WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 446,800 COMMITMENTS 103,710 116,924 126,631 178,987 156,594 409,328 400,149 37,473 46,651 CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: -88,311) -8,342 -2,788 -61,682 -17,531 -24,382 -87,555 -88,852 -756 541 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.2 26.2 28.3 40.1 35.0 91.6 89.6 8.4 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 381) 118 117 143 99 110 310 290 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 195,913 COMMITMENTS 61,278 70,230 24,018 88,242 76,014 173,538 170,262 22,375 25,651 CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: -16,128) -989 1,697 -12,039 -2,844 -5,354 -15,872 -15,695 -256 -432 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.3 35.8 12.3 45.0 38.8 88.6 86.9 11.4 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210) 52 60 50 72 69 151 159 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,685,206 COMMITMENTS 387,400 236,099 409,653 740,271 774,910 1537324 1420661 147,882 264,545 CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: -227,042) -11,949 -19,200 -156,165 -52,796 -53,323 -220,910 -228,687 -6,132 1,646 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.0 14.0 24.3 43.9 46.0 91.2 84.3 8.8 15.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 769) 184 168 232 337 340 641 640 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,175 COMMITMENTS 590 2,638 1,012 5,491 3,421 7,094 7,071 2,082 2,105 CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: -947) -222 -137 131 -841 -895 -932 -901 -15 -46 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.4 28.7 11.0 59.8 37.3 77.3 77.1 22.7 22.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 7 12 7 18 13 27 30 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 887,819 COMMITMENTS 136,507 112,167 288,654 404,712 389,783 829,872 790,603 57,947 97,216 CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: -11,929) -19,812 7,592 -4,278 9,246 -22,143 -14,844 -18,828 2,915 6,900 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.4 12.6 32.5 45.6 43.9 93.5 89.1 6.5 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 607) 171 185 244 167 202 476 516 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 447,591 COMMITMENTS 105,216 100,709 107,146 204,954 206,537 417,315 414,391 30,275 33,199 CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: 17,745) -4,430 -5,498 12,249 9,172 9,173 16,990 15,925 755 1,820 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.5 22.5 23.9 45.8 46.1 93.2 92.6 6.8 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 316) 93 84 106 94 75 252 229 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 648,683 COMMITMENTS 42,912 56,106 53,922 394,028 379,076 490,862 489,103 157,821 159,580 CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: -29,186) -13,894 5,701 -27,305 -2,256 -11,684 -43,455 -33,288 14,269 4,102 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.6 8.6 8.3 60.7 58.4 75.7 75.4 24.3 24.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141) 29 25 33 69 74 111 119 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 622,564 COMMITMENTS 57,034 101,649 14,176 415,570 397,973 486,780 513,798 135,784 108,766 CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: 10,262) 1,664 6,907 2,793 -5,669 -12,805 -1,212 -3,105 11,474 13,367 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.2 16.3 2.3 66.8 63.9 78.2 82.5 21.8 17.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96) 15 14 13 50 50 71 71 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 5,089 COMMITMENTS 1,333 59 788 2,617 3,900 4,738 4,747 351 342 CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: -422) -269 53 -245 89 -164 -425 -356 3 -66 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.2 1.2 15.5 51.4 76.6 93.1 93.3 6.9 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 12 2 6 13 14 28 21 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 441,427 COMMITMENTS 118,415 42,081 84,045 184,611 281,107 387,071 407,233 54,357 34,194 CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: -5,085) -5,662 -12,866 -3,502 4,507 9,879 -4,657 -6,489 -428 1,403 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.8 9.5 19.0 41.8 63.7 87.7 92.3 12.3 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 282) 92 57 100 98 91 252 204 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 12,260 COMMITMENTS 1,350 3,273 2,959 5,289 4,762 9,598 10,994 2,662 1,267 CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: -133) -419 7 -179 601 209 3 37 -136 -170 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.0 26.7 24.1 43.1 38.8 78.3 89.7 21.7 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 16 19 25 17 11 53 46 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,401,458 COMMITMENTS 401,853 258,395 51,987 811,123 921,893 1264963 1232275 136,495 169,183 CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: -101,383) -27,747 -61,452 -32,493 -67,471 -27,949 -127,711 -121,893 26,328 20,511 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.7 18.4 3.7 57.9 65.8 90.3 87.9 9.7 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 289) 62 59 38 100 138 180 217 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,468,808 COMMITMENTS 388,166 389,633 284,931 2332489 2242567 3005585 2917130 463,222 551,677 CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: 7,285) -52,698 -15,995 -24,376 -40,366 -31,436 -117,440 -71,807 124,725 79,092 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.2 11.2 8.2 67.2 64.6 86.6 84.1 13.4 15.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 363) 71 88 91 165 174 292 298 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,661,933 COMMITMENTS 419,061 549,708 195,313 1721973 1493312 2336347 2238332 325,586 423,601 CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: 125,060) 2,812 46,115 -1,744 75,603 41,015 76,671 85,387 48,389 39,673 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.7 20.7 7.3 64.7 56.1 87.8 84.1 12.2 15.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 282) 51 63 52 113 140 197 222 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 900,024 COMMITMENTS 51,686 133,276 136,966 689,947 579,111 878,599 849,353 21,425 50,671 CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: 31,404) -1,177 -14,678 10,823 21,467 35,726 31,114 31,872 290 -469 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.7 14.8 15.2 76.7 64.3 97.6 94.4 2.4 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128) 18 35 34 56 67 94 120 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 48,900 COMMITMENTS 10,000 17,726 1,595 30,135 22,402 41,730 41,723 7,170 7,177 CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: 489) -373 2,204 -195 -390 -749 -958 1,259 1,447 -771 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.5 36.2 3.3 61.6 45.8 85.3 85.3 14.7 14.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91) 21 27 8 33 21 59 51 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 97,800 COMMITMENTS 20,001 35,452 3,190 60,270 44,805 83,460 83,446 14,340 14,354 CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: 977) -745 4,407 -391 -780 -1,498 -1,916 2,519 2,893 -1,541 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.5 36.2 3.3 61.6 45.8 85.3 85.3 14.7 14.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91) 21 27 8 33 21 59 51 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 21,270 COMMITMENTS 18,356 20,475 63 2,420 678 20,839 21,216 431 54 CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: -265) -723 -284 17 400 0 -306 -267 41 2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 86.3 96.3 0.3 11.4 3.2 98.0 99.7 2.0 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 20 12 1 2 1 22 14 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 54,008 COMMITMENTS 39,859 30,670 21 13,288 23,250 53,168 53,941 840 67 CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: -372) -469 8 0 -656 -385 -1,125 -377 753 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 73.8 56.8 0.0 24.6 43.0 98.4 99.9 1.6 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 6 19 1 5 17 11 37 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 37,914 COMMITMENTS 24,136 15,320 2,068 11,474 20,421 37,678 37,809 236 105 CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: -242) -469 -770 -31 210 545 -290 -256 48 14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 63.7 40.4 5.5 30.3 53.9 99.4 99.7 0.6 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 6 17 2 5 11 12 29
Updated August 28, 2015