WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 569,645 COMMITMENTS 103,992 157,579 197,143 225,970 171,310 527,104 526,031 42,540 43,614 CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: 17,216) 3,506 -532 8,542 2,922 10,420 14,970 18,430 2,246 -1,214 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.3 27.7 34.6 39.7 30.1 92.5 92.3 7.5 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 413) 125 129 178 110 106 346 331 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 164,238 COMMITMENTS 39,260 44,350 29,172 78,458 68,002 146,890 141,523 17,348 22,715 CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: -7,067) -1,698 -6,234 -2,205 -2,119 2,255 -6,022 -6,183 -1,045 -884 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.9 27.0 17.8 47.8 41.4 89.4 86.2 10.6 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193) 46 48 51 73 71 149 149 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,809,465 COMMITMENTS 325,185 255,420 528,804 802,881 757,204 1656870 1541428 152,595 268,037 CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: 1,701) -10,207 -2,304 24,306 -12,817 -16,620 1,282 5,382 419 -3,681 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.0 14.1 29.2 44.4 41.8 91.6 85.2 8.4 14.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 766) 164 190 242 302 328 612 646 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,542 COMMITMENTS 1,268 1,103 1,725 5,090 5,345 8,083 8,173 2,458 2,369 CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: -487) -219 -684 74 -405 71 -550 -539 64 52 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.0 10.5 16.4 48.3 50.7 76.7 77.5 23.3 22.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 10 8 7 17 12 29 25 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 985,276 COMMITMENTS 175,886 182,183 303,578 449,764 367,422 929,228 853,184 56,048 132,093 CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: -11,123) -4,279 -1,087 -6,980 435 1,708 -10,824 -6,359 -299 -4,765 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.9 18.5 30.8 45.6 37.3 94.3 86.6 5.7 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 665) 152 262 268 174 208 511 572 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 408,666 COMMITMENTS 112,448 89,598 87,645 175,220 200,399 375,313 377,643 33,353 31,023 CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: -10,373) 1,971 -5,628 -4,997 -8,386 3,558 -11,413 -7,067 1,040 -3,306 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.5 21.9 21.4 42.9 49.0 91.8 92.4 8.2 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 306) 95 83 109 84 77 239 231 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 507,927 COMMITMENTS 57,965 46,939 36,394 261,407 282,208 355,766 365,541 152,161 142,386 CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: 11,842) 151 1,658 2,919 7,126 8,126 10,197 12,704 1,645 -862 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.4 9.2 7.2 51.5 55.6 70.0 72.0 30.0 28.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128) 19 25 29 62 70 98 107 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 571,320 COMMITMENTS 48,938 81,228 7,832 395,478 391,474 452,248 480,534 119,072 90,786 CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: -518) 1,474 -13,438 553 113 8,611 2,140 -4,274 -2,658 3,756 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.6 14.2 1.4 69.2 68.5 79.2 84.1 20.8 15.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92) 13 12 8 49 49 66 65 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 6,550 COMMITMENTS 1,306 149 627 4,270 5,457 6,203 6,233 347 317 CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: -173) 151 10 -199 -98 -122 -146 -311 -27 138 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.9 2.3 9.6 65.2 83.3 94.7 95.2 5.3 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 12 4 6 16 18 31 25 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 395,137 COMMITMENTS 95,017 71,517 79,431 171,328 207,888 345,776 358,836 49,361 36,301 CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: -2,528) -8,214 4,228 941 4,341 -11,783 -2,932 -6,614 404 4,086 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.0 18.1 20.1 43.4 52.6 87.5 90.8 12.5 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 286) 83 81 102 87 84 234 216 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,823 COMMITMENTS 775 4,707 2,386 5,777 1,932 8,938 9,024 1,885 1,799 CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: 848) -14 -24 683 216 16 885 675 -37 174 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.2 43.5 22.0 53.4 17.8 82.6 83.4 17.4 16.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 11 24 13 22 15 44 47 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,393,638 COMMITMENTS 405,477 279,474 49,200 818,244 914,415 1272921 1243089 120,717 150,549 CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: -13,135) -8,771 5,325 3,254 -7,556 -13,584 -13,074 -5,005 -61 -8,129 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.1 20.1 3.5 58.7 65.6 91.3 89.2 8.7 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 261) 49 55 36 97 119 161 195 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,317,575 COMMITMENTS 312,930 485,092 297,316 2350960 2101258 2961206 2883666 356,369 433,909 CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: 88,520) -24,420 13,163 18,823 76,626 74,910 71,028 106,896 17,492 -18,376 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.4 14.6 9.0 70.9 63.3 89.3 86.9 10.7 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 385) 62 90 88 179 199 294 324 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,150,051 COMMITMENTS 340,466 422,619 86,800 1442390 1293748 1869656 1803167 280,395 346,884 CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: 30,521) -38,737 27,125 -884 47,343 12,759 7,723 39,001 22,798 -8,480 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.8 19.7 4.0 67.1 60.2 87.0 83.9 13.0 16.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 275) 43 67 54 112 138 187 227 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 734,217 COMMITMENTS 41,212 142,204 146,868 519,512 389,430 707,592 678,502 26,625 55,715 CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: -60,026) -8,933 6,503 -19,744 -32,369 -46,256 -61,046 -59,497 1,019 -529 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.6 19.4 20.0 70.8 53.0 96.4 92.4 3.6 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118) 16 39 32 43 59 77 114 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 49,973 COMMITMENTS 12,479 7,886 1,466 27,725 35,800 41,669 45,153 8,304 4,820 CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: -42) 1,224 -271 -942 -353 1,646 -71 432 29 -474 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.0 15.8 2.9 55.5 71.6 83.4 90.4 16.6 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90) 26 18 6 29 28 57 50 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 99,947 COMMITMENTS 24,957 15,773 2,933 55,449 71,601 83,339 90,306 16,608 9,641 CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: -84) 2,449 -543 -1,884 -707 3,291 -142 864 59 -948 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.0 15.8 2.9 55.5 71.6 83.4 90.4 16.6 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90) 26 18 6 29 28 57 50 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 13,832 COMMITMENTS 11,962 12,277 877 848 678 13,687 13,832 145 0 CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: 204) 97 79 128 0 0 225 207 -21 -3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 86.5 88.8 6.3 6.1 4.9 99.0 100.0 1.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 17 11 2 1 1 19 13 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 44,342 COMMITMENTS 33,468 17,374 0 10,735 26,848 44,203 44,222 139 120 CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: -1,029) -116 -458 0 -936 -555 -1,052 -1,013 23 -16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 75.5 39.2 0.0 24.2 60.5 99.7 99.7 0.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 7 16 0 6 15 13 31 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 37,614 COMMITMENTS 30,344 12,664 0 7,149 24,831 37,493 37,495 121 119 CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: -352) 593 -436 -42 -940 151 -389 -327 37 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 80.7 33.7 0.0 19.0 66.0 99.7 99.7 0.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 11 13 0 5 15 16 28
Updated April 10, 2015