WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 429,522 COMMITMENTS 83,855 137,454 124,067 183,914 124,842 391,836 386,363 37,685 43,158 CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: -72,326) -2,252 3,198 -39,945 -29,548 -31,903 -71,745 -68,650 -581 -3,676 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.5 32.0 28.9 42.8 29.1 91.2 90.0 8.8 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 400) 115 134 157 114 104 327 315 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 203,707 COMMITMENTS 53,788 89,723 24,127 103,134 62,875 181,050 176,726 22,658 26,981 CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: -13,593) -29 3,409 -8,891 -3,531 -5,702 -12,452 -11,184 -1,142 -2,409 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.4 44.0 11.8 50.6 30.9 88.9 86.8 11.1 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235) 64 71 62 76 59 172 171 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,569,546 COMMITMENTS 312,288 335,519 356,516 718,753 654,777 1387557 1346813 181,989 222,733 CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: -266,211) -8,382 2,915 -165,236 -88,853 -84,631 -262,471 -246,951 -3,740 -19,260 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.9 21.4 22.7 45.8 41.7 88.4 85.8 11.6 14.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 723) 151 168 198 324 321 581 599 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,191 COMMITMENTS 2,469 2,739 1,312 4,287 4,743 8,068 8,795 2,123 1,396 CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: -2,584) 238 -175 -605 -2,109 -1,605 -2,476 -2,385 -108 -199 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.2 26.9 12.9 42.1 46.5 79.2 86.3 20.8 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 10 13 5 14 9 25 26 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 856,763 COMMITMENTS 122,481 163,865 242,004 423,817 374,863 788,302 780,732 68,461 76,032 CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 13,180) -3,061 4,468 5,122 11,298 4,987 13,359 14,577 -179 -1,397 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.3 19.1 28.2 49.5 43.8 92.0 91.1 8.0 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 598) 176 173 239 189 187 491 500 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 476,706 COMMITMENTS 111,192 77,248 122,349 203,678 243,823 437,219 443,420 39,487 33,286 CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: -39,284) 5,508 -14,543 -25,702 -21,844 3,033 -42,037 -37,212 2,753 -2,073 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.3 16.2 25.7 42.7 51.1 91.7 93.0 8.3 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 317) 97 90 114 92 76 258 233 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 608,220 COMMITMENTS 51,748 68,533 54,675 344,651 318,902 451,074 442,111 157,147 166,110 CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 31,840) 8,292 5,014 -6,266 18,973 26,734 20,999 25,482 10,842 6,358 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.5 11.3 9.0 56.7 52.4 74.2 72.7 25.8 27.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132) 23 27 29 66 69 103 112 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 689,500 COMMITMENTS 60,961 145,187 28,698 467,337 417,084 556,996 590,969 132,505 98,531 CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 65,111) 1,533 -4,491 19,738 37,110 47,949 58,381 63,196 6,730 1,916 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.8 21.1 4.2 67.8 60.5 80.8 85.7 19.2 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92) 11 13 10 61 50 78 67 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 4,560 COMMITMENTS 1,616 812 176 2,541 3,401 4,333 4,389 227 171 CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: -362) -63 -36 -124 -137 -147 -324 -307 -38 -55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.4 17.8 3.9 55.7 74.6 95.0 96.3 5.0 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 13 4 6 10 12 25 20 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 472,852 COMMITMENTS 87,606 102,499 97,599 231,798 229,822 417,002 429,919 55,850 42,933 CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: -21,748) -4,509 10,955 -10,104 -4,285 -23,375 -18,897 -22,524 -2,851 776 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.5 21.7 20.6 49.0 48.6 88.2 90.9 11.8 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 298) 65 104 101 103 93 239 241 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 13,146 COMMITMENTS 1,027 2,527 2,487 7,403 6,698 10,918 11,713 2,228 1,433 CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: -303) 16 -54 -127 -252 -218 -363 -399 60 96 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.8 19.2 18.9 56.3 51.0 83.1 89.1 16.9 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 17 18 22 22 11 51 47 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,071,654 COMMITMENTS 177,086 244,502 49,058 708,785 605,731 934,929 899,291 136,726 172,364 CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: -38,261) -3,186 8,545 1,420 -49,771 -63,915 -51,536 -53,950 13,275 15,689 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.5 22.8 4.6 66.1 56.5 87.2 83.9 12.8 16.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 272) 48 60 39 105 123 174 203 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,121,927 COMMITMENTS 418,546 398,758 245,873 2139077 1978649 2803496 2623280 318,432 498,647 CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: -101,815) 16,346 -30,983 -62,645 -44,064 -18,969 -90,364 -112,597 -11,451 10,782 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.4 12.8 7.9 68.5 63.4 89.8 84.0 10.2 16.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 332) 62 85 83 150 161 265 276 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,938,556 COMMITMENTS 261,942 503,424 137,437 2181697 1831430 2581075 2472291 357,481 466,265 CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 299,317) 364 76,649 -53,269 269,005 198,761 216,100 222,141 83,217 77,177 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.9 17.1 4.7 74.2 62.3 87.8 84.1 12.2 15.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 275) 33 73 55 117 144 190 232 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 862,318 COMMITMENTS 115,402 74,502 155,170 569,985 582,389 840,557 812,060 21,761 50,258 CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 51,560) -7,259 -4,088 25,915 32,403 29,180 51,059 51,007 501 553 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.4 8.6 18.0 66.1 67.5 97.5 94.2 2.5 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114) 16 27 32 49 63 81 109 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 53,328 COMMITMENTS 19,901 10,578 844 25,806 33,423 46,551 44,845 6,777 8,483 CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 203) 2,380 294 -412 -958 -654 1,009 -772 -806 975 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.3 19.8 1.6 48.4 62.7 87.3 84.1 12.7 15.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107) 31 24 6 40 26 74 53 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 106,655 COMMITMENTS 39,802 21,156 1,688 51,612 66,845 93,102 89,690 13,553 16,966 CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 407) 4,760 589 -825 -1,917 -1,307 2,018 -1,543 -1,612 1,950 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.3 19.8 1.6 48.4 62.7 87.3 84.1 12.7 15.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107) 31 24 6 40 26 74 53 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 18,776 COMMITMENTS 16,890 17,563 501 1,029 678 18,420 18,742 356 34 CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 290) 1,462 1,278 -985 -189 0 288 293 2 -3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 90.0 93.5 2.7 5.5 3.6 98.1 99.8 1.9 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 19 11 2 1 1 21 13 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 35,066 COMMITMENTS 27,345 16,995 323 7,311 17,659 34,979 34,977 87 89 CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: -2,523) -990 -2,488 -7 -1,504 -28 -2,501 -2,523 -22 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 78.0 48.5 0.9 20.8 50.4 99.8 99.7 0.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 10 15 1 6 16 17 31 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 35,334 COMMITMENTS 22,951 13,330 0 12,214 21,927 35,165 35,257 169 77 CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 742) 1,040 -303 -1 -314 1,020 725 716 17 26 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 65.0 37.7 0.0 34.6 62.1 99.5 99.8 0.5 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 9 17 0 4 13 13 30
Updated November 30, 2015