WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 535,111 COMMITMENTS 112,052 119,713 188,313 196,517 180,975 496,882 489,001 38,229 46,110 CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: -3,968) -258 -6,623 3,555 -4,503 -1,152 -1,206 -4,220 -2,762 252 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.9 22.4 35.2 36.7 33.8 92.9 91.4 7.1 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 408) 126 128 163 108 114 337 319 WHEAT -SRW CONSECUTIVE CSO - CHICAGO BOARD OF TRADE Code-001605 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,157 COMMITMENTS 3,356 5,622 1,281 3,152 935 7,790 7,838 367 319 CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: 3) 302 85 -52 -273 -36 -23 -4 26 7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 41.1 68.9 15.7 38.6 11.5 95.5 96.1 4.5 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 6 9 9 4 4 16 16 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 212,041 COMMITMENTS 62,267 68,532 36,057 91,086 81,368 189,410 185,957 22,631 26,083 CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: 2,807) 2,221 -678 707 -52 3,404 2,876 3,434 -69 -627 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.4 32.3 17.0 43.0 38.4 89.3 87.7 10.7 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227) 56 65 58 71 74 158 175 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,912,247 COMMITMENTS 399,349 255,298 565,817 793,068 828,232 1758234 1649348 154,013 262,899 CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: -26,536) -10,476 23,574 -21,696 9,704 -26,586 -22,468 -24,708 -4,068 -1,828 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.9 13.4 29.6 41.5 43.3 91.9 86.3 8.1 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 806) 200 178 249 345 353 675 670 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,123 COMMITMENTS 812 2,774 881 6,332 4,316 8,026 7,972 2,097 2,151 CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: 339) -45 87 200 165 2 320 289 19 49 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.0 27.4 8.7 62.6 42.6 79.3 78.8 20.7 21.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 8 13 7 18 12 28 30 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 899,748 COMMITMENTS 156,319 104,574 292,932 395,466 411,925 844,716 809,431 55,031 90,316 CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: 40,638) -7,729 36,169 22,850 26,705 -21,770 41,826 37,249 -1,188 3,389 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.4 11.6 32.6 44.0 45.8 93.9 90.0 6.1 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 628) 185 182 247 167 214 483 532 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 1,000 Bushels) OPEN INTEREST: 15,928 COMMITMENTS 11,763 454 15 8 4,348 11,786 4,817 4,142 11,111 CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: -175) 6 5 -1 4 -92 9 -88 -184 -87 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 73.9 2.9 0.1 0.1 27.3 74.0 30.2 26.0 69.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 4 2 2 2 14 6 18 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 429,846 COMMITMENTS 109,646 106,206 94,897 195,782 197,363 400,325 398,467 29,521 31,379 CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: 16,523) 125 12,786 7,063 8,311 -1,777 15,498 18,071 1,025 -1,548 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.5 24.7 22.1 45.5 45.9 93.1 92.7 6.9 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 324) 99 92 102 97 72 255 231 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 677,870 COMMITMENTS 56,806 50,405 81,227 396,284 390,759 534,317 522,392 143,552 155,478 CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: -16,465) -1,353 100 -4,474 -7,818 5,349 -13,646 976 -2,819 -17,441 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.4 7.4 12.0 58.5 57.6 78.8 77.1 21.2 22.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160) 33 30 41 80 83 131 136 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 612,302 COMMITMENTS 55,370 94,742 11,383 421,239 410,778 487,992 516,903 124,310 95,399 CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: 1,623) 6,299 10,236 1,822 -3,655 -6,159 4,466 5,898 -2,843 -4,276 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.0 15.5 1.9 68.8 67.1 79.7 84.4 20.3 15.