WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 463,456 COMMITMENTS 99,361 121,936 136,301 187,057 157,379 422,720 415,615 40,736 47,840 CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: 15,701) 7,576 -6,132 6,398 674 11,455 14,648 11,721 1,053 3,980 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.4 26.3 29.4 40.4 34.0 91.2 89.7 8.8 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 392) 119 122 143 101 114 311 305 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 199,948 COMMITMENTS 60,554 67,988 28,595 88,651 79,548 177,800 176,131 22,148 23,817 CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: 3,792) 1,169 342 2,543 -35 1,139 3,677 4,024 115 -233 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.3 34.0 14.3 44.3 39.8 88.9 88.1 11.1 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227) 64 61 63 77 68 170 170 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,734,290 COMMITMENTS 409,924 222,458 414,157 743,475 860,314 1567556 1496929 166,735 237,361 CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: 13,711) 16,111 -35,902 -12,717 6,090 61,858 9,483 13,239 4,227 472 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.6 12.8 23.9 42.9 49.6 90.4 86.3 9.6 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 778) 191 171 227 301 346 615 637 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 11,527 COMMITMENTS 2,242 2,967 1,519 5,528 4,947 9,290 9,433 2,237 2,093 CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: 1,048) 820 386 -124 166 719 862 980 186 68 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.5 25.7 13.2 48.0 42.9 80.6 81.8 19.4 18.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 12 11 8 17 12 29 31 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 950,613 COMMITMENTS 146,947 124,763 316,147 423,501 418,131 886,596 859,041 64,017 91,571 CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: 5,735) 90 -7,566 1,011 873 10,448 1,973 3,892 3,762 1,844 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.5 13.1 33.3 44.6 44.0 93.3 90.4 6.7 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 603) 176 193 256 170 186 492 509 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 455,222 COMMITMENTS 106,945 80,822 114,511 197,396 230,601 418,852 425,934 36,369 29,287 CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: 5,259) 4,670 -12,830 -843 -24 19,926 3,803 6,253 1,456 -994 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.5 17.8 25.2 43.4 50.7 92.0 93.6 8.0 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 324) 94 94 113 96 81 260 237 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 636,051 COMMITMENTS 46,725 56,296 67,183 367,060 367,056 480,969 490,535 155,082 145,516 CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: 36,241) 1,614 -1,218 22,860 18,855 17,024 43,328 38,666 -7,087 -2,424 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.3 8.9 10.6 57.7 57.7 75.6 77.1 24.4 22.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148) 30 25 35 75 78 118 125 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 636,765 COMMITMENTS 50,377 135,634 11,704 461,408 399,702 523,489 547,040 113,277 89,725 CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: 3,898) -12,263 5,152 2,858 15,428 -5,623 6,023 2,387 -2,124 1,512 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.9 21.3 1.8 72.5 62.8 82.2 85.9 17.8 14.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101) 12 15 9 55 53 71 73 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 5,023 COMMITMENTS 1,394 311 591 2,693 3,924 4,678 4,826 345 197 CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: 100) 76 226 -151 137 41 62 116 38 -16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.8 6.2 11.8 53.6 78.1 93.1 96.1 6.9 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 17 3 7 12 14 31 22 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 436,115 COMMITMENTS 105,065 51,848 88,394 181,959 259,192 375,418 399,433 60,698 36,682 CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: 12,079) -3,776 -2,480 7,608 3,513 5,290 7,345 10,418 4,734 1,661 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.1 11.9 20.3 41.7 59.4 86.1 91.6 13.9 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 261) 80 55 90 95 86 229 191 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 13,928 COMMITMENTS 3,211 3,760 1,888 5,553 6,949 10,653 12,597 3,275 1,330 CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: 944) 402 115 289 280 386 971 791 -28 152 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.1 27.0 13.6 39.9 49.9 76.5 90.4 23.5 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 23 21 17 21 11 55 42 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,114,541 COMMITMENTS 272,797 261,053 43,671 676,058 672,415 992,526 977,139 122,015 137,402 CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -43,814) -24,516 -2,897 -4,406 -13,207 -34,172 -42,129 -41,475 -1,685 -2,339 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.5 23.4 3.9 60.7 60.3 89.1 87.7 10.9 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 264) 50 53 36 95 127 165 196 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,280,459 COMMITMENTS 428,929 408,514 297,006 2189795 2143036 2915730 2848555 364,729 431,903 CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: 64,373) 189 -2,579 33,891 40,135 42,841 74,216 74,153 -9,843 -9,781 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.1 12.5 9.1 66.8 65.3 88.9 86.8 11.1 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 386) 77 88 94 179 185 311 312 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,582,210 COMMITMENTS 350,381 398,703 146,851 1775567 1703954 2272799 2249508 309,411 332,702 CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: 17,164) 10,577 -36,110 14,277 -4,363 48,455 20,491 26,622 -3,327 -9,458 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.6 15.4 5.7 68.8 66.0 88.0 87.1 12.0 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 291) 50 63 54 121 150 201 237 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 863,809 COMMITMENTS 154,450 86,853 97,174 593,457 615,326 845,081 799,354 18,728 64,455 CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -53,903) 35,149 -18,386 -13,410 -75,588 -21,055 -53,849 -52,851 -55 -1,052 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.9 10.1 11.2 68.7 71.2 97.8 92.5 2.2 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128) 16 33 30 55 74 88 121 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 37,168 COMMITMENTS 13,470 12,192 811 18,056 15,111 32,337 28,115 4,831 9,053 CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: 2,574) 1,930 1,390 -69 1,092 -341 2,953 979 -380 1,594 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.2 32.8 2.2 48.6 40.7 87.0 75.6 13.0 24.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 20 19 5 33 21 55 43 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 74,336 COMMITMENTS 26,940 24,384 1,623 36,111 30,222 64,674 56,229 9,662 18,107 CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: 5,147) 3,860 2,779 -138 2,185 -683 5,907 1,959 -760 3,188 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.2 32.8 2.2 48.6 40.7 87.0 75.6 13.0 24.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 20 19 5 33 21 55 43 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 20,223 COMMITMENTS 17,496 18,714 803 1,560 678 19,859 20,195 364 28 CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -962) 53 -934 -28 -1,014 0 -989 -962 27 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 86.5 92.5 4.0 7.7 3.4 98.2 99.9 1.8 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 23 11 3 2 1 27 13 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 43,507 COMMITMENTS 30,747 23,799 104 12,548 19,545 43,399 43,448 108 59 CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: 582) -895 1,098 40 1,440 -525 585 613 -3 -31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 70.7 54.7 0.2 28.8 44.9 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 7 18 1 5 16 12 35 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 41,789 COMMITMENTS 20,356 16,526 0 21,358 25,140 41,714 41,666 75 123 CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: 1,908) -1,523 493 0 3,501 1,369 1,978 1,862 -70 46 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 48.7 39.5 0.0 51.1 60.2 99.8 99.7 0.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 5 20 0 4 12 9 32
Updated October 9, 2015