WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 573,536 COMMITMENTS 99,321 146,686 205,017 226,254 175,809 530,592 527,512 42,944 46,024 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: -18,068) -9,442 -3,665 -11,156 1,725 -2,237 -18,873 -17,058 805 -1,010 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.3 25.6 35.7 39.4 30.7 92.5 92.0 7.5 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 413) 131 134 179 116 110 361 324 WHEAT -SRW CONSECUTIVE CSO - CHICAGO BOARD OF TRADE Code-001605 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 6,740 COMMITMENTS 3,588 4,209 1,331 1,552 1,075 6,471 6,614 269 125 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 55) -314 -222 151 220 67 58 -3 -4 58 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 53.2 62.4 19.8 23.0 15.9 96.0 98.1 4.0 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 9 8 8 2 5 17 15 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 189,099 COMMITMENTS 47,383 63,302 37,700 83,849 64,095 168,932 165,097 20,168 24,002 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 4,227) 2,729 8,891 -4,412 5,192 1,441 3,509 5,921 718 -1,694 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.1 33.5 19.9 44.3 33.9 89.3 87.3 10.7 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198) 40 65 57 70 66 141 165 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,985,010 COMMITMENTS 379,930 422,893 580,218 850,833 724,223 1810981 1727333 174,029 257,676 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: -30,038) -6,578 -41,054 -8,911 -15,322 31,289 -30,810 -18,676 772 -11,362 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.1 21.3 29.2 42.9 36.5 91.2 87.0 8.8 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 765) 203 189 239 294 292 618 618 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,948 COMMITMENTS 999 1,167 905 6,213 6,106 8,117 8,178 1,831 1,770 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: -59) -104 205 -87 241 -64 49 53 -107 -112 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.0 11.7 9.1 62.5 61.4 81.6 82.2 18.4 17.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 7 8 5 20 13 28 25 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 964,765 COMMITMENTS 197,703 130,700 321,505 387,148 392,219 906,356 844,425 58,408 120,340 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: -29,176) 165 -69,145 2,204 -34,456 43,208 -32,088 -23,733 2,912 -5,442 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.5 13.5 33.3 40.1 40.7 93.9 87.5 6.1 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 644) 176 223 255 175 209 509 544 SOYBEAN CSO - CHICAGO BOARD OF TRADE Code-005606 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,927 COMMITMENTS 260 396 769 728 591 1,757 1,755 170 172 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: -594) -322 83 134 -23 -398 -212 -181 -382 -412 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.5 20.6 39.9 37.8 30.7 91.2 91.1 8.8 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 6 5 7 7 9 15 19 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 436,962 COMMITMENTS 117,617 65,246 103,937 175,843 239,651 397,398 408,834 39,564 28,128 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: -16,179) -17,668 1,307 -140 2,265 -18,866 -15,543 -17,699 -636 1,520 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.9 14.9 23.8 40.2 54.8 90.9 93.6 9.1 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 325) 106 75 128 87 79 269 241 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 626,174 COMMITMENTS 65,179 46,996 80,294 346,669 332,211 492,143 459,501 134,031 166,672 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 15,268) -4,818 -4,110 6,159 20,045 11,040 21,386 13,089 -6,118 2,179 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.4 7.5 12.8 55.4 53.1 78.6 73.4 21.4 26.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154) 27 32 40 73 83 121 134 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 598,631 COMMITMENTS 56,556 80,725 10,462 424,785 413,719 491,803 504,906 106,828 93,725 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: -12,229) 1,087 -787 2,799 -5,991 -8,544 -2,105 -6,532 -10,124 -5,697 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.4 13.5 1.7 71.0 69.1 82.2 84.3 17.8 15.