WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 442,600 COMMITMENTS 86,139 165,488 122,619 195,557 111,601 404,314 399,708 38,286 42,893 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 13,079) 2,284 28,034 -1,448 11,643 -13,241 12,478 13,344 601 -266 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.5 37.4 27.7 44.2 25.2 91.3 90.3 8.7 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 404) 117 140 137 114 102 307 311 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 201,101 COMMITMENTS 54,452 90,713 25,162 100,434 59,927 180,048 175,801 21,054 25,300 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: -2,606) 663 989 1,034 -2,700 -2,948 -1,002 -925 -1,604 -1,682 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.1 45.1 12.5 49.9 29.8 89.5 87.4 10.5 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239) 62 72 56 79 62 172 170 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,564,356 COMMITMENTS 322,975 329,652 353,411 716,539 674,846 1392925 1357909 171,431 206,447 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: -5,190) 10,687 -5,867 -3,105 -2,214 20,069 5,367 11,096 -10,558 -16,286 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.6 21.1 22.6 45.8 43.1 89.0 86.8 11.0 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 727) 161 162 194 307 315 568 590 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,766 COMMITMENTS 2,341 2,249 1,325 4,063 4,876 7,728 8,450 2,038 1,317 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: -425) -128 -490 12 -224 133 -340 -345 -85 -79 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.0 23.0 13.6 41.6 49.9 79.1 86.5 20.9 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 11 13 6 14 10 27 27 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 857,662 COMMITMENTS 130,264 157,378 239,993 420,181 384,928 790,438 782,299 67,224 75,362 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 899) 7,783 -6,487 -2,010 -3,636 10,065 2,136 1,568 -1,237 -669 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.2 18.3 28.0 49.0 44.9 92.2 91.2 7.8 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 601) 159 185 250 187 195 497 511 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 479,984 COMMITMENTS 118,860 61,423 121,058 199,976 264,096 439,894 446,577 40,089 33,406 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 3,277) 7,668 -15,825 -1,291 -3,702 20,273 2,675 3,157 602 120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.8 12.8 25.2 41.7 55.0 91.6 93.0 8.4 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 329) 104 83 123 88 78 267 240 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 611,101 COMMITMENTS 54,193 74,562 49,815 349,325 333,809 453,333 458,186 157,768 152,915 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 2,880) 2,445 6,029 -4,860 4,675 14,907 2,259 16,075 621 -13,195 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.9 12.2 8.2 57.2 54.6 74.2 75.0 25.8 25.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142) 24 33 32 67 73 110 119 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 653,208 COMMITMENTS 61,767 136,059 17,862 460,002 408,895 539,631 562,816 113,577 90,391 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: -36,292) 806 -9,128 -10,836 -7,335 -8,189 -17,365 -28,153 -18,928 -8,140 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.5 20.8 2.7 70.4 62.6 82.6 86.2 17.4 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96) 12 13 9 60 53 77 70 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 4,562 COMMITMENTS 1,698 870 117 2,559 3,427 4,374 4,414 188 148 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 2) 82 58 -59 18 26 41 25 -39 -23 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.2 19.1 2.6 56.1 75.1 95.9 96.8 4.1 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 14 2 4 11 14 26 19 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 467,557 COMMITMENTS 87,382 103,591 93,621 230,374 230,048 411,377 427,260 56,180 40,296 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: -5,296) -224 1,092 -3,978 -1,424 227 -5,625 -2,659 330 -2,637 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.7 22.2 20.0 49.3 49.2 88.0 91.4 12.0 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 296) 69 98 99 98 88 236 234 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 13,846 COMMITMENTS 951 2,628 3,106 7,482 6,596 11,539 12,329 2,307 1,517 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 700) -76 101 618 79 -102 621 617 79 84 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.9 19.0 22.4 54.0 47.6 83.3 89.0 16.7 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 16 23 24 22 12 52 51 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,002,548 COMMITMENTS 174,179 243,498 33,202 674,761 573,418 882,141 850,118 120,407 152,430 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: -69,106) -2,907 -1,003 -15,856 -34,024 -32,314 -52,788 -49,173 -16,319 -19,933 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.4 24.3 3.3 67.3 57.2 88.0 84.8 12.0 15.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254) 47 59 34 99 112 164 188 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,172,263 COMMITMENTS 440,797 441,830 272,201 2141051 1986416 2854048 2700446 318,215 471,817 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 50,336) 22,251 43,071 26,327 1,974 7,767 50,552 77,165 -217 -26,830 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.9 13.9 8.6 67.5 62.6 90.0 85.1 10.0 14.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 347) 66 89 88 152 160 278 277 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,671,841 COMMITMENTS 249,336 515,918 121,532 2015271 1670124 2386139 2307575 285,702 364,266 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: -266,715) -12,606 12,494 -15,904 -166,426 -161,306 -194,936 -164,716 -71,779 -101,999 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.3 19.3 4.5 75.4 62.5 89.3 86.4 10.7 13.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 285) 34 79 54 107 148 179 243 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 692,940 COMMITMENTS 59,477 64,760 136,918 474,815 445,814 671,210 647,492 21,730 45,448 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: -169,379) -55,924 -9,741 -18,252 -95,170 -136,575 -169,347 -164,568 -32 -4,810 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.6 9.3 19.8 68.5 64.3 96.9 93.4 3.1 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99) 15 21 31 45 57 76 96 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 55,259 COMMITMENTS 21,232 12,189 1,046 25,792 33,929 48,070 47,165 7,189 8,094 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 1,931) 1,331 1,611 202 -14 507 1,519 2,320 412 -389 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.4 22.1 1.9 46.7 61.4 87.0 85.4 13.0 14.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113) 36 26 7 37 28 77 57 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 110,517 COMMITMENTS 42,463 24,379 2,092 51,584 67,859 96,140 94,329 14,378 16,188 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 3,862) 2,661 3,223 404 -27 1,013 3,038 4,639 824 -778 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.4 22.1 1.9 46.7 61.4 87.0 85.4 13.0 14.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113) 36 26 7 37 28 77 57 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 20,942 COMMITMENTS 18,015 18,711 1,523 1,029 680 20,567 20,914 375 28 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 2,166) 1,125 1,148 1,022 0 2 2,147 2,172 19 -6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 86.0 89.3 7.3 4.9 3.2 98.2 99.9 1.8 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 19 12 3 1 1 22 14 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 34,585 COMMITMENTS 26,960 16,137 328 7,181 18,028 34,469 34,493 116 92 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: -481) -385 -858 5 -130 369 -510 -484 29 3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 78.0 46.7 0.9 20.8 52.1 99.7 99.7 0.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 9 15 1 6 16 16 31 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 33,290 COMMITMENTS 21,226 12,469 0 11,912 20,723 33,138 33,192 152 98 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: -2,044) -1,725 -861 0 -302 -1,204 -2,027 -2,065 -17 21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 63.8 37.5 0.0 35.8 62.2 99.5 99.7 0.5 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 8 15 0 3 13 11 28
Updated December 4, 2015