WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 436,900 COMMITMENTS 82,967 172,597 119,329 194,610 104,510 396,906 396,436 39,994 40,464 CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: 1,750) -108 12,363 -9,671 8,447 -81 -1,332 2,611 3,082 -861 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.0 39.5 27.3 44.5 23.9 90.8 90.7 9.2 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 414) 139 127 144 118 109 332 314 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 199,135 COMMITMENTS 47,603 72,409 31,399 100,469 70,496 179,471 174,305 19,663 24,830 CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: 1,846) 703 2,446 889 1,231 1,078 2,824 4,412 -978 -2,566 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.9 36.4 15.8 50.5 35.4 90.1 87.5 9.9 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216) 49 59 49 79 65 160 155 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,595,753 COMMITMENTS 311,342 362,254 368,238 738,044 652,565 1417624 1383057 178,129 212,697 CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: 9,230) 6,299 60,930 -11,172 8,124 -43,441 3,250 6,317 5,979 2,913 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.5 22.7 23.1 46.3 40.9 88.8 86.7 11.2 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 737) 155 178 190 306 327 564 608 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,711 COMMITMENTS 2,449 1,617 1,952 4,000 5,667 8,400 9,235 2,311 1,475 CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: 222) -78 142 85 108 -144 115 83 107 139 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.9 15.1 18.2 37.3 52.9 78.4 86.2 21.6 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 14 9 8 14 12 29 28 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 799,448 COMMITMENTS 110,177 170,847 208,543 416,514 344,513 735,234 723,903 64,215 75,545 CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: -64,791) -6,771 22,296 -39,047 -14,144 -47,434 -59,962 -64,185 -4,830 -606 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.8 21.4 26.1 52.1 43.1 92.0 90.6 8.0 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 555) 148 177 220 172 178 452 472 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 425,727 COMMITMENTS 122,285 39,577 102,398 162,296 257,154 386,979 399,128 38,748 26,599 CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: -31,508) 680 -2,095 -17,474 -12,591 -9,475 -29,385 -29,044 -2,123 -2,464 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.7 9.3 24.1 38.1 60.4 90.9 93.8 9.1 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 305) 103 67 107 85 85 253 218 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 583,575 COMMITMENTS 81,283 73,950 45,091 319,262 327,911 445,636 446,952 137,938 136,622 CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: -34,862) 3,932 -5,280 -9,104 -24,332 -22,528 -29,504 -36,913 -5,358 2,051 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.9 12.7 7.7 54.7 56.2 76.4 76.6 23.6 23.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144) 32 32 32 64 66 110 116 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 614,488 COMMITMENTS 56,368 150,448 6,636 437,123 375,046 500,127 532,130 114,362 82,359 CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: -2,430) -1,628 5,299 19 3,671 -10,311 2,062 -4,993 -4,492 2,563 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.2 24.5 1.1 71.1 61.0 81.4 86.6 18.6 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99) 12 15 10 59 51 77 70 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 4,038 COMMITMENTS 1,140 430 495 2,239 2,877 3,874 3,802 164 236 CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: -202) -11 -67 -27 -161 -143 -199 -237 -3 35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.2 10.6 12.3 55.4 71.2 95.9 94.2 4.1 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 10 6 5 9 10 21 19 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 456,689 COMMITMENTS 73,880 116,509 94,757 233,513 204,212 402,150 415,478 54,538 41,211 CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: -8,993) -659 8,428 -6,039 553 -11,954 -6,144 -9,565 -2,848 572 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.2 25.5 20.7 51.1 44.7 88.1 91.0 11.9 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 308) 70 100 101 104 83 241 237 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 15,147 COMMITMENTS 1,352 3,950 2,925 8,190 6,264 12,467 13,139 2,680 2,009 CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: -2,652) 29 -127 -1,301 -1,111 -1,038 -2,384 -2,466 -269 -186 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.9 26.1 19.3 54.1 41.4 82.3 86.7 17.7 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74) 18 24 24 23 13 58 50 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,032,135 COMMITMENTS 190,629 295,727 29,266 712,407 561,831 932,302 886,823 99,834 145,312 CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: 18,031) 22,769 11,744 -6,316 6,810 6,374 23,264 11,803 -5,233 6,228 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.5 28.7 2.8 69.0 54.4 90.3 85.9 9.7 14.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 255) 42 63 30 95 111 154 187 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,778,486 COMMITMENTS 441,361 417,355 209,769 1827836 1698731 2478966 2325855 299,521 452,631 CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: -95,859) 30,100 -24,969 -37,667 -82,637 -46,173 -90,203 -108,809 -5,656 12,950 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.9 15.0 7.5 65.8 61.1 89.2 83.7 10.8 16.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 336) 68 80 77 142 160 255 272 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,457,598 COMMITMENTS 233,940 416,786 113,603 1850236 1570248 2197779 2100637 259,819 356,961 CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: -42,974) 22,445 -3,102 -27,405 -48,850 -17,959 -53,810 -48,465 10,835 5,490 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.5 17.0 4.6 75.3 63.9 89.4 85.5 10.6 14.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 262) 37 67 53 106 131 178 216 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 790,048 COMMITMENTS 61,101 81,329 137,333 571,485 530,852 769,919 749,514 20,128 40,534 CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: 19,117) 1,810 16,007 1,639 17,332 5,697 20,781 23,343 -1,664 -4,226 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.7 10.3 17.4 72.3 67.2 97.5 94.9 2.5 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106) 15 27 32 42 60 74 105 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 42,746 COMMITMENTS 16,672 6,106 1,099 18,545 29,591 36,316 36,795 6,430 5,951 CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: 2,199) 1,266 -361 205 994 2,076 2,466 1,921 -267 278 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 39.0 14.3 2.6 43.4 69.2 85.0 86.1 15.0 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94) 33 12 6 31 28 65 45 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 85,492 COMMITMENTS 33,345 12,211 2,198 37,090 59,182 72,633 73,591 12,859 11,901 CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: 4,398) 2,533 -722 411 1,988 4,153 4,932 3,842 -534 556 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 39.0 14.3 2.6 43.4 69.2 85.0 86.1 15.0 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94) 33 12 6 31 28 65 45 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 19,623 COMMITMENTS 15,868 16,788 2,092 1,375 680 19,335 19,560 288 63 CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: 67) -34 -4 27 0 0 -7 23 74 44 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 80.9 85.6 10.7 7.0 3.5 98.5 99.7 1.5 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 16 9 3 2 1 19 12 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 29,415 COMMITMENTS 22,037 13,989 327 6,964 15,022 29,328 29,338 87 77 CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: -78) 74 34 0 -150 -108 -76 -74 -2 -4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 74.9 47.6 1.1 23.7 51.1 99.7 99.7 0.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 8 11 1 6 16 15 27 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 31,843 COMMITMENTS 28,457 12,621 59 3,257 19,098 31,773 31,778 70 65 CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: 732) 367 763 43 321 -67 731 739 1 -7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 89.4 39.6 0.2 10.2 60.0 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 9 13 2 4 12 14 26
Updated January 1, 2016