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100) 14 17 9 52 54 70 76 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 7,147 COMMITMENTS 2,823 163 1,537 2,383 5,231 6,743 6,931 404 216 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 1) -107 -285 197 -184 178 -94 90 95 -89 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 39.5 2.3 21.5 33.3 73.2 94.3 97.0 5.7 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 14 3 6 14 17 31 25 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 484,468 COMMITMENTS 121,921 73,468 109,284 196,730 267,348 427,935 450,100 56,533 34,368 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 13,160) 7,002 -8,536 5,040 -2,549 17,630 9,493 14,134 3,667 -974 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.2 15.2 22.6 40.6 55.2 88.3 92.9 11.7 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 294) 91 69 98 88 96 241 223 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,397 COMMITMENTS 1,226 5,411 1,335 5,555 1,780 8,116 8,525 2,281 1,872 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: -1,444) 165 -18 -851 -529 -317 -1,215 -1,186 -229 -258 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.8 52.0 12.8 53.4 17.1 78.1 82.0 21.9 18.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 18 27 13 20 8 47 42 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,278,572 COMMITMENTS 398,735 278,280 84,134 677,460 774,330 1160328 1136743 118,244 141,830 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 2,765) -3,826 13,906 11,493 -15,973 -15,845 -8,306 9,554 11,070 -6,790 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.2 21.8 6.6 53.0 60.6 90.8 88.9 9.2 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 279) 57 58 38 95 130 173 205 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,456,870 COMMITMENTS 405,357 460,913 440,564 2319337 2082329 3165257 2983806 291,612 473,064 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 71,244) 33,577 12,368 3,194 46,463 41,193 83,234 56,755 -11,990 14,489 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.7 13.3 12.7 67.1 60.2 91.6 86.3 8.4 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 402) 71 109 103 176 188 309 338 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,297,653 COMMITMENTS 339,538 386,367 182,869 1522304 1346887 2044711 1916122 252,942 381,531 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 2,246) 12,475 19,529 -5,718 -20,360 -12,267 -13,603 1,544 15,849 703 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.8 16.8 8.0 66.3 58.6 89.0 83.4 11.0 16.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 274) 46 61 52 111 143 186 227 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 888,726 COMMITMENTS 25,717 184,180 172,126 671,153 473,075 868,996 829,381 19,730 59,345 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: -315) -2,591 10,540 -2,313 7,986 -9,161 3,082 -934 -3,397 619 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.9 20.7 19.4 75.5 53.2 97.8 93.3 2.2 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138) 13 51 37 56 68 96 132 DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 54,185 COMMITMENTS 17,601 5,454 1,096 28,544 41,961 47,241 48,511 6,944 5,674 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: -2,336) 4,733 -1,313 -729 -5,334 331 -1,330 -1,711 -1,006 -624 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.5 10.1 2.0 52.7 77.4 87.2 89.5 12.8 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95) 31 15 6 29 29 62 48 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 108,370 COMMITMENTS 35,202 10,908 2,191 57,089 83,922 94,482 97,021 13,888 11,349 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: -4,671) 9,467 -2,625 -1,459 -10,668 662 -2,660 -3,423 -2,011 -1,248 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.5 10.1 2.0 52.7 77.4 87.2 89.5 12.8 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95) 31 15 6 29 29 62 48 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 17,182 COMMITMENTS 14,108 15,731 741 2,125 678 16,974 17,150 208 32 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: -2,539) -1,292 -1,291 -1,248 -53 0 -2,593 -2,539 54 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 82.1 91.6 4.3 12.4 3.9 98.8 99.8 1.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 15 12 2 2 1 18 14 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 43,995 COMMITMENTS 35,909 21,812 21 7,996 22,098 43,926 43,931 69 64 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 1,221) 918 81 0 283 1,162 1,201 1,243 20 -22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 81.6 49.6 0.0 18.2 50.2 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 6 19 1 4 16 10 36 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 31,275 COMMITMENTS 27,796 11,647 129 3,291 19,382 31,216 31,158 59 117 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 1,596) 963 881 97 531 606 1,591 1,584 5 12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 88.9 37.2 0.4 10.5 62.0 99.8 99.6 0.2 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 10 11 3 1 11 11 25
Updated June 26, 2015