WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 411,176 COMMITMENTS 86,363 146,333 114,281 174,517 109,801 375,161 370,415 36,015 40,761 CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: -14,586) 4,890 -16,119 -3,253 -15,266 5,943 -13,629 -13,428 -958 -1,158 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.0 35.6 27.8 42.4 26.7 91.2 90.1 8.8 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 388) 118 124 135 111 112 301 307 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 192,222 COMMITMENTS 50,546 76,453 26,155 94,515 64,533 171,216 167,142 21,006 25,080 CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: -6,374) -1,957 -10,360 210 -4,638 4,091 -6,385 -6,059 12 -315 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.3 39.8 13.6 49.2 33.6 89.1 87.0 10.9 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223) 48 64 52 80 68 163 164 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,544,832 COMMITMENTS 317,735 273,595 359,930 699,568 706,038 1377233 1339563 167,599 205,269 CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: -10,281) -47 -31,718 3,359 -10,310 17,193 -6,998 -11,166 -3,283 885 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.6 17.7 23.3 45.3 45.7 89.2 86.7 10.8 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 726) 150 173 188 308 335 566 601 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,657 COMMITMENTS 2,199 1,248 1,542 3,668 5,502 7,410 8,293 2,247 1,364 CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 431) -148 -144 219 254 285 325 360 106 72 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.8 12.9 16.0 38.0 57.0 76.7 85.9 23.3 14.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 12 8 7 14 12 27 26 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 878,010 COMMITMENTS 123,580 154,651 253,460 430,389 390,251 807,428 798,362 70,581 79,648 CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 2,728) -10,939 12,066 5,410 6,232 -14,985 704 2,491 2,024 237 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.1 17.6 28.9 49.0 44.4 92.0 90.9 8.0 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 582) 158 186 252 172 178 480 501 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 480,175 COMMITMENTS 123,682 31,896 134,223 178,873 282,961 436,778 449,080 43,397 31,095 CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 5,880) 608 -3,578 11,724 -8,158 -3,323 4,174 4,823 1,706 1,057 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.8 6.6 28.0 37.3 58.9 91.0 93.5 9.0 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 323) 111 67 130 85 83 280 230 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 632,362 COMMITMENTS 71,116 70,108 59,776 361,864 362,378 492,756 492,262 139,606 140,100 CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 8,443) 7,786 -7,125 4,974 -1,748 21,314 11,012 19,163 -2,568 -10,719 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.2 11.1 9.5 57.2 57.3 77.9 77.8 22.1 22.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145) 30 32 34 64 72 109 123 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 638,199 COMMITMENTS 58,616 136,946 13,549 447,465 401,345 519,630 551,840 118,569 86,359 CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 2,127) 111 -3,743 -4,034 -983 12,848 -4,906 5,071 7,033 -2,944 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.2 21.5 2.1 70.1 62.9 81.4 86.5 18.6 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97) 11 15 10 57 51 74 70 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 4,060 COMMITMENTS 1,407 540 339 2,123 3,011 3,869 3,890 191 170 CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: -493) -300 -329 187 -377 -368 -490 -510 -3 17 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.7 13.3 8.3 52.3 74.2 95.3 95.8 4.7 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 12 5 5 9 13 24 20 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 483,004 COMMITMENTS 76,786 109,825 106,065 242,344 224,156 425,196 440,046 57,808 42,958 CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 5,723) -6,152 6,927 3,989 3,599 -4,984 1,436 5,932 4,287 -209 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.9 22.7 22.0 50.2 46.4 88.0 91.1 12.0 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 314) 75 98 105 108 87 250 243 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 17,109 COMMITMENTS 1,361 3,642 4,142 9,167 7,321 14,669 15,105 2,440 2,004 CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 1,281) 172 310 510 433 263 1,115 1,082 166 198 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.0 21.3 24.2 53.6 42.8 85.7 88.3 14.3 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 20 26 27 25 15 64 58 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,024,346 COMMITMENTS 168,607 265,849 33,104 718,266 584,135 919,977 883,088 104,369 141,258 CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 31,578) 22,833 6,445 -3,900 12,475 34,871 31,407 37,416 170 -5,838 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.5 26.0 3.2 70.1 57.0 89.8 86.2 10.2 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 259) 45 58 32 101 115 158 193 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,039,389 COMMITMENTS 416,038 448,071 273,261 2031980 1866701 2721279 2588033 318,110 451,356 CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: -44,527) 1,183 739 -1,049 -63,033 -29,183 -62,899 -29,493 18,372 -15,034 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.7 14.7 9.0 66.9 61.4 89.5 85.1 10.5 14.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 349) 73 85 92 150 167 278 289 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,652,379 COMMITMENTS 239,868 458,705 177,335 1988862 1651311 2406065 2287351 246,314 365,028 CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 66,572) 25,800 -55,439 45,151 207 82,147 71,158 71,858 -4,586 -5,286 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.0 17.3 6.7 75.0 62.3 90.7 86.2 9.3 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 286) 44 73 62 119 144 200 242 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 803,570 COMMITMENTS 52,430 77,767 140,743 587,005 539,075 780,178 757,585 23,392 45,985 CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 91,532) 8,949 8,576 -10,717 94,279 95,401 92,511 93,260 -979 -1,728 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.5 9.7 17.5 73.0 67.1 97.1 94.3 2.9 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114) 11 31 32 51 66 83 111 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 64,372 COMMITMENTS 20,661 8,810 2,416 33,898 46,287 56,975 57,513 7,397 6,859 CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 11,108) 1,712 -1,791 843 7,771 12,264 10,326 11,316 781 -209 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.1 13.7 3.8 52.7 71.9 88.5 89.3 11.5 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107) 36 17 12 41 34 83 59 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 128,743 COMMITMENTS 41,321 17,620 4,831 67,797 92,574 113,949 115,026 14,794 13,717 CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 22,215) 3,424 -3,583 1,687 15,542 24,529 20,653 22,632 1,563 -417 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.1 13.7 3.8 52.7 71.9 88.5 89.3 11.5 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107) 36 17 12 41 34 83 59 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 22,021 COMMITMENTS 17,359 17,762 3,426 1,029 680 21,814 21,868 207 153 CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 1,085) -287 -380 1,358 0 0 1,071 978 14 107 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 78.8 80.7 15.6 4.7 3.1 99.1 99.3 0.9 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 14 11 7 1 1 18 16 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 29,822 COMMITMENTS 21,949 13,644 327 7,448 15,493 29,724 29,464 98 358 CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: -12,163) -2,816 -990 -11,178 1,830 -269 -12,164 -12,437 1 274 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 73.6 45.8 1.1 25.0 52.0 99.7 98.8 0.3 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 8 12 1 6 15 15 27 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 30,758 COMMITMENTS 29,249 12,169 0 1,460 18,484 30,709 30,653 49 105 CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: -14,487) 9,930 -511 -13,707 -10,642 -274 -14,419 -14,492 -68 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 95.1 39.6 0.0 4.7 60.1 99.8 99.7 0.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 6 12 0 4 11 10 23
Updated December 18, 2015