WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 486,726 COMMITMENTS 89,247 157,001 161,132 193,645 124,570 444,024 442,703 42,701 44,022 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: -13,687) 1,865 -17,570 -3,704 -13,284 8,044 -15,123 -13,231 1,436 -456 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.3 32.3 33.1 39.8 25.6 91.2 91.0 8.8 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 422) 133 139 167 113 100 350 321 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 226,890 COMMITMENTS 47,836 76,462 42,690 113,225 82,620 203,750 201,772 23,140 25,118 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 4,625) -1,802 349 2,739 2,308 2,754 3,246 5,842 1,379 -1,217 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.1 33.7 18.8 49.9 36.4 89.8 88.9 10.2 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232) 56 64 69 84 73 184 178 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,664,876 COMMITMENTS 306,449 317,107 439,776 738,623 690,274 1484848 1447157 180,028 217,719 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: -60,337) -3,236 -75,699 -17,894 -26,917 32,699 -48,046 -60,894 -12,292 556 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.4 19.0 26.4 44.4 41.5 89.2 86.9 10.8 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 761) 163 194 221 319 329 616 629 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 11,453 COMMITMENTS 2,359 2,779 2,034 4,470 4,741 8,864 9,554 2,589 1,899 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: -225) -65 -33 -170 -18 69 -253 -135 28 -91 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.6 24.3 17.8 39.0 41.4 77.4 83.4 22.6 16.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 13 13 11 14 12 29 35 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 846,887 COMMITMENTS 136,378 168,152 214,479 431,107 384,988 781,964 767,620 64,923 79,268 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 13,019) 2,917 5,688 -5,871 16,226 10,400 13,272 10,217 -253 2,802 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.1 19.9 25.3 50.9 45.5 92.3 90.6 7.7 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 553) 155 177 219 174 179 456 469 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 450,610 COMMITMENTS 107,664 41,193 132,737 171,464 250,153 411,865 424,083 38,745 26,527 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: -586) -828 -13,691 3,218 -4,778 11,768 -2,388 1,294 1,802 -1,880 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.9 9.1 29.5 38.1 55.5 91.4 94.1 8.6 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 301) 104 57 110 83 82 248 216 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 640,565 COMMITMENTS 80,686 75,277 48,826 350,667 365,904 480,179 490,007 160,386 150,558 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: -42,306) 2,098 -4,731 -21,904 -27,797 -19,906 -47,603 -46,541 5,296 4,235 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.6 11.8 7.6 54.7 57.1 75.0 76.5 25.0 23.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146) 25 34 34 69 74 112 124 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 628,105 COMMITMENTS 60,133 148,590 4,384 440,691 393,681 505,207 546,654 122,898 81,451 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 8,274) 1,261 -194 -991 9,422 12,468 9,691 11,282 -1,417 -3,008 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.6 23.7 0.7 70.2 62.7 80.4 87.0 19.6 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104) 12 16 11 60 51 79 71 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 4,001 COMMITMENTS 808 313 672 2,261 2,660 3,741 3,645 260 356 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: -472) -363 -148 54 -160 -458 -469 -552 -3 80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.2 7.8 16.8 56.5 66.5 93.5 91.1 6.5 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 6 6 4 11 12 19 20 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 475,888 COMMITMENTS 69,790 114,313 114,104 235,771 204,459 419,664 432,876 56,224 43,013 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 992) -998 -11,203 3,641 -3,378 7,278 -735 -284 1,727 1,276 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.7 24.0 24.0 49.5 43.0 88.2 91.0 11.8 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 314) 69 104 107 103 83 244 246 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 14,264 COMMITMENTS 1,252 4,412 2,333 8,337 5,757 11,922 12,501 2,342 1,763 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: -391) -105 351 -380 222 -326 -262 -355 -129 -36 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.8 30.9 16.4 58.4 40.4 83.6 87.6 16.4 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 18 24 21 24 13 55 52 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,086,820 COMMITMENTS 128,155 245,363 40,307 805,339 648,030 973,801 933,699 113,019 153,121 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 32,227) -4,384 -26,565 4,591 25,942 44,623 26,150 22,649 6,077 9,578 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.8 22.6 3.7 74.1 59.6 89.6 85.9 10.4 14.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 259) 47 59 39 98 116 164 195 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,276,784 COMMITMENTS 490,152 420,234 259,019 2154471 2142527 2903643 2821781 373,141 455,003 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: -60,873) 89,930 14,665 -79,298 -81,860 -6,948 -71,228 -71,581 10,355 10,708 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.0 12.8 7.9 65.7 65.4 88.6 86.1 11.4 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 363) 78 82 93 158 179 290 300 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,887,017 COMMITMENTS 259,887 489,415 165,738 2155358 1864892 2580982 2520045 306,035 366,972 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 24,472) 23,941 -964 -31,325 27,491 52,344 20,108 20,056 4,364 4,416 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.0 17.0 5.7 74.7 64.6 89.4 87.3 10.6 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 293) 50 68 65 121 143 207 240 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 859,734 COMMITMENTS 66,338 65,930 168,358 602,642 582,828 837,339 817,116 22,395 42,618 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 38,975) -405 -6,438 16,981 22,508 29,113 39,084 39,655 -109 -680 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.7 7.7 19.6 70.1 67.8 97.4 95.0 2.6 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112) 19 31 36 45 59 84 108 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 32,912 COMMITMENTS 8,151 7,552 1,111 18,125 17,681 27,387 26,343 5,525 6,568 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 266) 77 865 -141 1,325 -951 1,260 -227 -995 493 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.8 22.9 3.4 55.1 53.7 83.2 80.0 16.8 20.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 19 16 5 37 24 57 44 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 65,824 COMMITMENTS 16,302 15,103 2,222 36,249 35,361 54,774 52,687 11,050 13,137 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 532) 153 1,730 -282 2,650 -1,902 2,521 -454 -1,989 986 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.8 22.9 3.4 55.1 53.7 83.2 80.0 16.8 20.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 19 16 5 37 24 57 44 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 16,387 COMMITMENTS 13,277 14,017 1,602 1,137 680 16,016 16,299 371 88 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 1,285) 1,040 1,610 105 0 0 1,145 1,715 140 -430 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 81.0 85.5 9.8 6.9 4.1 97.7 99.5 2.3 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 14 17 3 1 1 17 19 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 31,186 COMMITMENTS 23,242 13,763 259 7,595 17,079 31,096 31,101 90 85 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: -51) 508 -817 -3 -496 813 9 -7 -60 -44 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 74.5 44.1 0.8 24.4 54.8 99.7 99.7 0.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 9 16 1 6 19 16 35 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 32,589 COMMITMENTS 31,089 13,248 0 1,420 19,224 32,509 32,472 80 117 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 41) 760 82 0 -477 131 283 213 -242 -172 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 95.4 40.7 0.0 4.4 59.0 99.8 99.6 0.2 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 9 13 0 4 12 13 25
Updated January 29, 2016