WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 546,771 COMMITMENTS 113,122 194,378 168,401 221,334 134,706 502,857 497,485 43,914 49,286 CHANGES FROM 04/21/15 (CHANGE IN OPEN INTEREST: -40,340) 5,589 13,859 -31,616 -12,985 -21,695 -39,012 -39,452 -1,328 -889 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.7 35.6 30.8 40.5 24.6 92.0 91.0 8.0 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 440) 155 143 172 112 100 355 345 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 185,954 COMMITMENTS 42,429 66,069 36,778 85,874 58,633 165,082 161,480 20,872 24,474 CHANGES FROM 04/21/15 (CHANGE IN OPEN INTEREST: 4,642) 2,172 6,334 -1,274 5,055 108 5,952 5,168 -1,311 -527 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.8 35.5 19.8 46.2 31.5 88.8 86.8 11.2 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199) 54 53 54 74 62 152 151 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,770,937 COMMITMENTS 341,175 370,585 504,738 766,425 623,231 1612338 1498554 158,599 272,384 CHANGES FROM 04/21/15 (CHANGE IN OPEN INTEREST: -80,717) 24,396 42,400 -41,776 -63,219 -82,515 -80,598 -81,891 -119 1,174 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.3 20.9 28.5 43.3 35.2 91.0 84.6 9.0 15.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 767) 192 197 224 298 297 609 623 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,505 COMMITMENTS 492 1,012 814 5,265 4,430 6,571 6,257 1,934 2,249 CHANGES FROM 04/21/15 (CHANGE IN OPEN INTEREST: -2,319) -448 -139 -834 -806 -1,266 -2,088 -2,238 -232 -81 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.8 11.9 9.6 61.9 52.1 77.3 73.6 22.7 26.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 8 10 6 18 12 28 26 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 881,492 COMMITMENTS 187,380 171,634 249,099 391,482 328,276 827,961 749,009 53,531 132,482 CHANGES FROM 04/21/15 (CHANGE IN OPEN INTEREST: -118,740) 14,787 -9,700 -71,943 -59,135 -36,238 -116,291 -117,882 -2,449 -858 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.3 19.5 28.3 44.4 37.2 93.9 85.0 6.1 15.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 638) 163 227 251 174 205 504 536 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 410,383 COMMITMENTS 120,157 80,566 81,713 170,807 216,911 372,677 379,190 37,706 31,193 CHANGES FROM 04/21/15 (CHANGE IN OPEN INTEREST: -8,711) 664 8,303 -16,947 7,882 -459 -8,401 -9,102 -310 391 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.3 19.6 19.9 41.6 52.9 90.8 92.4 9.2 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 313) 105 81 117 80 78 254 234 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 493,638 COMMITMENTS 54,086 50,648 35,483 255,303 255,986 344,872 342,117 148,766 151,521 CHANGES FROM 04/21/15 (CHANGE IN OPEN INTEREST: -11,228) 2,485 1,808 -5,054 -8,136 -20,725 -10,705 -23,971 -523 12,743 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.0 10.3 7.2 51.7 51.9 69.9 69.3 30.1 30.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121) 27 22 30 54 59 92 100 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 577,004 COMMITMENTS 47,192 84,724 7,943 404,285 389,215 459,420 481,882 117,584 95,122 CHANGES FROM 04/21/15 (CHANGE IN OPEN INTEREST: -3,775) -2,999 -2,114 -438 -3,666 -6,957 -7,103 -9,509 3,329 5,735 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.2 14.7 1.4 70.1 67.5 79.6 83.5 20.4 16.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95) 12 13 7 54 49 70 65 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 7,505 COMMITMENTS 2,559 378 1,447 3,120 5,417 7,126 7,242 379 263 CHANGES FROM 04/21/15 (CHANGE IN OPEN INTEREST: 767) 618 154 904 -746 -320 776 738 -9 29 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.1 5.0 19.3 41.6 72.2 95.0 96.5 5.0 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 13 6 5 14 20 30 28 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 380,325 COMMITMENTS 97,327 76,564 67,275 168,271 200,210 332,874 344,049 47,452 36,276 CHANGES FROM 04/21/15 (CHANGE IN OPEN INTEREST: -25,684) 5,436 -6,363 -16,131 -11,305 648 -22,001 -21,845 -3,683 -3,838 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.6 20.1 17.7 44.2 52.6 87.5 90.5 12.5 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 283) 84 81 90 91 84 231 208 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,749 COMMITMENTS 633 5,369 2,134 6,608 1,875 9,375 9,378 2,375 2,371 CHANGES FROM 04/21/15 (CHANGE IN OPEN INTEREST: -528) -43 151 -696 49 -50 -690 -596 162 68 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.4 45.7 18.2 56.2 16.0 79.8 79.8 20.2 20.