WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 461,422 COMMITMENTS 95,631 122,158 146,029 180,693 148,315 422,353 416,503 39,069 44,919 CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: -2,034) -3,731 223 9,729 -6,364 -9,064 -366 888 -1,667 -2,921 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.7 26.5 31.6 39.2 32.1 91.5 90.3 8.5 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 403) 115 131 157 105 117 326 320 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 196,605 COMMITMENTS 60,887 67,688 27,440 86,546 77,547 174,873 172,675 21,733 23,930 CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: -3,342) 333 -300 -1,155 -2,105 -2,000 -2,927 -3,456 -416 113 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.0 34.4 14.0 44.0 39.4 88.9 87.8 11.1 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224) 60 64 60 74 67 164 168 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,698,898 COMMITMENTS 383,776 227,211 419,517 733,304 811,708 1536597 1458436 162,301 240,462 CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: -35,392) -26,148 4,753 5,360 -10,170 -48,606 -30,958 -38,493 -4,433 3,101 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.6 13.4 24.7 43.2 47.8 90.4 85.8 9.6 14.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 771) 197 154 233 303 340 612 638 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 11,650 COMMITMENTS 2,486 2,997 1,164 5,790 5,508 9,440 9,669 2,211 1,981 CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 124) 244 30 -355 262 561 150 236 -26 -112 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.3 25.7 10.0 49.7 47.3 81.0 83.0 19.0 17.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 11 11 7 18 11 30 28 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 981,222 COMMITMENTS 163,629 117,123 336,356 412,482 436,781 912,467 890,260 68,755 90,962 CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 30,609) 16,682 -7,640 20,208 -11,019 18,651 25,872 31,219 4,738 -609 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.7 11.9 34.3 42.0 44.5 93.0 90.7 7.0 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 636) 196 179 265 181 201 523 532 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 470,365 COMMITMENTS 105,715 73,733 120,046 206,753 247,238 432,514 441,017 37,851 29,348 CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 15,143) -1,230 -7,089 5,535 9,357 16,637 13,662 15,083 1,481 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.5 15.7 25.5 44.0 52.6 92.0 93.8 8.0 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 311) 85 92 103 98 82 248 229 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 650,482 COMMITMENTS 57,633 55,938 71,066 367,393 368,011 496,091 495,015 154,391 155,468 CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 14,431) 10,908 -359 3,882 332 955 15,123 4,479 -692 9,952 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.9 8.6 10.9 56.5 56.6 76.3 76.1 23.7 23.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152) 29 31 37 75 76 123 125 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 646,490 COMMITMENTS 56,127 147,192 11,503 460,737 399,950 528,367 558,645 118,123 87,845 CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 9,725) 5,750 11,558 -201 -671 249 4,878 11,606 4,847 -1,880 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.7 22.8 1.8 71.3 61.9 81.7 86.4 18.3 13.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102) 12 17 11 59 51 77 73 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 5,040 COMMITMENTS 1,561 386 488 2,666 3,962 4,715 4,836 325 204 CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 17) 167 75 -103 -27 38 37 10 -20 7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.0 7.7 9.7 52.9 78.6 93.6 96.0 6.4 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 19 2 7 13 14 33 22 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 461,441 COMMITMENTS 120,424 52,048 97,649 179,404 276,246 397,478 425,944 63,963 35,497 CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 25,326) 15,359 200 9,256 -2,555 17,054 22,060 26,511 3,266 -1,185 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.1 11.3 21.2 38.9 59.9 86.1 92.3 13.9 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 285) 101 62 100 92 81 250 201 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 13,821 COMMITMENTS 2,902 3,623 2,057 5,850 6,918 10,809 12,598 3,012 1,223 CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: -107) -310 -137 169 297 -31 156 1 -263 -108 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.0 26.2 14.9 42.3 50.1 78.2 91.2 21.8 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73) 20 24 18 22 13 56 45 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,140,075 COMMITMENTS 281,522 276,134 40,857 691,474 685,201 1013854 1002192 126,221 137,883 CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 25,534) 8,726 15,082 -2,814 15,416 12,786 21,328 25,053 4,207 481 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.7 24.2 3.6 60.7 60.1 88.9 87.9 11.1 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 277) 56 57 38 96 129 171 205 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,287,337 COMMITMENTS 446,066 408,540 295,267 2189162 2158500 2930496 2862308 356,841 425,029 CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 6,878) 17,137 27 -1,739 -632 15,465 14,766 13,753 -7,888 -6,874 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.6 12.4 9.0 66.6 65.7 89.1 87.1 10.9 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 385) 74 91 100 178 185 312 316 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,559,500 COMMITMENTS 342,099 383,726 134,726 1768702 1704995 2245527 2223447 313,973 336,053 CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: -22,711) -8,282 -14,976 -12,126 -6,865 1,041 -27,272 -26,061 4,562 3,350 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.4 15.0 5.3 69.1 66.6 87.7 86.9 12.3 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 292) 46 66 55 122 153 201 241 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 907,087 COMMITMENTS 210,144 96,246 125,009 554,860 613,256 890,013 834,511 17,075 72,576 CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 43,279) 55,693 9,393 27,835 -38,597 -2,070 44,932 35,158 -1,653 8,121 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.2 10.6 13.8 61.2 67.6 98.1 92.0 1.9 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135) 17 41 36 54 72 93 128 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 40,129 COMMITMENTS 14,436 12,421 751 19,922 17,201 35,109 30,373 5,020 9,756 CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 2,961) 966 229 -60 1,866 2,089 2,772 2,258 189 703 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.0 31.0 1.9 49.6 42.9 87.5 75.7 12.5 24.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96) 22 26 6 34 23 59 52 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 80,258 COMMITMENTS 28,872 24,842 1,503 39,843 34,401 70,218 60,746 10,040 19,513 CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 5,922) 1,932 458 -120 3,732 4,179 5,545 4,517 378 1,406 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.0 31.0 1.9 49.6 42.9 87.5 75.7 12.5 24.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96) 22 26 6 34 23 59 52 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 16,679 COMMITMENTS 14,850 15,540 421 1,060 678 16,331 16,639 348 40 CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: -3,544) -2,646 -3,174 -382 -500 0 -3,528 -3,556 -16 12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 89.0 93.2 2.5 6.4 4.1 97.9 99.8 2.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 24 9 2 1 1 26 11 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 43,631 COMMITMENTS 29,968 23,920 104 13,446 19,551 43,518 43,575 113 56 CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 124) -779 121 0 898 6 119 127 5 -3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 68.7 54.8 0.2 30.8 44.8 99.7 99.9 0.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 7 17 1 7 16 14 34 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 41,008 COMMITMENTS 20,436 15,818 0 20,445 25,063 40,881 40,881 127 127 CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: -781) 80 -708 0 -913 -77 -833 -785 52 4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 49.8 38.6 0.0 49.9 61.1 99.7 99.7 0.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 8 16 0 4 12 12 28
Updated October 16, 2015