WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 534,234 COMMITMENTS 89,150 182,389 170,916 226,218 138,290 486,283 491,595 47,950 42,638 CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: -1,369) 675 -8,455 -3,699 -223 12,487 -3,247 333 1,878 -1,702 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.7 34.1 32.0 42.3 25.9 91.0 92.0 9.0 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 393) 136 119 147 112 98 324 301 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 219,309 COMMITMENTS 49,802 70,886 41,579 105,359 82,321 196,740 194,786 22,569 24,523 CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 1,646) 1,602 2,172 799 -1,403 -132 998 2,838 648 -1,192 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.7 32.3 19.0 48.0 37.5 89.7 88.8 10.3 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236) 61 60 74 79 78 184 187 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,699,627 COMMITMENTS 330,949 360,425 409,604 758,081 704,992 1498635 1475021 200,993 224,606 CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: -10,692) 5,966 -41,663 -19,480 1,778 39,192 -11,735 -21,951 1,044 11,259 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.5 21.2 24.1 44.6 41.5 88.2 86.8 11.8 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 737) 186 183 223 294 301 595 606 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 12,483 COMMITMENTS 2,435 3,932 2,322 4,453 3,587 9,210 9,841 3,273 2,642 CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 113) -183 39 26 256 122 99 187 14 -74 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.5 31.5 18.6 35.7 28.7 73.8 78.8 26.2 21.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 11 15 9 17 11 30 33 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 978,426 COMMITMENTS 214,782 121,537 293,849 401,945 462,476 910,576 877,862 67,849 100,564 CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: -2,585) 13,836 -11,983 -4,459 -9,593 9,313 -216 -7,129 -2,369 4,545 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.0 12.4 30.0 41.1 47.3 93.1 89.7 6.9 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 626) 189 199 256 160 190 504 518 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 510,217 COMMITMENTS 175,045 46,946 117,608 171,415 316,831 464,068 481,385 46,149 28,832 CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 2,411) 4,813 -4,260 -2,866 1,691 9,483 3,639 2,358 -1,227 53 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.3 9.2 23.1 33.6 62.1 91.0 94.3 9.0 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 329) 120 63 119 86 100 275 237 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 596,829 COMMITMENTS 115,493 50,417 51,363 270,094 352,977 436,950 454,757 159,879 142,072 CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: -20,177) 6,695 -4,978 -23,542 -15,658 -581 -32,505 -29,101 12,328 8,925 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.4 8.4 8.6 45.3 59.1 73.2 76.2 26.8 23.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149) 34 29 34 67 76 117 123 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 620,463 COMMITMENTS 50,002 152,105 6,535 424,357 378,644 480,894 537,284 139,569 83,179 CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 3,435) -441 -472 -166 1,017 1,691 410 1,053 3,025 2,382 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.1 24.5 1.1 68.4 61.0 77.5 86.6 22.5 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95) 11 14 8 57 50 73 67 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 3,689 COMMITMENTS 356 524 827 2,158 2,096 3,341 3,447 348 242 CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: -663) -152 -10 -90 -520 -552 -762 -652 99 -11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.7 14.2 22.4 58.5 56.8 90.6 93.4 9.4 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 8 2 10 10 14 19 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 426,004 COMMITMENTS 67,762 91,179 97,532 203,231 195,553 368,525 384,264 57,478 41,740 CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: -6,070) -826 -11,322 -3,173 -6,149 6,626 -10,148 -7,869 4,078 1,800 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.9 21.4 22.9 47.7 45.9 86.5 90.2 13.5 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 293) 76 86 104 101 83 240 226 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 13,758 COMMITMENTS 1,671 4,937 1,599 7,819 4,975 11,089 11,511 2,668 2,246 CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 120) -49 260 -69 68 -277 -49 -86 169 206 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.1 35.9 11.6 56.8 36.2 80.6 83.7 19.4 16.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 19 31 16 22 11 50 54 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 963,994 COMMITMENTS 91,018 209,595 36,879 723,622 568,699 851,519 815,173 112,474 148,821 CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 8,557) -8,601 -2,934 -3,273 19,669 13,821 7,795 7,614 762 943 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.4 21.7 3.8 75.1 59.0 88.3 84.6 11.7 15.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228) 36 53 39 90 99 150 167 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,055,358 COMMITMENTS 434,323 452,902 252,978 2007117 1935861 2694418 2641741 360,940 413,617 CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: -175,887) 22,383 11,154 -130,799 -76,510 -52,308 -184,925 -171,953 9,038 -3,934 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.2 14.8 8.3 65.7 63.4 88.2 86.5 11.8 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 352) 72 85 97 152 158 280 285 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,573,949 COMMITMENTS 280,652 444,040 89,675 1939722 1705805 2310049 2239520 263,900 334,430 CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 3,702) 47,374 -32,690 -36,989 -12,596 66,415 -2,211 -3,263 5,913 6,965 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.9 17.3 3.5 75.4 66.3 89.7 87.0 10.3 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 278) 41 70 55 107 143 183 233 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 842,202 COMMITMENTS 46,837 100,778 127,084 647,048 563,479 820,969 791,341 21,232 50,861 CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 44,023) 6,737 4,361 16,510 21,315 19,434 44,562 40,305 -539 3,718 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.6 12.0 15.1 76.8 66.9 97.5 94.0 2.5 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117) 21 34 34 47 58 85 111 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 52,728 COMMITMENTS 20,910 14,795 673 24,287 28,058 45,869 43,526 6,859 9,202 CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 5,497) 3,400 546 -50 1,016 5,016 4,366 5,512 1,132 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 39.7 28.1 1.3 46.1 53.2 87.0 82.5 13.0 17.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98) 30 20 5 30 27 64 48 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 105,457 COMMITMENTS 41,820 29,591 1,345 48,574 56,116 91,738 87,052 13,718 18,405 CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 10,995) 6,800 1,092 -100 2,031 10,033 8,732 11,025 2,263 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 39.7 28.1 1.3 46.1 53.2 87.0 82.5 13.0 17.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98) 30 20 5 30 27 64 48 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 18,436 COMMITMENTS 15,898 17,098 681 1,576 645 18,155 18,424 281 12 CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: -838) -766 -763 -58 0 0 -824 -821 -14 -17 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 86.2 92.7 3.7 8.5 3.5 98.5 99.9 1.5 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 20 15 3 2 1 23 18 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 25,888 COMMITMENTS 19,423 12,520 333 6,003 12,912 25,759 25,765 129 123 CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 931) 689 677 0 219 242 908 919 23 12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 75.0 48.4 1.3 23.2 49.9 99.5 99.5 0.5 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 8 14 1 6 18 15 32 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 31,411 COMMITMENTS 22,926 14,552 0 8,422 16,708 31,348 31,260 63 151 CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 1,968) -982 1,861 0 2,957 4 1,975 1,865 -7 103 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 73.0 46.3 0.0 26.8 53.2 99.8 99.5 0.2 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 7 18 0 4 11 11 29
Updated April 1, 2016