WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 591,360 COMMITMENTS 87,315 210,167 208,153 246,055 129,458 541,522 547,778 49,837 43,582 CHANGES FROM 04/05/16 (CHANGE IN OPEN INTEREST: 38,047) -4,074 28,252 23,727 13,959 -12,832 33,612 39,146 4,435 -1,100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.8 35.5 35.2 41.6 21.9 91.6 92.6 8.4 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 448) 137 153 169 123 103 359 349 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 228,975 COMMITMENTS 52,561 85,272 40,059 112,282 79,463 204,902 204,794 24,074 24,181 CHANGES FROM 04/05/16 (CHANGE IN OPEN INTEREST: 4,821) 2,183 12,984 -2,673 4,468 -5,502 3,978 4,808 843 13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.0 37.2 17.5 49.0 34.7 89.5 89.4 10.5 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242) 69 64 72 84 76 184 192 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,886,803 COMMITMENTS 329,780 389,978 493,855 854,529 759,633 1678164 1643465 208,639 243,338 CHANGES FROM 04/05/16 (CHANGE IN OPEN INTEREST: 35,835) 9,651 -28,005 19,301 8,652 49,384 37,604 40,680 -1,769 -4,846 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.5 20.7 26.2 45.3 40.3 88.9 87.1 11.1 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 765) 180 207 253 310 296 640 630 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 13,093 COMMITMENTS 2,561 4,013 2,589 4,707 3,876 9,856 10,477 3,237 2,616 CHANGES FROM 04/05/16 (CHANGE IN OPEN INTEREST: -105) 111 -49 -95 -106 81 -90 -63 -15 -42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.6 30.6 19.8 35.9 29.6 75.3 80.0 24.7 20.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 12 17 9 17 11 32 34 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,082,919 COMMITMENTS 241,009 117,896 333,310 440,002 514,290 1014321 965,495 68,598 117,423 CHANGES FROM 04/05/16 (CHANGE IN OPEN INTEREST: 105,080) 24,091 -11,183 45,422 34,074 63,637 103,588 97,877 1,492 7,203 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.3 10.9 30.8 40.6 47.5 93.7 89.2 6.3 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 666) 202 208 269 183 214 547 553 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 533,999 COMMITMENTS 179,685 58,417 148,879 159,514 298,751 488,078 506,047 45,921 27,952 CHANGES FROM 04/05/16 (CHANGE IN OPEN INTEREST: -9,096) -8,864 3,060 13,334 -10,608 -23,577 -6,139 -7,183 -2,957 -1,913 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.6 10.9 27.9 29.9 55.9 91.4 94.8 8.6 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 353) 126 70 142 82 97 297 261 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 626,160 COMMITMENTS 123,694 62,257 56,142 284,675 353,708 464,511 472,107 161,649 154,053 CHANGES FROM 04/05/16 (CHANGE IN OPEN INTEREST: 5,095) 8,752 3,947 816 -526 2,325 9,042 7,088 -3,948 -1,993 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.8 9.9 9.0 45.5 56.5 74.2 75.4 25.8 24.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153) 38 31 37 66 74 120 126 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 631,734 COMMITMENTS 53,837 155,320 9,683 425,703 388,751 489,223 553,754 142,511 77,980 CHANGES FROM 04/05/16 (CHANGE IN OPEN INTEREST: 6,515) 2,338 36 1,499 606 9,714 4,443 11,250 2,072 -4,735 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.5 24.6 1.5 67.4 61.5 77.4 87.7 22.6 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94) 13 15 9 51 50 70 68 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 4,486 COMMITMENTS 299 617 815 3,059 2,784 4,173 4,216 313 270 CHANGES FROM 04/05/16 (CHANGE IN OPEN INTEREST: 198) -151 181 -109 402 74 142 146 56 52 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.7 13.8 18.2 68.2 62.1 93.0 94.0 7.0 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 5 6 2 9 12 15 19 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 433,292 COMMITMENTS 71,328 85,752 103,481 201,339 203,143 376,148 392,376 57,144 40,915 CHANGES FROM 04/05/16 (CHANGE IN OPEN INTEREST: -1,397) 3,740 -13,544 8,682 -16,647 6,370 -4,225 1,508 2,828 -2,905 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.5 19.8 23.9 46.5 46.9 86.8 90.6 13.2 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 309) 89 84 111 106 90 260 235 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 14,005 COMMITMENTS 1,702 4,411 1,918 7,884 5,616 11,505 11,945 2,500 2,060 CHANGES FROM 04/05/16 (CHANGE IN OPEN INTEREST: 92) 92 -122 86 -95 78 82 42 10 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.2 31.5 13.7 56.3 40.1 82.1 85.3 17.9 14.