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95) 13 12 11 52 52 70 70 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 5,511 COMMITMENTS 1,602 6 1,033 2,528 4,064 5,163 5,103 348 408 CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: -13) 3 -104 13 15 81 31 -10 -44 -3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.1 0.1 18.7 45.9 73.7 93.7 92.6 6.3 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 15 1 6 11 15 29 21 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 446,512 COMMITMENTS 124,077 54,947 87,547 180,104 271,228 391,728 413,722 54,785 32,790 CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: -3,396) -13,725 4,408 2,014 7,087 -13,347 -4,624 -6,926 1,229 3,530 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.8 12.3 19.6 40.3 60.7 87.7 92.7 12.3 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 294) 96 65 93 96 92 247 212 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 12,393 COMMITMENTS 1,769 3,266 3,138 4,688 4,552 9,595 10,956 2,799 1,437 CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: 223) 117 30 165 -157 57 125 251 97 -28 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.3 26.4 25.3 37.8 36.7 77.4 88.4 22.6 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 22 20 23 17 12 55 45 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,502,841 COMMITMENTS 429,600 319,847 84,480 878,594 949,842 1392674 1354168 110,167 148,673 CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: -7,798) -47,269 7,974 -1,806 45,162 -10,385 -3,913 -4,217 -3,885 -3,581 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.6 21.3 5.6 58.5 63.2 92.7 90.1 7.3 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 311) 60 73 45 110 146 194 240 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,461,523 COMMITMENTS 440,865 405,628 309,307 2372854 2274003 3123026 2988937 338,498 472,586 CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: -59,937) -45,120 -5,319 -6,802 -9,479 -20,043 -61,402 -32,165 1,464 -27,773 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.7 11.7 8.9 68.5 65.7 90.2 86.3 9.8 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 395) 70 100 96 176 198 309 332 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,536,873 COMMITMENTS 416,249 503,593 197,057 1646370 1452296 2259676 2152946 277,197 383,928 CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: -15,267) -6,108 5,461 8,633 3,001 -30,274 5,527 -16,180 -20,794 913 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.4 19.9 7.8 64.9 57.2 89.1 84.9 10.9 15.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 290) 48 63 53 121 150 198 237 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 868,620 COMMITMENTS 52,862 147,954 126,142 668,480 543,385 847,485 817,481 21,135 51,140 CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: -17,023) -23,812 -18,848 -13,738 23,483 17,660 -14,067 -14,926 -2,956 -2,097 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.1 17.0 14.5 77.0 62.6 97.6 94.1 2.4 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121) 14 40 31 53 62 86 115 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 48,411 COMMITMENTS 10,373 15,523 1,790 30,525 23,151 42,688 40,464 5,723 7,947 CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: -740) -158 -468 1,211 -1,002 -2,757 52 -2,014 -792 1,273 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.4 32.1 3.7 63.1 47.8 88.2 83.6 11.8 16.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102) 32 22 7 34 21 69 47 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 96,823 COMMITMENTS 20,746 31,045 3,581 61,050 46,302 85,376 80,928 11,446 15,895 CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: -1,480) -315 -936 2,423 -2,003 -5,513 104 -4,027 -1,584 2,547 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.4 32.1 3.7 63.1 47.8 88.2 83.6 11.8 16.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102) 32 22 7 34 21 69 47 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 21,535 COMMITMENTS 19,079 20,759 46 2,020 678 21,145 21,483 390 52 CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: 513) 941 823 -323 -100 0 518 500 -5 13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 88.6 96.4 0.2 9.4 3.1 98.2 99.8 1.8 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 21 14 1 2 1 23 16 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 54,380 COMMITMENTS 40,328 30,662 21 13,944 23,635 54,293 54,318 87 62 CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: 876) 156 528 0 735 360 891 888 -15 -12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 74.2 56.4 0.0 25.6 43.5 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 7 21 1 5 17 12 39 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 38,156 COMMITMENTS 24,605 16,090 2,099 11,264 19,876 37,968 38,065 188 91 CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: 2,015) -1,346 400 997 2,341 608 1,992 2,005 23 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 64.5 42.2 5.5 29.5 52.1 99.5 99.8 0.5 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 6 20 2 4 11 11 32
Updated August 21, 2015