WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 435,150 COMMITMENTS 83,075 160,234 129,000 186,163 104,591 398,238 393,825 36,912 41,325 CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: 23,975) -3,288 13,901 14,719 11,646 -5,210 23,077 23,410 897 564 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.1 36.8 29.6 42.8 24.0 91.5 90.5 8.5 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 396) 126 119 139 115 108 315 307 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 197,289 COMMITMENTS 46,900 69,964 30,510 99,237 69,419 176,647 169,893 20,641 27,396 CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: 5,067) -3,646 -6,490 4,355 4,723 4,885 5,432 2,751 -365 2,317 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.8 35.5 15.5 50.3 35.2 89.5 86.1 10.5 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217) 48 62 52 76 63 159 158 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,586,524 COMMITMENTS 305,043 301,324 379,410 729,920 696,006 1414374 1376740 172,150 209,784 CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: 41,692) -12,692 27,729 19,480 30,352 -10,032 37,140 37,177 4,552 4,514 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.2 19.0 23.9 46.0 43.9 89.1 86.8 10.9 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 737) 152 175 194 306 330 567 609 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,488 COMMITMENTS 2,527 1,475 1,866 3,892 5,811 8,285 9,152 2,203 1,336 CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: 831) 328 227 324 223 308 875 860 -44 -28 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.1 14.1 17.8 37.1 55.4 79.0 87.3 21.0 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 12 12 8 14 12 30 28 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 864,240 COMMITMENTS 116,948 148,551 247,590 430,658 391,947 795,195 788,088 69,044 76,151 CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: -13,770) -6,632 -6,100 -5,870 269 1,697 -12,233 -10,273 -1,537 -3,497 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.5 17.2 28.6 49.8 45.4 92.0 91.2 8.0 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 575) 157 185 251 170 178 479 493 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 457,235 COMMITMENTS 121,605 41,672 119,872 174,887 266,629 416,364 428,172 40,871 29,063 CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: -22,940) -2,077 9,776 -14,351 -3,986 -16,332 -20,414 -20,907 -2,526 -2,033 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.6 9.1 26.2 38.2 58.3 91.1 93.6 8.9 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 307) 90 78 117 86 83 261 223 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 618,437 COMMITMENTS 77,351 79,230 54,195 343,594 350,439 475,140 483,865 143,296 134,571 CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: -13,926) 6,235 9,122 -5,581 -18,270 -11,938 -17,616 -8,397 3,691 -5,528 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.5 12.8 8.8 55.6 56.7 76.8 78.2 23.2 21.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150) 34 31 35 67 73 114 126 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 616,918 COMMITMENTS 57,996 145,149 6,617 433,452 385,357 498,065 537,123 118,854 79,795 CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: -21,280) -620 8,203 -6,932 -14,013 -15,988 -21,565 -14,717 285 -6,564 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.4 23.5 1.1 70.3 62.5 80.7 87.1 19.3 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98) 12 15 10 56 51 74 70 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 4,240 COMMITMENTS 1,151 497 522 2,400 3,020 4,073 4,039 167 201 CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: 180) -256 -43 183 277 9 204 149 -24 31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.1 11.7 12.3 56.6 71.2 96.1 95.3 3.9 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 9 7 5 10 11 22 20 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 465,681 COMMITMENTS 74,538 108,081 100,796 232,960 216,166 408,295 425,043 57,387 40,638 CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: -17,323) -2,248 -1,744 -5,269 -9,384 -7,990 -16,901 -15,003 -422 -2,319 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.0 23.2 21.6 50.0 46.4 87.7 91.3 12.3 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 313) 72 97 104 107 88 249 242 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 17,799 COMMITMENTS 1,323 4,078 4,226 9,301 7,301 14,851 15,605 2,949 2,194 CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: 691) -37 436 84 135 -20 182 500 509 190 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.4 22.9 23.7 52.3 41.0 83.4 87.7 16.6 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 18 28 25 24 14 60 56 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,014,104 COMMITMENTS 167,860 283,983 35,582 705,597 555,456 909,038 875,021 105,066 139,084 CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: -10,241) -747 18,134 2,478 -12,669 -28,679 -10,939 -8,067 698 -2,174 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.6 28.0 3.5 69.6 54.8 89.6 86.3 10.4 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254) 41 60 32 99 115 156 191 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,874,346 COMMITMENTS 411,261 442,324 247,436 1910473 1744904 2569169 2434664 305,176 439,681 CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: -165,043) -4,777 -5,747 -25,825 -121,508 -121,797 -152,109 -153,369 -12,934 -11,674 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.3 15.4 8.6 66.5 60.7 89.4 84.7 10.6 15.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 355) 76 80 85 152 168 274 287 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,500,572 COMMITMENTS 211,495 419,887 141,008 1899086 1588206 2251589 2149101 248,983 351,471 CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: -151,807) -28,373 -38,818 -36,327 -89,777 -63,105 -154,476 -138,250 2,669 -13,557 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.5 16.8 5.6 75.9 63.5 90.0 85.9 10.0 14.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 280) 41 73 64 119 138 199 236 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 770,931 COMMITMENTS 59,291 65,323 135,694 554,153 525,154 749,138 726,171 21,792 44,760 CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: -32,639) 6,861 -12,444 -5,049 -32,851 -13,921 -31,039 -31,414 -1,600 -1,225 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.7 8.5 17.6 71.9 68.1 97.2 94.2 2.8 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107) 15 27 32 43 61 75 106 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 40,547 COMMITMENTS 15,406 6,467 894 17,551 27,515 33,850 34,875 6,697 5,673 CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: -23,824) -5,255 -2,344 -1,522 -16,348 -18,773 -23,124 -22,638 -700 -1,186 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.0 15.9 2.2 43.3 67.9 83.5 86.0 16.5 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 29 13 5 32 22 62 39 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 81,094 COMMITMENTS 30,812 12,933 1,787 35,102 55,029 67,701 69,749 13,394 11,345 CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: -47,649) -10,509 -4,687 -3,044 -32,695 -37,545 -46,248 -45,277 -1,400 -2,372 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.0 15.9 2.2 43.3 67.9 83.5 86.0 16.5 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 29 13 5 32 22 62 39 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 19,556 COMMITMENTS 15,902 16,792 2,065 1,375 680 19,342 19,537 214 19 CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: -2,465) -1,457 -970 -1,361 346 0 -2,472 -2,331 7 -134 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 81.3 85.9 10.6 7.0 3.5 98.9 99.9 1.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 18 9 4 2 1 21 13 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 29,493 COMMITMENTS 21,963 13,955 327 7,114 15,130 29,404 29,412 89 81 CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: -329) 14 311 0 -334 -363 -320 -52 -9 -277 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 74.5 47.3 1.1 24.1 51.3 99.7 99.7 0.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 8 13 1 6 16 15 29 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 31,111 COMMITMENTS 28,090 11,858 16 2,936 19,165 31,042 31,039 69 72 CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: 353) -1,159 -311 16 1,476 681 333 386 20 -33 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 90.3 38.1 0.1 9.4 61.6 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 9 11 1 4 12 13 24
Updated December 25, 2015