WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 491,615 COMMITMENTS 85,789 193,685 146,614 217,198 106,115 449,601 446,414 42,014 45,201 CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: 54,715) 2,822 21,088 27,285 22,588 1,605 52,695 49,978 2,020 4,737 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.5 39.4 29.8 44.2 21.6 91.5 90.8 8.5 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 439) 143 143 150 122 109 346 334 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 214,167 COMMITMENTS 48,410 78,969 34,691 110,368 73,945 193,470 187,606 20,697 26,561 CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: 15,032) 807 6,560 3,292 9,899 3,449 13,998 13,301 1,034 1,731 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.6 36.9 16.2 51.5 34.5 90.3 87.6 9.7 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230) 53 67 50 85 69 167 168 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,664,511 COMMITMENTS 317,472 399,847 395,988 760,416 646,750 1473876 1442584 190,635 221,926 CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: 68,757) 6,130 37,593 27,749 22,372 -5,814 56,252 59,528 12,506 9,230 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.1 24.0 23.8 45.7 38.9 88.5 86.7 11.5 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 756) 151 203 202 314 324 585 626 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 11,002 COMMITMENTS 2,259 1,985 2,191 4,115 5,124 8,565 9,300 2,436 1,702 CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: 291) -189 368 239 115 -543 166 65 126 227 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.5 18.0 19.9 37.4 46.6 77.9 84.5 22.1 15.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 13 12 8 14 13 28 32 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 823,470 COMMITMENTS 115,670 197,774 221,637 423,837 325,032 761,144 744,443 62,326 79,027 CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: 24,022) 5,494 26,928 13,094 7,323 -19,481 25,911 20,540 -1,889 3,481 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.0 24.0 26.9 51.5 39.5 92.4 90.4 7.6 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 576) 145 199 227 173 172 454 493 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 424,762 COMMITMENTS 115,100 45,897 108,315 166,884 242,896 390,299 397,108 34,463 27,654 CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: -965) -7,185 6,320 5,917 4,589 -14,257 3,321 -2,020 -4,286 1,055 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.1 10.8 25.5 39.3 57.2 91.9 93.5 8.1 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 303) 98 73 108 85 80 247 220 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 584,449 COMMITMENTS 74,519 72,260 44,010 325,062 338,875 443,591 455,144 140,857 129,304 CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: 874) -6,764 -1,690 -1,081 5,800 10,963 -2,045 8,192 2,919 -7,318 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.8 12.4 7.5 55.6 58.0 75.9 77.9 24.1 22.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144) 30 33 35 65 67 112 118 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 614,522 COMMITMENTS 53,393 151,161 5,067 436,263 375,723 494,723 531,951 119,800 82,572 CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: 34) -2,975 713 -1,569 -860 677 -5,404 -179 5,438 213 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.7 24.6 0.8 71.0 61.1 80.5 86.6 19.5 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97) 11 14 8 56 52 71 70 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 4,045 COMMITMENTS 1,139 604 461 2,239 2,713 3,839 3,778 206 267 CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: 7) -1 174 -34 0 -164 -35 -24 42 31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.2 14.9 11.4 55.4 67.1 94.9 93.4 5.1 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 9 7 4 9 11 20 20 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 465,827 COMMITMENTS 75,203 126,181 101,118 236,522 197,323 412,843 424,622 52,985 41,205 CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: 9,139) 1,323 9,672 6,360 3,009 -6,888 10,692 9,144 -1,553 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.1 27.1 21.7 50.8 42.4 88.6 91.2 11.4 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 311) 67 102 101 104 85 239 242 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 14,321 COMMITMENTS 1,372 3,983 2,450 8,013 6,121 11,835 12,554 2,487 1,768 CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: -826) 20 33 -475 -177 -143 -632 -585 -194 -241 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.6 27.8 17.1 56.0 42.7 82.6 87.7 17.4 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 16 26 24 23 12 58 48 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,048,763 COMMITMENTS 203,367 310,085 28,061 710,286 566,156 941,714 904,302 107,049 144,461 CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: 16,628) 12,738 14,358 -1,205 -2,121 4,326 9,412 17,479 7,216 -851 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.4 29.6 2.7 67.7 54.0 89.8 86.2 10.2 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257) 42 63 31 97 110 154 189 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,830,007 COMMITMENTS 453,900 433,241 207,430 1869540 1738897 2530870 2379568 299,137 450,440 CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: 51,521) 12,539 15,886 -2,339 41,704 40,165 51,905 53,712 -384 -2,191 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.0 15.3 7.3 66.1 61.4 89.4 84.1 10.6 15.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 356) 75 82 81 153 165 271 285 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,478,981 COMMITMENTS 196,214 465,426 123,039 1894670 1533705 2213923 2122170 265,058 356,812 CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: 21,384) -37,726 48,641 9,435 44,435 -36,543 16,144 21,533 5,239 -149 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.9 18.8 5.0 76.4 61.9 89.3 85.6 10.7 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271) 38 69 56 107 133 179 224 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 728,793 COMMITMENTS 54,472 75,486 132,136 521,284 475,729 707,892 683,351 20,902 45,442 CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: -61,254) -6,629 -5,843 -5,197 -50,201 -55,122 -62,028 -66,163 773 4,908 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.5 10.4 18.1 71.5 65.3 97.1 93.8 2.9 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98) 16 26 28 38 55 66 98 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 39,517 COMMITMENTS 14,254 9,049 1,398 17,802 23,151 33,453 33,597 6,064 5,920 CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: -3,229) -2,419 2,943 299 -743 -6,440 -2,863 -3,199 -366 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.1 22.9 3.5 45.0 58.6 84.7 85.0 15.3 15.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95) 29 17 7 35 22 67 43 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 79,035 COMMITMENTS 28,507 18,097 2,795 35,605 46,302 66,907 67,194 12,128 11,841 CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: -6,457) -4,838 5,886 597 -1,485 -12,880 -5,726 -6,397 -732 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.1 22.9 3.5 45.0 58.6 84.7 85.0 15.3 15.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95) 29 17 7 35 22 67 43 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 14,220 COMMITMENTS 10,202 11,393 2,092 1,749 680 14,043 14,165 177 55 CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: -5,403) -5,666 -5,395 0 374 0 -5,292 -5,395 -111 -8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 71.7 80.1 14.7 12.3 4.8 98.8 99.6 1.2 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 15 12 3 1 1 17 15 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 30,309 COMMITMENTS 23,028 14,620 287 6,875 15,324 30,190 30,231 119 78 CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: 894) 991 631 -40 -89 302 862 893 32 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 76.0 48.2 0.9 22.7 50.6 99.6 99.7 0.4 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 8 13 1 5 16 14 29 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 33,556 COMMITMENTS 27,073 14,444 11 6,381 19,047 33,465 33,502 91 54 CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: 1,713) -1,384 1,823 -48 3,124 -51 1,692 1,724 21 -11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 80.7 43.0 0.0 19.0 56.8 99.7 99.8 0.3 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 3 20 1 4 11 8 31
Updated January 8, 2016