WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 552,428 COMMITMENTS 100,486 158,110 188,600 223,048 160,890 512,134 507,601 40,294 44,827 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: -8,924) -4,541 -209 -7,733 2,958 -1,469 -9,316 -9,410 391 486 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.2 28.6 34.1 40.4 29.1 92.7 91.9 7.3 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 418) 132 127 178 114 107 346 339 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 171,305 COMMITMENTS 40,958 50,583 31,376 80,578 65,747 152,912 147,706 18,393 23,599 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 484) -1,245 -2,485 533 1,004 4,098 292 2,145 192 -1,661 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.9 29.5 18.3 47.0 38.4 89.3 86.2 10.7 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198) 47 55 56 70 72 154 154 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,807,763 COMMITMENTS 335,392 257,724 504,497 815,698 773,824 1655587 1536046 152,176 271,717 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 808) -15,096 -24,713 -8,424 26,620 25,924 3,100 -7,214 -2,292 8,022 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.6 14.3 27.9 45.1 42.8 91.6 85.0 8.4 15.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 782) 195 179 244 294 332 618 652 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 11,028 COMMITMENTS 1,488 1,787 1,651 5,496 5,274 8,634 8,711 2,395 2,317 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 306) -167 -535 545 -425 -1 -47 8 353 298 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.5 16.2 15.0 49.8 47.8 78.3 79.0 21.7 21.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 10 8 6 16 12 29 23 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 996,400 COMMITMENTS 180,165 183,270 310,558 449,329 365,714 940,052 859,542 56,347 136,857 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 13,944) 4,508 8,569 -7,003 13,935 8,777 11,439 10,343 2,505 3,601 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.1 18.4 31.2 45.1 36.7 94.3 86.3 5.7 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 656) 157 241 264 176 212 505 567 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 419,039 COMMITMENTS 110,477 95,227 92,643 183,606 196,841 386,726 384,710 32,313 34,329 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 6,378) 3,982 9,554 -5,472 6,694 -2,507 5,204 1,575 1,173 4,803 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.4 22.7 22.1 43.8 47.0 92.3 91.8 7.7 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 320) 88 92 117 91 75 253 244 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 496,086 COMMITMENTS 57,814 45,281 33,475 254,280 274,081 345,569 352,837 150,517 143,249 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: -17,059) 10,644 2,641 -11,330 -11,362 1,039 -12,048 -7,651 -5,010 -9,408 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.7 9.1 6.7 51.3 55.2 69.7 71.1 30.3 28.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119) 18 23 26 59 65 92 99 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 571,838 COMMITMENTS 47,464 94,666 7,279 395,365 382,863 450,108 484,808 121,730 87,030 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: -10,380) 739 -871 173 -7,082 -6,301 -6,170 -6,999 -4,209 -3,380 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.3 16.6 1.3 69.1 67.0 78.7 84.8 21.3 15.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93) 12 15 9 50 49 67 68 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 6,723 COMMITMENTS 1,155 139 826 4,368 5,579 6,349 6,544 374 179 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: -729) -15 66 3 -684 -726 -696 -657 -33 -72 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.2 2.1 12.3 65.0 83.0 94.4 97.3 5.6 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 10 4 6 19 20 32 27 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 397,665 COMMITMENTS 103,231 67,289 78,490 166,987 219,671 348,708 365,450 48,957 32,215 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 1,087) 8,771 1,111 -6,322 -1,776 7,504 673 2,293 414 -1,205 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.0 16.9 19.7 42.0 55.2 87.7 91.9 12.3 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 282) 75 88 96 89 81 234 207 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,975 COMMITMENTS 789 4,731 1,703 5,561 1,916 8,053 8,349 1,921 1,626 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 540) 11 -16 473 30 -136 514 321 26 218 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.9 47.4 17.1 55.8 19.2 80.7 83.7 19.3 16.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 10 26 13 20 15 42 47 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,406,772 COMMITMENTS 414,248 274,149 45,946 825,800 927,999 1285994 1248094 120,778 158,678 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: -55,366) 8,810 -37,026 -20,639 -55,656 -10,322 -67,485 -67,988 12,118 12,622 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.4 19.5 3.3 58.7 66.0 91.4 88.7 8.6 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 260) 47 57 33 97 120 162 192 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,229,055 COMMITMENTS 337,350 471,929 278,493 2274334 2026348 2890178 2776770 338,877 452,285 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: -284,462) 16,551 -4,853 -124,761 -163,547 -179,529 -271,757 -309,143 -12,705 24,680 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.4 14.6 8.6 70.4 62.8 89.5 86.0 10.5 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 381) 70 89 92 166 186 286 317 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,119,530 COMMITMENTS 379,203 395,494 87,683 1395047 1280989 1861933 1764166 257,597 355,364 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: -95,822) -2,967 -2,314 -30,315 -65,765 -44,625 -99,048 -77,254 3,225 -18,568 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.9 18.7 4.1 65.8 60.4 87.8 83.2 12.2 16.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 277) 44 65 52 116 139 190 226 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 794,243 COMMITMENTS 50,145 135,701 166,612 551,881 435,686 768,638 737,999 25,606 56,244 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 27,978) -1,787 4,184 -1,038 30,127 22,896 27,303 26,041 675 1,936 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.3 17.1 21.0 69.5 54.9 96.8 92.9 3.2 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117) 19 37 34 43 55 79 112 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 50,015 COMMITMENTS 11,254 8,158 2,408 28,078 34,155 41,741 44,721 8,275 5,294 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: -4,635) -3,737 -741 894 -2,083 -4,915 -4,926 -4,762 290 127 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.5 16.3 4.8 56.1 68.3 83.5 89.4 16.5 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90) 27 18 8 30 22 60 45 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 100,030 COMMITMENTS 22,508 16,315 4,817 56,156 68,309 83,481 89,442 16,549 10,589 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: -9,271) -7,474 -1,483 1,789 -4,166 -9,830 -9,852 -9,525 581 254 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.5 16.3 4.8 56.1 68.3 83.5 89.4 16.5 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90) 27 18 8 30 22 60 45 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 13,628 COMMITMENTS 11,865 12,198 749 848 678 13,462 13,625 166 3 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 482) 449 444 35 0 0 484 479 -2 3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 87.1 89.5 5.5 6.2 5.0 98.8 100.0 1.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 17 12 2 1 1 19 14 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 45,371 COMMITMENTS 33,584 17,832 0 11,671 27,403 45,255 45,235 116 136 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: -52) 1,147 312 0 -1,200 -367 -53 -55 1 3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 74.0 39.3 0.0 25.7 60.4 99.7 99.7 0.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 9 15 0 8 16 17 31 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 37,966 COMMITMENTS 29,751 13,100 42 8,089 24,680 37,882 37,822 84 144 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: -385) 790 -278 42 -1,167 -196 -335 -432 -50 47 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 78.4 34.5 0.1 21.3 65.0 99.8 99.6 0.2 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 9 16 1 4 15 13 32
Updated April 3, 2015