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73) 11 29 14 23 13 45 50 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,508,523 COMMITMENTS 459,873 281,124 60,809 859,204 1000478 1379885 1342411 128,638 166,112 CHANGES FROM 04/21/15 (CHANGE IN OPEN INTEREST: -1,238) -4,290 -1,068 -13,465 11,685 6,904 -6,070 -7,629 4,832 6,391 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.5 18.6 4.0 57.0 66.3 91.5 89.0 8.5 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 268) 58 52 34 97 123 168 196 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,277,935 COMMITMENTS 343,361 459,278 284,483 2293775 2099509 2921618 2843270 356,317 434,665 CHANGES FROM 04/21/15 (CHANGE IN OPEN INTEREST: -83,430) 43,408 -11,898 -43,945 -94,790 -13,181 -95,327 -69,024 11,897 -14,406 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.5 14.0 8.7 70.0 64.0 89.1 86.7 10.9 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 383) 71 88 95 169 190 294 319 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,139,488 COMMITMENTS 369,682 372,026 75,285 1391401 1326906 1836367 1774216 303,121 365,272 CHANGES FROM 04/21/15 (CHANGE IN OPEN INTEREST: -6,407) -8,299 -10,264 -26,721 8,510 42,384 -26,510 5,399 20,103 -11,806 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.3 17.4 3.5 65.0 62.0 85.8 82.9 14.2 17.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 262) 44 57 43 106 139 176 213 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 823,251 COMMITMENTS 39,453 168,049 167,932 590,947 437,840 798,332 773,822 24,919 49,429 CHANGES FROM 04/21/15 (CHANGE IN OPEN INTEREST: 34,614) -1,052 1,338 9,353 29,611 26,196 37,912 36,887 -3,298 -2,273 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.8 20.4 20.4 71.8 53.2 97.0 94.0 3.0 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129) 14 46 40 50 64 91 125 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 58,148 COMMITMENTS 16,386 8,290 1,237 32,689 42,705 50,313 52,232 7,835 5,915 CHANGES FROM 04/21/15 (CHANGE IN OPEN INTEREST: 7,182) 2,337 129 735 4,182 5,480 7,254 6,344 -73 837 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.2 14.3 2.1 56.2 73.4 86.5 89.8 13.5 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99) 33 19 10 28 26 65 51 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 116,295 COMMITMENTS 32,773 16,581 2,475 65,378 85,410 100,626 104,465 15,670 11,830 CHANGES FROM 04/21/15 (CHANGE IN OPEN INTEREST: 14,363) 4,674 258 1,471 8,364 10,960 14,508 12,688 -145 1,675 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.2 14.3 2.1 56.2 73.4 86.5 89.8 13.5 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99) 33 19 10 28 26 65 51 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 17,324 COMMITMENTS 13,156 15,759 887 3,167 678 17,210 17,324 114 0 CHANGES FROM 04/21/15 (CHANGE IN OPEN INTEREST: 2,107) 353 2,096 11 1,752 0 2,116 2,107 -9 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 75.9 91.0 5.1 18.3 3.9 99.3 100.0 0.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 20 11 2 2 1 23 13 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 45,637 COMMITMENTS 38,449 16,978 21 7,010 27,602 45,480 44,601 157 1,036 CHANGES FROM 04/21/15 (CHANGE IN OPEN INTEREST: 728) 2,945 -567 21 -2,231 367 735 -179 -7 907 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 84.2 37.2 0.0 15.4 60.5 99.7 97.7 0.3 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 10 13 2 8 18 18 33 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 37,250 COMMITMENTS 33,324 11,993 244 3,482 24,906 37,050 37,143 200 107 CHANGES FROM 04/21/15 (CHANGE IN OPEN INTEREST: -406) 267 -523 176 -823 -40 -380 -387 -26 -19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 89.5 32.2 0.7 9.3 66.9 99.5 99.7 0.5 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 11 15 3 5 15 17 32
Updated May 1, 2015