMMITMENTS 28,961 13,378 0 9,256 24,876 38,217 38,254 134 97 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 1,681) 1,272 665 -19 414 1,041 1,667 1,687 14 -6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 75.5 34.9 0.0 24.1 64.9 99.7 99.7 0.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 11 14 0 4 15 15 29
Updated March 27, 2015