WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 553,313 COMMITMENTS 91,389 181,915 184,426 232,096 142,290 507,911 508,631 45,402 44,682 CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: 19,079) 2,239 -474 13,510 5,879 4,000 21,628 17,036 -2,548 2,043 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.5 32.9 33.3 41.9 25.7 91.8 91.9 8.2 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 393) 127 126 152 111 102 327 306 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 224,154 COMMITMENTS 50,378 72,288 42,732 107,813 84,966 200,923 199,986 23,231 24,168 CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: 4,844) 575 1,402 1,153 2,454 2,644 4,183 5,200 662 -355 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.5 32.2 19.1 48.1 37.9 89.6 89.2 10.4 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 241) 63 65 79 82 77 191 191 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,850,969 COMMITMENTS 320,129 417,983 474,554 845,877 710,249 1640560 1602785 210,409 248,184 CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: 151,341) -10,820 57,557 64,950 87,796 5,257 141,925 127,764 9,416 23,577 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.3 22.6 25.6 45.7 38.4 88.6 86.6 11.4 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 772) 185 212 236 307 295 628 628 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 13,198 COMMITMENTS 2,450 4,062 2,684 4,812 3,795 9,946 10,541 3,252 2,658 CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: 716) 15 130 362 359 208 736 700 -20 16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.6 30.8 20.3 36.5 28.8 75.4 79.9 24.6 20.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 9 17 9 18 12 31 35 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 977,839 COMMITMENTS 216,918 129,078 287,888 405,927 450,653 910,733 867,618 67,106 110,220 CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: -587) 2,136 7,541 -5,961 3,982 -11,824 157 -10,244 -744 9,657 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.2 13.2 29.4 41.5 46.1 93.1 88.7 6.9 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 615) 185 191 255 165 191 507 507 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 543,095 COMMITMENTS 188,549 55,357 135,545 170,123 322,328 494,217 513,230 48,878 29,865 CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: 32,878) 13,504 8,411 17,937 -1,292 5,497 30,149 31,845 2,729 1,033 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.7 10.2 25.0 31.3 59.4 91.0 94.5 9.0 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 349) 130 72 125 84 100 289 250 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 621,065 COMMITMENTS 114,941 58,310 55,327 285,201 351,383 455,469 465,019 165,596 156,046 CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: 24,237) -551 7,893 3,963 15,107 -1,593 18,519 10,263 5,717 13,974 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.5 9.4 8.9 45.9 56.6 73.3 74.9 26.7 25.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147) 38 27 32 65 72 113 121 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 625,219 COMMITMENTS 51,499 155,283 8,184 425,097 379,037 484,780 542,504 140,439 82,715 CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: 4,755) 1,497 3,178 1,648 740 393 3,885 5,220 870 -464 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.2 24.8 1.3 68.0 60.6 77.5 86.8 22.5 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95) 12 15 8 52 51 69 69 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 4,288 COMMITMENTS 450 436 924 2,657 2,710 4,031 4,070 257 218 CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: 599) 94 -88 97 499 614 690 623 -91 -24 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.5 10.2 21.5 62.0 63.2 94.0 94.9 6.0 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 5 5 2 11 13 16 20 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 434,689 COMMITMENTS 67,588 99,297 94,799 217,986 196,773 380,372 390,868 54,316 43,820 CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: 8,685) -174 8,118 -2,734 14,754 1,220 11,847 6,604 -3,162 2,081 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.5 22.8 21.8 50.1 45.3 87.5 89.9 12.5 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 299) 66 96 101 105 84 239 229 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 13,913 COMMITMENTS 1,611 4,533 1,832 7,979 5,538 11,422 11,903 2,491 2,010 CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: 156) -60 -405 233 160 564 333 392 -178 -236 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.6 32.6 13.2 57.4 39.8 82.1 85.6 17.9 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81) 18 29 18 23 14 52 57 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,018,052 COMMITMENTS 106,634 209,731 37,996 747,108 629,478 891,739 877,206 126,313 140,846 CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: 54,058) 15,617 136 1,117 23,486 60,780 40,220 62,033 13,839 -7,975 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.5 20.6 3.7 73.4 61.8 87.6 86.2 12.4 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227) 39 51 40 88 106 151 173 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,154,957 COMMITMENTS 372,735 458,711 306,366 2101716 1973465 2780817 2738541 374,140 416,415 CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: 99,599) -61,588 5,809 53,388 94,599 37,604 86,399 96,801 13,200 2,798 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.8 14.5 9.7 66.6 62.6 88.1 86.8 11.9 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 353) 79 80 103 150 162 283 291 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 107,367 COMMITMENTS 17,462 10,720 175 48,892 44,296 66,528 55,191 40,839 52,176 CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.3 10.0 0.2 45.5 41.3 62.0 51.4 38.0 48.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 4 2 1 11 10 15 13 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,576,362 COMMITMENTS 238,177 475,821 107,138 1945873 1647837 2291188 2230797 285,174 345,566 CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: 2,413) -42,475 31,781 17,463 6,151 -57,968 -18,861 -8,723 21,274 11,136 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.2 18.5 4.2 75.5 64.0 88.9 86.6 11.1 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 279) 40 75 56 100 141 178 234 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 858,357 COMMITMENTS 42,893 95,996 114,101 684,523 580,233 841,517 790,330 16,840 68,027 CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: 16,155) -3,945 -4,782 -12,983 37,475 16,754 20,547 -1,011 -4,392 17,166 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.0 11.2 13.3 79.7 67.6 98.0 92.1 2.0 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127) 15 41 35 49 64 88 120 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 58,324 COMMITMENTS 23,822 15,376 897 26,105 32,945 50,824 49,217 7,501 9,107 CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: 5,596) 2,912 581 224 1,818 4,887 4,954 5,691 641 -95 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 40.8 26.4 1.5 44.8 56.5 87.1 84.4 12.9 15.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96) 27 21 6 32 27 63 50 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 116,649 COMMITMENTS 47,644 30,752 1,793 52,210 65,889 101,647 98,435 15,001 18,214 CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: 11,192) 5,824 1,161 448 3,637 9,773 9,909 11,382 1,283 -191 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 40.8 26.4 1.5 44.8 56.5 87.1 84.4 12.9 15.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96) 27 21 6 32 27 63 50 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 16,348 COMMITMENTS 13,770 14,990 694 1,576 645 16,040 16,329 308 19 CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: -2,088) -2,128 -2,108 13 0 0 -2,115 -2,095 27 7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 84.2 91.7 4.2 9.6 3.9 98.1 99.9 1.9 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 18 14 2 2 1 21 16 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 26,847 COMMITMENTS 19,682 13,296 309 6,732 13,127 26,723 26,732 124 115 CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: 959) 259 776 -24 729 215 964 967 -5 -8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 73.3 49.5 1.2 25.1 48.9 99.5 99.6 0.5 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 7 17 1 6 18 14 35 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 32,601 COMMITMENTS 22,398 14,852 0 10,112 17,692 32,510 32,544 91 57 CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: 1,190) -528 300 0 1,690 984 1,162 1,284 28 -94 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 68.7 45.6 0.0 31.0 54.3 99.7 99.8 0.3 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 7 18 0 4 11 11 29
Updated April 8, 2016