WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 591,604 COMMITMENTS 108,763 150,351 216,172 224,529 178,046 549,465 544,570 42,139 47,034 CHANGES FROM 06/09/15 (CHANGE IN OPEN INTEREST: -1,784) -2,379 11,123 -4,194 4,289 -8,847 -2,284 -1,917 500 132 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.4 25.4 36.5 38.0 30.1 92.9 92.0 7.1 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 412) 127 136 172 112 109 350 324 WHEAT -SRW CONSECUTIVE CSO - CHICAGO BOARD OF TRADE Code-001605 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 6,685 COMMITMENTS 3,901 4,431 1,180 1,331 1,007 6,412 6,618 273 67 CHANGES FROM 06/09/15 (CHANGE IN OPEN INTEREST: 168) 498 270 -109 -222 71 167 232 1 -63 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 58.4 66.3 17.6 19.9 15.1 95.9 99.0 4.1 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 9 8 9 2 5 17 16 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 184,872 COMMITMENTS 44,654 54,410 42,112 78,657 62,654 165,423 159,176 19,449 25,696 CHANGES FROM 06/09/15 (CHANGE IN OPEN INTEREST: 4,677) 3,561 3,945 404 1,712 1,410 5,677 5,760 -1,001 -1,083 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.2 29.4 22.8 42.5 33.9 89.5 86.1 10.5 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191) 47 55 62 69 60 147 155 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,015,048 COMMITMENTS 386,508 463,947 589,128 866,155 692,934 1841791 1746009 173,256 269,038 CHANGES FROM 06/09/15 (CHANGE IN OPEN INTEREST: 32,785) -2,954 35,905 19,126 13,211 -19,038 29,383 35,993 3,402 -3,208 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.2 23.0 29.2 43.0 34.4 91.4 86.6 8.6 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 783) 206 201 244 296 292 625 637 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,007 COMMITMENTS 1,103 962 993 5,972 6,171 8,068 8,125 1,939 1,881 CHANGES FROM 06/09/15 (CHANGE IN OPEN INTEREST: -145) -68 -56 -5 -303 -261 -375 -322 231 178 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.0 9.6 9.9 59.7 61.7 80.6 81.2 19.4 18.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 6 10 6 20 13 29 26 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 993,940 COMMITMENTS 197,539 199,845 319,302 421,604 349,011 938,444 868,158 55,496 125,782 CHANGES FROM 06/09/15 (CHANGE IN OPEN INTEREST: 1,967) 12,366 -6,212 7,789 -15,534 6,692 4,621 8,268 -2,654 -6,301 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.9 20.1 32.1 42.4 35.1 94.4 87.3 5.6 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 662) 185 234 267 176 200 520 557 SOYBEAN CSO - CHICAGO BOARD OF TRADE Code-005606 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,521 COMMITMENTS 583 313 635 751 989 1,969 1,937 552 584 CHANGES FROM 06/09/15 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.1 12.4 25.2 29.8 39.2 78.1 76.8 21.9 23.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 8 2 7 6 8 14 17 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 453,141 COMMITMENTS 135,285 63,939 104,078 173,578 258,517 412,941 426,533 40,200 26,608 CHANGES FROM 06/09/15 (CHANGE IN OPEN INTEREST: -10,027) -15,671 19,095 -518 11,747 -23,377 -4,442 -4,800 -5,584 -5,227 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.9 14.1 23.0 38.3 57.1 91.1 94.1 8.9 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 336) 109 79 129 85 86 272 252 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 610,906 COMMITMENTS 69,997 51,106 74,136 326,623 321,171 470,756 446,412 140,149 164,493 CHANGES FROM 06/09/15 (CHANGE IN OPEN INTEREST: -2,962) 901 9,788 -854 -9,637 -6,077 -9,590 2,857 6,628 -5,819 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.5 8.4 12.1 53.5 52.6 77.1 73.1 22.9 26.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156) 30 32 44 70 82 122 136 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 610,860 COMMITMENTS 55,469 81,512 7,663 430,776 422,263 493,908 511,438 116,952 99,422 CHANGES FROM 06/09/15 (CHANGE IN OPEN INTEREST: -6,167) -265 -6,614 348 -8,489 -3,443 -8,406 -9,709 2,239 3,542 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.1 13.3 1.3 70.5 69.1 80.9 83.7 19.1 16.