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 21 27 19 23 14 56 57 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,037,844 COMMITMENTS 118,794 192,365 46,769 744,368 647,260 909,931 886,394 127,914 151,451 CHANGES FROM 04/05/16 (CHANGE IN OPEN INTEREST: 19,793) 12,160 -17,366 8,773 -2,740 17,781 18,192 9,188 1,601 10,605 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.4 18.5 4.5 71.7 62.4 87.7 85.4 12.3 14.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232) 46 46 45 89 105 159 172 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,216,801 COMMITMENTS 451,506 448,800 299,113 2103026 2037108 2853645 2785022 363,156 431,780 CHANGES FROM 04/05/16 (CHANGE IN OPEN INTEREST: 61,845) 78,771 -9,910 -7,252 1,310 63,643 72,828 46,480 -10,984 15,364 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.0 14.0 9.3 65.4 63.3 88.7 86.6 11.3 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 362) 90 76 100 157 167 293 297 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 104,868 COMMITMENTS 14,186 8,101 172 48,301 39,386 62,660 47,659 42,208 57,209 CHANGES FROM 04/05/16 (CHANGE IN OPEN INTEREST: -2,499) -3,275 -2,619 -2 -591 -4,910 -3,869 -7,531 1,370 5,032 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.5 7.7 0.2 46.1 37.6 59.8 45.4 40.2 54.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 4 1 1 12 9 16 11 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,598,774 COMMITMENTS 251,502 461,625 106,546 1948018 1683438 2306066 2251609 292,708 347,165 CHANGES FROM 04/05/16 (CHANGE IN OPEN INTEREST: 22,412) 13,325 -14,196 -592 2,145 35,601 14,878 20,813 7,534 1,599 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.7 17.8 4.1 75.0 64.8 88.7 86.6 11.3 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 283) 46 74 61 105 139 189 236 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 937,717 COMMITMENTS 47,178 122,329 127,960 745,396 625,399 920,534 875,689 17,183 62,028 CHANGES FROM 04/05/16 (CHANGE IN OPEN INTEREST: 79,360) 4,285 26,334 13,859 60,873 45,166 79,017 85,359 343 -5,999 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.0 13.0 13.6 79.5 66.7 98.2 93.4 1.8 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133) 14 45 37 51 67 94 125 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 60,343 COMMITMENTS 24,928 17,103 987 26,513 32,752 52,428 50,842 7,915 9,501 CHANGES FROM 04/05/16 (CHANGE IN OPEN INTEREST: 2,018) 1,106 1,727 91 408 -193 1,604 1,625 414 394 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 41.3 28.3 1.6 43.9 54.3 86.9 84.3 13.1 15.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106) 34 24 8 31 28 70 55 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 120,686 COMMITMENTS 49,855 34,206 1,975 53,026 65,504 104,856 101,684 15,829 19,001 CHANGES FROM 04/05/16 (CHANGE IN OPEN INTEREST: 4,037) 2,211 3,454 181 816 -386 3,209 3,250 828 787 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 41.3 28.3 1.6 43.9 54.3 86.9 84.3 13.1 15.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106) 34 24 8 31 28 70 55 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 15,445 COMMITMENTS 13,139 14,188 603 1,576 645 15,318 15,436 127 9 CHANGES FROM 04/05/16 (CHANGE IN OPEN INTEREST: -903) -631 -802 -91 0 0 -722 -893 -181 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 85.1 91.9 3.9 10.2 4.2 99.2 99.9 0.8 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 21 11 2 2 1 24 13 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 26,483 COMMITMENTS 20,077 12,900 299 5,927 13,166 26,303 26,365 180 118 CHANGES FROM 04/05/16 (CHANGE IN OPEN INTEREST: -364) 395 -396 -10 -805 39 -420 -367 56 3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 75.8 48.7 1.1 22.4 49.7 99.3 99.6 0.7 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 7 15 1 6 18 14 33 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 31,859 COMMITMENTS 23,781 14,360 0 7,978 17,342 31,759 31,702 100 157 CHANGES FROM 04/05/16 (CHANGE IN OPEN INTEREST: -742) 1,383 -492 0 -2,134 -350 -751 -842 9 100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 74.6 45.1 0.0 25.0 54.4 99.7 99.5 0.3 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 6 16 0 4 11 10 27
Updated April 15, 2016