WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 575,687 COMMITMENTS 103,017 171,130 200,740 230,132 158,104 533,889 529,974 41,798 45,713 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 12,269) -6,648 -10,632 18,741 1,082 6,167 13,175 14,276 -906 -2,007 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.9 29.7 34.9 40.0 27.5 92.7 92.1 7.3 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 419) 133 138 182 110 105 356 331 WHEAT -SRW CONSECUTIVE CSO - CHICAGO BOARD OF TRADE Code-001605 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 5,959 COMMITMENTS 3,754 3,573 1,112 784 1,209 5,650 5,894 310 66 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 293) 190 -325 331 -305 304 216 310 77 -17 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 63.0 60.0 18.7 13.2 20.3 94.8 98.9 5.2 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 9 8 10 2 4 18 15 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 180,333 COMMITMENTS 41,173 54,334 41,090 78,885 59,492 161,147 154,916 19,186 25,417 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 5,109) -2,892 1,781 4,439 2,928 -687 4,475 5,533 635 -424 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.8 30.1 22.8 43.7 33.0 89.4 85.9 10.6 14.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187) 32 62 61 67 65 142 155 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,967,101 COMMITMENTS 393,348 478,471 537,597 864,292 688,067 1795237 1704135 171,865 262,966 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 27,029) -2,813 2,844 15,340 11,205 16,865 23,732 35,049 3,297 -8,020 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.0 24.3 27.3 43.9 35.0 91.3 86.6 8.7 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 789) 186 216 248 293 299 630 638 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,063 COMMITMENTS 1,307 1,093 936 5,880 6,022 8,123 8,051 1,941 2,013 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: -34) -177 -43 154 -357 -272 -380 -161 346 127 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.0 10.9 9.3 58.4 59.8 80.7 80.0 19.3 20.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 8 10 6 19 13 29 28 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 983,354 COMMITMENTS 187,622 221,264 299,195 441,057 328,913 927,874 849,372 55,480 133,982 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 36,980) 4,462 -8,483 13,782 17,518 34,438 35,762 39,738 1,218 -2,758 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.1 22.5 30.4 44.9 33.4 94.4 86.4 5.6 13.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 682) 172 263 277 168 198 518 579 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 449,051 COMMITMENTS 137,452 48,386 101,410 165,647 270,540 404,509 420,335 44,542 28,716 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 16,490) 7,693 -22,430 2,199 -1,268 38,937 8,623 18,706 7,867 -2,216 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.6 10.8 22.6 36.9 60.2 90.1 93.6 9.9 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 322) 111 76 111 81 87 261 228 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 582,314 COMMITMENTS 64,509 54,374 61,318 318,413 294,006 444,240 409,698 138,074 172,617 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: -13,909) 5,004 11,451 -1,772 8,966 -23,428 12,198 -13,749 -26,107 -160 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.1 9.3 10.5 54.7 50.5 76.3 70.4 23.7 29.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136) 25 30 37 61 73 104 122 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 626,327 COMMITMENTS 45,141 84,702 7,109 461,094 431,492 513,344 523,303 112,983 103,024 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 2,237) 6,417 -1,975 -10,405 22,120 21,398 18,132 9,018 -15,895 -6,781 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.2 13.5 1.1 73.6 68.9 82.0 83.6 18.0 16.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93) 10 15 8 50 53 64 72 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 7,661 COMMITMENTS 3,137 743 1,263 2,915 5,444 7,315 7,450 346 211 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: -198) 127 579 -366 158 -436 -81 -223 -117 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 40.9 9.7 16.5 38.0 71.1 95.5 97.2 4.5 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 17 4 6 12 15 33 23 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 457,716 COMMITMENTS 101,721 93,787 97,097 211,274 227,918 410,092 418,801 47,624 38,914 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 22,581) 1,691 56 12,369 7,145 9,670 21,205 22,095 1,376 486 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.2 20.5 21.2 46.2 49.8 89.6 91.5 10.4 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 308) 81 97 106 90 87 242 234 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 12,941 COMMITMENTS 1,122 5,949 2,988 6,388 1,958 10,499 10,895 2,441 2,045 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 634) 227 108 561 -149 -31 640 638 -5 -4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.7 46.0 23.1 49.4 15.1 81.1 84.2 18.9 15.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 20 29 21 21 11 54 57 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,187,958 COMMITMENTS 419,915 261,445 27,753 622,361 749,466 1070028 1038664 117,930 149,295 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: -258,041) -7,219 -2,917 -36,984 -200,696 -185,512 -244,899 -225,413 -13,142 -32,628 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.3 22.0 2.3 52.4 63.1 90.1 87.4 9.9 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 262) 58 48 29 92 126 161 192 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,437,458 COMMITMENTS 330,515 397,784 408,923 2377887 2138986 3117324 2945692 320,134 491,765 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: -244,381) -11,161 -24,936 -138,761 -43,564 -61,975 -193,486 -225,673 -50,895 -18,708 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.6 11.6 11.9 69.2 62.2 90.7 85.7 9.3 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 389) 75 90 94 172 190 298 323 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,229,894 COMMITMENTS 352,161 389,921 153,107 1472353 1302290 1977622 1845319 252,273 384,576 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: -111,742) 10,763 12,378 9,822 -81,142 -101,968 -60,557 -79,768 -51,185 -31,974 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.8 17.5 6.9 66.0 58.4 88.7 82.8 11.3 17.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271) 51 56 54 111 138 189 221 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 800,823 COMMITMENTS 12,958 163,384 169,418 592,909 410,331 775,285 743,133 25,538 57,690 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: -74,531) -24,862 -19,665 -16,641 -33,016 -35,272 -74,519 -71,577 -12 -2,954 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.6 20.4 21.2 74.0 51.2 96.8 92.8 3.2 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133) 15 44 35 57 69 93 129 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 58,580 COMMITMENTS 17,299 11,166 695 31,929 40,197 49,923 52,058 8,657 6,522 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 847) -26 1,016 -57 945 518 861 1,476 -14 -629 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.5 19.1 1.2 54.5 68.6 85.2 88.9 14.8 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109) 35 26 8 35 28 74 58 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 117,160 COMMITMENTS 34,599 22,332 1,390 63,858 80,394 99,847 104,117 17,314 13,044 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 1,694) -53 2,031 -115 1,889 1,035 1,722 2,952 -28 -1,258 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.5 19.1 1.2 54.5 68.6 85.2 88.9 14.8 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109) 35 26 8 35 28 74 58 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 16,541 COMMITMENTS 13,759 15,069 789 1,916 678 16,464 16,536 77 5 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: -720) -461 -670 -55 -198 0 -714 -725 -6 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 83.2 91.1 4.8 11.6 4.1 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 15 13 2 2 1 18 15 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 49,392 COMMITMENTS 41,579 20,141 21 7,691 29,118 49,291 49,280 101 112 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: -312) -455 331 0 166 -662 -289 -331 -23 19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 84.2 40.8 0.0 15.6 59.0 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 6 15 1 6 19 12 35 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 37,739 COMMITMENTS 32,338 11,197 278 5,025 26,128 37,641 37,603 98 136 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: -208) -1,177 -328 278 714 -206 -185 -256 -23 48 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 85.7 29.7 0.7 13.3 69.2 99.7 99.6 0.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 9 14 2 5 17 14 33
Updated June 5, 2015