WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 539,263 COMMITMENTS 110,837 124,815 182,631 201,579 183,711 495,047 491,157 44,216 48,106 CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 38,777) -1,484 16,039 18,721 16,230 -1,552 33,466 33,208 5,311 5,569 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.6 23.1 33.9 37.4 34.1 91.8 91.1 8.2 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 417) 130 129 162 108 120 340 327 WHEAT -SRW CONSECUTIVE CSO - CHICAGO BOARD OF TRADE Code-001605 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,601 COMMITMENTS 3,280 6,619 1,104 3,936 594 8,321 8,318 280 283 CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.1 77.0 12.8 45.8 6.9 96.7 96.7 3.3 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 7 10 12 4 4 19 18 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 212,541 COMMITMENTS 60,604 65,725 35,278 94,678 84,028 190,560 185,031 21,981 27,510 CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 8,239) 3,757 9,303 2,495 2,558 -3,207 8,810 8,591 -571 -352 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.5 30.9 16.6 44.5 39.5 89.7 87.1 10.3 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215) 49 59 61 66 71 151 168 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,917,728 COMMITMENTS 420,084 187,000 585,775 759,874 864,587 1765733 1637362 151,995 280,366 CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 50,036) -13,717 59,507 33,027 30,766 -33,033 50,075 59,501 -39 -9,465 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.9 9.8 30.5 39.6 45.1 92.1 85.4 7.9 14.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 786) 215 166 240 294 336 621 649 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,060 COMMITMENTS 846 2,599 596 5,790 3,927 7,232 7,123 1,829 1,938 CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: -476) 67 245 -80 -453 -509 -465 -343 -11 -133 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.3 28.7 6.6 63.9 43.3 79.8 78.6 20.2 21.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 7 13 7 18 13 28 30 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 850,424 COMMITMENTS 157,646 80,163 267,741 371,264 408,427 796,652 756,331 53,772 94,093 CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 15,772) -6,442 6,715 7,791 14,535 3,427 15,884 17,934 -112 -2,161 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.5 9.4 31.5 43.7 48.0 93.7 88.9 6.3 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 608) 178 177 233 161 215 469 510 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 411,438 COMMITMENTS 106,469 92,303 84,419 190,202 200,917 381,090 377,639 30,348 33,799 CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 5,238) 960 10,928 1,588 5,052 -8,187 7,601 4,330 -2,363 909 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.9 22.4 20.5 46.2 48.8 92.6 91.8 7.4 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 304) 87 88 103 92 75 248 217 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 647,422 COMMITMENTS 55,816 42,324 66,646 381,113 369,974 503,576 478,944 143,846 168,479 CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 33,899) 1,578 -10,773 10,556 15,363 25,858 27,497 25,641 6,402 8,258 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.6 6.5 10.3 58.9 57.1 77.8 74.0 22.2 26.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149) 30 27 39 69 79 115 129 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 605,875 COMMITMENTS 47,685 97,521 7,386 432,616 399,323 487,687 504,230 118,188 101,644 CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: -7,063) -6,904 -3,656 -395 -10,885 -13,048 -18,184 -17,099 11,121 10,036 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.9 16.1 1.2 71.4 65.9 80.5 83.2 19.5 16.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93) 10 14 10 50 51 65 70 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 5,626 COMMITMENTS 1,831 102 992 2,385 4,228 5,208 5,322 418 304 CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: -96) -379 -72 156 91 -135 -132 -51 36 -45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.5 1.8 17.6 42.4 75.2 92.6 94.6 7.4 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 15 3 6 12 16 29 25 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 435,642 COMMITMENTS 140,040 47,484 76,564 166,352 278,316 382,955 402,364 52,687 33,278 CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: -12,463) -1,368 -1,987 -5,660 -8,070 -5,004 -15,098 -12,652 2,634 188 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.1 10.9 17.6 38.2 63.9 87.9 92.4 12.1 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 290) 103 67 88 90 88 245 201 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,121 COMMITMENTS 1,644 3,488 2,336 4,743 3,822 8,723 9,646 2,398 1,475 CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 1,402) 191 -545 1,294 -145 559 1,340 1,308 62 94 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.8 31.4 21.0 42.7 34.4 78.4 86.7 21.6 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 20 21 18 17 10 50 42 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,457,975 COMMITMENTS 424,719 322,948 87,702 830,169 899,364 1342590 1310013 115,385 147,962 CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 44,132) -16,667 3,455 7,851 52,398 32,991 43,583 44,297 549 -165 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.1 22.2 6.0 56.9 61.7 92.1 89.9 7.9 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 296) 58 66 43 106 134 187 221 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,448,672 COMMITMENTS 458,100 415,570 329,047 2334089 2212017 3121236 2956634 327,436 492,038 CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 214,850) -17,491 -1,238 75,565 144,171 122,399 202,245 196,726 12,605 18,124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.3 12.1 9.5 67.7 64.1 90.5 85.7 9.5 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 398) 77 94 96 181 200 315 333 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,520,831 COMMITMENTS 433,491 551,736 168,096 1634945 1407493 2236532 2127326 284,299 393,505 CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 74,492) 21,221 -16,845 5,986 24,831 43,568 52,038 32,709 22,454 41,783 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.2 21.9 6.7 64.9 55.8 88.7 84.4 11.3 15.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 287) 46 74 59 115 143 197 240 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 805,860 COMMITMENTS 51,658 139,001 141,365 592,791 477,098 785,815 757,465 20,046 48,396 CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: -115,058) 8,720 -43,675 -19,217 -102,229 -44,006 -112,727 -106,899 -2,331 -8,159 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.4 17.2 17.5 73.6 59.2 97.5 94.0 2.5 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125) 20 39 34 51 63 87 121 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 49,622 COMMITMENTS 10,908 12,112 670 31,305 30,653 42,883 43,434 6,739 6,188 CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 2,044) 1,028 -715 -341 1,327 3,009 2,013 1,954 30 90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.0 24.4 1.3 63.1 61.8 86.4 87.5 13.6 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91) 25 18 4 34 23 61 43 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 99,244 COMMITMENTS 21,816 24,223 1,340 62,610 61,306 85,766 86,869 13,478 12,375 CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 4,087) 2,056 -1,429 -682 2,653 6,018 4,027 3,907 61 180 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.0 24.4 1.3 63.1 61.8 86.4 87.5 13.6 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91) 25 18 4 34 23 61 43 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 20,647 COMMITMENTS 17,742 19,545 374 2,146 678 20,262 20,597 385 50 CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 553) 379 532 -4 165 0 540 528 13 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 85.9 94.7 1.8 10.4 3.3 98.1 99.8 1.9 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 19 12 2 2 1 21 15 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 51,242 COMMITMENTS 39,292 28,548 21 11,844 22,594 51,157 51,163 85 79 CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 507) 394 1,006 0 122 -515 516 491 -9 16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 76.7 55.7 0.0 23.1 44.1 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 7 19 1 4 17 11 37 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 35,660 COMMITMENTS 27,081 14,921 1,037 7,384 19,609 35,502 35,567 158 93 CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 493) -548 56 140 872 270 464 466 29 27 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 75.9 41.8 2.9 20.7 55.0 99.6 99.7 0.4 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 6 17 1 4 12 10 30
Updated August 7, 2015