WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 593,880 COMMITMENTS 86,353 189,426 209,859 249,427 152,412 545,640 551,698 48,240 42,182 CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 2,520) -961 -20,741 1,707 3,373 22,954 4,118 3,920 -1,598 -1,400 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.5 31.9 35.3 42.0 25.7 91.9 92.9 8.1 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 423) 121 152 161 116 115 340 341 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 231,553 COMMITMENTS 60,171 84,692 38,506 110,244 83,925 208,921 207,123 22,632 24,430 CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 2,578) 7,610 -580 -1,552 -2,038 4,462 4,020 2,329 -1,442 249 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.0 36.6 16.6 47.6 36.2 90.2 89.4 9.8 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238) 70 63 67 85 73 186 181 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,937,677 COMMITMENTS 353,865 284,103 532,466 845,672 880,004 1732003 1696572 205,674 241,105 CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 50,873) 24,085 -105,875 38,611 -8,857 120,371 53,839 53,107 -2,966 -2,233 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.3 14.7 27.5 43.6 45.4 89.4 87.6 10.6 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 790) 205 181 254 321 334 670 644 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 13,140 COMMITMENTS 2,720 3,919 2,512 4,613 4,146 9,845 10,577 3,295 2,563 CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 47) 159 -94 -77 -93 271 -11 99 58 -53 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.7 29.8 19.1 35.1 31.6 74.9 80.5 25.1 19.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 13 16 9 15 10 31 32 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,214,912 COMMITMENTS 264,945 94,711 411,552 463,001 580,609 1139498 1086872 75,414 128,039 CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 131,993) 23,936 -23,185 78,242 22,999 66,320 125,177 121,377 6,816 10,616 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.8 7.8 33.9 38.1 47.8 93.8 89.5 6.2 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 739) 239 201 285 189 245 596 596 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 555,782 COMMITMENTS 175,171 53,230 163,425 167,677 314,872 506,273 531,527 49,508 24,255 CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 21,783) -4,513 -5,187 14,546 8,163 16,121 18,196 25,480 3,587 -3,697 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.5 9.6 29.4 30.2 56.7 91.1 95.6 8.9 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 353) 126 65 144 85 96 304 259 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 638,675 COMMITMENTS 127,404 68,280 61,247 293,944 364,577 482,594 494,104 156,081 144,571 CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 12,515) 3,710 6,024 5,104 9,269 10,869 18,083 21,997 -5,568 -9,482 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.9 10.7 9.6 46.0 57.1 75.6 77.4 24.4 22.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164) 37 36 41 69 80 130 133 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 629,877 COMMITMENTS 54,996 163,704 7,682 425,678 387,437 488,356 558,823 141,521 71,054 CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: -1,857) 1,159 8,384 -2,001 -25 -1,314 -867 5,069 -990 -6,926 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.7 26.0 1.2 67.6 61.5 77.5 88.7 22.5 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99) 13 17 10 52 52 72 72 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 4,438 COMMITMENTS 492 862 502 3,086 2,829 4,080 4,193 358 245 CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: -48) 193 245 -313 27 45 -93 -23 45 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.1 19.4 11.3 69.5 63.7 91.9 94.5 8.1 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 6 6 2 10 13 17 20 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 445,419 COMMITMENTS 79,760 64,315 106,893 200,975 235,428 387,628 406,636 57,791 38,782 CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 12,127) 8,432 -21,437 3,412 -364 32,285 11,480 14,260 647 -2,133 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.9 14.4 24.0 45.1 52.9 87.0 91.3 13.0 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 307) 88 76 113 106 95 268 230 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 13,105 COMMITMENTS 1,401 3,771 1,690 7,431 5,323 10,522 10,784 2,583 2,321 CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: -900) -301 -640 -228 -453 -293 -982 -1,161 82 261 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.7 28.8 12.9 56.7 40.6 80.3 82.3 19.7 17.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 20 23 15 25 13 53 48 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,064,630 COMMITMENTS 123,673 208,438 44,430 771,528 655,876 939,632 908,745 124,999 155,886 CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 26,786) 4,879 16,073 -2,338 27,160 8,616 29,701 22,351 -2,915 4,435 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.6 19.6 4.2 72.5 61.6 88.3 85.4 11.7 14.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232) 40 53 44 89 109 156 179 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,252,652 COMMITMENTS 464,466 460,220 295,554 2129051 2082955 2889071 2838729 363,582 413,924 CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 35,851) 12,960 11,419 -3,560 26,025 45,847 35,425 53,707 426 -17,856 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.3 14.1 9.1 65.5 64.0 88.8 87.3 11.2 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 372) 82 87 103 163 172 302 305 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 111,576 COMMITMENTS 17,134 8,354 537 52,141 44,488 69,812 53,379 41,764 58,197 CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 6,708) 2,948 253 365 3,840 5,102 7,152 5,720 -444 988 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.4 7.5 0.5 46.7 39.9 62.6 47.8 37.4 52.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 5 2 2 13 11 19 14 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,674,094 COMMITMENTS 327,564 459,753 116,610 1949067 1764741 2393240 2341104 280,853 332,990 CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 75,320) 76,062 -1,872 10,064 1,049 81,303 87,174 89,495 -11,855 -14,175 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.2 17.2 4.4 72.9 66.0 89.5 87.5 10.5 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 295) 52 70 58 111 150 199 242 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,004,128 COMMITMENTS 40,976 131,797 155,865 787,376 656,347 984,217 944,009 19,911 60,119 CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 66,411) -6,202 9,468 27,905 41,980 30,947 63,683 68,320 2,728 -1,909 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.1 13.1 15.5 78.4 65.4 98.0 94.0 2.0 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139) 14 49 41 54 70 99 133 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 61,092 COMMITMENTS 25,078 17,598 837 27,276 32,611 53,192 51,046 7,901 10,046 CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 749) 150 495 -150 763 -141 764 204 -14 546 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 41.0 28.8 1.4 44.6 53.4 87.1 83.6 12.9 16.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107) 30 26 7 31 30 65 59 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 122,184 COMMITMENTS 50,156 35,195 1,674 54,553 65,222 106,383 102,092 15,801 20,093 CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 1,499) 301 990 -300 1,527 -282 1,527 407 -28 1,091 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 41.0 28.8 1.4 44.6 53.4 87.1 83.6 12.9 16.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107) 30 26 7 31 30 65 59 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 18,716 COMMITMENTS 16,131 17,367 697 1,785 645 18,613 18,709 103 7 CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 3,271) 2,992 3,179 94 209 0 3,295 3,273 -24 -2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 86.2 92.8 3.7 9.5 3.4 99.4 100.0 0.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 23 11 2 2 1 26 13 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 26,328 COMMITMENTS 19,594 11,872 299 6,282 14,044 26,175 26,215 153 113 CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: -155) -483 -1,028 0 355 878 -128 -150 -27 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 74.4 45.1 1.1 23.9 53.3 99.4 99.6 0.6 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 6 17 1 5 19 12 36 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 31,159 COMMITMENTS 22,601 13,232 0 8,468 17,804 31,069 31,036 90 123 CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: -700) -1,180 -1,128 0 490 462 -690 -666 -10 -34 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 72.5 42.5 0.0 27.2 57.1 99.7 99.6 0.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 7 16 0 4 11 11 27
Updated April 22, 2016