WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 452,412 COMMITMENTS 93,191 129,622 133,053 186,370 145,869 412,614 408,544 39,798 43,868 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 5,612) -10,519 12,698 6,422 7,383 -10,725 3,287 8,395 2,325 -2,783 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.6 28.7 29.4 41.2 32.2 91.2 90.3 8.8 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 390) 111 124 145 105 110 313 301 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 189,701 COMMITMENTS 61,174 68,364 20,488 88,827 76,507 170,489 165,358 19,212 24,343 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: -6,212) -105 -1,866 -3,530 585 492 -3,049 -4,904 -3,162 -1,308 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.2 36.0 10.8 46.8 40.3 89.9 87.2 10.1 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213) 54 55 46 72 72 149 156 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,641,364 COMMITMENTS 385,270 236,112 412,965 702,225 740,910 1500460 1389986 140,905 251,378 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: -43,842) -2,130 13 3,312 -38,046 -34,000 -36,865 -30,674 -6,977 -13,167 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.5 14.4 25.2 42.8 45.1 91.4 84.7 8.6 15.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 768) 203 158 222 291 329 595 625 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,782 COMMITMENTS 751 2,625 1,353 5,644 3,742 7,749 7,721 2,033 2,061 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 607) 161 -13 341 152 321 655 650 -48 -43 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.7 26.8 13.8 57.7 38.3 79.2 78.9 20.8 21.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 7 12 7 20 13 29 30 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 896,140 COMMITMENTS 134,056 124,310 299,401 406,844 378,535 840,301 802,245 55,840 93,895 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 8,321) -2,451 12,143 10,747 2,132 -11,248 10,428 11,642 -2,107 -3,321 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.0 13.9 33.4 45.4 42.2 93.8 89.5 6.2 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 619) 179 182 247 172 201 484 521 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 441,807 COMMITMENTS 104,095 103,423 108,702 198,336 196,245 411,133 408,370 30,674 33,437 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: -5,784) -1,121 2,714 1,556 -6,618 -10,292 -6,182 -6,021 399 238 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.6 23.4 24.6 44.9 44.4 93.1 92.4 6.9 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 319) 95 95 111 88 72 251 235 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 640,786 COMMITMENTS 44,127 53,196 68,946 380,749 375,091 493,822 497,232 146,963 143,553 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: -7,898) 1,215 -2,911 15,024 -13,279 -3,985 2,960 8,129 -10,858 -16,027 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.9 8.3 10.8 59.4 58.5 77.1 77.6 22.9 22.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147) 27 29 33 72 77 113 125 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 623,116 COMMITMENTS 54,969 97,926 39,667 408,668 381,075 503,304 518,668 119,812 104,448 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 553) -2,065 -3,723 25,491 -6,902 -16,898 16,524 4,870 -15,971 -4,317 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.8 15.7 6.4 65.6 61.2 80.8 83.2 19.2 16.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96) 13 14 13 51 53 71 73 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 4,998 COMMITMENTS 1,506 61 675 2,460 3,872 4,641 4,608 357 390 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: -91) 173 2 -113 -157 -28 -97 -139 6 48 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.1 1.2 13.5 49.2 77.5 92.9 92.2 7.1 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 12 1 4 12 14 25 19 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 425,046 COMMITMENTS 112,349 46,771 79,159 179,878 261,834 371,386 387,764 53,660 37,282 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: -16,381) -6,065 4,689 -4,886 -4,733 -19,273 -15,685 -19,470 -696 3,089 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.4 11.0 18.6 42.3 61.6 87.4 91.2 12.6 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 273) 86 60 90 96 89 237 199 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,867 COMMITMENTS 1,442 3,078 1,533 5,310 4,875 8,284 9,486 2,582 1,381 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: -1,394) 91 -195 -1,426 21 113 -1,313 -1,508 -80 114 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.3 28.3 14.1 48.9 44.9 76.2 87.3 23.8 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 19 18 16 19 11 48 39 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,258,499 COMMITMENTS 353,385 241,675 41,492 734,239 829,374 1129116 1112542 129,382 145,957 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: -142,959) -48,468 -16,720 -10,494 -76,884 -92,519 -135,847 -119,733 -7,113 -23,226 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.1 19.2 3.3 58.3 65.9 89.7 88.4 10.3 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 273) 58 56 39 93 130 170 206 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,330,612 COMMITMENTS 387,839 413,605 302,089 2277169 2150116 2967097 2865810 363,516 464,803 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: -138,195) -327 23,973 17,158 -55,320 -92,451 -38,489 -51,321 -99,707 -86,875 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.6 12.4 9.1 68.4 64.6 89.1 86.0 10.9 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 376) 73 85 89 171 186 296 308 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,539,479 COMMITMENTS 380,511 583,347 189,573 1689546 1404879 2259630 2177799 279,849 361,680 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: -122,454) -38,550 33,639 -5,740 -32,427 -88,433 -76,717 -60,533 -45,737 -61,921 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.0 23.0 7.5 66.5 55.3 89.0 85.8 11.0 14.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 293) 56 65 57 117 146 204 237 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 827,389 COMMITMENTS 43,632 120,023 140,401 619,965 514,548 803,997 774,971 23,392 52,418 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: -72,635) -8,054 -13,254 3,435 -69,983 -64,563 -74,602 -74,382 1,967 1,747 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.3 14.5 17.0 74.9 62.2 97.2 93.7 2.8 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130) 18 36 34 56 67 94 121 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 45,244 COMMITMENTS 8,447 14,196 1,956 29,405 20,632 39,808 36,784 5,436 8,460 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: -3,656) -1,553 -3,530 361 -730 -1,770 -1,922 -4,939 -1,734 1,283 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.7 31.4 4.3 65.0 45.6 88.0 81.3 12.0 18.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 21 20 7 33 21 58 44 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 90,487 COMMITMENTS 16,894 28,392 3,912 58,811 41,264 79,616 73,568 10,871 16,919 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: -7,313) -3,107 -7,060 722 -1,459 -3,540 -3,844 -9,878 -3,469 2,566 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.7 31.4 4.3 65.0 45.6 88.0 81.3 12.0 18.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 21 20 7 33 21 58 44 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 20,841 COMMITMENTS 17,978 19,657 455 2,020 678 20,453 20,790 388 51 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: -429) -378 -818 392 -400 0 -386 -426 -43 -3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 86.3 94.3 2.2 9.7 3.3 98.1 99.8 1.9 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 21 13 2 2 1 24 15 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 54,801 COMMITMENTS 41,401 30,489 841 11,673 23,414 53,915 54,744 886 57 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 793) 1,542 -181 820 -1,615 164 747 803 46 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 75.5 55.6 1.5 21.3 42.7 98.4 99.9 1.6 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 7 19 2 5 17 12 38 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 35,472 COMMITMENTS 23,477 13,844 1,435 10,365 20,125 35,277 35,404 195 68 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: -2,442) -659 -1,476 -633 -1,109 -296 -2,401 -2,405 -41 -37 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 66.2 39.0 4.0 29.2 56.7 99.5 99.8 0.5 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 8 14 2 5 12 14 27
Updated September 4, 2015