WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 563,564 COMMITMENTS 116,014 175,921 182,871 223,759 156,377 522,644 515,169 40,920 48,395 CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: -8,961) 2,060 -20,432 153 -5,415 12,776 -3,202 -7,503 -5,759 -1,457 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.6 31.2 32.4 39.7 27.7 92.7 91.4 7.3 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 433) 140 149 183 110 112 363 342 WHEAT -SRW CONSECUTIVE CSO - CHICAGO BOARD OF TRADE Code-001605 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 4,805 COMMITMENTS 2,927 3,087 756 813 820 4,497 4,664 308 141 CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: -206) -507 -150 145 36 -204 -326 -209 120 3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 60.9 64.2 15.7 16.9 17.1 93.6 97.1 6.4 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 10 6 8 3 4 18 13 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 173,359 COMMITMENTS 43,440 60,010 34,442 77,025 54,025 154,907 148,478 18,452 24,882 CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: -5,426) 1,724 -7,390 -1,294 -3,730 2,322 -3,299 -6,362 -2,127 936 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.1 34.6 19.9 44.4 31.2 89.4 85.6 10.6 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185) 44 53 56 66 63 141 149 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,899,696 COMMITMENTS 385,315 461,629 512,446 840,196 664,902 1737958 1638977 161,739 260,719 CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: 59,802) 8,138 26,797 18,029 32,798 17,250 58,966 62,076 837 -2,274 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.3 24.3 27.0 44.2 35.0 91.5 86.3 8.5 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 797) 193 216 234 290 298 617 638 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,841 COMMITMENTS 1,450 1,069 799 5,993 6,160 8,242 8,027 1,599 1,814 CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: 773) 484 -80 -9 269 1,070 744 981 30 -207 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.7 10.9 8.1 60.9 62.6 83.8 81.6 16.2 18.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 7 11 5 20 14 29 28 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 922,573 COMMITMENTS 186,249 217,624 273,673 411,883 297,886 871,805 789,183 50,769 133,390 CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: 13,067) -19,751 24,688 19,027 12,340 -29,790 11,616 13,925 1,451 -857 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.2 23.6 29.7 44.6 32.3 94.5 85.5 5.5 14.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 686) 172 260 267 173 205 511 587 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 431,604 COMMITMENTS 136,611 63,868 100,210 158,208 238,451 395,029 402,529 36,575 29,075 CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: 7,548) 2,530 -684 12,589 -250 -5,012 14,869 6,892 -7,321 656 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.7 14.8 23.2 36.7 55.2 91.5 93.3 8.5 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 332) 107 90 123 77 79 266 241 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 676,399 COMMITMENTS 62,790 42,006 112,097 352,147 356,998 527,034 511,101 149,365 165,298 CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: 59,971) -3,195 -3,683 29,119 27,049 35,257 52,973 60,693 6,998 -722 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.3 6.2 16.6 52.1 52.8 77.9 75.6 22.1 24.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146) 33 25 40 70 77 119 126 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 577,195 COMMITMENTS 42,075 78,734 5,950 421,997 388,340 470,022 473,024 107,173 104,170 CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: -4,287) -4,540 -989 -3,838 6,213 -5,467 -2,166 -10,295 -2,122 6,007 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.3 13.6 1.0 73.1 67.3 81.4 82.0 18.6 18.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92) 10 11 8 54 54 68 69 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 8,587 COMMITMENTS 3,008 315 1,825 3,262 6,149 8,095 8,289 492 298 CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: 442) 230 -117 165 23 362 418 410 24 32 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.0 3.7 21.3 38.0 71.6 94.3 96.5 5.7 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 15 4 4 13 17 31 22 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 411,478 COMMITMENTS 96,327 90,467 80,407 187,573 202,689 364,307 373,563 47,171 37,915 CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: 3,450) -3,004 -306 5,423 459 1,105 2,878 6,222 572 -2,773 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.4 22.0 19.5 45.6 49.3 88.5 90.8 11.5 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 292) 74 103 92 82 73 220 212 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,878 COMMITMENTS 890 5,779 2,274 6,387 1,796 9,551 9,850 2,327 2,028 CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: -7) 119 -41 24 -286 23 -143 6 136 -13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.5 48.7 19.1 53.8 15.1 80.4 82.9 19.6 17.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 16 29 16 20 11 45 53 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,432,326 COMMITMENTS 385,904 282,993 96,603 827,228 896,401 1309735 1275997 122,591 156,329 CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: 20,247) -8,419 7,694 24,766 -4,163 -17,004 12,184 15,456 8,063 4,791 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.9 19.8 6.7 57.8 62.6 91.4 89.1 8.6 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271) 54 51 33 100 129 170 198 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,618,990 COMMITMENTS 330,615 438,834 475,727 2488063 2227180 3294405 3141741 324,585 477,249 CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: 63,306) 31,685 5,935 8,537 18,275 56,226 58,497 70,698 4,809 -7,392 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.1 12.1 13.1 68.8 61.5 91.0 86.8 9.0 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 405) 78 96 108 182 195 319 340 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,169,064 COMMITMENTS 323,941 393,333 119,016 1469831 1280410 1912788 1792760 256,275 376,304 CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: 56,686) 35,491 27,801 10,128 16,449 28,607 62,068 66,536 -5,382 -9,850 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.9 18.1 5.5 67.8 59.0 88.2 82.7 11.8 17.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 266) 49 55 50 117 138 191 218 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 868,915 COMMITMENTS 35,677 177,974 182,822 623,859 450,611 842,357 811,407 26,558 57,508 CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: 42,526) -1,528 1,881 18,691 21,655 19,902 38,818 40,474 3,707 2,051 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.1 20.5 21.0 71.8 51.9 96.9 93.4 3.1 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136) 14 46 36 52 72 89 133 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 61,679 COMMITMENTS 21,372 10,001 833 30,081 43,047 52,286 53,880 9,393 7,798 CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: 7,437) 6,527 2,710 -133 826 3,985 7,220 6,562 218 875 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.7 16.2 1.3 48.8 69.8 84.8 87.4 15.2 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108) 34 26 13 28 28 68 62 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 123,358 COMMITMENTS 42,744 20,001 1,665 60,162 86,094 104,571 107,761 18,787 15,597 CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: 14,874) 13,053 5,420 -267 1,653 7,971 14,439 13,124 435 1,750 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.7 16.2 1.3 48.8 69.8 84.8 87.4 15.2 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108) 34 26 13 28 28 68 62 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 19,274 COMMITMENTS 16,185 17,700 896 2,114 678 19,195 19,274 79 0 CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: 132) 159 119 13 -19 0 153 132 -21 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 84.0 91.8 4.6 11.0 3.5 99.6 100.0 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 16 13 2 2 1 19 15 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 48,618 COMMITMENTS 40,950 18,656 21 7,566 29,835 48,537 48,512 81 106 CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: -483) -814 -974 0 357 493 -457 -481 -26 -2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 84.2 38.4 0.0 15.6 61.4 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 6 14 1 6 17 12 32 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 36,563 COMMITMENTS 30,966 11,567 0 5,486 24,868 36,452 36,435 111 128 CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: -156) -1,814 -585 -14 1,658 468 -170 -131 14 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 84.7 31.6 0.0 15.0 68.0 99.7 99.6 0.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 8 16 0 5 16 13 32
Updated May 22, 2015