WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 468,079 COMMITMENTS 93,140 138,976 142,150 191,907 140,785 427,197 421,912 40,882 46,167 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: -3,463) 2,308 -3,313 -2,339 -3,856 1,252 -3,887 -4,400 424 937 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.9 29.7 30.4 41.0 30.1 91.3 90.1 8.7 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 408) 127 128 154 107 114 328 316 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 199,225 COMMITMENTS 60,644 71,206 27,364 90,439 75,748 178,447 174,319 20,778 24,907 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 1,585) -1,440 -229 1,700 1,057 -541 1,317 929 269 656 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.4 35.7 13.7 45.4 38.0 89.6 87.5 10.4 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225) 59 61 59 78 74 164 173 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,726,114 COMMITMENTS 391,339 255,225 452,807 725,124 777,761 1569269 1485793 156,845 240,321 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 25,356) -3,571 -364 23,903 7,268 3,355 27,599 26,894 -2,243 -1,538 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.7 14.8 26.2 42.0 45.1 90.9 86.1 9.1 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 784) 198 178 239 291 340 614 644 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,591 COMMITMENTS 1,331 2,568 1,776 5,493 4,234 8,600 8,578 1,991 2,012 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: -64) 90 -59 82 -35 -79 138 -55 -202 -9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.6 24.2 16.8 51.9 40.0 81.2 81.0 18.8 19.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 10 12 8 19 13 31 31 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 959,284 COMMITMENTS 144,401 154,442 329,057 426,838 384,120 900,297 867,619 58,987 91,665 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 48,265) 1,264 18,376 23,592 22,921 3,498 47,777 45,465 489 2,801 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.1 16.1 34.3 44.5 40.0 93.9 90.4 6.1 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 651) 181 218 274 178 203 516 560 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 475,547 COMMITMENTS 106,706 114,110 121,300 212,373 206,143 440,379 441,553 35,167 33,994 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 9,454) 948 2,798 1,986 4,424 3,146 7,358 7,929 2,096 1,525 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.4 24.0 25.5 44.7 43.3 92.6 92.9 7.4 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 327) 92 98 117 95 74 259 244 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 618,556 COMMITMENTS 56,947 53,853 66,115 349,222 363,704 472,283 483,672 146,272 134,884 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: -23,672) -6,050 -1,020 -3,636 -8,901 -7,740 -18,587 -12,396 -5,086 -11,276 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.2 8.7 10.7 56.5 58.8 76.4 78.2 23.6 21.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155) 29 31 38 79 78 125 130 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 636,909 COMMITMENTS 57,651 114,167 20,354 441,498 405,023 519,503 539,544 117,407 97,366 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 9,970) 1,511 4,754 -8,958 18,143 15,157 10,697 10,953 -727 -983 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.1 17.9 3.2 69.3 63.6 81.6 84.7 18.4 15.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99) 12 14 14 54 54 74 74 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 5,045 COMMITMENTS 1,369 25 797 2,515 4,032 4,681 4,854 364 191 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 223) 136 -9 27 24 335 187 353 36 -130 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.1 0.5 15.8 49.9 79.9 92.8 96.2 7.2 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 15 1 7 12 15 28 23 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 444,170 COMMITMENTS 109,914 55,917 90,453 186,542 262,987 386,909 409,357 57,261 34,813 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: -2,542) -7,104 10,171 2,880 1,907 -18,487 -2,316 -5,435 -226 2,894 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.7 12.6 20.4 42.0 59.2 87.1 92.2 12.9 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 290) 88 69 98 103 94 246 220 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 12,421 COMMITMENTS 2,516 3,559 1,521 5,520 5,977 9,557 11,056 2,864 1,365 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 175) 216 188 -188 53 31 81 32 93 143 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.3 28.7 12.2 44.4 48.1 76.9 89.0 23.1 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 20 20 15 19 12 49 40 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,203,699 COMMITMENTS 297,146 258,681 76,223 714,038 746,293 1087407 1081196 116,292 122,503 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: -4,435) -9,674 -21,171 20,367 -5,322 8,192 5,371 7,388 -9,806 -11,823 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.7 21.5 6.3 59.3 62.0 90.3 89.8 9.7 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 273) 57 57 40 93 124 168 204 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,192,878 COMMITMENTS 390,707 388,671 309,152 2136926 2056494 2836785 2754316 356,093 438,562 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: -56,103) 50,851 -20,005 -1,918 -111,276 -18,054 -62,342 -39,976 6,239 -16,127 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.2 12.2 9.7 66.9 64.4 88.8 86.3 11.2 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 385) 80 80 90 182 190 311 311 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,555,028 COMMITMENTS 317,223 435,025 155,200 1787744 1612455 2260167 2202681 294,862 352,347 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 105,890) 3,230 -48,558 -17,506 106,510 190,257 92,234 124,193 13,656 -18,303 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.4 17.0 6.1 70.0 63.1 88.5 86.2 11.5 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 298) 48 71 59 120 146 203 241 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 894,145 COMMITMENTS 141,063 99,817 117,931 616,548 611,376 875,542 829,124 18,603 65,021 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: -60,000) -302 -13,989 -34,008 -15,955 -10,918 -50,266 -58,915 -9,734 -1,085 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.8 11.2 13.2 69.0 68.4 97.9 92.7 2.1 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138) 15 44 39 56 74 100 130 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 31,757 COMMITMENTS 8,726 10,239 787 17,044 11,869 26,557 22,895 5,200 8,862 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: -19,790) -1,938 -1,865 -2,278 -15,371 -14,744 -19,587 -18,887 -204 -903 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.5 32.2 2.5 53.7 37.4 83.6 72.1 16.4 27.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 17 19 6 30 21 49 44 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 63,515 COMMITMENTS 17,452 20,479 1,574 34,089 23,738 53,115 45,791 10,400 17,724 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: -39,580) -3,875 -3,729 -4,557 -30,741 -29,489 -39,173 -37,775 -407 -1,806 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.5 32.2 2.5 53.7 37.4 83.6 72.1 16.4 27.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 17 19 6 30 21 49 44 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 20,838 COMMITMENTS 17,889 19,693 440 2,174 678 20,503 20,811 335 27 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: -6,044) -2,470 -1,502 -3,126 -400 0 -5,996 -4,628 -48 -1,416 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 85.8 94.5 2.1 10.4 3.3 98.4 99.9 1.6 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 24 13 2 2 1 27 15 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 43,215 COMMITMENTS 32,563 22,917 20 9,981 20,083 42,564 43,020 651 195 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: -852) -2 -1,127 -6 -643 122 -651 -1,011 -201 159 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 75.4 53.0 0.0 23.1 46.5 98.5 99.5 1.5 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 7 16 1 5 16 12 33 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 38,027 COMMITMENTS 22,044 15,886 0 15,769 22,005 37,813 37,891 214 136 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 1,564) -30 1,355 0 1,631 173 1,601 1,528 -37 36 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 58.0 41.8 0.0 41.5 57.9 99.4 99.6 0.6 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 5 16 0 4 13 9 29
Updated September 25, 2015