WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 514,245 COMMITMENTS 118,504 110,281 169,588 182,969 186,231 471,061 466,101 43,185 48,145 CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: -59,290) 19,183 -36,405 -35,428 -43,286 10,422 -59,531 -61,411 241 2,121 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.0 21.4 33.0 35.6 36.2 91.6 90.6 8.4 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 411) 132 129 144 103 124 323 317 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 192,556 COMMITMENTS 56,572 56,498 32,324 86,084 77,856 174,980 166,678 17,576 25,878 CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 3,457) 9,189 -6,804 -5,376 2,235 13,761 6,048 1,581 -2,592 1,876 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.4 29.3 16.8 44.7 40.4 90.9 86.6 9.1 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203) 51 51 55 68 68 148 156 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,872,560 COMMITMENTS 409,609 298,434 542,576 755,035 763,798 1707220 1604809 165,340 267,751 CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: -112,450) 29,679 -124,458 -37,642 -95,798 39,575 -103,761 -122,525 -8,689 10,074 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.9 15.9 29.0 40.3 40.8 91.2 85.7 8.8 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 762) 203 154 223 264 327 571 626 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,156 COMMITMENTS 738 1,427 552 5,079 4,540 6,369 6,519 1,786 1,637 CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: -1,792) -261 260 -353 -1,133 -1,566 -1,748 -1,659 -45 -133 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.1 17.5 6.8 62.3 55.7 78.1 79.9 21.9 20.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 8 8 5 18 11 26 24 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 913,737 COMMITMENTS 196,814 76,881 290,188 370,237 443,725 857,239 810,794 56,498 102,943 CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: -51,027) -890 -53,819 -31,317 -16,910 51,506 -49,117 -33,631 -1,910 -17,397 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.5 8.4 31.8 40.5 48.6 93.8 88.7 6.2 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 644) 205 190 233 170 213 495 529 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 407,470 COMMITMENTS 124,537 59,420 85,845 159,655 237,033 370,037 382,297 37,434 25,173 CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: -29,492) 6,920 -5,826 -18,093 -16,188 -2,618 -27,361 -26,537 -2,131 -2,955 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.6 14.6 21.1 39.2 58.2 90.8 93.8 9.2 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 309) 108 60 107 87 78 258 214 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 606,516 COMMITMENTS 57,352 56,511 62,307 360,092 332,338 479,752 451,156 126,764 155,360 CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: -19,658) -7,827 9,515 -17,987 13,424 128 -12,391 -8,345 -7,267 -11,313 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.5 9.3 10.3 59.4 54.8 79.1 74.4 20.9 25.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149) 27 30 38 69 78 113 129 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 587,944 COMMITMENTS 50,865 91,092 8,107 427,152 395,745 486,125 494,944 101,819 93,000 CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: -10,687) -5,691 10,367 -2,355 2,367 -17,974 -5,679 -9,962 -5,009 -726 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.7 15.5 1.4 72.7 67.3 82.7 84.2 17.3 15.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105) 14 17 12 52 57 72 80 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 7,251 COMMITMENTS 3,026 380 1,287 2,529 5,415 6,842 7,082 409 169 CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 104) 203 217 -250 146 184 99 151 5 -47 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 41.7 5.2 17.7 34.9 74.7 94.4 97.7 5.6 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 17 4 7 13 17 34 26 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 447,921 COMMITMENTS 130,228 68,788 89,523 174,576 259,973 394,327 418,284 53,594 29,637 CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: -36,548) 8,306 -4,680 -19,762 -22,154 -7,375 -33,609 -31,817 -2,939 -4,731 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.1 15.4 20.0 39.0 58.0 88.0 93.4 12.0 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 292) 94 69 99 80 85 237 212 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,184 COMMITMENTS 1,242 4,907 1,254 5,237 2,343 7,733 8,504 2,451 1,680 CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: -213) 16 -504 -81 -318 563 -384 -22 170 -192 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.2 48.2 12.3 51.4 23.0 75.9 83.5 24.1 16.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 18 21 14 16 9 43 39 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,278,567 COMMITMENTS 431,077 281,181 79,576 652,582 775,642 1163235 1136399 115,332 142,168 CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: -6) 32,342 2,901 -4,558 -24,878 1,313 2,906 -344 -2,912 338 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.7 22.0 6.2 51.0 60.7 91.0 88.9 9.0 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 272) 58 53 37 95 128 173 198 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,320,540 COMMITMENTS 456,545 454,962 351,336 2206749 2068488 3014631 2874787 305,909 445,753 CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: -136,330) 51,188 -5,951 -89,228 -112,587 -13,841 -150,627 -109,019 14,297 -27,311 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.7 13.7 10.6 66.5 62.3 90.8 86.6 9.2 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 394) 70 105 99 169 189 301 331 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,280,066 COMMITMENTS 347,900 419,493 166,862 1516002 1328120 2030764 1914476 249,301 365,590 CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: -17,588) 8,363 33,127 -16,007 -6,302 -18,766 -13,947 -1,647 -3,641 -15,941 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.3 18.4 7.3 66.5 58.2 89.1 84.0 10.9 16.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 279) 50 66 53 111 137 188 229 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 922,763 COMMITMENTS 33,067 175,959 179,134 686,570 511,486 898,771 866,579 23,992 56,184 CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 34,037) 7,351 -8,220 7,007 15,417 38,411 29,775 37,198 4,262 -3,161 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.6 19.1 19.4 74.4 55.4 97.4 93.9 2.6 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139) 19 47 36 53 69 92 135 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 45,996 COMMITMENTS 8,870 9,109 1,385 29,106 30,039 39,361 40,533 6,635 5,463 CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: -8,188) -8,731 3,655 289 562 -11,922 -7,880 -7,977 -309 -211 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.3 19.8 3.0 63.3 65.3 85.6 88.1 14.4 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93) 27 22 6 31 21 60 47 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 91,993 COMMITMENTS 17,741 18,219 2,770 58,212 60,078 78,722 81,067 13,271 10,926 CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: -16,377) -17,461 7,311 578 1,123 -23,844 -15,760 -15,954 -617 -422 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.3 19.8 3.0 63.3 65.3 85.6 88.1 14.4 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93) 27 22 6 31 21 60 47 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 22,678 COMMITMENTS 19,090 21,094 874 2,492 678 22,456 22,646 222 32 CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 5,496) 4,982 5,363 133 367 0 5,482 5,496 14 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 84.2 93.0 3.9 11.0 3.0 99.0 99.9 1.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 17 13 2 2 1 20 15 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 45,571 COMMITMENTS 36,768 20,772 21 8,640 24,716 45,429 45,509 142 62 CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 1,576) 859 -1,040 0 644 2,618 1,503 1,578 73 -2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 80.7 45.6 0.0 19.0 54.2 99.7 99.9 0.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 4 17 1 4 17 8 35 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 32,493 COMMITMENTS 26,966 12,411 227 5,186 19,757 32,379 32,395 114 98 CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 1,218) -830 764 98 1,895 375 1,163 1,237 55 -19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 83.0 38.2 0.7 16.0 60.8 99.6 99.7 0.4 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 6 15 2 2 11 8 28
Updated July 6, 2015