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94) 12 15 10 50 52 67 72 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 7,146 COMMITMENTS 2,930 448 1,340 2,567 5,053 6,837 6,841 309 305 CHANGES FROM 06/09/15 (CHANGE IN OPEN INTEREST: -294) -141 -268 83 -236 -186 -294 -371 0 77 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 41.0 6.3 18.8 35.9 70.7 95.7 95.7 4.3 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 15 5 7 13 15 33 23 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 471,308 COMMITMENTS 114,919 82,004 104,244 199,279 249,718 418,442 435,966 52,866 35,342 CHANGES FROM 06/09/15 (CHANGE IN OPEN INTEREST: 4,224) 9,076 -5,678 534 -5,818 11,317 3,791 6,173 433 -1,949 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.4 17.4 22.1 42.3 53.0 88.8 92.5 11.2 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 299) 84 83 99 88 98 239 229 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,841 COMMITMENTS 1,061 5,429 2,186 6,085 2,097 9,332 9,712 2,510 2,130 CHANGES FROM 06/09/15 (CHANGE IN OPEN INTEREST: -912) 99 48 -777 -31 39 -710 -690 -202 -222 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.0 45.8 18.5 51.4 17.7 78.8 82.0 21.2 18.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 15 30 20 20 10 52 50 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,275,808 COMMITMENTS 402,560 264,373 72,641 693,433 790,175 1168634 1127188 107,174 148,619 CHANGES FROM 06/09/15 (CHANGE IN OPEN INTEREST: 82,528) 46,899 -14,707 22,403 16,389 73,577 85,692 81,274 -3,164 1,254 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.6 20.7 5.7 54.4 61.9 91.6 88.4 8.4 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271) 54 59 38 93 122 168 198 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,385,626 COMMITMENTS 371,780 448,545 437,370 2272874 2041136 3082023 2927051 303,602 458,575 CHANGES FROM 06/09/15 (CHANGE IN OPEN INTEREST: -172,947) -17,147 22,085 -16,885 -149,926 -150,725 -183,958 -145,525 11,011 -27,422 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.0 13.2 12.9 67.1 60.3 91.0 86.5 9.0 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 394) 59 113 99 175 191 305 332 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,295,407 COMMITMENTS 327,063 366,838 188,587 1542664 1359154 2058314 1914579 237,093 380,829 CHANGES FROM 06/09/15 (CHANGE IN OPEN INTEREST: 15,061) 27,763 -4,901 8,149 -20,373 12,322 15,539 15,570 -478 -509 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.2 16.0 8.2 67.2 59.2 89.7 83.4 10.3 16.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 282) 48 62 53 114 145 189 233 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 889,041 COMMITMENTS 28,308 173,640 174,439 663,167 482,236 865,914 830,315 23,127 58,726 CHANGES FROM 06/09/15 (CHANGE IN OPEN INTEREST: 51,163) 8,820 1,025 -2,833 44,337 49,966 50,324 48,157 839 3,006 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.2 19.5 19.6 74.6 54.2 97.4 93.4 2.6 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134) 11 51 36 50 68 88 131 DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 56,520 COMMITMENTS 12,868 6,767 1,825 33,878 41,630 48,571 50,222 7,949 6,299 CHANGES FROM 06/09/15 (CHANGE IN OPEN INTEREST: -2,727) 1,157 -4,942 805 -4,034 575 -2,073 -3,562 -654 835 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.8 12.0 3.2 59.9 73.7 85.9 88.9 14.1 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92) 32 16 9 34 30 69 53 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 113,041 COMMITMENTS 25,735 13,533 3,650 67,756 83,260 97,142 100,444 15,899 12,597 CHANGES FROM 06/09/15 (CHANGE IN OPEN INTEREST: -5,454) 2,313 -9,883 1,609 -8,068 1,151 -4,146 -7,123 -1,308 1,669 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.8 12.0 3.2 59.9 73.7 85.9 88.9 14.1 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92) 32 16 9 34 30 69 53 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 19,721 COMMITMENTS 15,400 17,022 1,989 2,178 678 19,567 19,689 154 32 CHANGES FROM 06/09/15 (CHANGE IN OPEN INTEREST: 3,505) 2,281 2,510 993 163 0 3,437 3,503 68 2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 78.1 86.3 10.1 11.0 3.4 99.2 99.8 0.8 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 16 13 3 2 1 20 15 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 42,774 COMMITMENTS 34,991 21,731 21 7,713 20,936 42,725 42,688 49 86 CHANGES FROM 06/09/15 (CHANGE IN OPEN INTEREST: -12,950) -7,270 -312 -3,313 -2,306 -9,354 -12,889 -12,979 -61 29 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 81.8 50.8 0.0 18.0 48.9 99.9 99.8 0.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 8 17 1 4 16 12 34 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 29,679 COMMITMENTS 26,833 10,766 32 2,760 18,776 29,625 29,574 54 105 CHANGES FROM 06/09/15 (CHANGE IN OPEN INTEREST: -7,145) -3,101 -1,092 -549 -3,480 -5,525 -7,130 -7,166 -15 21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 90.4 36.3 0.1 9.3 63.3 99.8 99.6 0.2 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 12 11 2 2 10 14 23
Updated June 19, 2015